BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9000 CE | ||||||||||||||||
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Delta: 0.57
Vega: 5.24
Theta: -9.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 153.05 | 21.25 | 23.49 | 11,550 | -717 | 1,849 | |||||||||
| 21 Sept | 8971.50 | 136.05 | -40.25 | 21.64 | 4,643 | 311 | 2,560 | |||||||||
| 18 Sept | 9075.00 | 175.4 | -19.5 | 17.19 | 2,358 | 109 | 2,260 | |||||||||
| 14 Sept | 8999.50 | 187.5 | -60.05 | 18.88 | 6,034 | 729 | 1,875 | |||||||||
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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 0.57
Historical price for 9000 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 153.05, which was 21.25 higher than the previous day. The implied volatity was 23.49, the open interest changed by -717 which decreased total open position to 1849
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 136.05, which was -40.25 lower than the previous day. The implied volatity was 21.64, the open interest changed by 311 which increased total open position to 2560
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 175.4, which was -19.5 lower than the previous day. The implied volatity was 17.19, the open interest changed by 109 which increased total open position to 2260
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 187.5, which was -60.05 lower than the previous day. The implied volatity was 18.88, the open interest changed by 729 which increased total open position to 1875
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: -0.43
Vega: 5.25
Theta: -6.68
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 101.45 | -37.55 | 23.70 | 10,130 | -250 | 1,412 |
| 21 Sept | 8971.50 | 133.25 | 28.7 | 22.77 | 4,863 | 13 | 1,692 |
| 18 Sept | 9075.00 | 107.2 | 2.5 | 23.88 | 2,070 | -46 | 1,647 |
| 14 Sept | 8999.50 | 153.85 | 30.75 | 23.41 | 6,442 | 416 | 1,818 |
| 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 -0.43
Historical price for 9000 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 101.45, which was -37.55 lower than the previous day. The implied volatity was 23.70, the open interest changed by -250 which decreased total open position to 1412
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 133.25, which was 28.7 higher than the previous day. The implied volatity was 22.77, the open interest changed by 13 which increased total open position to 1692
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 107.2, which was 2.5 higher than the previous day. The implied volatity was 23.88, the open interest changed by -46 which decreased total open position to 1647
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 153.85, which was 30.75 higher than the previous day. The implied volatity was 23.41, the open interest changed by 416 which increased total open position to 1818
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
