Historical option data for BAJAJ-AUTO
25 May 2026 04:10 PM IST
| BAJAJ-AUTO 26-May-2026 10100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.98
Vega: 0
Theta: -1.12
Gamma: 0.00021
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 May | 10491.00 | 346.85 | -70.5 (-16.89%) | 28.31 | 39 | -27 | 233 | |||||||||
| 22 May | 10549.50 | 417.15 | -95 (-18.55%) | 25.24 | 161 | -121 | 261 | |||||||||
| 21 May | 10667.00 | 512.15 | 167.35 (48.54%) | 28.85 | 32 | 2 | 382 | |||||||||
| 20 May | 10462.50 | 359.25 | 159.9 (80.21%) | 27.78 | 939 | -113 | 380 | |||||||||
| 19 May | 10205.00 | 193 | -33.5 (-14.79%) | 23.41 | 854 | 43 | 492 | |||||||||
| 18 May | 10198.50 | 217.9 | -136.3 (-38.48%) | 26.61 | 906 | 0 | 447 | |||||||||
| 15 May | 10377.50 | 359.4 | -63.9 (-15.10%) | 25.13 | 67 | -18 | 446 | |||||||||
| 14 May | 10451.00 | 423.3 | 97.2 (29.81%) | 22.96 | 100 | 17 | 466 | |||||||||
| 13 May | 10262.00 | 333.05 | -77.45 (-18.87%) | 0 | 177 | 14 | 450 | |||||||||
| 12 May | 10397.00 | 396.05 | -189.15 (-32.32%) | 0 | 12 | -2 | 436 | |||||||||
| 11 May | 10595.50 | 585.2 | -84.8 (-12.66%) | 0 | 44 | 0 | 476 | |||||||||
| 8 May | 10711.50 | 670 | 84.85 (14.50%) | 21.7 | 46 | -17 | 477 | |||||||||
| 7 May | 10605.00 | 598.3 | 160.05 (36.52%) | 25.82 | 365 | -48 | 496 | |||||||||
| 6 May | 10319.00 | 472.4 | 165.1 (53.73%) | 31.62 | 2,062 | -56 | 547 | |||||||||
| 5 May | 10046.00 | 315 | -37.05 (-10.52%) | 32.43 | 1,261 | 178 | 586 | |||||||||
| 4 May | 10132.00 | 362.5 | 59.85 (19.78%) | 32.14 | 1,188 | 172 | 389 | |||||||||
| 30 Apr | 9994.00 | 323 | 219.65 (212.53%) | 31.16 | 2,786 | 149 | 366 | |||||||||
| 29 Apr | 9543.50 | 99.2 | -1.3 (-1.29%) | 26.95 | 556 | 140 | 217 | |||||||||
| 28 Apr | 9495.50 | 102 | -52.9 (-34.15%) | 27.93 | 130 | 23 | 76 | |||||||||
| 27 Apr | 9662.00 | 153.65 | 5.65 (3.82%) | 27.54 | 115 | 43 | 53 | |||||||||
| 24 Apr | 9576.00 | 148 | 11.45 (8.39%) | 28.78 | 13 | 7 | 8 | |||||||||
| 23 Apr | 9550.50 | 136.55 | 65.1 (91.11%) | 27.51 | 1 | 0 | 0 | |||||||||
| 22 Apr | 9602.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 9793.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 9803.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 9773.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 9825.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 9865.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 9816.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | 2.05 | 0 | 0 | 0 | |||||||||
| 9 Apr | 9517.00 | 71.45 | 0 (0.00%) | 3.18 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9366.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 7 Apr | 9049.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10100 expiring on 26MAY2026
Delta for 10100 CE is 0.98
Historical price for 10100 CE is as follows
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 346.85, which was -70.5 lower than the previous day. The implied volatity was 28.31, the open interest changed by -27 which decreased total open position to 233
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 417.15, which was -95 lower than the previous day. The implied volatity was 25.24, the open interest changed by -121 which decreased total open position to 261
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 512.15, which was 167.35 higher than the previous day. The implied volatity was 28.85, the open interest changed by 2 which increased total open position to 382
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 359.25, which was 159.9 higher than the previous day. The implied volatity was 27.78, the open interest changed by -113 which decreased total open position to 380
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 193, which was -33.5 lower than the previous day. The implied volatity was 23.41, the open interest changed by 43 which increased total open position to 492
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 217.9, which was -136.3 lower than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 447
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 359.4, which was -63.9 lower than the previous day. The implied volatity was 25.13, the open interest changed by -18 which decreased total open position to 446
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 423.3, which was 97.2 higher than the previous day. The implied volatity was 22.96, the open interest changed by 17 which increased total open position to 466
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 333.05, which was -77.45 lower than the previous day. The implied volatity was 0, the open interest changed by 14 which increased total open position to 450
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 396.05, which was -189.15 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 436
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 585.2, which was -84.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 476
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 670, which was 84.85 higher than the previous day. The implied volatity was 21.7, the open interest changed by -17 which decreased total open position to 477
