BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 10600 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.37
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 2.1 | 0.6 | 45.43 | 5 | 0 | 28 | |||||||||
| 21 Sept | 8971.50 | 1.5 | -1.6 | 38.27 | 1 | 0 | 28 | |||||||||
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| 14 Sept | 8999.50 | 5 | -73.35 | 33.76 | 4 | 3 | 3 | |||||||||
For Bajaj Auto Limited - strike price 10600 expiring on 30SEP2025
Delta for 10600 CE is 0.01
Historical price for 10600 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2.1, which was 0.6 higher than the previous day. The implied volatity was 45.43, the open interest changed by 0 which decreased total open position to 28
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 1.5, which was -1.6 lower than the previous day. The implied volatity was 38.27, the open interest changed by 0 which decreased total open position to 28
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 5, which was -73.35 lower than the previous day. The implied volatity was 33.76, the open interest changed by 3 which increased total open position to 3
| BAJAJ-AUTO 30SEP2025 10600 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 | 2075.55 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 2075.55 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 2075.55 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10600 expiring on 30SEP2025
Delta for 10600 PE is -
Historical price for 10600 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2075.55, 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 2075.55, 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 2075.55, 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
