BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 7500 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 8213.50 | 758.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 7500 expiring on 30SEP2025
Delta for 7500 CE is -
Historical price for 7500 CE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 758.25, 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
| BAJAJ-AUTO 30SEP2025 7500 PE | |||||||
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Delta: -0.09
Vega: 4.92
Theta: -0.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 8213.50 | 30 | 6 | 22.53 | 22 | 6 | 19 |
For Bajaj Auto Limited - strike price 7500 expiring on 30SEP2025
Delta for 7500 PE is -0.09
Historical price for 7500 PE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 30, which was 6 higher than the previous day. The implied volatity was 22.53, the open interest changed by 6 which increased total open position to 19
