Historical option data for BOSCHLTD
23 Jun 2026 01:23 PM IST
| BOSCHLTD 28-Jul-2026 (35d) 40000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 0.49
Theta: -22.07
Gamma: 0.00011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Jun | 40310.00 | 1685 | 42 (2.56%) | 28.36 | 18 | 7 | 40 | |||||||||
| 22 Jun | 40300.00 | 1643.1 | -30.9 (-1.85%) | 28.16 | 11 | 3 | 31 | |||||||||
| 19 Jun | 40195.00 | 1764 | 147 (9.09%) | 28.41 | 19 | 2 | 27 | |||||||||
| 18 Jun | 40035.00 | 1600 | 419 (35.48%) | 27.65 | 41 | -4 | 25 | |||||||||
| 17 Jun | 39230.00 | 1181.15 | 39.15 (3.43%) | 27.86 | 9 | 6 | 28 | |||||||||
| 16 Jun | 39045.00 | 1142 | -218 (-16.03%) | 27.31 | 24 | 15 | 23 | |||||||||
| 15 Jun | 39070.00 | 1360 | 80 (6.25%) | 27.45 | 5 | 2 | 7 | |||||||||
| 12 Jun | 39060.00 | 1280 | -429 (-25.10%) | 28.23 | 21 | 5 | 5 | |||||||||
| 11 May | 37405.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 May | 38145.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bosch Limited - strike price 40000 expiring on 28JUL2026
Delta for 40000 CE is 0.58
Historical price for 40000 CE is as follows
On 23 Jun BOSCHLTD was trading at 40310.00. The strike last trading price was 1685, which was 42 higher than the previous day. The implied volatity was 28.36, the open interest changed by 7 which increased total open position to 40
On 22 Jun BOSCHLTD was trading at 40300.00. The strike last trading price was 1643.1, which was -30.9 lower than the previous day. The implied volatity was 28.16, the open interest changed by 3 which increased total open position to 31
On 19 Jun BOSCHLTD was trading at 40195.00. The strike last trading price was 1764, which was 147 higher than the previous day. The implied volatity was 28.41, the open interest changed by 2 which increased total open position to 27
On 18 Jun BOSCHLTD was trading at 40035.00. The strike last trading price was 1600, which was 419 higher than the previous day. The implied volatity was 27.65, the open interest changed by -4 which decreased total open position to 25
On 17 Jun BOSCHLTD was trading at 39230.00. The strike last trading price was 1181.15, which was 39.15 higher than the previous day. The implied volatity was 27.86, the open interest changed by 6 which increased total open position to 28
On 16 Jun BOSCHLTD was trading at 39045.00. The strike last trading price was 1142, which was -218 lower than the previous day. The implied volatity was 27.31, the open interest changed by 15 which increased total open position to 23
On 15 Jun BOSCHLTD was trading at 39070.00. The strike last trading price was 1360, which was 80 higher than the previous day. The implied volatity was 27.45, the open interest changed by 2 which increased total open position to 7
On 12 Jun BOSCHLTD was trading at 39060.00. The strike last trading price was 1280, which was -429 lower than the previous day. The implied volatity was 28.23, the open interest changed by 5 which increased total open position to 5
On 11 May BOSCHLTD was trading at 37405.00. The strike last trading price was 0, 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
On 8 May BOSCHLTD was trading at 38145.00. The strike last trading price was 0, 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
| BOSCHLTD 28-Jul-2026 (35d) 40000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 0.49
Theta: -15.56
Gamma: 0.00011
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Jun | 40310.00 | 1111.75 | -138.25 (-11.06%) | 27.7 | 30 | 22 | 23 |
| 22 Jun | 40300.00 | 1250 | -50 (-3.85%) | 28.94 | 1 | 0 | 0 |
| 19 Jun | 40195.00 | 0 | 0 (-18.75%) | 28.27 | 0 | 0 | 0 |
| 18 Jun | 40035.00 | 1300 | -300 (-18.75%) | 28.27 | 1 | -1 | 0 |
| 17 Jun | 39230.00 | 1600 | 1600 (-58.06%) | 23.2 | 1 | 0 | 1 |
| 16 Jun | 39045.00 | 1600 | -2214.55 (-58.06%) | 23.2 | 1 | 1 | 1 |
| 15 Jun | 39070.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Jun | 39060.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 May | 37405.00 | 0 | 0 | - | 0 | 0 | 0 |
| 8 May | 38145.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bosch Limited - strike price 40000 expiring on 28JUL2026
Delta for 40000 PE is -0.42
Historical price for 40000 PE is as follows
On 23 Jun BOSCHLTD was trading at 40310.00. The strike last trading price was 1111.75, which was -138.25 lower than the previous day. The implied volatity was 27.7, the open interest changed by 22 which increased total open position to 23
On 22 Jun BOSCHLTD was trading at 40300.00. The strike last trading price was 1250, which was -50 lower than the previous day. The implied volatity was 28.94, the open interest changed by 0 which decreased total open position to 0
On 19 Jun BOSCHLTD was trading at 40195.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 28.27, the open interest changed by 0 which decreased total open position to 0
On 18 Jun BOSCHLTD was trading at 40035.00. The strike last trading price was 1300, which was -300 lower than the previous day. The implied volatity was 28.27, the open interest changed by -1 which decreased total open position to 0
On 17 Jun BOSCHLTD was trading at 39230.00. The strike last trading price was 1600, which was 1600 higher than the previous day. The implied volatity was 23.2, the open interest changed by 0 which decreased total open position to 1
On 16 Jun BOSCHLTD was trading at 39045.00. The strike last trading price was 1600, which was -2214.55 lower than the previous day. The implied volatity was 23.2, the open interest changed by 1 which increased total open position to 1
On 15 Jun BOSCHLTD was trading at 39070.00. The strike last trading price was 0, 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
On 12 Jun BOSCHLTD was trading at 39060.00. The strike last trading price was 0, 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
On 11 May BOSCHLTD was trading at 37405.00. The strike last trading price was 0, 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
On 8 May BOSCHLTD was trading at 38145.00. The strike last trading price was 0, 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
