BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
07 May 2026 01:08 PM IST
| BAJAJ-AUTO 26-May-2026 (19d) 10200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.79
Vega: 0.07
Theta: -5.09
Gamma: 0.00046
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 7 May | 10654.00 | 557.25 | 174.85000000000002 (45.72%) | 25.57 | 1,627 | -205 | 866 | |||||||||
| 6 May | 10319.00 | 411 | 150.45 (57.74%) | 31.56 | 7,302 | 149 | 1,071 | |||||||||
| 5 May | 10046.00 | 266.1 | -34.549999999999955 (-11.49%) | 32.11 | 2,117 | -12 | 928 | |||||||||
| 4 May | 10132.00 | 307.9 | 43.64999999999998 (16.52%) | 31.55 | 4,759 | 704 | 941 | |||||||||
| 30 Apr | 9994.00 | 278 | 196.7 (241.94%) | 30.82 | 4,718 | 1,134 | 1,371 | |||||||||
| 29 Apr | 9543.50 | 79.65 | -2.5999999999999943 (-3.16%) | 27.66 | 587 | 14 | 239 | |||||||||
| 28 Apr | 9495.50 | 83 | -45.599999999999994 (-35.46%) | 28.24 | 407 | 62 | 225 | |||||||||
| 27 Apr | 9662.00 | 132.95 | 6.949999999999989 (5.52%) | 28.26 | 225 | 69 | 162 | |||||||||
| 24 Apr | 9576.00 | 126 | 9.799999999999997 (8.43%) | 28.86 | 124 | 11 | 92 | |||||||||
| 23 Apr | 9550.50 | 126 | -6 (-4.55%) | 29.04 | 60 | 20 | 79 | |||||||||
| 22 Apr | 9602.00 | 132 | -67.1 (-33.70%) | 28.15 | 28 | 10 | 58 | |||||||||
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| 21 Apr | 9793.00 | 200.85 | -31.150000000000006 (-13.43%) | 28.46 | 16 | 4 | 48 | |||||||||
| 20 Apr | 9803.00 | 232 | 35 (17.77%) | 28.87 | 28 | -6 | 45 | |||||||||
| 17 Apr | 9773.50 | 197 | -78 (-28.36%) | 26.93 | 7 | 2 | 50 | |||||||||
| 16 Apr | 9825.00 | 275 | -5.350000000000023 (-1.91%) | 27.52 | 0 | 0 | 48 | |||||||||
| 15 Apr | 9865.00 | 275 | 33.05000000000001 (13.66%) | 27.52 | 1 | 0 | 47 | |||||||||
| 13 Apr | 9816.00 | 241.95 | -3.0500000000000114 (-1.24%) | 28.1 | 6 | -1 | 46 | |||||||||
| 10 Apr | 9813.50 | 245 | 87.19999999999999 (55.26%) | 26.5 | 9 | 2 | 47 | |||||||||
| 9 Apr | 9517.00 | 157.5 | 38.8 (32.69%) | 26.38 | 29 | 21 | 45 | |||||||||
| 8 Apr | 9366.00 | 118.7 | 41.35 (53.46%) | 25.95 | 5 | 4 | 24 | |||||||||
| 7 Apr | 9049.50 | 77.35 | -365.05 (-82.52%) | 28.34 | 20 | 19 | 19 | |||||||||
| 6 Mar | 9816.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 9804.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10200 expiring on 26MAY2026
Delta for 10200 CE is 0.79
Historical price for 10200 CE is as follows
On 7 May BAJAJ-AUTO was trading at 10654.00. The strike last trading price was 557.25, which was 174.85000000000002 higher than the previous day. The implied volatity was 25.57, the open interest changed by -205 which decreased total open position to 866
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 411, which was 150.45 higher than the previous day. The implied volatity was 31.56, the open interest changed by 149 which increased total open position to 1071
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 266.1, which was -34.549999999999955 lower than the previous day. The implied volatity was 32.11, the open interest changed by -12 which decreased total open position to 928
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 307.9, which was 43.64999999999998 higher than the previous day. The implied volatity was 31.55, the open interest changed by 704 which increased total open position to 941
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 278, which was 196.7 higher than the previous day. The implied volatity was 30.82, the open interest changed by 1134 which increased total open position to 1371
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 79.65, which was -2.5999999999999943 lower than the previous day. The implied volatity was 27.66, the open interest changed by 14 which increased total open position to 239
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 83, which was -45.599999999999994 lower than the previous day. The implied volatity was 28.24, the open interest changed by 62 which increased total open position to 225
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 132.95, which was 6.949999999999989 higher than the previous day. The implied volatity was 28.26, the open interest changed by 69 which increased total open position to 162
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 126, which was 9.799999999999997 higher than the previous day. The implied volatity was 28.86, the open interest changed by 11 which increased total open position to 92
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 126, which was -6 lower than the previous day. The implied volatity was 29.04, the open interest changed by 20 which increased total open position to 79
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 132, which was -67.1 lower than the previous day. The implied volatity was 28.15, the open interest changed by 10 which increased total open position to 58
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 200.85, which was -31.150000000000006 lower than the previous day. The implied volatity was 28.46, the open interest changed by 4 which increased total open position to 48
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 232, which was 35 higher than the previous day. The implied volatity was 28.87, the open interest changed by -6 which decreased total open position to 45
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 197, which was -78 lower than the previous day. The implied volatity was 26.93, the open interest changed by 2 which increased total open position to 50
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 275, which was -5.350000000000023 lower than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 48
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 275, which was 33.05000000000001 higher than the previous day. The implied volatity was 27.52, the open interest changed by 0 which decreased total open position to 47
