BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 8900 CE | ||||||||||||||||
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Delta: 0.70
Vega: 4.68
Theta: -8.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 214 | 30.25 | 23.26 | 1,299 | -132 | 453 | |||||||||
| 21 Sept | 8971.50 | 187 | -53.2 | 20.90 | 1,119 | -27 | 586 | |||||||||
| 18 Sept | 9075.00 | 240 | -18.3 | 16.75 | 240 | -17 | 614 | |||||||||
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| 14 Sept | 8999.50 | 242.5 | -70.6 | 17.99 | 480 | 107 | 622 | |||||||||
| 17 Aug | 8213.50 | 147.7 | 0 | 4.67 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8900 expiring on 30SEP2025
Delta for 8900 CE is 0.70
Historical price for 8900 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 214, which was 30.25 higher than the previous day. The implied volatity was 23.26, the open interest changed by -132 which decreased total open position to 453
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 187, which was -53.2 lower than the previous day. The implied volatity was 20.90, the open interest changed by -27 which decreased total open position to 586
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 240, which was -18.3 lower than the previous day. The implied volatity was 16.75, the open interest changed by -17 which decreased total open position to 614
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 242.5, which was -70.6 lower than the previous day. The implied volatity was 17.99, the open interest changed by 107 which increased total open position to 622
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 147.7, which was 0 lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30SEP2025 8900 PE | |||||||
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Delta: -0.31
Vega: 4.72
Theta: -6.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 66 | -26.95 | 24.21 | 4,668 | 16 | 957 |
| 21 Sept | 8971.50 | 88.1 | 18.45 | 21.56 | 2,908 | 69 | 943 |
| 18 Sept | 9075.00 | 69.2 | -0.6 | 23.06 | 1,278 | -32 | 906 |
| 14 Sept | 8999.50 | 110.1 | 21.1 | 23.00 | 2,519 | 3 | 725 |
| 17 Aug | 8213.50 | 949.4 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8900 expiring on 30SEP2025
Delta for 8900 PE is -0.31
Historical price for 8900 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 66, which was -26.95 lower than the previous day. The implied volatity was 24.21, the open interest changed by 16 which increased total open position to 957
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 88.1, which was 18.45 higher than the previous day. The implied volatity was 21.56, the open interest changed by 69 which increased total open position to 943
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 69.2, which was -0.6 lower than the previous day. The implied volatity was 23.06, the open interest changed by -32 which decreased total open position to 906
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 110.1, which was 21.1 higher than the previous day. The implied volatity was 23.00, the open interest changed by 3 which increased total open position to 725
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 949.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
