BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 39000 CE | ||||||||||||||||
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Delta: 0.76
Vega: 21.59
Theta: -27.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 1115.5 | -179.95 | 19.70 | 211 | 58 | 185 | |||||||||
| 14 Sept | 39885.00 | 1382.3 | -509.6 | 20.76 | 26 | 10 | 48 | |||||||||
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| 17 Aug | 38585.00 | 1345.1 | -200.9 | 24.52 | 7 | 1 | 24 | |||||||||
For Bosch Limited - strike price 39000 expiring on 30SEP2025
Delta for 39000 CE is 0.76
Historical price for 39000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1115.5, which was -179.95 lower than the previous day. The implied volatity was 19.70, the open interest changed by 58 which increased total open position to 185
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1382.3, which was -509.6 lower than the previous day. The implied volatity was 20.76, the open interest changed by 10 which increased total open position to 48
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1345.1, which was -200.9 lower than the previous day. The implied volatity was 24.52, the open interest changed by 1 which increased total open position to 24
| BOSCHLTD 30SEP2025 39000 PE | |||||||
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Delta: -0.26
Vega: 22.24
Theta: -18.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 228.85 | 7.1 | 21.10 | 319 | -1 | 317 |
| 14 Sept | 39885.00 | 405 | 164.85 | 23.92 | 1,586 | -114 | 275 |
| 17 Aug | 38585.00 | 6435.75 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 39000 expiring on 30SEP2025
Delta for 39000 PE is -0.26
Historical price for 39000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 228.85, which was 7.1 higher than the previous day. The implied volatity was 21.10, the open interest changed by -1 which decreased total open position to 317
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 405, which was 164.85 higher than the previous day. The implied volatity was 23.92, the open interest changed by -114 which decreased total open position to 275
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 6435.75, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
