BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8400 CE | ||||||||||||||||
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Delta: 0.77
Vega: 4.09
Theta: -20.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 795 | 167 | 74.89 | 11 | -5 | 47 | |||||||||
| 21 Sept | 8971.50 | 628 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 9075.00 | 628 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 650.55 | -87.6 | - | 88 | -6 | 52 | |||||||||
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| 17 Aug | 8213.50 | 220 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8400 expiring on 30SEP2025
Delta for 8400 CE is 0.77
Historical price for 8400 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 795, which was 167 higher than the previous day. The implied volatity was 74.89, the open interest changed by -5 which decreased total open position to 47
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 628, 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 628, 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 650.55, which was -87.6 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 52
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 220, 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
| BAJAJ-AUTO 30SEP2025 8400 PE | |||||||
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Delta: -0.04
Vega: 1.21
Theta: -2.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 7 | -3.75 | 29.73 | 1,132 | -355 | 434 |
| 21 Sept | 8971.50 | 10.75 | 1.95 | 26.11 | 672 | 22 | 789 |
| 18 Sept | 9075.00 | 9 | 0.05 | 27.07 | 337 | -46 | 767 |
| 14 Sept | 8999.50 | 18.4 | 1.6 | 25.00 | 889 | 239 | 769 |
| 17 Aug | 8213.50 | 288.55 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8400 expiring on 30SEP2025
Delta for 8400 PE is -0.04
Historical price for 8400 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 7, which was -3.75 lower than the previous day. The implied volatity was 29.73, the open interest changed by -355 which decreased total open position to 434
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 10.75, which was 1.95 higher than the previous day. The implied volatity was 26.11, the open interest changed by 22 which increased total open position to 789
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 9, which was 0.05 higher than the previous day. The implied volatity was 27.07, the open interest changed by -46 which decreased total open position to 767
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 18.4, which was 1.6 higher than the previous day. The implied volatity was 25.00, the open interest changed by 239 which increased total open position to 769
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 288.55, 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
