BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10000 CE | ||||||||||||||||
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Delta: 0.03
Vega: 0.86
Theta: -1.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 4.9 | -0.85 | 34.71 | 7,488 | -244 | 3,571 | |||||||||
| 21 Sept | 8971.50 | 5.9 | -1.7 | 31.95 | 2,217 | 311 | 3,806 | |||||||||
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| 18 Sept | 9075.00 | 8.05 | -1.5 | 29.42 | 2,419 | -126 | 3,501 | |||||||||
| 14 Sept | 8999.50 | 12.25 | -2.8 | 26.96 | 3,364 | 676 | 3,571 | |||||||||
For Bajaj Auto Limited - strike price 10000 expiring on 30SEP2025
Delta for 10000 CE is 0.03
Historical price for 10000 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 4.9, which was -0.85 lower than the previous day. The implied volatity was 34.71, the open interest changed by -244 which decreased total open position to 3571
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 5.9, which was -1.7 lower than the previous day. The implied volatity was 31.95, the open interest changed by 311 which increased total open position to 3806
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 8.05, which was -1.5 lower than the previous day. The implied volatity was 29.42, the open interest changed by -126 which decreased total open position to 3501
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 12.25, which was -2.8 lower than the previous day. The implied volatity was 26.96, the open interest changed by 676 which increased total open position to 3571
| BAJAJ-AUTO 30SEP2025 10000 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 938 | -62 | - | 19 | -3 | 91 |
| 21 Sept | 8971.50 | 1000 | 103.9 | 32.12 | 14 | 8 | 94 |
| 18 Sept | 9075.00 | 896.1 | 0 | 0.00 | 0 | -5 | 0 |
| 14 Sept | 8999.50 | 1003.2 | 135.95 | 44.04 | 9 | -2 | 90 |
For Bajaj Auto Limited - strike price 10000 expiring on 30SEP2025
Delta for 10000 PE is -
Historical price for 10000 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 938, which was -62 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 91
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 1000, which was 103.9 higher than the previous day. The implied volatity was 32.12, the open interest changed by 8 which increased total open position to 94
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 896.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 1003.2, which was 135.95 higher than the previous day. The implied volatity was 44.04, the open interest changed by -2 which decreased total open position to 90
