ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 150 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 140.89 | 0.35 | 0 | 27.10 | 4,782 | -188 | 1,584 | |||||||||
| 14 Sept | 134.09 | 0.25 | -0.05 | 31.15 | 4,164 | 123 | 2,129 | |||||||||
For Ashok Leyland Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.11
Historical price for 150 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 0.35, which was 0 lower than the previous day. The implied volatity was 27.10, the open interest changed by -188 which decreased total open position to 1584
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.15, the open interest changed by 123 which increased total open position to 2129
| ASHOKLEY 30SEP2025 150 PE | |||||||
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Delta: -0.75
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 | 10.1 | -2.1 | 46.45 | 88 | -12 | 53 |
| 14 Sept | 134.09 | 16.7 | -0.6 | 50.75 | 18 | 0 | 59 |
For Ashok Leyland Ltd - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.75
Historical price for 150 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 10.1, which was -2.1 lower than the previous day. The implied volatity was 46.45, the open interest changed by -12 which decreased total open position to 53
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 16.7, which was -0.6 lower than the previous day. The implied volatity was 50.75, the open interest changed by 0 which decreased total open position to 59
