BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 40000 CE | ||||||||||||||||
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Delta: 0.48
Vega: 27.54
Theta: -29.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 497 | -126.95 | 19.42 | 985 | 33 | 837 | |||||||||
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| 14 Sept | 39885.00 | 830 | -432.9 | 22.41 | 822 | 259 | 511 | |||||||||
| 17 Aug | 38585.00 | 1000 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 40000 expiring on 30SEP2025
Delta for 40000 CE is 0.48
Historical price for 40000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 497, which was -126.95 lower than the previous day. The implied volatity was 19.42, the open interest changed by 33 which increased total open position to 837
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 830, which was -432.9 lower than the previous day. The implied volatity was 22.41, the open interest changed by 259 which increased total open position to 511
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1000, 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 40000 PE | |||||||
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Delta: -0.51
Vega: 27.55
Theta: -20.97
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 630 | 39 | 21.36 | 153 | -16 | 337 |
| 14 Sept | 39885.00 | 775 | 299.65 | 23.03 | 1,024 | -30 | 311 |
| 17 Aug | 38585.00 | 7336.2 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 40000 expiring on 30SEP2025
Delta for 40000 PE is -0.51
Historical price for 40000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 630, which was 39 higher than the previous day. The implied volatity was 21.36, the open interest changed by -16 which decreased total open position to 337
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 775, which was 299.65 higher than the previous day. The implied volatity was 23.03, the open interest changed by -30 which decreased total open position to 311
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 7336.2, 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
