BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
BOSCHLTD 30SEP2025 41500 CE | ||||||||||||||||
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Delta: 0.17
Vega: 17.63
Theta: -20.39
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 39790.00 | 145 | -58.65 | 23.15 | 311 | 6 | 460 | |||||||||
14 Sept | 39885.00 | 319.55 | -209.55 | 23.52 | 714 | 54 | 389 | |||||||||
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17 Aug | 38585.00 | 1550 | 0 | 0.00 | 0 | 0 | 0 |
For Bosch Limited - strike price 41500 expiring on 30SEP2025
Delta for 41500 CE is 0.17
Historical price for 41500 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 145, which was -58.65 lower than the previous day. The implied volatity was 23.15, the open interest changed by 6 which increased total open position to 460
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 319.55, which was -209.55 lower than the previous day. The implied volatity was 23.52, the open interest changed by 54 which increased total open position to 389
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 1550, 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 41500 PE | |||||||
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Delta: -0.72
Vega: 23.37
Theta: -30.76
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 39790.00 | 2008 | 331 | 36.85 | 10 | -2 | 89 |
14 Sept | 39885.00 | 1875 | 743.1 | 28.20 | 21 | -7 | 105 |
17 Aug | 38585.00 | 8692.7 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 41500 expiring on 30SEP2025
Delta for 41500 PE is -0.72
Historical price for 41500 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 2008, which was 331 higher than the previous day. The implied volatity was 36.85, the open interest changed by -2 which decreased total open position to 89
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1875, which was 743.1 higher than the previous day. The implied volatity was 28.20, the open interest changed by -7 which decreased total open position to 105
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 8692.7, 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