BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 41000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 21.78
Theta: -24.20
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 39790.00 | 216 | -86.6 | 21.79 | 793 | -59 | 914 | |||||||||
| 14 Sept | 39885.00 | 415.1 | -304.9 | 22.13 | 1,678 | 210 | 720 | |||||||||
| 17 Aug | 38585.00 | 700 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 41000 expiring on 30SEP2025
Delta for 41000 CE is 0.25
Historical price for 41000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 216, which was -86.6 lower than the previous day. The implied volatity was 21.79, the open interest changed by -59 which decreased total open position to 914
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 415.1, which was -304.9 lower than the previous day. The implied volatity was 22.13, the open interest changed by 210 which increased total open position to 720
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 700, 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 41000 PE | |||||||
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Delta: -0.68
Vega: 24.55
Theta: -25.96
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 1491.65 | 226 | 30.31 | 11 | 0 | 519 |
| 14 Sept | 39885.00 | 1428 | 514.35 | 25.04 | 140 | -3 | 533 |
| 17 Aug | 38585.00 | 8260.1 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 41000 expiring on 30SEP2025
Delta for 41000 PE is -0.68
Historical price for 41000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 1491.65, which was 226 higher than the previous day. The implied volatity was 30.31, the open interest changed by 0 which decreased total open position to 519
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1428, which was 514.35 higher than the previous day. The implied volatity was 25.04, the open interest changed by -3 which decreased total open position to 533
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 8260.1, 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
