BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10400 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.46
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 2.6 | -0.1 | 41.81 | 386 | -27 | 543 | |||||||||
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| 21 Sept | 8971.50 | 3 | -0.7 | 37.61 | 268 | -92 | 559 | |||||||||
| 18 Sept | 9075.00 | 3.45 | -1.05 | 34.22 | 359 | -209 | 655 | |||||||||
| 14 Sept | 8999.50 | 5.25 | -1.45 | 30.50 | 689 | 46 | 904 | |||||||||
For Bajaj Auto Limited - strike price 10400 expiring on 30SEP2025
Delta for 10400 CE is 0.01
Historical price for 10400 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2.6, which was -0.1 lower than the previous day. The implied volatity was 41.81, the open interest changed by -27 which decreased total open position to 543
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 3, which was -0.7 lower than the previous day. The implied volatity was 37.61, the open interest changed by -92 which decreased total open position to 559
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 34.22, the open interest changed by -209 which decreased total open position to 655
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 5.25, which was -1.45 lower than the previous day. The implied volatity was 30.50, the open interest changed by 46 which increased total open position to 904
| BAJAJ-AUTO 30SEP2025 10400 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 | 1100 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 1100 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 1100 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 1100 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10400 expiring on 30SEP2025
Delta for 10400 PE is 0.00
Historical price for 10400 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1100, 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 1100, 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 1100, 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 1100, 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
