BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9100 CE | ||||||||||||||||
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Delta: 0.45
Vega: 5.29
Theta: -8.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 9054.50 | 104.95 | 11.9 | 23.76 | 26,942 | -907 | 2,253 | |||||||||
| 21 Sept | 8971.50 | 95 | -31.95 | 22.08 | 5,256 | 494 | 3,182 | |||||||||
| 18 Sept | 9075.00 | 129 | -14.55 | 19.28 | 4,882 | 112 | 2,658 | |||||||||
| 14 Sept | 8999.50 | 143 | -49.1 | 19.69 | 12,001 | 1,338 | 2,287 | |||||||||
For Bajaj Auto Limited - strike price 9100 expiring on 30SEP2025
Delta for 9100 CE is 0.45
Historical price for 9100 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 104.95, which was 11.9 higher than the previous day. The implied volatity was 23.76, the open interest changed by -907 which decreased total open position to 2253
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 95, which was -31.95 lower than the previous day. The implied volatity was 22.08, the open interest changed by 494 which increased total open position to 3182
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 129, which was -14.55 lower than the previous day. The implied volatity was 19.28, the open interest changed by 112 which increased total open position to 2658
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 143, which was -49.1 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1338 which increased total open position to 2287
| BAJAJ-AUTO 30SEP2025 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
Vega: 5.29
Theta: -6.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 155.45 | -43.65 | 24.41 | 8,145 | 305 | 1,574 |
| 21 Sept | 8971.50 | 194.3 | 39.9 | 23.88 | 1,226 | -97 | 1,275 |
| 18 Sept | 9075.00 | 158.5 | 5.5 | 24.89 | 1,799 | -12 | 1,372 |
| 14 Sept | 8999.50 | 208.75 | 40.9 | 24.13 | 5,457 | 307 | 1,306 |
For Bajaj Auto Limited - strike price 9100 expiring on 30SEP2025
Delta for 9100 PE is -0.55
Historical price for 9100 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 155.45, which was -43.65 lower than the previous day. The implied volatity was 24.41, the open interest changed by 305 which increased total open position to 1574
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 194.3, which was 39.9 higher than the previous day. The implied volatity was 23.88, the open interest changed by -97 which decreased total open position to 1275
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 158.5, which was 5.5 higher than the previous day. The implied volatity was 24.89, the open interest changed by -12 which decreased total open position to 1372
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 208.75, which was 40.9 higher than the previous day. The implied volatity was 24.13, the open interest changed by 307 which increased total open position to 1306
