BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 0.01
Theta: -2.69
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9576.00 | 4.3 | -3.4000000000000004 | 21.98 | 5,039 | 281 | 1,895 | |||||||||
| 23 Apr | 9550.50 | 7.8 | -10.649999999999999 | 24.06 | 2,600 | -133 | 1,654 | |||||||||
| 22 Apr | 9602.00 | 17.7 | -55.14999999999999 | 25 | 2,682 | 195 | 1,787 | |||||||||
| 21 Apr | 9793.00 | 72.9 | -18.849999999999994 | 26.57 | 3,287 | 180 | 1,602 | |||||||||
| 20 Apr | 9803.00 | 73.5 | -11 | 28.46 | 6,081 | -471 | 1,453 | |||||||||
| 17 Apr | 9773.50 | 83.1 | -44.95000000000002 | 25.31 | 2,599 | 349 | 1,938 | |||||||||
| 16 Apr | 9825.00 | 129 | -23.30000000000001 | 27.25 | 2,807 | 124 | 1,599 | |||||||||
| 15 Apr | 9865.00 | 147.05 | -2.9499999999999886 | 26.4 | 4,547 | 470 | 1,476 | |||||||||
| 13 Apr | 9816.00 | 148 | -6.050000000000011 | 28.22 | 4,444 | -30 | 909 | |||||||||
| 10 Apr | 9813.50 | 167.05 | 90.15 | 25.92 | 9,999 | -375 | 940 | |||||||||
| 9 Apr | 9517.00 | 74.8 | 28.2 | 25.77 | 12,280 | 491 | 1,334 | |||||||||
| 8 Apr | 9366.00 | 47.55 | 19.2 | 25.21 | 2,342 | 224 | 843 | |||||||||
| 7 Apr | 9049.50 | 29.15 | 3.9 | 29.88 | 819 | 3 | 614 | |||||||||
| 6 Apr | 8942.50 | 25.3 | 6.3 | 30.3 | 1,466 | -198 | 614 | |||||||||
| 2 Apr | 8758.50 | 19.3 | -13.55 | 30.59 | 768 | -23 | 812 | |||||||||
| 1 Apr | 8895.50 | 33.2 | 1.05 | 30.58 | 1,572 | 229 | 836 | |||||||||
| 30 Mar | 8781.50 | 33.45 | -17.9 | 32.27 | 722 | 107 | 617 | |||||||||
| 27 Mar | 8901.00 | 54.8 | -11.05 | 31.74 | 590 | 181 | 511 | |||||||||
| 25 Mar | 9048.50 | 64.3 | 17.3 | 28.69 | 664 | -160 | 330 | |||||||||
| 24 Mar | 8898.00 | 50.4 | 1.55 | 29.34 | 775 | 242 | 490 | |||||||||
| 23 Mar | 8776.00 | 48.5 | -7 | 31.21 | 124 | -25 | 248 | |||||||||
| 20 Mar | 9051.00 | 53.65 | 9.2 | 24.42 | 315 | 23 | 274 | |||||||||
| 19 Mar | 8868.50 | 46 | -47.55 | 26.74 | 140 | -16 | 254 | |||||||||
| 18 Mar | 9271.00 | 87.55 | 9.4 | 24.48 | 135 | 58 | 271 | |||||||||
| 17 Mar | 9110.00 | 79.05 | -4.4 | 25.86 | 40 | 9 | 213 | |||||||||
| 16 Mar | 9073.00 | 82 | 17.2 | 26.93 | 95 | 20 | 202 | |||||||||
| 13 Mar | 8875.00 | 67.6 | -30.85 | 28.06 | 99 | 22 | 181 | |||||||||
| 12 Mar | 9162.00 | 96.9 | -39.8 | 25.22 | 98 | 31 | 157 | |||||||||
| 11 Mar | 9327.50 | 135 | -60.75 | 24.63 | 71 | 18 | 126 | |||||||||
| 10 Mar | 9610.00 | 204 | 44.4 | 21.58 | 96 | -11 | 106 | |||||||||
| 9 Mar | 9383.00 | 154 | -125 | 23.78 | 149 | 85 | 117 | |||||||||
| 6 Mar | 9816.00 | 279 | 40.9 | 20.49 | 6 | 3 | 31 | |||||||||
| 5 Mar | 9804.50 | 253.75 | 37.95 | 18.09 | 16 | 1 | 30 | |||||||||
| 4 Mar | 9652.50 | 215.8 | -53.75 | 20.25 | 15 | -3 | 29 | |||||||||
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| 2 Mar | 9776.00 | 269.55 | -112.4 | 19.79 | 44 | 13 | 31 | |||||||||
| 27 Feb | 9972.50 | 381.95 | -28.05 | 19.95 | 21 | 12 | 17 | |||||||||
| 26 Feb | 10110.00 | 410 | -9.3 | 14.82 | 1 | 0 | 5 | |||||||||
| 25 Feb | 10097.00 | 419.3 | 99.35 | 16.16 | 8 | 3 | 4 | |||||||||
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 9980.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 9826.50 | 0 | 0 | 0.37 | 0 | 0 | 0 | |||||||||
| 16 Feb | 9697.50 | 0 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
| 13 Feb | 9760.00 | 0 | 0 | 0.16 | 0 | 0 | 0 | |||||||||
| 12 Feb | 9840.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 9869.50 | 0 | 0 | 0.12 | 0 | 0 | 0 | |||||||||
| 10 Feb | 9774.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 9590.00 | 0 | 0 | 1.1 | 0 | 0 | 0 | |||||||||
| 6 Feb | 9518.50 | 0 | 0 | 1.55 | 0 | 0 | 0 | |||||||||
| 5 Feb | 9647.00 | 0 | 0 | 0.76 | 0 | 0 | 0 | |||||||||
| 4 Feb | 9639.00 | 0 | 0 | 0.75 | 0 | 0 | 0 | |||||||||
| 3 Feb | 9595.50 | 0 | 0 | 0.96 | 0 | 0 | 0 | |||||||||
| 2 Feb | 9496.50 | 0 | 0 | 1.43 | 0 | 0 | 0 | |||||||||
| 1 Feb | 9499.50 | 0 | 0 | 1.3 | 0 | 0 | 0 | |||||||||
| 30 Jan | 9597.50 | 0 | 0 | 0.91 | 0 | 0 | 0 | |||||||||
| 29 Jan | 9512.00 | 0 | 0 | 1.45 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10000 expiring on 28APR2026
Delta for 10000 CE is 0.05
Historical price for 10000 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 4.3, which was -3.4000000000000004 lower than the previous day. The implied volatity was 21.98, the open interest changed by 281 which increased total open position to 1895
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 7.8, which was -10.649999999999999 lower than the previous day. The implied volatity was 24.06, the open interest changed by -133 which decreased total open position to 1654
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 17.7, which was -55.14999999999999 lower than the previous day. The implied volatity was 25, the open interest changed by 195 which increased total open position to 1787
