BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10200 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.63
Theta: -1.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 9054.50 | 3.55 | -0.45 | 38.42 | 794 | 10 | 1,002 | |||||||||
| 21 Sept | 8971.50 | 3.85 | -1.35 | 34.48 | 367 | -78 | 994 | |||||||||
| 18 Sept | 9075.00 | 5.5 | -0.85 | 32.20 | 684 | 89 | 1,072 | |||||||||
| 14 Sept | 8999.50 | 8.25 | -1.3 | 28.98 | 636 | 91 | 1,054 | |||||||||
For Bajaj Auto Limited - strike price 10200 expiring on 30SEP2025
Delta for 10200 CE is 0.02
Historical price for 10200 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 3.55, which was -0.45 lower than the previous day. The implied volatity was 38.42, the open interest changed by 10 which increased total open position to 1002
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 3.85, which was -1.35 lower than the previous day. The implied volatity was 34.48, the open interest changed by -78 which decreased total open position to 994
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 5.5, which was -0.85 lower than the previous day. The implied volatity was 32.20, the open interest changed by 89 which increased total open position to 1072
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 8.25, which was -1.3 lower than the previous day. The implied volatity was 28.98, the open interest changed by 91 which increased total open position to 1054
| BAJAJ-AUTO 30SEP2025 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 1180 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 1180 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 1180 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 1180 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10200 expiring on 30SEP2025
Delta for 10200 PE is 0.00
Historical price for 10200 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1180, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1180, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1180, which was 0 lower than the previous day. The implied volatity was 0.00, 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 1180, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
