BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8100 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 | 410.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Sept | 8971.50 | 410.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 410.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 410.9 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Aug | 8213.50 | 410.9 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8100 expiring on 30SEP2025
Delta for 8100 CE is -
Historical price for 8100 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 410.9, 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 410.9, 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 410.9, 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 410.9, 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 410.9, 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 8100 PE | |||||||
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Delta: -0.02
Vega: 0.73
Theta: -1.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 4.5 | -0.25 | 38.22 | 32 | 10 | 83 |
| 21 Sept | 8971.50 | 4.75 | 1.5 | 31.43 | 6 | 0 | 74 |
| 18 Sept | 9075.00 | 3.25 | -0.25 | 30.96 | 10 | 0 | 73 |
| 14 Sept | 8999.50 | 7.1 | 0 | 27.91 | 54 | -9 | 84 |
| 17 Aug | 8213.50 | 420.75 | 0 | 1.84 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8100 expiring on 30SEP2025
Delta for 8100 PE is -0.02
Historical price for 8100 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 4.5, which was -0.25 lower than the previous day. The implied volatity was 38.22, the open interest changed by 10 which increased total open position to 83
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 4.75, which was 1.5 higher than the previous day. The implied volatity was 31.43, the open interest changed by 0 which decreased total open position to 74
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 3.25, which was -0.25 lower than the previous day. The implied volatity was 30.96, the open interest changed by 0 which decreased total open position to 73
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 7.1, which was 0 lower than the previous day. The implied volatity was 27.91, the open interest changed by -9 which decreased total open position to 84
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 420.75, which was 0 lower than the previous day. The implied volatity was 1.84, the open interest changed by 0 which decreased total open position to 0
