BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
14 Nov 2024 04:12 PM IST
| BOSCHLTD 28NOV2024 32500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 14.90
Theta: -19.19
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 33862.10 | 1601.45 | -3685.85 | 21.93 | 24 | 16 | 16 | |||
| 13 Nov | 33212.00 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 33278.50 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 34990.85 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 35369.65 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
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| 6 Nov | 36272.70 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 35612.55 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 35341.10 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 35121.60 | 5287.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 36173.35 | 5287.3 | - | 0 | 0 | 0 | ||||
For Bosch Limited - strike price 32500 expiring on 28NOV2024
Delta for 32500 CE is 0.86
Historical price for 32500 CE is as follows
On 14 Nov BOSCHLTD was trading at 33862.10. The strike last trading price was 1601.45, which was -3685.85 lower than the previous day. The implied volatity was 21.93, the open interest changed by 16 which increased total open position to 16
On 13 Nov BOSCHLTD was trading at 33212.00. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov BOSCHLTD was trading at 33278.50. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov BOSCHLTD was trading at 34990.85. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov BOSCHLTD was trading at 35369.65. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BOSCHLTD was trading at 36272.70. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BOSCHLTD was trading at 35612.55. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BOSCHLTD was trading at 35341.10. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BOSCHLTD was trading at 35121.60. The strike last trading price was 5287.3, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BOSCHLTD was trading at 36173.35. The strike last trading price was 5287.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BOSCHLTD 28NOV2024 32500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 17.71
Theta: -14.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 33862.10 | 182 | -118.00 | 26.47 | 502 | -46 | 209 |
| 13 Nov | 33212.00 | 300 | -290.90 | 26.27 | 2,934 | 186 | 255 |
| 12 Nov | 33278.50 | 590.9 | 489.85 | 37.36 | 227 | 66 | 67 |
| 11 Nov | 34990.85 | 101.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 35369.65 | 101.05 | -137.40 | 28.75 | 1 | 0 | 0 |
| 6 Nov | 36272.70 | 238.45 | 0.00 | 10.60 | 0 | 0 | 0 |
| 5 Nov | 35612.55 | 238.45 | 0.00 | 8.55 | 0 | 0 | 0 |
| 4 Nov | 35341.10 | 238.45 | 0.00 | 7.28 | 0 | 0 | 0 |
| 31 Oct | 35121.60 | 238.45 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 36173.35 | 238.45 | - | 0 | 0 | 0 | |
For Bosch Limited - strike price 32500 expiring on 28NOV2024
Delta for 32500 PE is -0.19
Historical price for 32500 PE is as follows
On 14 Nov BOSCHLTD was trading at 33862.10. The strike last trading price was 182, which was -118.00 lower than the previous day. The implied volatity was 26.47, the open interest changed by -46 which decreased total open position to 209
On 13 Nov BOSCHLTD was trading at 33212.00. The strike last trading price was 300, which was -290.90 lower than the previous day. The implied volatity was 26.27, the open interest changed by 186 which increased total open position to 255
On 12 Nov BOSCHLTD was trading at 33278.50. The strike last trading price was 590.9, which was 489.85 higher than the previous day. The implied volatity was 37.36, the open interest changed by 66 which increased total open position to 67
On 11 Nov BOSCHLTD was trading at 34990.85. The strike last trading price was 101.05, which was 0.00 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 7 Nov BOSCHLTD was trading at 35369.65. The strike last trading price was 101.05, which was -137.40 lower than the previous day. The implied volatity was 28.75, the open interest changed by 0 which decreased total open position to 0
On 6 Nov BOSCHLTD was trading at 36272.70. The strike last trading price was 238.45, which was 0.00 lower than the previous day. The implied volatity was 10.60, the open interest changed by 0 which decreased total open position to 0
On 5 Nov BOSCHLTD was trading at 35612.55. The strike last trading price was 238.45, which was 0.00 lower than the previous day. The implied volatity was 8.55, the open interest changed by 0 which decreased total open position to 0
On 4 Nov BOSCHLTD was trading at 35341.10. The strike last trading price was 238.45, which was 0.00 lower than the previous day. The implied volatity was 7.28, the open interest changed by 0 which decreased total open position to 0
On 31 Oct BOSCHLTD was trading at 35121.60. The strike last trading price was 238.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BOSCHLTD was trading at 36173.35. The strike last trading price was 238.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
