BAJAJ-AUTO
BAJAJ AUTO LIMITED
Historical option data for BAJAJ-AUTO
05 Jul 2024 04:11 PM IST
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Delta: -
Gamma: -
Theta: -
Vega: -
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI | |||
| 5 Jul | 9635.80 | 168.35 | 38.35 | - | 1,96,125 | 14,775 | 46,800 | |||
| 4 Jul | 9460.85 | 130 | - | 27,825 | 5,400 | 32,025 | ||||
| 3 Jul | 9422.40 | 110.3 | - | 31,575 | 75 | 26,625 | ||||
| 2 Jul | 9401.25 | 106.55 | - | 58,875 | 1,350 | 26,550 | ||||
| 1 Jul | 9532.40 | 141.85 | - | 54,525 | 5,550 | 25,200 | ||||
| 28 Jun | 9501.65 | 143 | - | 36,750 | 3,225 | 19,650 | ||||
| 27 Jun | 9417.45 | 135 | - | 24,600 | 3,150 | 16,425 | ||||
| 26 Jun | 9474.65 | 162 | - | 19,125 | 5,250 | 13,125 | ||||
| 25 Jun | 9659.95 | 230.6 | - | 11,475 | 2,925 | 7,875 | ||||
| 24 Jun | 9745.25 | 274.7 | - | 6,975 | 2,550 | 4,950 | ||||
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| 21 Jun | 9602.25 | 225.00 | - | 1,650 | 450 | 2,325 | ||||
| 20 Jun | 9632.00 | 238.00 | - | 1,050 | 375 | 1,875 | ||||
| 19 Jun | 9685.80 | 277.00 | - | 1,350 | 750 | 1,500 | ||||
| 18 Jun | 9918.20 | 367.05 | - | 975 | 825 | 825 | ||||
| 14 Jun | 9961.75 | 315.00 | - | 0 | 0 | 0 | ||||
| 13 Jun | 9923.40 | 315.00 | - | 225 | 0 | 225 | ||||
| 12 Jun | 9904.25 | 392.25 | - | 75 | 0 | 150 | ||||
| 11 Jun | 9812.70 | 334.95 | - | 75 | 0 | 75 | ||||
| 10 Jun | 9733.05 | 335.00 | - | 225 | 75 | 150 | ||||
| 6 Jun | 9701.45 | 255.00 | - | 225 | 150 | 150 | ||||
For BAJAJ AUTO LIMITED - strike price 9900 expiring on 25JUL2024
Delta for 9900 CE is -
Historical price for 9900 CE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 168.35, which was 38.35 higher than the previous day. The implied volatity was -, the open interest changed by 14775 which increased total open position to 46800
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 130, which was lower than the previous day. The implied volatity was -, the open interest changed by 5400 which increased total open position to 32025
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 110.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 26625
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 106.55, which was lower than the previous day. The implied volatity was -, the open interest changed by 1350 which increased total open position to 26550
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 141.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 5550 which increased total open position to 25200
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 143, which was lower than the previous day. The implied volatity was -, the open interest changed by 3225 which increased total open position to 19650
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 135, which was lower than the previous day. The implied volatity was -, the open interest changed by 3150 which increased total open position to 16425
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 162, which was lower than the previous day. The implied volatity was -, the open interest changed by 5250 which increased total open position to 13125
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 230.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 2925 which increased total open position to 7875
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 274.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 2550 which increased total open position to 4950
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 225.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 450 which increased total open position to 2325
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 238.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 375 which increased total open position to 1875
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 277.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 750 which increased total open position to 1500
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 367.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 825 which increased total open position to 825
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 315.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 225
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 392.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 150