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 72.9, which was -18.849999999999994 lower than the previous day. The implied volatity was 26.57, the open interest changed by 180 which increased total open position to 1602
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 73.5, which was -11 lower than the previous day. The implied volatity was 28.46, the open interest changed by -471 which decreased total open position to 1453
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 83.1, which was -44.95000000000002 lower than the previous day. The implied volatity was 25.31, the open interest changed by 349 which increased total open position to 1938
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 129, which was -23.30000000000001 lower than the previous day. The implied volatity was 27.25, the open interest changed by 124 which increased total open position to 1599
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 147.05, which was -2.9499999999999886 lower than the previous day. The implied volatity was 26.4, the open interest changed by 470 which increased total open position to 1476
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 148, which was -6.050000000000011 lower than the previous day. The implied volatity was 28.22, the open interest changed by -30 which decreased total open position to 909
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 167.05, which was 90.15 higher than the previous day. The implied volatity was 25.92, the open interest changed by -375 which decreased total open position to 940
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 74.8, which was 28.2 higher than the previous day. The implied volatity was 25.77, the open interest changed by 491 which increased total open position to 1334
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 47.55, which was 19.2 higher than the previous day. The implied volatity was 25.21, the open interest changed by 224 which increased total open position to 843
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 29.15, which was 3.9 higher than the previous day. The implied volatity was 29.88, the open interest changed by 3 which increased total open position to 614
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 25.3, which was 6.3 higher than the previous day. The implied volatity was 30.3, the open interest changed by -198 which decreased total open position to 614
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 19.3, which was -13.55 lower than the previous day. The implied volatity was 30.59, the open interest changed by -23 which decreased total open position to 812
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 33.2, which was 1.05 higher than the previous day. The implied volatity was 30.58, the open interest changed by 229 which increased total open position to 836
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 33.45, which was -17.9 lower than the previous day. The implied volatity was 32.27, the open interest changed by 107 which increased total open position to 617
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 54.8, which was -11.05 lower than the previous day. The implied volatity was 31.74, the open interest changed by 181 which increased total open position to 511
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 64.3, which was 17.3 higher than the previous day. The implied volatity was 28.69, the open interest changed by -160 which decreased total open position to 330
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 50.4, which was 1.55 higher than the previous day. The implied volatity was 29.34, the open interest changed by 242 which increased total open position to 490
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 48.5, which was -7 lower than the previous day. The implied volatity was 31.21, the open interest changed by -25 which decreased total open position to 248
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 53.65, which was 9.2 higher than the previous day. The implied volatity was 24.42, the open interest changed by 23 which increased total open position to 274
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 46, which was -47.55 lower than the previous day. The implied volatity was 26.74, the open interest changed by -16 which decreased total open position to 254
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 87.55, which was 9.4 higher than the previous day. The implied volatity was 24.48, the open interest changed by 58 which increased total open position to 271
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 79.05, which was -4.4 lower than the previous day. The implied volatity was 25.86, the open interest changed by 9 which increased total open position to 213
