BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8200 CE | ||||||||||||||||
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Delta: 0.94
Vega: 1.52
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 865.2 | 62.2 | 43.06 | 3 | -2 | 23 | |||||||||
| 21 Sept | 8971.50 | 803 | -77 | 25.41 | 8 | -8 | 31 | |||||||||
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| 18 Sept | 9075.00 | 880 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 943.2 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 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 0.94
Historical price for 8200 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 865.2, which was 62.2 higher than the previous day. The implied volatity was 43.06, the open interest changed by -2 which decreased total open position to 23
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 803, which was -77 lower than the previous day. The implied volatity was 25.41, the open interest changed by -8 which decreased total open position to 31
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 880, 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 943.2, 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 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: -0.03
Vega: 0.89
Theta: -1.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 5.45 | -0.25 | 35.76 | 77 | 10 | 539 |
| 21 Sept | 8971.50 | 5.7 | 0.6 | 29.33 | 30 | -27 | 530 |
| 18 Sept | 9075.00 | 5 | -0.25 | 30.14 | 68 | -25 | 557 |
| 14 Sept | 8999.50 | 9 | 0.25 | 26.53 | 266 | 1 | 523 |
| 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 -0.03
Historical price for 8200 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 5.45, which was -0.25 lower than the previous day. The implied volatity was 35.76, the open interest changed by 10 which increased total open position to 539
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 5.7, which was 0.6 higher than the previous day. The implied volatity was 29.33, the open interest changed by -27 which decreased total open position to 530
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 5, which was -0.25 lower than the previous day. The implied volatity was 30.14, the open interest changed by -25 which decreased total open position to 557
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 9, which was 0.25 higher than the previous day. The implied volatity was 26.53, the open interest changed by 1 which increased total open position to 523
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
