[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9535 -15.50 (-0.16%)
L: 9531.5 H: 9663

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Historical option data for BAJAJ-AUTO

24 Apr 2026 01:39 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 10100 CE
Delta: 0.02
Vega: 0.01
Theta: -1.71
Gamma: 0.0002
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 2.25 -2.0999999999999996 25.41 2,275 326 1,549
23 Apr 9550.50 4.9 -5.049999999999999 25.86 1,498 -280 1,353
22 Apr 9602.00 9 -35.2 24.86 2,297 309 1,617
21 Apr 9793.00 44.75 -14.700000000000003 25.95 1,244 -11 1,308
20 Apr 9803.00 50.95 -6.5 28.7 1,340 24 1,319
17 Apr 9773.50 57.25 -34.3 25.22 1,091 68 1,296
16 Apr 9825.00 93 -20.25 26.73 1,471 -3 1,228
15 Apr 9865.00 108.25 -4.75 26.35 1,752 26 1,227
13 Apr 9816.00 111.05 -6.299999999999997 26.88 2,955 857 1,186
10 Apr 9813.50 124.3 65.85 25.1 2,085 123 329
9 Apr 9517.00 55.8 21.75 25.81 1,399 90 205
8 Apr 9366.00 34.8 13.45 25.32 267 78 113
7 Apr 9049.50 21.95 2.15 30 51 14 35
6 Apr 8942.50 20 -27.35 30.72 32 7 8
2 Apr 8758.50 47.35 -24.85 - 0 0 1
1 Apr 8895.50 47.35 -24.85 - 0 0 1
30 Mar 8781.50 47.35 -24.85 - 0 0 1
27 Mar 8901.00 47.35 -24.85 - 0 0 1
25 Mar 9048.50 47.35 -24.85 - 0 0 1
24 Mar 8898.00 47.35 -24.85 30.66 2 0 3
23 Mar 8776.00 72.2 -300.85 - 0 0 3
20 Mar 9051.00 72.2 -300.85 - 0 0 3
19 Mar 8868.50 72.2 -300.85 - 0 0 3
18 Mar 9271.00 72.2 -300.85 - 0 0 3
17 Mar 9110.00 72.2 -300.85 26.92 7 1 1
16 Mar 9073.00 373.05 0 6.67 0 0 0
13 Mar 8875.00 373.05 0 7.68 0 0 0
12 Mar 9162.00 373.05 0 5.72 0 0 0
11 Mar 9327.50 373.05 0 4.51 0 0 0
10 Mar 9610.00 373.05 0 2.53 0 0 0
9 Mar 9383.00 373.05 0 3.87 0 0 0
6 Mar 9816.00 373.05 0 1.1 0 0 0
5 Mar 9804.50 373.05 0 0.97 0 0 0
4 Mar 9652.50 373.05 0 1.96 0 0 0
2 Mar 9776.00 373.05 0 1.12 0 0 0
27 Feb 9972.50 373.05 0 - 0 0 0
26 Feb 10110.00 373.05 0 - 0 0 0
25 Feb 10097.00 373.05 0 0.02 0 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 28APR2026

Delta for 10100 CE is 0.02

Historical price for 10100 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 2.25, which was -2.0999999999999996 lower than the previous day. The implied volatity was 25.41, the open interest changed by 326 which increased total open position to 1549


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 4.9, which was -5.049999999999999 lower than the previous day. The implied volatity was 25.86, the open interest changed by -280 which decreased total open position to 1353


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 9, which was -35.2 lower than the previous day. The implied volatity was 24.86, the open interest changed by 309 which increased total open position to 1617


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 44.75, which was -14.700000000000003 lower than the previous day. The implied volatity was 25.95, the open interest changed by -11 which decreased total open position to 1308


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 50.95, which was -6.5 lower than the previous day. The implied volatity was 28.7, the open interest changed by 24 which increased total open position to 1319


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 57.25, which was -34.3 lower than the previous day. The implied volatity was 25.22, the open interest changed by 68 which increased total open position to 1296


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 93, which was -20.25 lower than the previous day. The implied volatity was 26.73, the open interest changed by -3 which decreased total open position to 1228


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 108.25, which was -4.75 lower than the previous day. The implied volatity was 26.35, the open interest changed by 26 which increased total open position to 1227


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 111.05, which was -6.299999999999997 lower than the previous day. The implied volatity was 26.88, the open interest changed by 857 which increased total open position to 1186


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 124.3, which was 65.85 higher than the previous day. The implied volatity was 25.1, the open interest changed by 123 which increased total open position to 329


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 55.8, which was 21.75 higher than the previous day. The implied volatity was 25.81, the open interest changed by 90 which increased total open position to 205


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 34.8, which was 13.45 higher than the previous day. The implied volatity was 25.32, the open interest changed by 78 which increased total open position to 113


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 21.95, which was 2.15 higher than the previous day. The implied volatity was 30, the open interest changed by 14 which increased total open position to 35


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 20, which was -27.35 lower than the previous day. The implied volatity was 30.72, the open interest changed by 7 which increased total open position to 8


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 47.35, which was -24.85 lower than the previous day. The implied volatity was 30.66, the open interest changed by 0 which decreased total open position to 3


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 72.2, which was -300.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 72.2, which was -300.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 72.2, which was -300.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 72.2, which was -300.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 72.2, which was -300.85 lower than the previous day. The implied volatity was 26.92, the open interest changed by 1 which increased total open position to 1


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 6.67, the open interest changed by 0 which decreased total open position to 0


