BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
28 Sep 2025 10:07 PM IST
| BAJAJ-AUTO 28-OCT-2025 9000 CE | ||||||||||||||||
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Delta: 0.39
Vega: 9.89
Theta: -4.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 8702.00 | 167.6 | -41.45 | 24.75 | 1,796 | 254 | 1,532 | |||||||||
| 22 Sept | 9054.50 | 333 | 37.65 | 23.84 | 539 | -19 | 217 | |||||||||
| 21 Sept | 8971.50 | 295.9 | -34.6 | 21.50 | 230 | 100 | 242 | |||||||||
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| 18 Sept | 9075.00 | 333 | -13.8 | 19.92 | 78 | 20 | 135 | |||||||||
| 14 Sept | 8999.50 | 316.35 | -53.6 | 19.03 | 66 | 16 | 82 | |||||||||
| 17 Aug | 8213.50 | 206.6 | 0 | 3.77 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 28OCT2025
Delta for 9000 CE is 0.39
Historical price for 9000 CE is as follows
On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 167.6, which was -41.45 lower than the previous day. The implied volatity was 24.75, the open interest changed by 254 which increased total open position to 1532
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 333, which was 37.65 higher than the previous day. The implied volatity was 23.84, the open interest changed by -19 which decreased total open position to 217
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 295.9, which was -34.6 lower than the previous day. The implied volatity was 21.50, the open interest changed by 100 which increased total open position to 242
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 333, which was -13.8 lower than the previous day. The implied volatity was 19.92, the open interest changed by 20 which increased total open position to 135
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 316.35, which was -53.6 lower than the previous day. The implied volatity was 19.03, the open interest changed by 16 which increased total open position to 82
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 206.6, which was 0 lower than the previous day. The implied volatity was 3.77, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 28OCT2025 9000 PE | |||||||
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Delta: -0.58
Vega: 10.09
Theta: -3.50
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 8702.00 | 444.1 | 73.1 | 31.76 | 128 | -2 | 503 |
| 22 Sept | 9054.50 | 252.55 | -13.35 | 27.54 | 281 | 27 | 204 |
| 21 Sept | 8971.50 | 266.05 | 31 | 25.78 | 80 | -1 | 176 |
| 18 Sept | 9075.00 | 235.05 | 7.9 | 26.46 | 97 | 49 | 178 |
| 14 Sept | 8999.50 | 270 | 40 | 26.37 | 70 | 33 | 110 |
| 17 Aug | 8213.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 28OCT2025
Delta for 9000 PE is -0.58
Historical price for 9000 PE is as follows
On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 444.1, which was 73.1 higher than the previous day. The implied volatity was 31.76, the open interest changed by -2 which decreased total open position to 503
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 252.55, which was -13.35 lower than the previous day. The implied volatity was 27.54, the open interest changed by 27 which increased total open position to 204
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 266.05, which was 31 higher than the previous day. The implied volatity was 25.78, the open interest changed by -1 which decreased total open position to 176
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 235.05, which was 7.9 higher than the previous day. The implied volatity was 26.46, the open interest changed by 49 which increased total open position to 178
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 270, which was 40 higher than the previous day. The implied volatity was 26.37, the open interest changed by 33 which increased total open position to 110
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 0, 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
