BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9400 CE | ||||||||||||||||
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Delta: 0.17
Vega: 3.34
Theta: -5.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 30 | 0.1 | 25.76 | 11,136 | -697 | 3,070 | |||||||||
| 21 Sept | 8971.50 | 30.55 | -13.4 | 23.46 | 3,463 | 401 | 3,765 | |||||||||
| 18 Sept | 9075.00 | 45 | -8.6 | 21.93 | 2,582 | 118 | 3,377 | |||||||||
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| 14 Sept | 8999.50 | 61 | -23.2 | 22.05 | 6,690 | 571 | 3,359 | |||||||||
For Bajaj Auto Limited - strike price 9400 expiring on 30SEP2025
Delta for 9400 CE is 0.17
Historical price for 9400 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 30, which was 0.1 higher than the previous day. The implied volatity was 25.76, the open interest changed by -697 which decreased total open position to 3070
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 30.55, which was -13.4 lower than the previous day. The implied volatity was 23.46, the open interest changed by 401 which increased total open position to 3765
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 45, which was -8.6 lower than the previous day. The implied volatity was 21.93, the open interest changed by 118 which increased total open position to 3377
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 61, which was -23.2 lower than the previous day. The implied volatity was 22.05, the open interest changed by 571 which increased total open position to 3359
| BAJAJ-AUTO 30SEP2025 9400 PE | |||||||
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Delta: -0.81
Vega: 3.65
Theta: -4.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 386.05 | -44.85 | 28.51 | 145 | -21 | 396 |
| 21 Sept | 8971.50 | 437.3 | 68.95 | 27.00 | 92 | -45 | 414 |
| 18 Sept | 9075.00 | 368.35 | 5.15 | 27.79 | 40 | -20 | 462 |
| 14 Sept | 8999.50 | 427 | 68.2 | 27.71 | 124 | -40 | 492 |
For Bajaj Auto Limited - strike price 9400 expiring on 30SEP2025
Delta for 9400 PE is -0.81
Historical price for 9400 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 386.05, which was -44.85 lower than the previous day. The implied volatity was 28.51, the open interest changed by -21 which decreased total open position to 396
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 437.3, which was 68.95 higher than the previous day. The implied volatity was 27.00, the open interest changed by -45 which decreased total open position to 414
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 368.35, which was 5.15 higher than the previous day. The implied volatity was 27.79, the open interest changed by -20 which decreased total open position to 462
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 427, which was 68.2 higher than the previous day. The implied volatity was 27.71, the open interest changed by -40 which decreased total open position to 492
