BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 8600 CE | ||||||||||||||||
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Delta: 0.33
Vega: 10.69
Theta: -2.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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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 0.33
Historical price for 8600 CE is as follows
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: -0.66
Vega: 10.82
Theta: -0.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.66
Historical price for 8600 PE is as follows
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
