BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 7700 CE | ||||||||||||||||
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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 | 1055 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 8971.50 | 1055 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 1055 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 14 Sept | 8999.50 | 1055 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 8213.50 | 627.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 7700 expiring on 30SEP2025
Delta for 7700 CE is 0.00
Historical price for 7700 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1055, 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 1055, 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 1055, 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 1055, 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 627.45, 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 7700 PE | |||||||
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Delta: -0.01
Vega: 0.33
Theta: -0.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 1.95 | 0.1 | 47.07 | 2 | 0 | 41 |
| 21 Sept | 8971.50 | 1.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 1.85 | -0.2 | 39.25 | 4 | -1 | 43 |
| 14 Sept | 8999.50 | 4.3 | 1.1 | 35.24 | 3 | 0 | 42 |
| 17 Aug | 8213.50 | 241.35 | 0 | 5.17 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 7700 expiring on 30SEP2025
Delta for 7700 PE is -0.01
Historical price for 7700 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1.95, which was 0.1 higher than the previous day. The implied volatity was 47.07, the open interest changed by 0 which decreased total open position to 41
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 1.85, 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 1.85, which was -0.2 lower than the previous day. The implied volatity was 39.25, the open interest changed by -1 which decreased total open position to 43
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 4.3, which was 1.1 higher than the previous day. The implied volatity was 35.24, the open interest changed by 0 which decreased total open position to 42
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 241.35, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
