BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 42000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.11
Vega: 13.15
Theta: -15.33
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 39790.00 | 87.05 | -38.65 | 23.65 | 1,328 | 97 | 1,336 | |||||||||
| 14 Sept | 39885.00 | 230 | -148.4 | 24.13 | 2,523 | 402 | 1,171 | |||||||||
| 17 Aug | 38585.00 | 89.45 | 0 | 4.65 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 42000 expiring on 30SEP2025
Delta for 42000 CE is 0.11
Historical price for 42000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 87.05, which was -38.65 lower than the previous day. The implied volatity was 23.65, the open interest changed by 97 which increased total open position to 1336
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 230, which was -148.4 lower than the previous day. The implied volatity was 24.13, the open interest changed by 402 which increased total open position to 1171
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 89.45, which was 0 lower than the previous day. The implied volatity was 4.65, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 42000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.79
Vega: 19.90
Theta: -22.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 2352 | 216.5 | 34.93 | 9 | -7 | 172 |
| 14 Sept | 39885.00 | 1521 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 38585.00 | 9201.6 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 42000 expiring on 30SEP2025
Delta for 42000 PE is -0.79
Historical price for 42000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 2352, which was 216.5 higher than the previous day. The implied volatity was 34.93, the open interest changed by -7 which decreased total open position to 172
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 1521, 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
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 9201.6, 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
