BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Aug 2025 12:55 AM IST
| BAJAJ-AUTO 30SEP2025 9000 CE | ||||||||||||||||
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Delta: 0.15
Vega: 6.98
Theta: -1.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 8213.50 | 47.5 | -12.4 | 20.80 | 131 | -17 | 94 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 30SEP2025
Delta for 9000 CE is 0.15
Historical price for 9000 CE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 47.5, which was -12.4 lower than the previous day. The implied volatity was 20.80, the open interest changed by -17 which decreased total open position to 94
| BAJAJ-AUTO 30SEP2025 9000 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 8213.50 | 721 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 30SEP2025
Delta for 9000 PE is 0.00
Historical price for 9000 PE is as follows
On 17 Aug BAJAJ-AUTO was trading at 8213.50. The strike last trading price was 721, 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
