ASHOKLEY
Ashok Leyland Ltd
Historical option data for ASHOKLEY
21 Sep 2025 04:12 PM IST
| ASHOKLEY 30SEP2025 155 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.89 | 0.1 | -0.05 | 28.87 | 1,136 | 2 | 701 | |||||||||
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| 14 Sept | 134.09 | 0.1 | 0 | 32.47 | 549 | 71 | 708 | |||||||||
For Ashok Leyland Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 CE is 0.04
Historical price for 155 CE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 28.87, the open interest changed by 2 which increased total open position to 701
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 32.47, the open interest changed by 71 which increased total open position to 708
| ASHOKLEY 30SEP2025 155 PE | |||||||
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Delta: -0.81
Vega: 0.07
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.89 | 14.85 | -4.55 | 56.40 | 18 | 8 | 22 |
| 14 Sept | 134.09 | 19.3 | -0.1 | 0.00 | 0 | 0 | 0 |
For Ashok Leyland Ltd - strike price 155 expiring on 30SEP2025
Delta for 155 PE is -0.81
Historical price for 155 PE is as follows
On 21 Sept ASHOKLEY was trading at 140.89. The strike last trading price was 14.85, which was -4.55 lower than the previous day. The implied volatity was 56.40, the open interest changed by 8 which increased total open position to 22
On 14 Sept ASHOKLEY was trading at 134.09. The strike last trading price was 19.3, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
