BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 39500 CE | ||||||||||||||||
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Delta: 0.63
Vega: 26.07
Theta: -29.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 763.2 | -156.15 | 19.24 | 172 | 22 | 272 | |||||||||
| 14 Sept | 39885.00 | 1128.9 | -577.3 | 23.08 | 2 | 1 | 28 | |||||||||
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| 17 Aug | 38585.00 | 1490.1 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 39500 expiring on 30SEP2025
Delta for 39500 CE is 0.63
Historical price for 39500 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 763.2, which was -156.15 lower than the previous day. The implied volatity was 19.24, the open interest changed by 22 which increased total open position to 272
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1128.9, which was -577.3 lower than the previous day. The implied volatity was 23.08, the open interest changed by 1 which increased total open position to 28
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1490.1, 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
| BOSCHLTD 30SEP2025 39500 PE | |||||||
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Delta: -0.38
Vega: 26.32
Theta: -21.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 400.85 | 78.75 | 21.40 | 144 | 11 | 99 |
| 14 Sept | 39885.00 | 554.35 | 208.55 | 23.08 | 76 | 1 | 60 |
| 17 Aug | 38585.00 | 6882.6 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 39500 expiring on 30SEP2025
Delta for 39500 PE is -0.38
Historical price for 39500 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 400.85, which was 78.75 higher than the previous day. The implied volatity was 21.40, the open interest changed by 11 which increased total open position to 99
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 554.35, which was 208.55 higher than the previous day. The implied volatity was 23.08, the open interest changed by 1 which increased total open position to 60
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 6882.6, 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
