BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9500 CE | ||||||||||||||||
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Delta: 0.12
Vega: 2.62
Theta: -4.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 20.2 | -0.8 | 26.89 | 17,791 | -255 | 5,098 | |||||||||
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| 21 Sept | 8971.50 | 21.6 | -9 | 25.28 | 3,127 | 258 | 5,350 | |||||||||
| 18 Sept | 9075.00 | 31.8 | -6.45 | 22.98 | 3,032 | 114 | 5,116 | |||||||||
| 14 Sept | 8999.50 | 46.65 | -16.65 | 22.99 | 11,441 | 1,378 | 5,103 | |||||||||
For Bajaj Auto Limited - strike price 9500 expiring on 30SEP2025
Delta for 9500 CE is 0.12
Historical price for 9500 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 20.2, which was -0.8 lower than the previous day. The implied volatity was 26.89, the open interest changed by -255 which decreased total open position to 5098
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 21.6, which was -9 lower than the previous day. The implied volatity was 25.28, the open interest changed by 258 which increased total open position to 5350
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 31.8, which was -6.45 lower than the previous day. The implied volatity was 22.98, the open interest changed by 114 which increased total open position to 5116
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 46.65, which was -16.65 lower than the previous day. The implied volatity was 22.99, the open interest changed by 1378 which increased total open position to 5103
| BAJAJ-AUTO 30SEP2025 9500 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 431 | -93.05 | - | 107 | -12 | 366 |
| 21 Sept | 8971.50 | 526.9 | 70.7 | 28.30 | 34 | -6 | 380 |
| 18 Sept | 9075.00 | 456.15 | 10.2 | 29.93 | 34 | -12 | 385 |
| 14 Sept | 8999.50 | 505.2 | 74.6 | 28.17 | 80 | 8 | 407 |
For Bajaj Auto Limited - strike price 9500 expiring on 30SEP2025
Delta for 9500 PE is -
Historical price for 9500 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 431, which was -93.05 lower than the previous day. The implied volatity was -, the open interest changed by -12 which decreased total open position to 366
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 526.9, which was 70.7 higher than the previous day. The implied volatity was 28.30, the open interest changed by -6 which decreased total open position to 380
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 456.15, which was 10.2 higher than the previous day. The implied volatity was 29.93, the open interest changed by -12 which decreased total open position to 385
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 505.2, which was 74.6 higher than the previous day. The implied volatity was 28.17, the open interest changed by 8 which increased total open position to 407
