BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 43000 CE | ||||||||||||||||
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Delta: 0.05
Vega: 7.39
Theta: -9.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 39790.00 | 38.95 | -23.4 | 26.02 | 707 | -1 | 848 | |||||||||
| 14 Sept | 39885.00 | 120.7 | -80.1 | 25.54 | 4,318 | 502 | 1,029 | |||||||||
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| 17 Aug | 38585.00 | 300 | -28.05 | 26.43 | 14 | 1 | 59 | |||||||||
For Bosch Limited - strike price 43000 expiring on 30SEP2025
Delta for 43000 CE is 0.05
Historical price for 43000 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 38.95, which was -23.4 lower than the previous day. The implied volatity was 26.02, the open interest changed by -1 which decreased total open position to 848
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 120.7, which was -80.1 lower than the previous day. The implied volatity was 25.54, the open interest changed by 502 which increased total open position to 1029
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 300, which was -28.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 1 which increased total open position to 59
| BOSCHLTD 30SEP2025 43000 PE | |||||||
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Delta: -0.84
Vega: 16.69
Theta: -21.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 3300 | 900 | 41.27 | 1 | -1 | 2 |
| 14 Sept | 39885.00 | 2400 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 38585.00 | 10156.05 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 43000 expiring on 30SEP2025
Delta for 43000 PE is -0.84
Historical price for 43000 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 3300, which was 900 higher than the previous day. The implied volatity was 41.27, the open interest changed by -1 which decreased total open position to 2
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 2400, 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 10156.05, 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
