ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 142.5 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.10
Theta: -0.11
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 140.89 | 1.6 | 0.35 | 21.12 | 5,361 | 39 | 842 | |||||||||
| 14 Sept | 134.09 | 0.75 | -0.05 | 26.80 | 511 | 13 | 492 | |||||||||
For Ashok Leyland Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 CE is 0.43
Historical price for 142.5 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 1.6, which was 0.35 higher than the previous day. The implied volatity was 21.12, the open interest changed by 39 which increased total open position to 842
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 13 which increased total open position to 492
| ASHOKLEY 30SEP2025 142.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.10
Theta: -0.13
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.89 | 3.8 | -1.75 | 33.30 | 1,559 | 156 | 198 |
| 14 Sept | 134.09 | 9.25 | -0.95 | 34.91 | 31 | 3 | 47 |
For Ashok Leyland Ltd - strike price 142.5 expiring on 30SEP2025
Delta for 142.5 PE is -0.54
Historical price for 142.5 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 3.8, which was -1.75 lower than the previous day. The implied volatity was 33.30, the open interest changed by 156 which increased total open position to 198
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 9.25, which was -0.95 lower than the previous day. The implied volatity was 34.91, the open interest changed by 3 which increased total open position to 47
