BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 39750 CE | ||||||||||||||||
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Delta: 0.56
Vega: 27.29
Theta: -30.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 634.35 | -96.8 | 19.83 | 150 | 26 | 88 | |||||||||
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| 14 Sept | 39885.00 | 950 | -950 | 22.07 | 8 | 6 | 7 | |||||||||
| 17 Aug | 38585.00 | 2475.5 | 0 | 1.28 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 39750 expiring on 30SEP2025
Delta for 39750 CE is 0.56
Historical price for 39750 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 634.35, which was -96.8 lower than the previous day. The implied volatity was 19.83, the open interest changed by 26 which increased total open position to 88
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 950, which was -950 lower than the previous day. The implied volatity was 22.07, the open interest changed by 6 which increased total open position to 7
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 2475.5, which was 0 lower than the previous day. The implied volatity was 1.28, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 39750 PE | |||||||
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Delta: -0.45
Vega: 27.31
Theta: -20.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 492.55 | 2 | 20.85 | 89 | 0 | 46 |
| 14 Sept | 39885.00 | 628.8 | 251.75 | 22.19 | 51 | -2 | 38 |
| 17 Aug | 38585.00 | 1437.3 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 39750 expiring on 30SEP2025
Delta for 39750 PE is -0.45
Historical price for 39750 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 492.55, which was 2 higher than the previous day. The implied volatity was 20.85, the open interest changed by 0 which decreased total open position to 46
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 628.8, which was 251.75 higher than the previous day. The implied volatity was 22.19, the open interest changed by -2 which decreased total open position to 38
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1437.3, 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
