BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8800 CE | ||||||||||||||||
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Delta: 0.80
Vega: 3.73
Theta: -7.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 287 | 33.6 | 23.08 | 416 | -55 | 608 | |||||||||
| 21 Sept | 8971.50 | 251.45 | -64.2 | 20.34 | 211 | -1 | 666 | |||||||||
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| 18 Sept | 9075.00 | 313.7 | -22.35 | 14.15 | 108 | -5 | 665 | |||||||||
| 14 Sept | 8999.50 | 310 | -71.35 | 17.23 | 208 | 23 | 637 | |||||||||
| 17 Aug | 8213.50 | 468.25 | 0 | 3.93 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8800 expiring on 30SEP2025
Delta for 8800 CE is 0.80
Historical price for 8800 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 287, which was 33.6 higher than the previous day. The implied volatity was 23.08, the open interest changed by -55 which decreased total open position to 608
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 251.45, which was -64.2 lower than the previous day. The implied volatity was 20.34, the open interest changed by -1 which decreased total open position to 666
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 313.7, which was -22.35 lower than the previous day. The implied volatity was 14.15, the open interest changed by -5 which decreased total open position to 665
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 310, which was -71.35 lower than the previous day. The implied volatity was 17.23, the open interest changed by 23 which increased total open position to 637
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 468.25, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30SEP2025 8800 PE | |||||||
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Delta: -0.21
Vega: 3.87
Theta: -5.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 39.95 | -20.1 | 24.45 | 4,438 | -77 | 1,372 |
| 21 Sept | 8971.50 | 56.8 | 12.9 | 22.61 | 1,771 | 45 | 1,449 |
| 18 Sept | 9075.00 | 44.35 | -1.2 | 23.20 | 1,463 | -100 | 1,402 |
| 14 Sept | 8999.50 | 76.95 | 13.9 | 22.88 | 3,733 | -11 | 1,667 |
| 17 Aug | 8213.50 | 530 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8800 expiring on 30SEP2025
Delta for 8800 PE is -0.21
Historical price for 8800 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 39.95, which was -20.1 lower than the previous day. The implied volatity was 24.45, the open interest changed by -77 which decreased total open position to 1372
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 56.8, which was 12.9 higher than the previous day. The implied volatity was 22.61, the open interest changed by 45 which increased total open position to 1449
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 44.35, which was -1.2 lower than the previous day. The implied volatity was 23.20, the open interest changed by -100 which decreased total open position to 1402
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 76.95, which was 13.9 higher than the previous day. The implied volatity was 22.88, the open interest changed by -11 which decreased total open position to 1667
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 530, 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
