BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 8300 CE | ||||||||||||||||
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Delta: 0.53
Vega: 11.73
Theta: -3.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 8213.50 | 228 | -28.15 | 18.70 | 44 | 25 | 64 | |||||||||
For Bajaj Auto Limited - strike price 8300 expiring on 30SEP2025
Delta for 8300 CE is 0.53
Historical price for 8300 CE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 228, which was -28.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 25 which increased total open position to 64
| BAJAJ-AUTO 30SEP2025 8300 PE | |||||||
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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 |
| 17 Aug | 8213.50 | 217.15 | -3.4 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8300 expiring on 30SEP2025
Delta for 8300 PE is 0.00
Historical price for 8300 PE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 217.15, which was -3.4 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
