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Historical option data for BAJAJ-AUTO

25 Jun 2026 04:10 PM IST
BAJAJ-AUTO 30-Jun-2026 (4d) 10100 CE
Delta: 0.15
Vega: 0.03
Theta: -5.23
Gamma: 0.00102
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 9843.00 17 -5.2 (-23.42%) 19.01 5,071 86 2,748
24 Jun 9750.00 23.2 -21.35 (-47.92%) 24.11 7,617 -232 2,662
23 Jun 10025.00 45 -45.45 (-50.25%) 14.48 9,960 780 2,898
22 Jun 10191.00 88.4 -8.75 (-9.01%) 49.56 8,851 -325 2,119
19 Jun 10066.00 95.05 -21.95 (-18.76%) 13.61 5,687 352 2,444
18 Jun 10077.00 119 9.45 (8.63%) 15.14 3,077 -73 2,090
17 Jun 10042.00 102.45 8.05 (8.53%) 16.75 2,826 -69 2,132
16 Jun 9939.00 94.95 -26.95 (-22.11%) 19.25 2,015 200 2,207
15 Jun 9943.00 118.6 -41.6 (-25.97%) 21.94 6,293 916 2,006
12 Jun 10063.00 155.05 -56.1 (-26.57%) 17.11 4,877 437 1,094
11 Jun 10114.00 219 -15.7 (-6.69%) 21.04 915 153 661
10 Jun 10144.00 236 -41.8 (-15.05%) 20.81 289 58 507
9 Jun 10184.00 279.05 14.9 (5.64%) 21.09 138 7 449
8 Jun 10231.00 269.55 -59 (-17.96%) 20.79 89 -6 443
5 Jun 10342.00 326.1 -15.8 (-4.62%) 12.66 20 -2 448
4 Jun 10362.00 349.95 25.75 (7.94%) 14.09 265 6 451
3 Jun 10259.00 311.2 -7.45 (-2.34%) 18.71 328 89 445
2 Jun 10281.00 322.55 89.4 (38.34%) 17.21 644 -14 357
1 Jun 10376.00 228.35 -145.15 (-38.86%) 38.86 725 195 370
29 May 10460.00 409.05 -98.95 (-19.48%) 13.31 225 -21 177
27 May 10808.50 508 103.15 (25.48%) 32.22 81 -12 198
26 May 10593.00 404.8 23.9 (6.27%) 32.18 36 12 210
25 May 10491.00 388.6 -98.4 (-20.21%) 32.23 356 180 198
22 May 10549.50 486.6 15.6 (3.31%) 27.81 1 0 18
21 May 10667.00 470.95 -0.05 (-0.01%) 15.09 4 0 18
20 May 10462.50 491.9 152.9 (45.10%) 15.09 4 0 18
19 May 10205.00 339 0 (0.00%) 19.06 0 0 18
18 May 10198.50 339 -50 (-12.85%) 19.06 17 1 3
15 May 10377.50 389.3 0 (0.00%) - 0 0 2
14 May 10451.00 389.3 0 (0.00%) 0 0 0 2
13 May 10262.00 389.3 0 (0.00%) 0 0 0 2
12 May 10397.00 389.3 0 (0.00%) 0 0 0 2
11 May 10595.50 389.3 0 (0.00%) 0 0 0 2
8 May 10711.50 389.3 -256.4 (-39.71%) - 0 0 2
7 May 10605.00 389.3 -256.4 (-39.71%) 19.59 0 0 2
6 May 10319.00 389.3 105.75 (37.30%) 19.59 1 0 1
5 May 10046.00 283.55 -203.95 (-41.84%) - 0 0 1
4 May 10132.00 283.55 -203.95 (-41.84%) - 0 0 1
30 Apr 9994.00 283.55 19.4 (7.34%) 16.31 1 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 30JUN2026

Delta for 10100 CE is 0.15

Historical price for 10100 CE is as follows

On 25 Jun BAJAJ-AUTO was trading at 9843.00. The strike last trading price was 17, which was -5.2 lower than the previous day. The implied volatity was 19.01, the open interest changed by 86 which increased total open position to 2748


