BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8600 CE | ||||||||||||||||
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Delta: 0.90
Vega: 2.37
Theta: -6.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 469.9 | 57.6 | 27.64 | 37 | -15 | 80 | |||||||||
| 21 Sept | 8971.50 | 415.75 | -58 | 20.22 | 20 | 0 | 94 | |||||||||
| 18 Sept | 9075.00 | 473.75 | -50.8 | - | 34 | -18 | 95 | |||||||||
| 14 Sept | 8999.50 | 469.95 | -85.05 | 12.54 | 87 | -18 | 121 | |||||||||
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| 17 Aug | 8213.50 | 122.5 | -22.5 | 19.78 | 25 | 17 | 64 | |||||||||
For Bajaj Auto Limited - strike price 8600 expiring on 30SEP2025
Delta for 8600 CE is 0.90
Historical price for 8600 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 469.9, which was 57.6 higher than the previous day. The implied volatity was 27.64, the open interest changed by -15 which decreased total open position to 80
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 415.75, which was -58 lower than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 94
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 473.75, which was -50.8 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 95
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 469.95, which was -85.05 lower than the previous day. The implied volatity was 12.54, the open interest changed by -18 which decreased total open position to 121
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 122.5, which was -22.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 17 which increased total open position to 64
| BAJAJ-AUTO 30SEP2025 8600 PE | |||||||
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Delta: -0.09
Vega: 2.22
Theta: -3.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 15.55 | -9 | 26.54 | 2,142 | -50 | 775 |
| 21 Sept | 8971.50 | 23.4 | 5 | 23.48 | 772 | 35 | 822 |
| 18 Sept | 9075.00 | 18.6 | -0.9 | 24.56 | 650 | -9 | 792 |
| 14 Sept | 8999.50 | 37.75 | 5.65 | 23.69 | 1,811 | 253 | 824 |
| 17 Aug | 8213.50 | 430 | -5 | 21.77 | 1 | 1 | 5 |
For Bajaj Auto Limited - strike price 8600 expiring on 30SEP2025
Delta for 8600 PE is -0.09
Historical price for 8600 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 15.55, which was -9 lower than the previous day. The implied volatity was 26.54, the open interest changed by -50 which decreased total open position to 775
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 23.4, which was 5 higher than the previous day. The implied volatity was 23.48, the open interest changed by 35 which increased total open position to 822
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 18.6, which was -0.9 lower than the previous day. The implied volatity was 24.56, the open interest changed by -9 which decreased total open position to 792
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 37.75, which was 5.65 higher than the previous day. The implied volatity was 23.69, the open interest changed by 253 which increased total open position to 824
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 430, which was -5 lower than the previous day. The implied volatity was 21.77, the open interest changed by 1 which increased total open position to 5
