BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
22 Sep 2025 08:01 PM IST
| BAJAJ-AUTO 30SEP2025 9900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 1.00
Theta: -2.11
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 22 Sept | 9054.50 | 5.65 | -1 | 32.57 | 1,895 | 205 | 681 | |||||||||
| 21 Sept | 8971.50 | 6.3 | -2.8 | 29.24 | 333 | 54 | 476 | |||||||||
| 18 Sept | 9075.00 | 9.6 | -2.1 | 27.81 | 450 | 34 | 422 | |||||||||
| 14 Sept | 8999.50 | 15.6 | -3.75 | 26.10 | 908 | 101 | 532 | |||||||||
For Bajaj Auto Limited - strike price 9900 expiring on 30SEP2025
Delta for 9900 CE is 0.03
Historical price for 9900 CE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 5.65, which was -1 lower than the previous day. The implied volatity was 32.57, the open interest changed by 205 which increased total open position to 681
On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 6.3, which was -2.8 lower than the previous day. The implied volatity was 29.24, the open interest changed by 54 which increased total open position to 476
On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 9.6, which was -2.1 lower than the previous day. The implied volatity was 27.81, the open interest changed by 34 which increased total open position to 422
On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 15.6, which was -3.75 lower than the previous day. The implied volatity was 26.10, the open interest changed by 101 which increased total open position to 532
| BAJAJ-AUTO 30SEP2025 9900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 9054.50 | 850 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 8971.50 | 850 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 9075.00 | 850 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 8999.50 | 850 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9900 expiring on 30SEP2025
Delta for 9900 PE is 0.00
Historical price for 9900 PE is as follows
On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 850, 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 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 850, 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 850, 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 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 850, 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
