[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
10059 +230.00 (2.34%)
L: 9839.5 H: 10160

Back to Option Chain


Historical option data for BAJAJ-AUTO

25 Feb 2026 02:25 PM IST
BAJAJ-AUTO 30-MAR-2026 10000 CE
Delta: 0.63
Vega: 11.43
Theta: -4.61
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 10068.50 293.85 109 17.09 9,840 184 950
24 Feb 9829.00 182.7 -39.05 17.47 2,203 83 782
23 Feb 9905.50 220 20.35 18.81 1,081 56 693
20 Feb 9807.00 200 32.35 18.91 1,046 63 653
19 Feb 9729.00 169.05 -115.8 19.21 1,309 104 587
18 Feb 9980.00 299 72.7 18.14 1,186 253 503
17 Feb 9826.50 225 34.05 19.53 222 49 255
16 Feb 9697.50 181.55 -41.25 20.24 85 19 205
13 Feb 9760.00 220.75 -32.75 20.43 104 40 185
12 Feb 9840.00 243.2 -22.45 18.64 111 50 145
11 Feb 9869.50 260 20.65 18.48 198 22 94
10 Feb 9774.00 235 58 20.11 136 16 71
9 Feb 9590.00 170.25 20.7 20.51 21 2 55
6 Feb 9518.50 151.35 -49.65 19.93 20 -10 53
5 Feb 9647.00 201 -1.5 19.46 24 5 62
4 Feb 9639.00 200 -5.65 20.11 38 11 53
3 Feb 9595.50 205.65 41.8 20.66 22 13 42
2 Feb 9496.50 163.85 -4.15 20.95 83 7 29
1 Feb 9499.50 168 -72 20.8 17 9 23
30 Jan 9597.50 240 40 22.68 4 0 10
29 Jan 9512.00 200 11.55 21.59 3 2 9
28 Jan 9433.50 188.45 21.2 21.63 3 2 7
27 Jan 9492.00 167.25 0 19.11 1 0 5
23 Jan 9413.50 167.25 -127.95 - 0 0 5
22 Jan 9370.00 167.25 -127.95 21.4 5 3 3
21 Jan 9179.00 295.2 0 3.73 0 0 0
20 Jan 9180.00 295.2 0 3.78 0 0 0
19 Jan 9429.50 295.2 0 2.33 0 0 0
16 Jan 9489.00 295.2 0 1.82 0 0 0
14 Jan 9579.50 295.2 0 1.27 0 0 0
13 Jan 9554.00 295.2 0 1.39 0 0 0
12 Jan 9491.00 295.2 0 1.63 0 0 0
9 Jan 9562.50 295.2 0 1.16 0 0 0
8 Jan 9760.50 295.2 0 - 0 0 0
7 Jan 9789.50 295.2 0 - 0 0 0
6 Jan 9661.00 295.2 0 - 0 0 0
5 Jan 9497.50 295.2 0 1.54 0 0 0
2 Jan 9502.50 295.2 0 1.42 0 0 0
1 Jan 9558.00 295.2 - - 0 0 0
31 Dec 9343.00 295.2 0 - 0 0 0


For Bajaj Auto Limited - strike price 10000 expiring on 30MAR2026

Delta for 10000 CE is 0.63

Historical price for 10000 CE is as follows

On 25 Feb BAJAJ-AUTO was trading at 10068.50. The strike last trading price was 293.85, which was 109 higher than the previous day. The implied volatity was 17.09, the open interest changed by 184 which increased total open position to 950


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 182.7, which was -39.05 lower than the previous day. The implied volatity was 17.47, the open interest changed by 83 which increased total open position to 782


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 220, which was 20.35 higher than the previous day. The implied volatity was 18.81, the open interest changed by 56 which increased total open position to 693


On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 200, which was 32.35 higher than the previous day. The implied volatity was 18.91, the open interest changed by 63 which increased total open position to 653


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 169.05, which was -115.8 lower than the previous day. The implied volatity was 19.21, the open interest changed by 104 which increased total open position to 587


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 299, which was 72.7 higher than the previous day. The implied volatity was 18.14, the open interest changed by 253 which increased total open position to 503


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 225, which was 34.05 higher than the previous day. The implied volatity was 19.53, the open interest changed by 49 which increased total open position to 255


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 181.55, which was -41.25 lower than the previous day. The implied volatity was 20.24, the open interest changed by 19 which increased total open position to 205


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 220.75, which was -32.75 lower than the previous day. The implied volatity was 20.43, the open interest changed by 40 which increased total open position to 185


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 243.2, which was -22.45 lower than the previous day. The implied volatity was 18.64, the open interest changed by 50 which increased total open position to 145


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 260, which was 20.65 higher than the previous day. The implied volatity was 18.48, the open interest changed by 22 which increased total open position to 94


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 235, which was 58 higher than the previous day. The implied volatity was 20.11, the open interest changed by 16 which increased total open position to 71


On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 170.25, which was 20.7 higher than the previous day. The implied volatity was 20.51, the open interest changed by 2 which increased total open position to 55


On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 151.35, which was -49.65 lower than the previous day. The implied volatity was 19.93, the open interest changed by -10 which decreased total open position to 53


On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 201, which was -1.5 lower than the previous day. The implied volatity was 19.46, the open interest changed by 5 which increased total open position to 62


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 200, which was -5.65 lower than the previous day. The implied volatity was 20.11, the open interest changed by 11 which increased total open position to 53


On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 205.65, which was 41.8 higher than the previous day. The implied volatity was 20.66, the open interest changed by 13 which increased total open position to 42


On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 163.85, which was -4.15 lower than the previous day. The implied volatity was 20.95, the open interest changed by 7 which increased total open position to 29


