BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 40250 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.40
Vega: 26.71
Theta: -25.89
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 345.55 | -199.45 | 17.80 | 56 | 2 | 87 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 39885.00 | 699 | -311.6 | 22.09 | 103 | 31 | 45 | |||||||||
| 17 Aug | 38585.00 | 2207.5 | 0 | 1.97 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 40250 expiring on 30SEP2025
Delta for 40250 CE is 0.40
Historical price for 40250 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 345.55, which was -199.45 lower than the previous day. The implied volatity was 17.80, the open interest changed by 2 which increased total open position to 87
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 699, which was -311.6 lower than the previous day. The implied volatity was 22.09, the open interest changed by 31 which increased total open position to 45
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 2207.5, which was 0 lower than the previous day. The implied volatity was 1.97, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 40250 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 27.17
Theta: -24.30
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 865.35 | 108.1 | 24.88 | 29 | -6 | 56 |
| 14 Sept | 39885.00 | 960 | 393.95 | 24.61 | 90 | -5 | 61 |
| 17 Aug | 38585.00 | 1664.25 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 40250 expiring on 30SEP2025
Delta for 40250 PE is -0.57
Historical price for 40250 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 865.35, which was 108.1 higher than the previous day. The implied volatity was 24.88, the open interest changed by -6 which decreased total open position to 56
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 960, which was 393.95 higher than the previous day. The implied volatity was 24.61, the open interest changed by -5 which decreased total open position to 61
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1664.25, 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
