BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10300 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.67
Theta: -1.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 9054.50 | 4.25 | 0.55 | 42.16 | 32 | 10 | 76 | |||||||||
| 21 Sept | 8971.50 | 3.7 | -1.75 | 36.16 | 37 | 13 | 69 | |||||||||
| 18 Sept | 9075.00 | 5.45 | 0.5 | 34.42 | 2 | 1 | 53 | |||||||||
| 14 Sept | 8999.50 | 6.75 | -0.85 | 29.89 | 34 | 7 | 40 | |||||||||
For Bajaj Auto Limited - strike price 10300 expiring on 30SEP2025
Delta for 10300 CE is 0.02
Historical price for 10300 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 4.25, which was 0.55 higher than the previous day. The implied volatity was 42.16, the open interest changed by 10 which increased total open position to 76
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 3.7, which was -1.75 lower than the previous day. The implied volatity was 36.16, the open interest changed by 13 which increased total open position to 69
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 5.45, which was 0.5 higher than the previous day. The implied volatity was 34.42, the open interest changed by 1 which increased total open position to 53
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 6.75, which was -0.85 lower than the previous day. The implied volatity was 29.89, the open interest changed by 7 which increased total open position to 40
| BAJAJ-AUTO 30SEP2025 10300 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 | 2202.2 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 2202.2 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 2202.2 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 2202.2 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10300 expiring on 30SEP2025
Delta for 10300 PE is -
Historical price for 10300 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2202.2, 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 2202.2, 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 2202.2, 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 2202.2, 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
