BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 28OCT2025 9100 CE | ||||||||||||||||
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Delta: 0.53
Vega: 11.29
Theta: -5.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 283 | 30.1 | 24.04 | 611 | 102 | 223 | |||||||||
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| 21 Sept | 8971.50 | 249.15 | -28.8 | 22.40 | 35 | 15 | 120 | |||||||||
| 18 Sept | 9075.00 | 277 | -21.55 | 19.95 | 71 | 52 | 111 | |||||||||
| 14 Sept | 8999.50 | 281.55 | -39.25 | 20.52 | 33 | 16 | 30 | |||||||||
For Bajaj Auto Limited - strike price 9100 expiring on 28OCT2025
Delta for 9100 CE is 0.53
Historical price for 9100 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 283, which was 30.1 higher than the previous day. The implied volatity was 24.04, the open interest changed by 102 which increased total open position to 223
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 249.15, which was -28.8 lower than the previous day. The implied volatity was 22.40, the open interest changed by 15 which increased total open position to 120
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 277, which was -21.55 lower than the previous day. The implied volatity was 19.95, the open interest changed by 52 which increased total open position to 111
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 281.55, which was -39.25 lower than the previous day. The implied volatity was 20.52, the open interest changed by 16 which increased total open position to 30
| BAJAJ-AUTO 28OCT2025 9100 PE | |||||||
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Delta: -0.47
Vega: 11.29
Theta: -3.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 301 | -16.6 | 27.61 | 114 | 69 | 81 |
| 21 Sept | 8971.50 | 317.6 | 14.75 | 25.92 | 5 | 3 | 12 |
| 18 Sept | 9075.00 | 302.85 | 42.4 | 28.38 | 9 | 2 | 2 |
| 14 Sept | 8999.50 | 629.15 | 0 | 0.35 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9100 expiring on 28OCT2025
Delta for 9100 PE is -0.47
Historical price for 9100 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 301, which was -16.6 lower than the previous day. The implied volatity was 27.61, the open interest changed by 69 which increased total open position to 81
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 317.6, which was 14.75 higher than the previous day. The implied volatity was 25.92, the open interest changed by 3 which increased total open position to 12
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 302.85, which was 42.4 higher than the previous day. The implied volatity was 28.38, the open interest changed by 2 which increased total open position to 2
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 629.15, which was 0 lower than the previous day. The implied volatity was 0.35, the open interest changed by 0 which decreased total open position to 0
