ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 152.5 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.89 | 0.25 | 0 | 29.85 | 345 | 49 | 163 | |||||||||
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| 14 Sept | 134.09 | 0.15 | -0.1 | 31.49 | 26 | 8 | 11 | |||||||||
For Ashok Leyland Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 CE is 0.08
Historical price for 152.5 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 29.85, the open interest changed by 49 which increased total open position to 163
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.15, which was -0.1 lower than the previous day. The implied volatity was 31.49, the open interest changed by 8 which increased total open position to 11
| ASHOKLEY 30SEP2025 152.5 PE | |||||||
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Delta: -0.78
Vega: 0.07
Theta: -0.14
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.89 | 12.6 | -17.85 | 53.47 | 17 | 7 | 6 |
| 14 Sept | 134.09 | 30.45 | 0 | - | 0 | 0 | 0 |
For Ashok Leyland Ltd - strike price 152.5 expiring on 30SEP2025
Delta for 152.5 PE is -0.78
Historical price for 152.5 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 12.6, which was -17.85 lower than the previous day. The implied volatity was 53.47, the open interest changed by 7 which increased total open position to 6
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 30.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
