BOSCHLTD
Bosch Limited
Historical option data for BOSCHLTD
14 Nov 2024 04:12 PM IST
| BOSCHLTD 28NOV2024 34500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.38
Vega: 25.30
Theta: -24.32
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 33862.10 | 398.7 | 63.50 | 23.11 | 915 | -139 | 296 | |||
| 13 Nov | 33212.00 | 335.2 | -201.40 | 26.08 | 8,259 | 218 | 435 | |||
| 12 Nov | 33278.50 | 536.6 | -1761.05 | 33.21 | 794 | 200 | 217 | |||
|
|
||||||||||
| 11 Nov | 34990.85 | 2297.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 35119.40 | 2297.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 35369.65 | 2297.65 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 6 Nov | 36272.70 | 2297.65 | 724.60 | 28.52 | 4 | -1 | 19 | |||
| 5 Nov | 35612.55 | 1573.05 | -156.45 | 20.99 | 20 | 9 | 19 | |||
| 4 Nov | 35341.10 | 1729.5 | -1958.25 | 35.80 | 54 | 9 | 9 | |||
| 1 Nov | 35182.15 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 35121.60 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 36173.35 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 36416.55 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 36123.30 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 36255.80 | 3687.75 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 36734.50 | 3687.75 | - | 0 | 0 | 0 | ||||
For Bosch Limited - strike price 34500 expiring on 28NOV2024
Delta for 34500 CE is 0.38
Historical price for 34500 CE is as follows
On 14 Nov BOSCHLTD was trading at 33862.10. The strike last trading price was 398.7, which was 63.50 higher than the previous day. The implied volatity was 23.11, the open interest changed by -139 which decreased total open position to 296
On 13 Nov BOSCHLTD was trading at 33212.00. The strike last trading price was 335.2, which was -201.40 lower than the previous day. The implied volatity was 26.08, the open interest changed by 218 which increased total open position to 435
On 12 Nov BOSCHLTD was trading at 33278.50. The strike last trading price was 536.6, which was -1761.05 lower than the previous day. The implied volatity was 33.21, the open interest changed by 200 which increased total open position to 217
On 11 Nov BOSCHLTD was trading at 34990.85. The strike last trading price was 2297.65, 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 8 Nov BOSCHLTD was trading at 35119.40. The strike last trading price was 2297.65, 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 2297.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Nov BOSCHLTD was trading at 36272.70. The strike last trading price was 2297.65, which was 724.60 higher than the previous day. The implied volatity was 28.52, the open interest changed by -1 which decreased total open position to 19
On 5 Nov BOSCHLTD was trading at 35612.55. The strike last trading price was 1573.05, which was -156.45 lower than the previous day. The implied volatity was 20.99, the open interest changed by 9 which increased total open position to 19
On 4 Nov BOSCHLTD was trading at 35341.10. The strike last trading price was 1729.5, which was -1958.25 lower than the previous day. The implied volatity was 35.80, the open interest changed by 9 which increased total open position to 9
On 1 Nov BOSCHLTD was trading at 35182.15. The strike last trading price was 3687.75, 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 3687.75, 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 3687.75, 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 29 Oct BOSCHLTD was trading at 36416.55. The strike last trading price was 3687.75, 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 28 Oct BOSCHLTD was trading at 36123.30. The strike last trading price was 3687.75, 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 23 Oct BOSCHLTD was trading at 36255.80. The strike last trading price was 3687.75, 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 4 Oct BOSCHLTD was trading at 36734.50. The strike last trading price was 3687.75, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BOSCHLTD 28NOV2024 34500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 25.47
Theta: -16.70
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 33862.10 | 941 | -394.05 | 24.84 | 54 | 4 | 56 |
| 13 Nov | 33212.00 | 1335.05 | -272.85 | 27.81 | 945 | 17 | 52 |
| 12 Nov | 33278.50 | 1607.9 | 927.90 | 37.48 | 1,265 | 12 | 40 |
| 11 Nov | 34990.85 | 680 | 38.10 | 32.62 | 20 | 16 | 27 |
| 8 Nov | 35119.40 | 641.9 | 91.90 | 29.32 | 8 | 0 | 7 |
| 7 Nov | 35369.65 | 550 | -63.90 | 30.77 | 10 | 6 | 6 |
| 6 Nov | 36272.70 | 613.9 | 0.00 | 5.29 | 0 | 0 | 0 |
| 5 Nov | 35612.55 | 613.9 | 0.00 | 3.50 | 0 | 0 | 0 |
| 4 Nov | 35341.10 | 613.9 | 0.00 | 2.21 | 0 | 0 | 0 |
| 1 Nov | 35182.15 | 613.9 | 0.00 | 2.14 | 0 | 0 | 0 |
| 31 Oct | 35121.60 | 613.9 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 36173.35 | 613.9 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 36416.55 | 613.9 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 36123.30 | 613.9 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 36255.80 | 613.9 | 613.90 | - | 0 | 0 | 0 |
| 4 Oct | 36734.50 | 0 | - | 0 | 0 | 0 | |
For Bosch Limited - strike price 34500 expiring on 28NOV2024
Delta for 34500 PE is -0.61
Historical price for 34500 PE is as follows
On 14 Nov BOSCHLTD was trading at 33862.10. The strike last trading price was 941, which was -394.05 lower than the previous day. The implied volatity was 24.84, the open interest changed by 4 which increased total open position to 56
On 13 Nov BOSCHLTD was trading at 33212.00. The strike last trading price was 1335.05, which was -272.85 lower than the previous day. The implied volatity was 27.81, the open interest changed by 17 which increased total open position to 52
On 12 Nov BOSCHLTD was trading at 33278.50. The strike last trading price was 1607.9, which was 927.90 higher than the previous day. The implied volatity was 37.48, the open interest changed by 12 which increased total open position to 40
On 11 Nov BOSCHLTD was trading at 34990.85. The strike last trading price was 680, which was 38.10 higher than the previous day. The implied volatity was 32.62, the open interest changed by 16 which increased total open position to 27
On 8 Nov BOSCHLTD was trading at 35119.40. The strike last trading price was 641.9, which was 91.90 higher than the previous day. The implied volatity was 29.32, the open interest changed by 0 which decreased total open position to 7
On 7 Nov BOSCHLTD was trading at 35369.65. The strike last trading price was 550, which was -63.90 lower than the previous day. The implied volatity was 30.77, the open interest changed by 6 which increased total open position to 6
On 6 Nov BOSCHLTD was trading at 36272.70. The strike last trading price was 613.9, which was 0.00 lower than the previous day. The implied volatity was 5.29, 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 613.9, which was 0.00 lower than the previous day. The implied volatity was 3.50, 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 613.9, which was 0.00 lower than the previous day. The implied volatity was 2.21, the open interest changed by 0 which decreased total open position to 0
On 1 Nov BOSCHLTD was trading at 35182.15. The strike last trading price was 613.9, which was 0.00 lower than the previous day. The implied volatity was 2.14, 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 613.9, 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 613.9, 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 29 Oct BOSCHLTD was trading at 36416.55. The strike last trading price was 613.9, 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 28 Oct BOSCHLTD was trading at 36123.30. The strike last trading price was 613.9, 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 23 Oct BOSCHLTD was trading at 36255.80. The strike last trading price was 613.9, which was 613.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BOSCHLTD was trading at 36734.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
