BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8500 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.43
Theta: -2.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 552.7 | 30.2 | 19.04 | 31 | -8 | 135 | |||||||||
| 21 Sept | 8971.50 | 504.55 | -77.3 | 17.49 | 99 | 3 | 141 | |||||||||
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| 18 Sept | 9075.00 | 581.95 | -16.1 | - | 26 | 3 | 140 | |||||||||
| 14 Sept | 8999.50 | 557.8 | -90.05 | - | 64 | 3 | 128 | |||||||||
| 17 Aug | 8213.50 | 160 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8500 expiring on 30SEP2025
Delta for 8500 CE is 0.99
Historical price for 8500 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 552.7, which was 30.2 higher than the previous day. The implied volatity was 19.04, the open interest changed by -8 which decreased total open position to 135
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 504.55, which was -77.3 lower than the previous day. The implied volatity was 17.49, the open interest changed by 3 which increased total open position to 141
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 581.95, which was -16.1 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 140
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 557.8, which was -90.05 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 128
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 160, 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 8500 PE | |||||||
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Delta: -0.06
Vega: 1.62
Theta: -2.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 10 | -6 | 27.90 | 1,619 | 29 | 1,348 |
| 21 Sept | 8971.50 | 15.75 | 3.05 | 24.76 | 1,096 | 43 | 1,307 |
| 18 Sept | 9075.00 | 12.6 | -0.6 | 25.67 | 778 | 30 | 1,276 |
| 14 Sept | 8999.50 | 26.65 | 4.1 | 24.38 | 2,510 | 315 | 1,477 |
| 17 Aug | 8213.50 | 350 | 20 | 20.85 | 2 | 1 | 6 |
For Bajaj Auto Limited - strike price 8500 expiring on 30SEP2025
Delta for 8500 PE is -0.06
Historical price for 8500 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 10, which was -6 lower than the previous day. The implied volatity was 27.90, the open interest changed by 29 which increased total open position to 1348
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 15.75, which was 3.05 higher than the previous day. The implied volatity was 24.76, the open interest changed by 43 which increased total open position to 1307
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 12.6, which was -0.6 lower than the previous day. The implied volatity was 25.67, the open interest changed by 30 which increased total open position to 1276
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 26.65, which was 4.1 higher than the previous day. The implied volatity was 24.38, the open interest changed by 315 which increased total open position to 1477
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 350, which was 20 higher than the previous day. The implied volatity was 20.85, the open interest changed by 1 which increased total open position to 6
