Historical option data for BOSCHLTD
29 Jun 2026 10:50 AM IST
| BOSCHLTD 28-Jul-2026 (27d) 40750 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.46
Theta: -25.44
Gamma: 0.00012
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 40260.00 | 1300 | -34 (-2.55%) | 29.62 | 1 | 0 | 14 | |||||||||
| 25 Jun | 40440.00 | 1340.65 | 704.65 (110.79%) | 26.86 | 20 | 14 | 14 | |||||||||
For Bosch Limited - strike price 40750 expiring on 28JUL2026
Delta for 40750 CE is 0.5
Historical price for 40750 CE is as follows
On 29 Jun BOSCHLTD was trading at 40260.00. The strike last trading price was 1300, which was -34 lower than the previous day. The implied volatity was 29.62, the open interest changed by 0 which decreased total open position to 14
On 25 Jun BOSCHLTD was trading at 40440.00. The strike last trading price was 1340.65, which was 704.65 higher than the previous day. The implied volatity was 26.86, the open interest changed by 14 which increased total open position to 14
| BOSCHLTD 28-Jul-2026 (27d) 40750 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.46
Theta: -17.95
Gamma: 0.00012
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 40260.00 | 1293.3 | 1.4 (0.11%) | 27.79 | 41 | -13 | 42 |
| 25 Jun | 40440.00 | 1298 | -3835.65 (-74.72%) | 27.1 | 65 | 55 | 55 |
For Bosch Limited - strike price 40750 expiring on 28JUL2026
Delta for 40750 PE is -0.49
Historical price for 40750 PE is as follows
On 29 Jun BOSCHLTD was trading at 40260.00. The strike last trading price was 1293.3, which was 1.4 higher than the previous day. The implied volatity was 27.79, the open interest changed by -13 which decreased total open position to 42
On 25 Jun BOSCHLTD was trading at 40440.00. The strike last trading price was 1298, which was -3835.65 lower than the previous day. The implied volatity was 27.1, the open interest changed by 55 which increased total open position to 55
