BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 40500 CE | ||||||||||||||||
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Delta: 0.35
Vega: 25.65
Theta: -28.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 335.9 | -96.85 | 20.88 | 216 | 40 | 273 | |||||||||
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| 14 Sept | 39885.00 | 576 | -402.45 | 21.63 | 408 | 116 | 189 | |||||||||
| 17 Aug | 38585.00 | 159.4 | 0 | 2.37 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 40500 expiring on 30SEP2025
Delta for 40500 CE is 0.35
Historical price for 40500 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 335.9, which was -96.85 lower than the previous day. The implied volatity was 20.88, the open interest changed by 40 which increased total open position to 273
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 576, which was -402.45 lower than the previous day. The implied volatity was 21.63, the open interest changed by 116 which increased total open position to 189
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 159.4, which was 0 lower than the previous day. The implied volatity was 2.37, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 40500 PE | |||||||
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Delta: -0.63
Vega: 26.00
Theta: -19.99
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 968.4 | -13.2 | 22.98 | 7 | -2 | 106 |
| 14 Sept | 39885.00 | 1046 | 381.4 | 23.05 | 380 | -2 | 121 |
| 17 Aug | 38585.00 | 2701 | 0 | 0.00 | 0 | 0 | 0 |
For Bosch Limited - strike price 40500 expiring on 30SEP2025
Delta for 40500 PE is -0.63
Historical price for 40500 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 968.4, which was -13.2 lower than the previous day. The implied volatity was 22.98, the open interest changed by -2 which decreased total open position to 106
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1046, which was 381.4 higher than the previous day. The implied volatity was 23.05, the open interest changed by -2 which decreased total open position to 121
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 2701, 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
