BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 7800 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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| 22 Sept | 9054.50 | 1002.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 8971.50 | 1002.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 1002.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 1002.2 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 8213.50 | 1002.2 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 7800 expiring on 30SEP2025
Delta for 7800 CE is -
Historical price for 7800 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1002.2, 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 1002.2, 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 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 1002.2, 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 1002.2, 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 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 1002.2, 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 7800 PE | |||||||
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Delta: -0.01
Vega: 0.33
Theta: -0.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 1.85 | 0 | 43.34 | 9 | -6 | 15 |
| 21 Sept | 8971.50 | 1.85 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 1.85 | -1.6 | 36.57 | 4 | 0 | 24 |
| 14 Sept | 8999.50 | 3.85 | 0.3 | 32.29 | 5 | 1 | 24 |
| 17 Aug | 8213.50 | 244.25 | 0 | 4.34 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 7800 expiring on 30SEP2025
Delta for 7800 PE is -0.01
Historical price for 7800 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 43.34, the open interest changed by -6 which decreased total open position to 15
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 -1.6 lower than the previous day. The implied volatity was 36.57, the open interest changed by 0 which decreased total open position to 24
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 3.85, which was 0.3 higher than the previous day. The implied volatity was 32.29, the open interest changed by 1 which increased total open position to 24
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 244.25, which was 0 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0
