BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10100 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.74
Theta: -1.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 4.25 | -0.75 | 36.73 | 308 | 68 | 150 | |||||||||
| 21 Sept | 8971.50 | 5.65 | -0.05 | 33.67 | 60 | 27 | 81 | |||||||||
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| 18 Sept | 9075.00 | 5.7 | -1.8 | 30.05 | 31 | 4 | 55 | |||||||||
| 14 Sept | 8999.50 | 9.25 | -2.75 | 27.57 | 103 | 14 | 35 | |||||||||
For Bajaj Auto Limited - strike price 10100 expiring on 30SEP2025
Delta for 10100 CE is 0.02
Historical price for 10100 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 36.73, the open interest changed by 68 which increased total open position to 150
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 5.65, which was -0.05 lower than the previous day. The implied volatity was 33.67, the open interest changed by 27 which increased total open position to 81
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 5.7, which was -1.8 lower than the previous day. The implied volatity was 30.05, the open interest changed by 4 which increased total open position to 55
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 9.25, which was -2.75 lower than the previous day. The implied volatity was 27.57, the open interest changed by 14 which increased total open position to 35
| BAJAJ-AUTO 30SEP2025 10100 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 | 2010.7 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 2010.7 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 2010.7 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 2010.7 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10100 expiring on 30SEP2025
Delta for 10100 PE is -
Historical price for 10100 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2010.7, 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
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 2010.7, 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
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 2010.7, 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
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 2010.7, 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