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 82, which was 17.2 higher than the previous day. The implied volatity was 26.93, the open interest changed by 20 which increased total open position to 202
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 67.6, which was -30.85 lower than the previous day. The implied volatity was 28.06, the open interest changed by 22 which increased total open position to 181
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 96.9, which was -39.8 lower than the previous day. The implied volatity was 25.22, the open interest changed by 31 which increased total open position to 157
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 135, which was -60.75 lower than the previous day. The implied volatity was 24.63, the open interest changed by 18 which increased total open position to 126
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 204, which was 44.4 higher than the previous day. The implied volatity was 21.58, the open interest changed by -11 which decreased total open position to 106
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 154, which was -125 lower than the previous day. The implied volatity was 23.78, the open interest changed by 85 which increased total open position to 117
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 279, which was 40.9 higher than the previous day. The implied volatity was 20.49, the open interest changed by 3 which increased total open position to 31
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 253.75, which was 37.95 higher than the previous day. The implied volatity was 18.09, the open interest changed by 1 which increased total open position to 30
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 215.8, which was -53.75 lower than the previous day. The implied volatity was 20.25, the open interest changed by -3 which decreased total open position to 29
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 269.55, which was -112.4 lower than the previous day. The implied volatity was 19.79, the open interest changed by 13 which increased total open position to 31
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 381.95, which was -28.05 lower than the previous day. The implied volatity was 19.95, the open interest changed by 12 which increased total open position to 17
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 410, which was -9.3 lower than the previous day. The implied volatity was 14.82, the open interest changed by 0 which decreased total open position to 5
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 419.3, which was 99.35 higher than the previous day. The implied volatity was 16.16, the open interest changed by 3 which increased total open position to 4
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJAJ-AUTO was trading at 9980.00. 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 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJ-AUTO was trading at 9840.00. 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 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJAJ-AUTO was trading at 9774.00. 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 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.1, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.76, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.75, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.43, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.45, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 28-Apr-2026 (4d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.95
Vega: 0.01
Theta: -3.15
Gamma: 0.00044
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9576.00 | 400 | -30.899999999999977 | 23.25 | 89 | -34 | 287 |
| 23 Apr | 9550.50 | 448.05 | 52.55000000000001 | 22.75 | 71 | -1 | 322 |
| 22 Apr | 9602.00 | 386.35 | 139.10000000000002 | 25 | 164 | -4 | 324 |
| 21 Apr | 9793.00 | 246 | -17.69999999999999 | 22.83 | 330 | -8 | 329 |
| 20 Apr | 9803.00 | 305.45 | -12.75 | 26.79 | 372 | -28 | 335 |
| 17 Apr | 9773.50 | 320.95 | 53.55000000000001 | 26.12 | 407 | -87 | 360 |
| 16 Apr | 9825.00 | 259.65 | -5.75 | 24.7 | 487 | 2 | 448 |
| 15 Apr | 9865.00 | 265.8 | -77.89999999999998 | 26.86 | 967 | 278 | 447 |
| 13 Apr | 9816.00 | 343.55 | 17.25 | 31.19 | 245 | -15 | 170 |
| 10 Apr | 9813.50 | 324 | -225.14999999999998 | 27.86 | 280 | 4 | 185 |
| 9 Apr | 9517.00 | 550 | -107.85 | 32.16 | 140 | 26 | 180 |
| 8 Apr | 9366.00 | 658.35 | -473.65 | 32.01 | 125 | 27 | 153 |
| 7 Apr | 9049.50 | 1132 | -145 | - | 0 | 0 | 126 |
| 6 Apr | 8942.50 | 1132 | -145 | 52.68 | 6 | -1 | 127 |
| 2 Apr | 8758.50 | 1288.85 | 156.85 | 47.95 | 12 | 2 | 128 |
