BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9300 CE | ||||||||||||||||
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Delta: 0.24
Vega: 4.14
Theta: -7.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 45.85 | 1.75 | 24.92 | 14,151 | 20 | 2,796 | |||||||||
| 21 Sept | 8971.50 | 45 | -18.55 | 22.81 | 2,867 | 122 | 2,768 | |||||||||
| 18 Sept | 9075.00 | 63.5 | -11.35 | 21.06 | 2,404 | 54 | 2,652 | |||||||||
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| 14 Sept | 8999.50 | 82.2 | -29.5 | 21.40 | 7,559 | 904 | 2,776 | |||||||||
For Bajaj Auto Limited - strike price 9300 expiring on 30SEP2025
Delta for 9300 CE is 0.24
Historical price for 9300 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 45.85, which was 1.75 higher than the previous day. The implied volatity was 24.92, the open interest changed by 20 which increased total open position to 2796
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 45, which was -18.55 lower than the previous day. The implied volatity was 22.81, the open interest changed by 122 which increased total open position to 2768
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 63.5, which was -11.35 lower than the previous day. The implied volatity was 21.06, the open interest changed by 54 which increased total open position to 2652
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 82.2, which was -29.5 lower than the previous day. The implied volatity was 21.40, the open interest changed by 904 which increased total open position to 2776
| BAJAJ-AUTO 30SEP2025 9300 PE | |||||||
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Delta: -0.75
Vega: 4.25
Theta: -5.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 297.8 | -47.15 | 26.19 | 597 | -42 | 759 |
| 21 Sept | 8971.50 | 348.15 | 55.4 | 25.00 | 186 | -55 | 802 |
| 18 Sept | 9075.00 | 292.75 | 7.5 | 26.98 | 301 | -125 | 856 |
| 14 Sept | 8999.50 | 346.65 | 61.6 | 26.27 | 650 | 85 | 984 |
For Bajaj Auto Limited - strike price 9300 expiring on 30SEP2025
Delta for 9300 PE is -0.75
Historical price for 9300 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 297.8, which was -47.15 lower than the previous day. The implied volatity was 26.19, the open interest changed by -42 which decreased total open position to 759
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 348.15, which was 55.4 higher than the previous day. The implied volatity was 25.00, the open interest changed by -55 which decreased total open position to 802
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 292.75, which was 7.5 higher than the previous day. The implied volatity was 26.98, the open interest changed by -125 which decreased total open position to 856
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 346.65, which was 61.6 higher than the previous day. The implied volatity was 26.27, the open interest changed by 85 which increased total open position to 984
