BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8300 CE | ||||||||||||||||
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Delta: 0.80
Vega: 3.79
Theta: -19.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 9054.50 | 874.6 | 160.1 | 76.16 | 4 | -1 | 86 | |||||||||
| 21 Sept | 8971.50 | 714.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 714.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 714.5 | -144.8 | - | 40 | 22 | 87 | |||||||||
| 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 0.80
Historical price for 8300 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 874.6, which was 160.1 higher than the previous day. The implied volatity was 76.16, the open interest changed by -1 which decreased total open position to 86
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 714.5, 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 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 714.5, 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 714.5, which was -144.8 lower than the previous day. The implied volatity was -, the open interest changed by 22 which increased total open position to 87
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: -0.04
Vega: 1.08
Theta: -2.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 6.7 | -1.2 | 33.29 | 284 | -2 | 500 |
| 21 Sept | 8971.50 | 8 | 0.45 | 28.42 | 195 | 1 | 502 |
| 18 Sept | 9075.00 | 7.9 | 0.8 | 29.52 | 146 | -24 | 501 |
| 14 Sept | 8999.50 | 13.1 | 0.8 | 25.85 | 632 | 207 | 581 |
| 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 -0.04
Historical price for 8300 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 6.7, which was -1.2 lower than the previous day. The implied volatity was 33.29, the open interest changed by -2 which decreased total open position to 500
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 8, which was 0.45 higher than the previous day. The implied volatity was 28.42, the open interest changed by 1 which increased total open position to 502
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 7.9, which was 0.8 higher than the previous day. The implied volatity was 29.52, the open interest changed by -24 which decreased total open position to 501
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 13.1, which was 0.8 higher than the previous day. The implied volatity was 25.85, the open interest changed by 207 which increased total open position to 581
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
