BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 8200 CE | ||||||||||||||||
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Delta: 0.59
Vega: 11.43
Theta: -3.63
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 8213.50 | 290 | -34.1 | 19.51 | 3 | 1 | 9 | |||||||||
For Bajaj Auto Limited - strike price 8200 expiring on 30SEP2025
Delta for 8200 CE is 0.59
Historical price for 8200 CE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 290, which was -34.1 lower than the previous day. The implied volatity was 19.51, the open interest changed by 1 which increased total open position to 9
| BAJAJ-AUTO 30SEP2025 8200 PE | |||||||
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Delta: -0.41
Vega: 11.46
Theta: -1.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 8213.50 | 190 | 12.9 | 20.86 | 22 | 10 | 139 |
For Bajaj Auto Limited - strike price 8200 expiring on 30SEP2025
Delta for 8200 PE is -0.41
Historical price for 8200 PE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 190, which was 12.9 higher than the previous day. The implied volatity was 20.86, the open interest changed by 10 which increased total open position to 139
