ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 147.5 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 140.89 | 0.55 | 0.05 | 24.83 | 1,248 | 72 | 504 | |||||||||
| 14 Sept | 134.09 | 0.4 | 0.05 | 30.65 | 467 | 5 | 320 | |||||||||
For Ashok Leyland Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.17
Historical price for 147.5 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 0.55, which was 0.05 higher than the previous day. The implied volatity was 24.83, the open interest changed by 72 which increased total open position to 504
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 30.65, the open interest changed by 5 which increased total open position to 320
| ASHOKLEY 30SEP2025 147.5 PE | |||||||
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Delta: -0.71
Vega: 0.08
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.89 | 7.8 | -2.3 | 41.31 | 50 | 11 | 24 |
| 14 Sept | 134.09 | 14.35 | -1 | 47.37 | 21 | -7 | 11 |
For Ashok Leyland Ltd - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.71
Historical price for 147.5 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 7.8, which was -2.3 lower than the previous day. The implied volatity was 41.31, the open interest changed by 11 which increased total open position to 24
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 14.35, which was -1 lower than the previous day. The implied volatity was 47.37, the open interest changed by -7 which decreased total open position to 11