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 334.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 335.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 75 which increased total open position to 150
On 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 255.00, which was lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
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Delta: -
Gamma: -
Theta: -
Vega: -
|
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| Date | Symbol Close | Ltp | Chng | IV | Volume | Chng OI | OI |
| 5 Jul | 9635.80 | 382.15 | -135.70 | - | 2,325 | 1,725 | 1,725 |
| 4 Jul | 9460.85 | 517.85 | - | 0 | 300 | 0 | |
| 3 Jul | 9422.40 | 517.85 | - | 525 | 300 | 1,425 | |
| 2 Jul | 9401.25 | 543.65 | - | 675 | -75 | 1,050 | |
| 1 Jul | 9532.40 | 407.55 | - | 1,650 | -150 | 1,125 | |
| 28 Jun | 9501.65 | 512.9 | - | 750 | 1,275 | 1,275 | |
| 27 Jun | 9417.45 | 477.2 | - | 0 | 600 | 0 | |
| 26 Jun | 9474.65 | 477.2 | - | 600 | 0 | 0 | |
| 25 Jun | 9659.95 | 952.5 | - | 0 | 0 | 0 | |
| 24 Jun | 9745.25 | 952.5 | - | 0 | 0 | 0 | |
| 21 Jun | 9602.25 | 952.50 | - | 0 | 0 | 0 | |
| 20 Jun | 9632.00 | 952.50 | - | 0 | 0 | 0 | |
| 19 Jun | 9685.80 | 952.50 | - | 0 | 0 | 0 | |
| 18 Jun | 9918.20 | 952.50 | - | 0 | 0 | 0 | |
| 14 Jun | 9961.75 | 952.50 | - | 0 | 0 | 0 | |
| 13 Jun | 9923.40 | 952.50 | - | 0 | 0 | 0 | |
| 12 Jun | 9904.25 | 952.50 | - | 0 | 0 | 0 | |
| 11 Jun | 9812.70 | 952.50 | - | 0 | 0 | 0 | |
| 10 Jun | 9733.05 | 952.50 | - | 0 | 0 | 0 | |
| 6 Jun | 9701.45 | 952.50 | - | 0 | 0 | 0 | |
For BAJAJ AUTO LIMITED - strike price 9900 expiring on 25JUL2024
Delta for 9900 PE is -
Historical price for 9900 PE is as follows
On 5 Jul BAJAJ-AUTO was trading at 9635.80. The strike last trading price was 382.15, which was -135.70 lower than the previous day. The implied volatity was -, the open interest changed by 1725 which increased total open position to 1725
On 4 Jul BAJAJ-AUTO was trading at 9460.85. The strike last trading price was 517.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 0
On 3 Jul BAJAJ-AUTO was trading at 9422.40. The strike last trading price was 517.85, which was lower than the previous day. The implied volatity was -, the open interest changed by 300 which increased total open position to 1425
On 2 Jul BAJAJ-AUTO was trading at 9401.25. The strike last trading price was 543.65, which was lower than the previous day. The implied volatity was -, the open interest changed by -75 which decreased total open position to 1050
On 1 Jul BAJAJ-AUTO was trading at 9532.40. The strike last trading price was 407.55, which was lower than the previous day. The implied volatity was -, the open interest changed by -150 which decreased total open position to 1125
On 28 Jun BAJAJ-AUTO was trading at 9501.65. The strike last trading price was 512.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 1275 which increased total open position to 1275
On 27 Jun BAJAJ-AUTO was trading at 9417.45. The strike last trading price was 477.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 600 which increased total open position to 0
On 26 Jun BAJAJ-AUTO was trading at 9474.65. The strike last trading price was 477.2, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Jun BAJAJ-AUTO was trading at 9659.95. The strike last trading price was 952.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Jun BAJAJ-AUTO was trading at 9745.25. The strike last trading price was 952.5, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jun BAJAJ-AUTO was trading at 9602.25. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jun BAJAJ-AUTO was trading at 9632.00. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jun BAJAJ-AUTO was trading at 9685.80. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Jun BAJAJ-AUTO was trading at 9918.20. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jun BAJAJ-AUTO was trading at 9961.75. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jun BAJAJ-AUTO was trading at 9923.40. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jun BAJAJ-AUTO was trading at 9904.25. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Jun BAJAJ-AUTO was trading at 9812.70. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Jun BAJAJ-AUTO was trading at 9733.05. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jun BAJAJ-AUTO was trading at 9701.45. The strike last trading price was 952.50, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0