BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 8500 CE | ||||||||||||||||
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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 | |||||||||
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| 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 0.00
Historical price for 8500 CE is as follows
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: -0.60
Vega: 11.37
Theta: -1.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.60
Historical price for 8500 PE is as follows
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
