BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
28 Sep 2025 10:08 PM IST
| BOSCHLTD 28OCT2025 39000 CE | ||||||||||||||||
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Delta: 0.43
Vega: 44.30
Theta: -17.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 28 Sept | 38150.00 | 666 | -280.25 | 19.56 | 48 | 24 | 50 | |||||||||
| 21 Sept | 39790.00 | 1803 | 252 | 21.33 | 1 | 1 | 1 | |||||||||
For Bosch Limited - strike price 39000 expiring on 28OCT2025
Delta for 39000 CE is 0.43
Historical price for 39000 CE is as follows
On 28 Sept BOSCHLTD was trading at 38150.00. The strike last trading price was 666, which was -280.25 lower than the previous day. The implied volatity was 19.56, the open interest changed by 24 which increased total open position to 50
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1803, which was 252 higher than the previous day. The implied volatity was 21.33, the open interest changed by 1 which increased total open position to 1
| BOSCHLTD 28OCT2025 39000 PE | |||||||
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Delta: -0.56
Vega: 44.65
Theta: -10.66
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 38150.00 | 1355 | 102.35 | 24.15 | 26 | 9 | 20 |
| 21 Sept | 39790.00 | 1433.8 | 0 | 2.23 | 0 | 0 | 0 |
For Bosch Limited - strike price 39000 expiring on 28OCT2025
Delta for 39000 PE is -0.56
Historical price for 39000 PE is as follows
On 28 Sept BOSCHLTD was trading at 38150.00. The strike last trading price was 1355, which was 102.35 higher than the previous day. The implied volatity was 24.15, the open interest changed by 9 which increased total open position to 20
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1433.8, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0