| 1 Apr | 8895.50 | 1132 | -121.75 | 41.47 | 8 | 0 | 127 |
| 30 Mar | 8781.50 | 1253.75 | 57.5 | 43.77 | 25 | 0 | 125 |
| 27 Mar | 8901.00 | 1185 | 186 | 47.76 | 19 | 11 | 124 |
| 25 Mar | 9048.50 | 999 | -151 | 38.39 | 17 | 7 | 110 |
| 24 Mar | 8898.00 | 1150 | -53.6 | 42.73 | 15 | 10 | 102 |
| 23 Mar | 8776.00 | 1203.6 | 204.6 | 36.62 | 4 | 3 | 91 |
| 20 Mar | 9051.00 | 999 | -166 | 39.09 | 3 | 2 | 87 |
| 19 Mar | 8868.50 | 1165 | 345 | 43.23 | 5 | 0 | 84 |
| 18 Mar | 9271.00 | 820 | -315 | 31.99 | 9 | 0 | 83 |
| 17 Mar | 9110.00 | 1135 | -120.55 | - | 3 | 0 | 83 |
| 16 Mar | 9073.00 | 1135 | -120.55 | 49.86 | 3 | 2 | 83 |
| 13 Mar | 8875.00 | 1255.55 | 436.8 | 47.87 | 85 | 82 | 83 |
| 12 Mar | 9162.00 | 818.75 | 87.35 | - | 0 | 0 | 1 |
| 11 Mar | 9327.50 | 818.75 | 87.35 | 35.8 | 1 | 0 | 0 |
| 10 Mar | 9610.00 | 731.4 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9383.00 | 731.4 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9816.00 | 731.4 | 0 | 0.06 | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 731.4 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | 731.4 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 731.4 | 0 | 0.14 | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 731.4 | 0 | 0.79 | 0 | 0 | 0 |
| 26 Feb | 10110.00 | 731.4 | 0 | 1.75 | 0 | 0 | 0 |
| 25 Feb | 10097.00 | 731.4 | 0 | 1.63 | 0 | 0 | 0 |
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 9980.00 | 0 | 0 | 0.16 | 0 | 0 | 0 |
| 17 Feb | 9826.50 | 0 | 0 | 0.1 | 0 | 0 | 0 |
| 16 Feb | 9697.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 9760.00 | 0 | 0 | 0.01 | 0 | 0 | 0 |
| 12 Feb | 9840.00 | 0 | 0 | 0.29 | 0 | 0 | 0 |
| 11 Feb | 9869.50 | 0 | 0 | 0.51 | 0 | 0 | 0 |
| 10 Feb | 9774.00 | 0 | 0 | 0.2 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 0 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10000 expiring on 28APR2026
Delta for 10000 PE is -0.95
Historical price for 10000 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 400, which was -30.899999999999977 lower than the previous day. The implied volatity was 23.25, the open interest changed by -34 which decreased total open position to 287
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 448.05, which was 52.55000000000001 higher than the previous day. The implied volatity was 22.75, the open interest changed by -1 which decreased total open position to 322
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 386.35, which was 139.10000000000002 higher than the previous day. The implied volatity was 25, the open interest changed by -4 which decreased total open position to 324
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 246, which was -17.69999999999999 lower than the previous day. The implied volatity was 22.83, the open interest changed by -8 which decreased total open position to 329
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 305.45, which was -12.75 lower than the previous day. The implied volatity was 26.79, the open interest changed by -28 which decreased total open position to 335
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 320.95, which was 53.55000000000001 higher than the previous day. The implied volatity was 26.12, the open interest changed by -87 which decreased total open position to 360
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 259.65, which was -5.75 lower than the previous day. The implied volatity was 24.7, the open interest changed by 2 which increased total open position to 448
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 265.8, which was -77.89999999999998 lower than the previous day. The implied volatity was 26.86, the open interest changed by 278 which increased total open position to 447
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 343.55, which was 17.25 higher than the previous day. The implied volatity was 31.19, the open interest changed by -15 which decreased total open position to 170
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 324, which was -225.14999999999998 lower than the previous day. The implied volatity was 27.86, the open interest changed by 4 which increased total open position to 185
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 550, which was -107.85 lower than the previous day. The implied volatity was 32.16, the open interest changed by 26 which increased total open position to 180
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 658.35, which was -473.65 lower than the previous day. The implied volatity was 32.01, the open interest changed by 27 which increased total open position to 153
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1132, which was -145 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 126