On 24 Jun BAJAJ-AUTO was trading at 9750.00. The strike last trading price was 23.2, which was -21.35 lower than the previous day. The implied volatity was 24.11, the open interest changed by -232 which decreased total open position to 2662


On 23 Jun BAJAJ-AUTO was trading at 10025.00. The strike last trading price was 45, which was -45.45 lower than the previous day. The implied volatity was 14.48, the open interest changed by 780 which increased total open position to 2898


On 22 Jun BAJAJ-AUTO was trading at 10191.00. The strike last trading price was 88.4, which was -8.75 lower than the previous day. The implied volatity was 49.56, the open interest changed by -325 which decreased total open position to 2119


On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 95.05, which was -21.95 lower than the previous day. The implied volatity was 13.61, the open interest changed by 352 which increased total open position to 2444


On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 119, which was 9.45 higher than the previous day. The implied volatity was 15.14, the open interest changed by -73 which decreased total open position to 2090


On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 102.45, which was 8.05 higher than the previous day. The implied volatity was 16.75, the open interest changed by -69 which decreased total open position to 2132


On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 94.95, which was -26.95 lower than the previous day. The implied volatity was 19.25, the open interest changed by 200 which increased total open position to 2207


On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 118.6, which was -41.6 lower than the previous day. The implied volatity was 21.94, the open interest changed by 916 which increased total open position to 2006


On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 155.05, which was -56.1 lower than the previous day. The implied volatity was 17.11, the open interest changed by 437 which increased total open position to 1094


On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 219, which was -15.7 lower than the previous day. The implied volatity was 21.04, the open interest changed by 153 which increased total open position to 661


On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 236, which was -41.8 lower than the previous day. The implied volatity was 20.81, the open interest changed by 58 which increased total open position to 507


On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 279.05, which was 14.9 higher than the previous day. The implied volatity was 21.09, the open interest changed by 7 which increased total open position to 449


On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 269.55, which was -59 lower than the previous day. The implied volatity was 20.79, the open interest changed by -6 which decreased total open position to 443


On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 326.1, which was -15.8 lower than the previous day. The implied volatity was 12.66, the open interest changed by -2 which decreased total open position to 448


On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 349.95, which was 25.75 higher than the previous day. The implied volatity was 14.09, the open interest changed by 6 which increased total open position to 451


On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 311.2, which was -7.45 lower than the previous day. The implied volatity was 18.71, the open interest changed by 89 which increased total open position to 445


On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 322.55, which was 89.4 higher than the previous day. The implied volatity was 17.21, the open interest changed by -14 which decreased total open position to 357


On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 228.35, which was -145.15 lower than the previous day. The implied volatity was 38.86, the open interest changed by 195 which increased total open position to 370


On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 409.05, which was -98.95 lower than the previous day. The implied volatity was 13.31, the open interest changed by -21 which decreased total open position to 177


On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 508, which was 103.15 higher than the previous day. The implied volatity was 32.22, the open interest changed by -12 which decreased total open position to 198


On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 404.8, which was 23.9 higher than the previous day. The implied volatity was 32.18, the open interest changed by 12 which increased total open position to 210


On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 388.6, which was -98.4 lower than the previous day. The implied volatity was 32.23, the open interest changed by 180 which increased total open position to 198


On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 486.6, which was 15.6 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 18


On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 470.95, which was -0.05 lower than the previous day. The implied volatity was 15.09, the open interest changed by 0 which decreased total open position to 18


On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 491.9, which was 152.9 higher than the previous day. The implied volatity was 15.09, the open interest changed by 0 which decreased total open position to 18


On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 339, which was 0 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 18


On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 339, which was -50 lower than the previous day. The implied volatity was 19.06, the open interest changed by 1 which increased total open position to 3


On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 389.3, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 389.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 389.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 389.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 389.3, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 2


On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 389.3, which was -256.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 389.3, which was -256.4 lower than the previous day. The implied volatity was 19.59, the open interest changed by 0 which decreased total open position to 2


