BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 3.35
Theta: -7.91
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 386.55 | 57.25 | 28.44 | 108 | -39 | 464 | |||||||||
| 21 Sept | 8971.50 | 331.45 | -94.7 | 20.80 | 49 | -5 | 504 | |||||||||
| 18 Sept | 9075.00 | 426.1 | -0.05 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 8999.50 | 385.15 | -84.2 | 15.66 | 36 | 9 | 534 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 8213.50 | 194.75 | 0 | 3.12 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8700 expiring on 30SEP2025
Delta for 8700 CE is 0.83
Historical price for 8700 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 386.55, which was 57.25 higher than the previous day. The implied volatity was 28.44, the open interest changed by -39 which decreased total open position to 464
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 331.45, which was -94.7 lower than the previous day. The implied volatity was 20.80, the open interest changed by -5 which decreased total open position to 504
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 426.1, which was -0.05 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 385.15, which was -84.2 lower than the previous day. The implied volatity was 15.66, the open interest changed by 9 which increased total open position to 534
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 194.75, which was 0 lower than the previous day. The implied volatity was 3.12, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30SEP2025 8700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 2.98
Theta: -4.35
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 24.5 | -13.65 | 25.28 | 3,016 | -46 | 1,049 |
| 21 Sept | 8971.50 | 36.2 | 8.6 | 22.52 | 1,198 | 5 | 1,105 |
| 18 Sept | 9075.00 | 28.7 | -0.7 | 23.79 | 797 | 1 | 1,088 |
| 14 Sept | 8999.50 | 54.65 | 9.9 | 23.31 | 2,775 | 47 | 1,162 |
| 17 Aug | 8213.50 | 510 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8700 expiring on 30SEP2025
Delta for 8700 PE is -0.14
Historical price for 8700 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 24.5, which was -13.65 lower than the previous day. The implied volatity was 25.28, the open interest changed by -46 which decreased total open position to 1049
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 36.2, which was 8.6 higher than the previous day. The implied volatity was 22.52, the open interest changed by 5 which increased total open position to 1105
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 28.7, which was -0.7 lower than the previous day. The implied volatity was 23.79, the open interest changed by 1 which increased total open position to 1088
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 54.65, which was 9.9 higher than the previous day. The implied volatity was 23.31, the open interest changed by 47 which increased total open position to 1162
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 510, 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