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 598.3, which was 160.05 higher than the previous day. The implied volatity was 25.82, the open interest changed by -48 which decreased total open position to 496
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 472.4, which was 165.1 higher than the previous day. The implied volatity was 31.62, the open interest changed by -56 which decreased total open position to 547
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 315, which was -37.05 lower than the previous day. The implied volatity was 32.43, the open interest changed by 178 which increased total open position to 586
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 362.5, which was 59.85 higher than the previous day. The implied volatity was 32.14, the open interest changed by 172 which increased total open position to 389
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 323, which was 219.65 higher than the previous day. The implied volatity was 31.16, the open interest changed by 149 which increased total open position to 366
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 99.2, which was -1.3 lower than the previous day. The implied volatity was 26.95, the open interest changed by 140 which increased total open position to 217
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 102, which was -52.9 lower than the previous day. The implied volatity was 27.93, the open interest changed by 23 which increased total open position to 76
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 153.65, which was 5.65 higher than the previous day. The implied volatity was 27.54, the open interest changed by 43 which increased total open position to 53
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 148, which was 11.45 higher than the previous day. The implied volatity was 28.78, the open interest changed by 7 which increased total open position to 8
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 136.55, which was 65.1 higher than the previous day. The implied volatity was 27.51, the open interest changed by 0 which decreased total open position to 0
On 22 Apr BAJAJ-AUTO was trading at 9602.00. 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 21 Apr BAJAJ-AUTO was trading at 9793.00. 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 20 Apr BAJAJ-AUTO was trading at 9803.00. 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 Apr BAJAJ-AUTO was trading at 9773.50. 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 16 Apr BAJAJ-AUTO was trading at 9825.00. 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 15 Apr BAJAJ-AUTO was trading at 9865.00. 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 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 71.45, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJ-AUTO was trading at 9366.00. 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 7 Apr BAJAJ-AUTO was trading at 9049.50. 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
| BAJAJ-AUTO 26-May-2026 10100 PE | |||||||
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|
Delta: -0.02
Vega: 0
Theta: -1.74
Gamma: 0.00022
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 May | 10491.00 | 1.25 | -5.75 (-82.14%) | 31.06 | 2,617 | 34 | 474 |
| 22 May | 10549.50 | 5.75 | -3.3 (-36.46%) | 24.65 | 650 | -43 | 438 |
| 21 May | 10667.00 | 9.5 | -22.5 (-70.31%) | 28.79 | 2,881 | 15 | 480 |
| 20 May | 10462.50 | 31.65 | -55.35 (-63.62%) | 27.69 | 2,786 | 92 | 468 |
| 19 May | 10205.00 | 90.45 | -13.55 (-13.03%) | 24.27 | 1,187 | -37 | 375 |
| 18 May | 10198.50 | 109.9 | 35.9 (48.51%) | 24.75 | 1,995 | 27 | 436 |
| 15 May | 10377.50 | 75.1 | 7.9 (11.76%) | 25.95 | 1,087 | -52 | 413 |
| 14 May | 10451.00 | 66.6 | -56.2 (-45.77%) | 26.47 | 1,501 | 23 | 465 |
| 13 May | 10262.00 | 121.1 | 24.2 (24.97%) | 0 | 1,382 | -96 | 442 |
| 12 May | 10397.00 | 101.5 | 43.7 (75.61%) | 0 | 744 | -45 | 538 |
| 11 May | 10595.50 | 59.05 | 9.35 (18.81%) | 0 | 1,114 | -123 | 581 |
| 8 May | 10711.50 | 49.45 | -15.75 (-24.16%) | 26.38 | 1,085 | -22 | 705 |
| 7 May | 10605.00 | 67.2 | -123.05 (-64.68%) | 25.71 | 4,215 | 105 | 741 |
| 6 May | 10319.00 | 173 | -136.3 (-44.07%) | 31.16 | 2,253 | 250 | 636 |
| 5 May | 10046.00 | 304.05 | 18.6 (6.52%) | 30.94 | 1,395 | 79 | 391 |
| 4 May | 10132.00 | 275.55 | -86.45 (-23.88%) | 31.55 | 1,413 | 195 | 315 |
| 30 Apr | 9994.00 | 347 | -293 (-45.78%) | 31.25 | 168 | 113 | 119 |
| 29 Apr | 9543.50 | 640 | 640 | - | 0 | 0 | 6 |
| 28 Apr | 9495.50 | 640 | 640 | - | 0 | 0 | 6 |
| 27 Apr | 9662.00 | 640 | 640 (-49.93%) | 30.64 | 0 | 0 | 6 |
| 24 Apr | 9576.00 | 640 | -638.25 (-49.93%) | 30.64 | 6 | 0 | 0 |
| 23 Apr | 9550.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 9602.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 9793.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 9803.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 9773.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 9825.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 9865.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 9816.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 9517.00 | 1278.25 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 9049.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10100 expiring on 26MAY2026