On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 389.3, which was 105.75 higher than the previous day. The implied volatity was 19.59, the open interest changed by 0 which decreased total open position to 1


On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 283.55, which was -203.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 283.55, which was -203.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 283.55, which was 19.4 higher than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 30-Jun-2026 (4d) 10100 PE
Delta: -0.86
Vega: 0.03
Theta: -5.01
Gamma: 0.00102
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 9843.00 229.6 -140.4 (-37.95%) 18.53 292 -70 746
24 Jun 9750.00 359 37.15 (11.54%) 19.79 319 -57 817
23 Jun 10025.00 345.65 102.25 (42.01%) 52.59 473 -121 874
22 Jun 10191.00 244 -21.45 (-8.08%) 49.76 1,368 -35 991
19 Jun 10066.00 266.95 35.05 (15.11%) 36.99 373 -54 1,026
18 Jun 10077.00 242.35 -12.65 (-4.96%) 33.1 196 11 1,080
17 Jun 10042.00 272.8 -38.25 (-12.30%) 31.83 171 8 1,072
16 Jun 9939.00 312.35 26.4 (9.23%) 29.86 140 0 1,063
15 Jun 9943.00 288 58.45 (25.46%) 25.69 1,824 421 1,064
12 Jun 10063.00 239.45 41.45 (20.93%) 26.69 3,494 140 643
11 Jun 10114.00 197.7 -4.05 (-2.01%) 23.75 939 47 503
10 Jun 10144.00 195 14.15 (7.82%) 24.09 290 13 455
9 Jun 10184.00 177.4 -41.6 (-19.00%) 24.33 170 8 440
8 Jun 10231.00 220.6 47.15 (27.18%) 27.42 96 7 434
5 Jun 10342.00 172.2 -5.5 (-3.10%) 27.44 107 30 428
4 Jun 10362.00 174.55 -32.85 (-15.84%) 27.52 161 12 401
3 Jun 10259.00 212 10.5 (5.21%) 26.64 1,238 -8 389
2 Jun 10281.00 205.8 -92.8 (-31.08%) 27.08 766 91 397
1 Jun 10376.00 304.95 121.95 (66.64%) 39.31 565 32 307
29 May 10460.00 160.45 39.95 (33.15%) 27.42 549 80 278
27 May 10808.50 120.15 -75.25 (-38.51%) 30.19 373 155 199
26 May 10593.00 200 -29.9 (-13.01%) 32.8 209 -14 46
25 May 10491.00 226.65 24.1 (11.90%) 31.93 146 35 59
22 May 10549.50 200.05 21.1 (11.79%) 30.04 19 11 24
21 May 10667.00 178.95 -87.3 (-32.79%) 30.67 14 10 12
20 May 10462.50 266.25 -501.75 (-65.33%) 32.67 3 2 2
19 May 10205.00 0 0 - 0 0 0
18 May 10198.50 0 0 (-100.00%) - 0 0 0
15 May 10377.50 0 -768 (-100.00%) - 0 0 0
14 May 10451.00 0 -768 (-100.00%) 0 0 0 0
13 May 10262.00 0 -768 (-100.00%) 0 0 0 0
12 May 10397.00 0 -768 (-100.00%) 0 0 0 0
11 May 10595.50 0 -768 (-100.00%) 0 0 0 0
8 May 10711.50 0 0 - 0 0 0
7 May 10605.00 0 0 - 0 0 0
6 May 10319.00 0 0 - 0 0 0
5 May 10046.00 0 0 - 0 0 0
4 May 10132.00 0 0 - 0 0 0
30 Apr 9994.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 10100 expiring on 30JUN2026

Delta for 10100 PE is -0.86

Historical price for 10100 PE is as follows

On 25 Jun BAJAJ-AUTO was trading at 9843.00. The strike last trading price was 229.6, which was -140.4 lower than the previous day. The implied volatity was 18.53, the open interest changed by -70 which decreased total open position to 746


On 24 Jun BAJAJ-AUTO was trading at 9750.00. The strike last trading price was 359, which was 37.15 higher than the previous day. The implied volatity was 19.79, the open interest changed by -57 which decreased total open position to 817


