BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
21 Sep 2025 04:12 PM IST
| BOSCHLTD 30SEP2025 43500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 5.89
Theta: -7.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 39790.00 | 30 | -17.65 | 27.78 | 101 | 22 | 236 | |||||||||
| 14 Sept | 39885.00 | 90 | -54.95 | 26.42 | 267 | 51 | 210 | |||||||||
| 17 Aug | 38585.00 | 147.9 | 0 | 6.76 | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 43500 expiring on 30SEP2025
Delta for 43500 CE is 0.04
Historical price for 43500 CE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 30, which was -17.65 lower than the previous day. The implied volatity was 27.78, the open interest changed by 22 which increased total open position to 236
On 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 90, which was -54.95 lower than the previous day. The implied volatity was 26.42, the open interest changed by 51 which increased total open position to 210
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 147.9, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0
| BOSCHLTD 30SEP2025 43500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 39790.00 | 3576.55 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 39885.00 | 3500 | 1029.3 | 26.71 | 2 | 2 | 16 |
| 17 Aug | 38585.00 | 8598.55 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 43500 expiring on 30SEP2025
Delta for 43500 PE is 0.00
Historical price for 43500 PE is as follows
On 21 Sept BOSCHLTD was trading at 39790.00. The strike last trading price was 3576.55, 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 14 Sept BOSCHLTD was trading at 39885.00. The strike last trading price was 3500, which was 1029.3 higher than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 16
On 17 Aug BOSCHLTD was trading at 38585.00. The strike last trading price was 8598.55, 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
