BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 1.54
Theta: -2.95
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 9054.50 | 9.45 | -1.75 | 29.20 | 4,073 | 94 | 1,400 | |||||||||
| 21 Sept | 8971.50 | 11.8 | -4.15 | 27.76 | 1,381 | -16 | 1,317 | |||||||||
| 18 Sept | 9075.00 | 16.05 | -3.8 | 25.15 | 1,137 | -40 | 1,306 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 8999.50 | 25.45 | -8.75 | 24.23 | 3,745 | 209 | 1,466 | |||||||||
For Bajaj Auto Limited - strike price 9700 expiring on 30SEP2025
Delta for 9700 CE is 0.06
Historical price for 9700 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 9.45, which was -1.75 lower than the previous day. The implied volatity was 29.20, the open interest changed by 94 which increased total open position to 1400
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 11.8, which was -4.15 lower than the previous day. The implied volatity was 27.76, the open interest changed by -16 which decreased total open position to 1317
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 16.05, which was -3.8 lower than the previous day. The implied volatity was 25.15, the open interest changed by -40 which decreased total open position to 1306
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 25.45, which was -8.75 lower than the previous day. The implied volatity was 24.23, the open interest changed by 209 which increased total open position to 1466
| BAJAJ-AUTO 30SEP2025 9700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 617.75 | -32.25 | - | 11 | 4 | 65 |
| 21 Sept | 8971.50 | 650 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 650 | 23.6 | 36.69 | 1 | 0 | 61 |
| 14 Sept | 8999.50 | 626.4 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9700 expiring on 30SEP2025
Delta for 9700 PE is -
Historical price for 9700 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 617.75, which was -32.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 65
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 650, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 650, which was 23.6 higher than the previous day. The implied volatity was 36.69, the open interest changed by 0 which decreased total open position to 61
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 626.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
