BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8000 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 | 998.1 | 0 | 0.00 | 0 | -4 | 0 | |||||||||
| 21 Sept | 8971.50 | 998.1 | -57.9 | - | 11 | -4 | 14 | |||||||||
| 18 Sept | 9075.00 | 1056 | -24 | - | 3 | 0 | 16 | |||||||||
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| 14 Sept | 8999.50 | 1015 | -115 | - | 4 | -2 | 17 | |||||||||
| 17 Aug | 8213.50 | 873.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8000 expiring on 30SEP2025
Delta for 8000 CE is 0.00
Historical price for 8000 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 998.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 998.1, which was -57.9 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 14
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 1056, which was -24 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 1015, which was -115 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 17
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 873.3, 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 8000 PE | |||||||
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Delta: -0.02
Vega: 0.52
Theta: -1.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 2.95 | -0.9 | 39.24 | 135 | -34 | 557 |
| 21 Sept | 8971.50 | 3.9 | 0.5 | 33.58 | 107 | 3 | 588 |
| 18 Sept | 9075.00 | 3.4 | -0.15 | 33.99 | 74 | -22 | 588 |
| 14 Sept | 8999.50 | 5.85 | 0.65 | 29.46 | 362 | -56 | 653 |
| 17 Aug | 8213.50 | 312.15 | 0 | 2.68 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8000 expiring on 30SEP2025
Delta for 8000 PE is -0.02
Historical price for 8000 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 2.95, which was -0.9 lower than the previous day. The implied volatity was 39.24, the open interest changed by -34 which decreased total open position to 557
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 3.9, which was 0.5 higher than the previous day. The implied volatity was 33.58, the open interest changed by 3 which increased total open position to 588
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 3.4, which was -0.15 lower than the previous day. The implied volatity was 33.99, the open interest changed by -22 which decreased total open position to 588
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 5.85, which was 0.65 higher than the previous day. The implied volatity was 29.46, the open interest changed by -56 which decreased total open position to 653
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 312.15, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
