BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 7500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 758.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 21 Sept | 8971.50 | 758.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 758.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 758.25 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 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 0.00
Historical price for 7500 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 758.25, 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 758.25, 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 758.25, 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 758.25, 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 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 | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 1.15 | -0.85 | - | 2 | -1 | 223 |
| 21 Sept | 8971.50 | 2 | 0.5 | 44.66 | 19 | -14 | 226 |
| 18 Sept | 9075.00 | 1.5 | -0.3 | 43.66 | 17 | -3 | 243 |
| 14 Sept | 8999.50 | 3.4 | -0.2 | 38.80 | 25 | -11 | 252 |
| 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 -
Historical price for 7500 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1.15, which was -0.85 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 223
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 2, which was 0.5 higher than the previous day. The implied volatity was 44.66, the open interest changed by -14 which decreased total open position to 226
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 1.5, which was -0.3 lower than the previous day. The implied volatity was 43.66, the open interest changed by -3 which decreased total open position to 243
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 3.4, which was -0.2 lower than the previous day. The implied volatity was 38.80, the open interest changed by -11 which decreased total open position to 252
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