On 23 Jun BAJAJ-AUTO was trading at 10025.00. The strike last trading price was 345.65, which was 102.25 higher than the previous day. The implied volatity was 52.59, the open interest changed by -121 which decreased total open position to 874


On 22 Jun BAJAJ-AUTO was trading at 10191.00. The strike last trading price was 244, which was -21.45 lower than the previous day. The implied volatity was 49.76, the open interest changed by -35 which decreased total open position to 991


On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 266.95, which was 35.05 higher than the previous day. The implied volatity was 36.99, the open interest changed by -54 which decreased total open position to 1026


On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 242.35, which was -12.65 lower than the previous day. The implied volatity was 33.1, the open interest changed by 11 which increased total open position to 1080


On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 272.8, which was -38.25 lower than the previous day. The implied volatity was 31.83, the open interest changed by 8 which increased total open position to 1072


On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 312.35, which was 26.4 higher than the previous day. The implied volatity was 29.86, the open interest changed by 0 which decreased total open position to 1063


On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 288, which was 58.45 higher than the previous day. The implied volatity was 25.69, the open interest changed by 421 which increased total open position to 1064


On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 239.45, which was 41.45 higher than the previous day. The implied volatity was 26.69, the open interest changed by 140 which increased total open position to 643


On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 197.7, which was -4.05 lower than the previous day. The implied volatity was 23.75, the open interest changed by 47 which increased total open position to 503


On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 195, which was 14.15 higher than the previous day. The implied volatity was 24.09, the open interest changed by 13 which increased total open position to 455


On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 177.4, which was -41.6 lower than the previous day. The implied volatity was 24.33, the open interest changed by 8 which increased total open position to 440


On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 220.6, which was 47.15 higher than the previous day. The implied volatity was 27.42, the open interest changed by 7 which increased total open position to 434


On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 172.2, which was -5.5 lower than the previous day. The implied volatity was 27.44, the open interest changed by 30 which increased total open position to 428


On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 174.55, which was -32.85 lower than the previous day. The implied volatity was 27.52, the open interest changed by 12 which increased total open position to 401


On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 212, which was 10.5 higher than the previous day. The implied volatity was 26.64, the open interest changed by -8 which decreased total open position to 389


On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 205.8, which was -92.8 lower than the previous day. The implied volatity was 27.08, the open interest changed by 91 which increased total open position to 397


On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 304.95, which was 121.95 higher than the previous day. The implied volatity was 39.31, the open interest changed by 32 which increased total open position to 307


On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 160.45, which was 39.95 higher than the previous day. The implied volatity was 27.42, the open interest changed by 80 which increased total open position to 278


On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 120.15, which was -75.25 lower than the previous day. The implied volatity was 30.19, the open interest changed by 155 which increased total open position to 199


On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 200, which was -29.9 lower than the previous day. The implied volatity was 32.8, the open interest changed by -14 which decreased total open position to 46


On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 226.65, which was 24.1 higher than the previous day. The implied volatity was 31.93, the open interest changed by 35 which increased total open position to 59


On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 200.05, which was 21.1 higher than the previous day. The implied volatity was 30.04, the open interest changed by 11 which increased total open position to 24


On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 178.95, which was -87.3 lower than the previous day. The implied volatity was 30.67, the open interest changed by 10 which increased total open position to 12


On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 266.25, which was -501.75 lower than the previous day. The implied volatity was 32.67, the open interest changed by 2 which increased total open position to 2


On 19 May BAJAJ-AUTO was trading at 10205.00. 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 18 May BAJAJ-AUTO was trading at 10198.50. 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 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 0, which was -768 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 0, which was -768 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 0, which was -768 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 0, which was -768 lower than the previous day. The implied volatity was 0, 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 -768 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


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 7 May BAJAJ-AUTO was trading at 10605.00. 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 May BAJAJ-AUTO was trading at 10319.00. 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 May BAJAJ-AUTO was trading at 10046.00. 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 May BAJAJ-AUTO was trading at 10132.00. 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 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