Historical option data for BAJAJ-AUTO
22 Jun 2026 01:19 PM IST
| BAJAJ-AUTO 28-Jul-2026 (36d) 10000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.1
Theta: -1.74
Gamma: 0.00099
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 10172.00 | 262.15 | 14.15 (5.71%) | 9.56 | 514 | 88 | 460 | |||||||||
| 19 Jun | 10066.00 | 244.8 | -23.2 (-8.66%) | 12.67 | 386 | 71 | 371 | |||||||||
| 18 Jun | 10077.00 | 289.1 | 57.1 (24.61%) | 15.2 | 375 | -2 | 299 | |||||||||
| 17 Jun | 10042.00 | 226.9 | 0.9 (0.40%) | 13.7 | 403 | 87 | 303 | |||||||||
| 16 Jun | 9939.00 | 227.95 | -45.05 (-16.50%) | 16.56 | 209 | 109 | 215 | |||||||||
| 15 Jun | 9943.00 | 270 | -33 (-10.89%) | 19.77 | 125 | 97 | 104 | |||||||||
| 12 Jun | 10063.00 | 300 | -103 (-25.56%) | 15.53 | 8 | 6 | 6 | |||||||||
| 11 Jun | 10114.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Jun | 10144.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jun | 10184.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 10231.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 10342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 10362.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 10259.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 10281.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 10376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 10460.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 10595.50 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 8 May | 10711.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 9994.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10000 expiring on 28JUL2026
Delta for 10000 CE is 0.77
Historical price for 10000 CE is as follows
On 22 Jun BAJAJ-AUTO was trading at 10172.00. The strike last trading price was 262.15, which was 14.15 higher than the previous day. The implied volatity was 9.56, the open interest changed by 88 which increased total open position to 460
On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 244.8, which was -23.2 lower than the previous day. The implied volatity was 12.67, the open interest changed by 71 which increased total open position to 371
On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 289.1, which was 57.1 higher than the previous day. The implied volatity was 15.2, the open interest changed by -2 which decreased total open position to 299
On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 226.9, which was 0.9 higher than the previous day. The implied volatity was 13.7, the open interest changed by 87 which increased total open position to 303
On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 227.95, which was -45.05 lower than the previous day. The implied volatity was 16.56, the open interest changed by 109 which increased total open position to 215
On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 270, which was -33 lower than the previous day. The implied volatity was 19.77, the open interest changed by 97 which increased total open position to 104
On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 300, which was -103 lower than the previous day. The implied volatity was 15.53, the open interest changed by 6 which increased total open position to 6
On 11 Jun BAJAJ-AUTO was trading at 10114.00. 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 10 Jun BAJAJ-AUTO was trading at 10144.00. 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 Jun BAJAJ-AUTO was trading at 10184.00. 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 Jun BAJAJ-AUTO was trading at 10231.00. 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 5 Jun BAJAJ-AUTO was trading at 10342.00. 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 Jun BAJAJ-AUTO was trading at 10362.00. 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 Jun BAJAJ-AUTO was trading at 10259.00. 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 2 Jun BAJAJ-AUTO was trading at 10281.00. 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 1 Jun BAJAJ-AUTO was trading at 10376.00. 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 29 May BAJAJ-AUTO was trading at 10460.00. 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 BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May BAJAJ-AUTO was trading at 10711.50. 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 Apr BAJAJ-AUTO was trading at 9994.00. 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
| BAJAJ-AUTO 28-Jul-2026 (36d) 10000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0.12
Theta: -6.27
Gamma: 0.00029
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 10172.00 | 420 | -36.4 (-7.98%) | 41.95 | 207 | 89 | 307 |
| 19 Jun | 10066.00 | 460.6 | 56.6 (14.01%) | 39.75 | 108 | 53 | 218 |
| 18 Jun | 10077.00 | 395.1 | -31.95 (-7.48%) | 34.95 | 147 | -14 | 165 |
| 17 Jun | 10042.00 | 452.9 | -7 (-1.52%) | 36.47 | 150 | 48 | 177 |
| 16 Jun | 9939.00 | 463.7 | 48.7 (11.73%) | 34.31 | 124 | 78 | 127 |
| 15 Jun | 9943.00 | 415 | 34.4 (9.04%) | 30.44 | 38 | 27 | 48 |
| 12 Jun | 10063.00 | 380.6 | 26.6 (7.51%) | 31.22 | 8 | 6 | 21 |
| 11 Jun | 10114.00 | 354 | 0 (0.00%) | - | 3 | 0 | 15 |
| 10 Jun | 10144.00 | 354 | 0 (0.00%) | - | 3 | 0 | 15 |
| 9 Jun | 10184.00 | 354 | 0 (0.00%) | - | 3 | 0 | 15 |
| 8 Jun | 10231.00 | 354 | 0 (0.00%) | - | 3 | 0 | 15 |
| 5 Jun | 10342.00 | 354 | 0 (0.00%) | 32.16 | 3 | 0 | 15 |
| 4 Jun | 10362.00 | 354 | -67 (-15.91%) | 32.16 | 3 | 1 | 15 |
| 3 Jun | 10259.00 | 421 | 0 (0.00%) | - | 15 | 0 | 14 |
| 2 Jun | 10281.00 | 421 | 0 (0.00%) | 38.79 | 15 | 0 | 14 |
| 1 Jun | 10376.00 | 421 | 133 (46.18%) | 38.79 | 15 | 13 | 14 |
| 29 May | 10460.00 | 288 | -476.2 (-62.31%) | 31.15 | 1 | 1 | 1 |
| 11 May | 10595.50 | 0 | 0 | - | 0 | 10 | 10 |
| 8 May | 10711.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 9994.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10000 expiring on 28JUL2026
Delta for 10000 PE is -0.4
Historical price for 10000 PE is as follows
On 22 Jun BAJAJ-AUTO was trading at 10172.00. The strike last trading price was 420, which was -36.4 lower than the previous day. The implied volatity was 41.95, the open interest changed by 89 which increased total open position to 307
On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 460.6, which was 56.6 higher than the previous day. The implied volatity was 39.75, the open interest changed by 53 which increased total open position to 218
On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 395.1, which was -31.95 lower than the previous day. The implied volatity was 34.95, the open interest changed by -14 which decreased total open position to 165
On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 452.9, which was -7 lower than the previous day. The implied volatity was 36.47, the open interest changed by 48 which increased total open position to 177
On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 463.7, which was 48.7 higher than the previous day. The implied volatity was 34.31, the open interest changed by 78 which increased total open position to 127
On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 415, which was 34.4 higher than the previous day. The implied volatity was 30.44, the open interest changed by 27 which increased total open position to 48
On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 380.6, which was 26.6 higher than the previous day. The implied volatity was 31.22, the open interest changed by 6 which increased total open position to 21
On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 354, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 354, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 354, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 354, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 354, which was 0 lower than the previous day. The implied volatity was 32.16, the open interest changed by 0 which decreased total open position to 15
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 354, which was -67 lower than the previous day. The implied volatity was 32.16, the open interest changed by 1 which increased total open position to 15
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 421, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 421, which was 0 lower than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 14
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 421, which was 133 higher than the previous day. The implied volatity was 38.79, the open interest changed by 13 which increased total open position to 14
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 288, which was -476.2 lower than the previous day. The implied volatity was 31.15, the open interest changed by 1 which increased total open position to 1
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May BAJAJ-AUTO was trading at 10711.50. 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 Apr BAJAJ-AUTO was trading at 9994.00. 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