Delta for 10100 PE is -0.02
Historical price for 10100 PE is as follows
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 1.25, which was -5.75 lower than the previous day. The implied volatity was 31.06, the open interest changed by 34 which increased total open position to 474
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 5.75, which was -3.3 lower than the previous day. The implied volatity was 24.65, the open interest changed by -43 which decreased total open position to 438
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 9.5, which was -22.5 lower than the previous day. The implied volatity was 28.79, the open interest changed by 15 which increased total open position to 480
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 31.65, which was -55.35 lower than the previous day. The implied volatity was 27.69, the open interest changed by 92 which increased total open position to 468
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 90.45, which was -13.55 lower than the previous day. The implied volatity was 24.27, the open interest changed by -37 which decreased total open position to 375
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 109.9, which was 35.9 higher than the previous day. The implied volatity was 24.75, the open interest changed by 27 which increased total open position to 436
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 75.1, which was 7.9 higher than the previous day. The implied volatity was 25.95, the open interest changed by -52 which decreased total open position to 413
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 66.6, which was -56.2 lower than the previous day. The implied volatity was 26.47, the open interest changed by 23 which increased total open position to 465
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 121.1, which was 24.2 higher than the previous day. The implied volatity was 0, the open interest changed by -96 which decreased total open position to 442
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 101.5, which was 43.7 higher than the previous day. The implied volatity was 0, the open interest changed by -45 which decreased total open position to 538
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 59.05, which was 9.35 higher than the previous day. The implied volatity was 0, the open interest changed by -123 which decreased total open position to 581
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 49.45, which was -15.75 lower than the previous day. The implied volatity was 26.38, the open interest changed by -22 which decreased total open position to 705
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 67.2, which was -123.05 lower than the previous day. The implied volatity was 25.71, the open interest changed by 105 which increased total open position to 741
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 173, which was -136.3 lower than the previous day. The implied volatity was 31.16, the open interest changed by 250 which increased total open position to 636
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 304.05, which was 18.6 higher than the previous day. The implied volatity was 30.94, the open interest changed by 79 which increased total open position to 391
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 275.55, which was -86.45 lower than the previous day. The implied volatity was 31.55, the open interest changed by 195 which increased total open position to 315
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 347, which was -293 lower than the previous day. The implied volatity was 31.25, the open interest changed by 113 which increased total open position to 119
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 640, which was 640 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 6
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 640, which was -638.25 lower than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 0
On 23 Apr BAJAJ-AUTO was trading at 9550.50. 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 22 Apr BAJAJ-AUTO was trading at 9602.00. 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 21 Apr BAJAJ-AUTO was trading at 9793.00. 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 20 Apr BAJAJ-AUTO was trading at 9803.00. 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 Apr BAJAJ-AUTO was trading at 9773.50. 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 16 Apr BAJAJ-AUTO was trading at 9825.00. 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 15 Apr BAJAJ-AUTO was trading at 9865.00. 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 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 Apr BAJAJ-AUTO was trading at 9813.50. 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 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 1278.25, 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 Apr BAJAJ-AUTO was trading at 9366.00. 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 7 Apr BAJAJ-AUTO was trading at 9049.50. 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