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 1132, which was -145 lower than the previous day. The implied volatity was 52.68, the open interest changed by -1 which decreased total open position to 127
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1288.85, which was 156.85 higher than the previous day. The implied volatity was 47.95, the open interest changed by 2 which increased total open position to 128
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1132, which was -121.75 lower than the previous day. The implied volatity was 41.47, the open interest changed by 0 which decreased total open position to 127
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 1253.75, which was 57.5 higher than the previous day. The implied volatity was 43.77, the open interest changed by 0 which decreased total open position to 125
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 1185, which was 186 higher than the previous day. The implied volatity was 47.76, the open interest changed by 11 which increased total open position to 124
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 999, which was -151 lower than the previous day. The implied volatity was 38.39, the open interest changed by 7 which increased total open position to 110
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 1150, which was -53.6 lower than the previous day. The implied volatity was 42.73, the open interest changed by 10 which increased total open position to 102
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 1203.6, which was 204.6 higher than the previous day. The implied volatity was 36.62, the open interest changed by 3 which increased total open position to 91
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 999, which was -166 lower than the previous day. The implied volatity was 39.09, the open interest changed by 2 which increased total open position to 87
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 1165, which was 345 higher than the previous day. The implied volatity was 43.23, the open interest changed by 0 which decreased total open position to 84
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 820, which was -315 lower than the previous day. The implied volatity was 31.99, the open interest changed by 0 which decreased total open position to 83
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 1135, which was -120.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 1135, which was -120.55 lower than the previous day. The implied volatity was 49.86, the open interest changed by 2 which increased total open position to 83
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 1255.55, which was 436.8 higher than the previous day. The implied volatity was 47.87, the open interest changed by 82 which increased total open position to 83
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 818.75, which was 87.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 818.75, which was 87.35 higher than the previous day. The implied volatity was 35.8, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 731.4, 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 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 731.4, 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 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 731.4, 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 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 731.4, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was 0.14, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was 0.79, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 731.4, which was 0 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJAJ-AUTO was trading at 9697.50. 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 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.2, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJAJ-AUTO was trading at 9590.00. 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 6 Feb BAJAJ-AUTO was trading at 9518.50. 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 5 Feb BAJAJ-AUTO was trading at 9647.00. 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 4 Feb BAJAJ-AUTO was trading at 9639.00. 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 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 2 Feb BAJAJ-AUTO was trading at 9496.50. 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 1 Feb BAJAJ-AUTO was trading at 9499.50. 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 30 Jan BAJAJ-AUTO was trading at 9597.50. 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 29 Jan BAJAJ-AUTO was trading at 9512.00. 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