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 7.68, the open interest changed by 0 which decreased total open position to 0


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 5.72, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 4.51, 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 373.05, which was 0 lower than the previous day. The implied volatity was 2.53, 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 373.05, which was 0 lower than the previous day. The implied volatity was 3.87, 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 373.05, 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 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 0.97, 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 373.05, which was 0 lower than the previous day. The implied volatity was 1.96, 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 373.05, which was 0 lower than the previous day. The implied volatity was 1.12, 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 373.05, 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 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 373.05, 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 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 373.05, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 28-Apr-2026 (4d) 10100 PE
Delta: -0.97
Vega: 0.01
Theta: -0.28
Gamma: 0.00025
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 532.25 532.25 23.13 0 0 99
23 Apr 9550.50 532.25 48.69999999999999 23.13 2 0 100
22 Apr 9602.00 483.55 157.95 25.42 17 -2 100
21 Apr 9793.00 325.6 -11.549999999999955 23.22 10 2 103
20 Apr 9803.00 359.85 -24.399999999999977 20.91 93 -15 100
17 Apr 9773.50 384.25 57.39999999999998 24.1 21 3 115
16 Apr 9825.00 326.85 2.25 24.75 82 -18 111
15 Apr 9865.00 320.75 -71.05000000000001 25.63 136 29 128
13 Apr 9816.00 391.8 -1.599999999999966 31.33 39 13 98
10 Apr 9813.50 384.9 -357.5 27.58 55 2 86
9 Apr 9517.00 742.4 -611.6 - 0 0 84
8 Apr 9366.00 742.4 -611.6 32.54 1 0 84
7 Apr 9049.50 1354 85 - 0 0 84
6 Apr 8942.50 1354 85 - 0 0 84
2 Apr 8758.50 1354 85 - 0 0 84
1 Apr 8895.50 1354 85 - 0 0 84
30 Mar 8781.50 1354 85 46.15 22 0 62
27 Mar 8901.00 1269 259 48.26 60 59 61
25 Mar 9048.50 1010 481.4 28.6 2 0 0
24 Mar 8898.00 528.6 0 - 0 0 0
23 Mar 8776.00 528.6 0 - 0 0 0
20 Mar 9051.00 528.6 0 - 0 0 0
19 Mar 8868.50 528.6 0 - 0 0 0
18 Mar 9271.00 528.6 0 - 0 0 0
17 Mar 9110.00 528.6 0 - 0 0 0
16 Mar 9073.00 528.6 0 - 0 0 0
13 Mar 8875.00 528.6 0 - 0 0 0
12 Mar 9162.00 528.6 0 - 0 0 0
11 Mar 9327.50 528.6 0 - 0 0 0
10 Mar 9610.00 528.6 0 - 0 0 0
9 Mar 9383.00 528.6 0 - 0 0 0
6 Mar 9816.00 528.6 0 - 0 0 0
5 Mar 9804.50 528.6 0 - 0 0 0
4 Mar 9652.50 528.6 0 - 0 0 0
2 Mar 9776.00 528.6 0 - 0 0 0
27 Feb 9972.50 528.6 0 0.14 0 0 0
26 Feb 10110.00 528.6 0 1.14 0 0 0
25 Feb 10097.00 528.6 0 1.07 0 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 28APR2026

Delta for 10100 PE is -0.97

Historical price for 10100 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 532.25, which was 532.25 higher than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 99


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 532.25, which was 48.69999999999999 higher than the previous day. The implied volatity was 23.13, the open interest changed by 0 which decreased total open position to 100


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 483.55, which was 157.95 higher than the previous day. The implied volatity was 25.42, the open interest changed by -2 which decreased total open position to 100


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 325.6, which was -11.549999999999955 lower than the previous day. The implied volatity was 23.22, the open interest changed by 2 which increased total open position to 103


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 359.85, which was -24.399999999999977 lower than the previous day. The implied volatity was 20.91, the open interest changed by -15 which decreased total open position to 100


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 384.25, which was 57.39999999999998 higher than the previous day. The implied volatity was 24.1, the open interest changed by 3 which increased total open position to 115


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 326.85, which was 2.25 higher than the previous day. The implied volatity was 24.75, the open interest changed by -18 which decreased total open position to 111


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 320.75, which was -71.05000000000001 lower than the previous day. The implied volatity was 25.63, the open interest changed by 29 which increased total open position to 128


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 391.8, which was -1.599999999999966 lower than the previous day. The implied volatity was 31.33, the open interest changed by 13 which increased total open position to 98


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 384.9, which was -357.5 lower than the previous day. The implied volatity was 27.58, the open interest changed by 2 which increased total open position to 86


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 742.4, which was -611.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 742.4, which was -611.6 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 84


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1354, which was 85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 1354, which was 85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1354, which was 85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1354, which was 85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 1354, which was 85 higher than the previous day. The implied volatity was 46.15, the open interest changed by 0 which decreased total open position to 62


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 1269, which was 259 higher than the previous day. The implied volatity was 48.26, the open interest changed by 59 which increased total open position to 61


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 1010, which was 481.4 higher than the previous day. The implied volatity was 28.6, the open interest changed by 0 which decreased total open position to 0


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 528.6, 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 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 528.6, 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 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 528.6, 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 528.6, 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 528.6, 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 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 528.6, 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 528.6, 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 528.6, 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 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 528.6, 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 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 528.6, which was 0 lower than the previous day. The implied volatity was 1.14, 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 528.6, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0