ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 145 CE | ||||||||||||||||
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Delta: 0.28
Vega: 0.08
Theta: -0.10
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.89 | 1 | 0.25 | 23.77 | 7,989 | 202 | 1,506 | |||||||||
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| 14 Sept | 134.09 | 0.55 | 0 | 28.88 | 2,788 | 107 | 1,663 | |||||||||
For Ashok Leyland Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.28
Historical price for 145 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 23.77, the open interest changed by 202 which increased total open position to 1506
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.55, which was 0 lower than the previous day. The implied volatity was 28.88, the open interest changed by 107 which increased total open position to 1663
| ASHOKLEY 30SEP2025 145 PE | |||||||
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Delta: -0.64
Vega: 0.09
Theta: -0.12
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.89 | 5.6 | -1.9 | 36.12 | 746 | 248 | 284 |
| 14 Sept | 134.09 | 11.9 | -0.55 | 42.40 | 38 | 5 | 50 |
For Ashok Leyland Ltd - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.64
Historical price for 145 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 5.6, which was -1.9 lower than the previous day. The implied volatity was 36.12, the open interest changed by 248 which increased total open position to 284
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 11.9, which was -0.55 lower than the previous day. The implied volatity was 42.40, the open interest changed by 5 which increased total open position to 50
