BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9600 CE | ||||||||||||||||
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Delta: 0.08
Vega: 2.01
Theta: -3.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 13.5 | -1.9 | 27.92 | 6,190 | 157 | 1,901 | |||||||||
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| 21 Sept | 8971.50 | 15.3 | -6.75 | 26.30 | 2,080 | 251 | 1,736 | |||||||||
| 18 Sept | 9075.00 | 22.9 | -4.25 | 24.29 | 1,577 | -53 | 1,506 | |||||||||
| 14 Sept | 8999.50 | 35.1 | -11.65 | 23.75 | 4,048 | 542 | 2,196 | |||||||||
For Bajaj Auto Limited - strike price 9600 expiring on 30SEP2025
Delta for 9600 CE is 0.08
Historical price for 9600 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 13.5, which was -1.9 lower than the previous day. The implied volatity was 27.92, the open interest changed by 157 which increased total open position to 1901
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 15.3, which was -6.75 lower than the previous day. The implied volatity was 26.30, the open interest changed by 251 which increased total open position to 1736
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 22.9, which was -4.25 lower than the previous day. The implied volatity was 24.29, the open interest changed by -53 which decreased total open position to 1506
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 35.1, which was -11.65 lower than the previous day. The implied volatity was 23.75, the open interest changed by 542 which increased total open position to 2196
| BAJAJ-AUTO 30SEP2025 9600 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 | 523.1 | -99.3 | - | 29 | 1 | 76 |
| 21 Sept | 8971.50 | 622.4 | 78.4 | 30.65 | 14 | -2 | 77 |
| 18 Sept | 9075.00 | 544 | 6.5 | 31.43 | 7 | 1 | 77 |
| 14 Sept | 8999.50 | 604.2 | 102.3 | 31.51 | 42 | 9 | 70 |
For Bajaj Auto Limited - strike price 9600 expiring on 30SEP2025
Delta for 9600 PE is -
Historical price for 9600 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 523.1, which was -99.3 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 76
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 622.4, which was 78.4 higher than the previous day. The implied volatity was 30.65, the open interest changed by -2 which decreased total open position to 77
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 544, which was 6.5 higher than the previous day. The implied volatity was 31.43, the open interest changed by 1 which increased total open position to 77
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 604.2, which was 102.3 higher than the previous day. The implied volatity was 31.51, the open interest changed by 9 which increased total open position to 70
