BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 28OCT2025 40000 CE | ||||||||||||||||
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Delta: 0.55
Vega: 51.56
Theta: -20.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 39790.00 | 1250 | -100 | 21.91 | 15 | 11 | 22 | |||||||||
For Bosch Limited - strike price 40000 expiring on 28OCT2025
Delta for 40000 CE is 0.55
Historical price for 40000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1250, which was -100 lower than the previous day. The implied volatity was 21.91, the open interest changed by 11 which increased total open position to 22
| BOSCHLTD 28OCT2025 40000 PE | |||||||
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Delta: -0.46
Vega: 51.58
Theta: -10.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 1144 | 10.65 | 24.22 | 1 | 1 | 8 |
For Bosch Limited - strike price 40000 expiring on 28OCT2025
Delta for 40000 PE is -0.46
Historical price for 40000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1144, which was 10.65 higher than the previous day. The implied volatity was 24.22, the open interest changed by 1 which increased total open position to 8