On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 168, which was -72 lower than the previous day. The implied volatity was 20.8, the open interest changed by 9 which increased total open position to 23


On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 240, which was 40 higher than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 10


On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 200, which was 11.55 higher than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 9


On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 188.45, which was 21.2 higher than the previous day. The implied volatity was 21.63, the open interest changed by 2 which increased total open position to 7


On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 167.25, which was 0 lower than the previous day. The implied volatity was 19.11, the open interest changed by 0 which decreased total open position to 5


On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 167.25, which was -127.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 167.25, which was -127.95 lower than the previous day. The implied volatity was 21.4, the open interest changed by 3 which increased total open position to 3


On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 3.73, the open interest changed by 0 which decreased total open position to 0


On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 3.78, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 2.33, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.39, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 295.2, 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 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.16, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 295.2, 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 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 295.2, 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 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 295.2, 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 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 295.2, which was 0 lower than the previous day. The implied volatity was 1.42, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 295.2, 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 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 295.2, 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 30MAR2026 10000 PE
Delta: -0.4
Vega: 11.71
Theta: -3.2
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
25 Feb 10068.50 222.65 -110.55 24.63 4,186 259 758
24 Feb 9829.00 334 26.4 25.32 445 33 501
23 Feb 9905.50 307.1 -46.65 24.3 283 40 471
20 Feb 9807.00 348.3 -100.9 23.99 80 11 424
19 Feb 9729.00 449.75 164.25 27.93 813 85 412
18 Feb 9980.00 270.05 -105.3 24.62 364 268 315
17 Feb 9826.50 380 -43.3 26.22 12 8 46
16 Feb 9697.50 423.3 42.95 23.86 1 0 38
13 Feb 9760.00 380.35 -2.25 22.66 7 2 38
12 Feb 9840.00 383.9 48.3 26.24 37 25 36
11 Feb 9869.50 335.6 -529.55 23.68 11 10 10
10 Feb 9774.00 865.15 0 - 0 0 0
9 Feb 9590.00 865.15 0 - 0 0 0
6 Feb 9518.50 865.15 0 - 0 0 0
5 Feb 9647.00 865.15 0 - 0 0 0
4 Feb 9639.00 865.15 0 - 0 0 0
3 Feb 9595.50 865.15 0 - 0 0 0
2 Feb 9496.50 865.15 0 - 0 0 0
1 Feb 9499.50 865.15 0 - 0 0 0
30 Jan 9597.50 865.15 0 - 0 0 0
29 Jan 9512.00 865.15 0 - 0 0 0
28 Jan 9433.50 865.15 0 - 0 0 0
27 Jan 9492.00 865.15 0 - 0 0 0
23 Jan 9413.50 865.15 0 - 0 0 0
22 Jan 9370.00 865.15 0 - 0 0 0
21 Jan 9179.00 865.15 0 - 0 0 0
20 Jan 9180.00 865.15 0 - 0 0 0
19 Jan 9429.50 865.15 0 - 0 0 0
16 Jan 9489.00 865.15 0 - 0 0 0
14 Jan 9579.50 865.15 0 - 0 0 0
13 Jan 9554.00 865.15 0 - 0 0 0
12 Jan 9491.00 865.15 0 - 0 0 0
9 Jan 9562.50 865.15 0 - 0 0 0
8 Jan 9760.50 865.15 0 - 0 0 0
7 Jan 9789.50 865.15 0 0.16 0 0 0
6 Jan 9661.00 865.15 0 - 0 0 0
5 Jan 9497.50 865.15 0 - 0 0 0
2 Jan 9502.50 865.15 0 - 0 0 0
1 Jan 9558.00 865.15 - - 0 0 0
31 Dec 9343.00 865.15 0 - 0 0 0


For Bajaj Auto Limited - strike price 10000 expiring on 30MAR2026

Delta for 10000 PE is -0.4

Historical price for 10000 PE is as follows

On 25 Feb BAJAJ-AUTO was trading at 10068.50. The strike last trading price was 222.65, which was -110.55 lower than the previous day. The implied volatity was 24.63, the open interest changed by 259 which increased total open position to 758


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 334, which was 26.4 higher than the previous day. The implied volatity was 25.32, the open interest changed by 33 which increased total open position to 501


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 307.1, which was -46.65 lower than the previous day. The implied volatity was 24.3, the open interest changed by 40 which increased total open position to 471


On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 348.3, which was -100.9 lower than the previous day. The implied volatity was 23.99, the open interest changed by 11 which increased total open position to 424


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 449.75, which was 164.25 higher than the previous day. The implied volatity was 27.93, the open interest changed by 85 which increased total open position to 412


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 270.05, which was -105.3 lower than the previous day. The implied volatity was 24.62, the open interest changed by 268 which increased total open position to 315


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 380, which was -43.3 lower than the previous day. The implied volatity was 26.22, the open interest changed by 8 which increased total open position to 46


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 423.3, which was 42.95 higher than the previous day. The implied volatity was 23.86, the open interest changed by 0 which decreased total open position to 38


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 380.35, which was -2.25 lower than the previous day. The implied volatity was 22.66, the open interest changed by 2 which increased total open position to 38


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 383.9, which was 48.3 higher than the previous day. The implied volatity was 26.24, the open interest changed by 25 which increased total open position to 36


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 335.6, which was -529.55 lower than the previous day. The implied volatity was 23.68, the open interest changed by 10 which increased total open position to 10


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 865.15, 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 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 865.15, 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 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 865.15, 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 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 865.15, 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 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 865.15, 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 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 865.15, 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 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 865.15, 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 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 865.15, 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 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 865.15, 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 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 865.15, 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 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 865.15, 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 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 865.15, 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 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 865.15, 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 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 865.15, 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