BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9200 CE | ||||||||||||||||
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Delta: 0.33
Vega: 4.87
Theta: -8.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 9054.50 | 70.85 | 6.3 | 24.44 | 28,563 | 177 | 3,501 | |||||||||
| 21 Sept | 8971.50 | 65.85 | -24.2 | 22.77 | 3,941 | 468 | 3,328 | |||||||||
| 18 Sept | 9075.00 | 90.5 | -12.9 | 20.09 | 2,588 | 179 | 2,853 | |||||||||
| 14 Sept | 8999.50 | 107.15 | -40.3 | 20.36 | 10,851 | 879 | 2,569 | |||||||||
For Bajaj Auto Limited - strike price 9200 expiring on 30SEP2025
Delta for 9200 CE is 0.33
Historical price for 9200 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 70.85, which was 6.3 higher than the previous day. The implied volatity was 24.44, the open interest changed by 177 which increased total open position to 3501
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 65.85, which was -24.2 lower than the previous day. The implied volatity was 22.77, the open interest changed by 468 which increased total open position to 3328
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 90.5, which was -12.9 lower than the previous day. The implied volatity was 20.09, the open interest changed by 179 which increased total open position to 2853
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 107.15, which was -40.3 lower than the previous day. The implied volatity was 20.36, the open interest changed by 879 which increased total open position to 2569
| BAJAJ-AUTO 30SEP2025 9200 PE | |||||||
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Delta: -0.66
Vega: 4.90
Theta: -6.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 222.35 | -47.7 | 25.39 | 4,535 | 25 | 980 |
| 21 Sept | 8971.50 | 258.15 | 42.4 | 22.03 | 402 | -91 | 958 |
| 18 Sept | 9075.00 | 216.55 | 3.7 | 24.98 | 908 | -188 | 1,048 |
| 14 Sept | 8999.50 | 274.35 | 53.05 | 25.20 | 1,971 | 190 | 1,155 |
For Bajaj Auto Limited - strike price 9200 expiring on 30SEP2025
Delta for 9200 PE is -0.66
Historical price for 9200 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 222.35, which was -47.7 lower than the previous day. The implied volatity was 25.39, the open interest changed by 25 which increased total open position to 980
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 258.15, which was 42.4 higher than the previous day. The implied volatity was 22.03, the open interest changed by -91 which decreased total open position to 958
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 216.55, which was 3.7 higher than the previous day. The implied volatity was 24.98, the open interest changed by -188 which decreased total open position to 1048
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 274.35, which was 53.05 higher than the previous day. The implied volatity was 25.20, the open interest changed by 190 which increased total open position to 1155