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 241.95, which was -3.0500000000000114 lower than the previous day. The implied volatity was 28.1, the open interest changed by -1 which decreased total open position to 46
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 245, which was 87.19999999999999 higher than the previous day. The implied volatity was 26.5, the open interest changed by 2 which increased total open position to 47
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 157.5, which was 38.8 higher than the previous day. The implied volatity was 26.38, the open interest changed by 21 which increased total open position to 45
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 118.7, which was 41.35 higher than the previous day. The implied volatity was 25.95, the open interest changed by 4 which increased total open position to 24
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 77.35, which was -365.05 lower than the previous day. The implied volatity was 28.34, the open interest changed by 19 which increased total open position to 19
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was -, 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 5 Mar BAJAJ-AUTO was trading at 9804.50. 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 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was -, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. 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 26-May-2026 (19d) 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.21
Vega: 0.07
Theta: -3.83
Gamma: 0.00045
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 7 May | 10654.00 | 81.95 | -149.55 (-64.60%) | 26.59 | 6,127 | 359 | 1,218 |
| 6 May | 10319.00 | 213 | -154.85000000000002 (-42.10%) | 31.37 | 3,071 | 364 | 859 |
| 5 May | 10046.00 | 354.55 | 20.350000000000023 (6.09%) | 30.65 | 351 | -53 | 495 |
| 4 May | 10132.00 | 323.35 | -97.75 (-23.21%) | 31.47 | 3,369 | 294 | 540 |
| 30 Apr | 9994.00 | 407 | -360 (-46.94%) | 30.95 | 244 | 127 | 247 |
| 29 Apr | 9543.50 | 767 | 767 (0.92%) | 34.4 | 0 | 0 | 120 |
| 28 Apr | 9495.50 | 767 | 7 (0.92%) | 34.4 | 150 | 97 | 119 |
| 27 Apr | 9662.00 | 760 | 760 (2.01%) | 34.22 | 0 | 0 | 22 |
| 24 Apr | 9576.00 | 760 | 15 (2.01%) | 34.22 | 1 | 0 | 22 |
| 23 Apr | 9550.50 | 745 | 220 (41.90%) | 30.82 | 3 | 0 | 22 |
| 22 Apr | 9602.00 | 525 | 525 | - | 0 | 0 | 22 |
| 21 Apr | 9793.00 | 525 | 525 | - | 0 | 0 | 22 |
| 20 Apr | 9803.00 | 525 | 525 | - | 0 | 0 | 22 |
| 17 Apr | 9773.50 | 525 | 525 | - | 0 | 0 | 22 |
| 16 Apr | 9825.00 | 525 | 525 (-43.07%) | 30.19 | 0 | 0 | 22 |
| 15 Apr | 9865.00 | 525 | -397.15 (-43.07%) | 30.19 | 2 | 0 | 21 |
| 13 Apr | 9816.00 | 922.15 | 922.15 | - | 0 | 0 | 21 |
| 10 Apr | 9813.50 | 922.15 | 922.15 (-24.57%) | - | 0 | 0 | 21 |
| 9 Apr | 9517.00 | 922.15 | -300.35 (-24.57%) | - | 0 | 0 | 21 |
| 8 Apr | 9366.00 | 922.15 | -300.35 (-24.57%) | 35.82 | 10 | -3 | 21 |
| 7 Apr | 9049.50 | 1225 | 579.55 (89.79%) | 41.14 | 24 | 22 | 22 |
| 6 Mar | 9816.00 | - | - | - | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | - | - | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10200 expiring on 26MAY2026
Delta for 10200 PE is -0.21
Historical price for 10200 PE is as follows
On 7 May BAJAJ-AUTO was trading at 10654.00. The strike last trading price was 81.95, which was -149.55 lower than the previous day. The implied volatity was 26.59, the open interest changed by 359 which increased total open position to 1218
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 213, which was -154.85000000000002 lower than the previous day. The implied volatity was 31.37, the open interest changed by 364 which increased total open position to 859
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 354.55, which was 20.350000000000023 higher than the previous day. The implied volatity was 30.65, the open interest changed by -53 which decreased total open position to 495
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 323.35, which was -97.75 lower than the previous day. The implied volatity was 31.47, the open interest changed by 294 which increased total open position to 540
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 407, which was -360 lower than the previous day. The implied volatity was 30.95, the open interest changed by 127 which increased total open position to 247
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 767, which was 767 higher than the previous day. The implied volatity was 34.4, the open interest changed by 0 which decreased total open position to 120
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 767, which was 7 higher than the previous day. The implied volatity was 34.4, the open interest changed by 97 which increased total open position to 119
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 760, which was 760 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 22
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 760, which was 15 higher than the previous day. The implied volatity was 34.22, the open interest changed by 0 which decreased total open position to 22
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 745, which was 220 higher than the previous day. The implied volatity was 30.82, the open interest changed by 0 which decreased total open position to 22
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 525, which was 525 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 525, which was 525 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 525, which was 525 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 525, which was 525 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 525, which was 525 higher than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 22
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 525, which was -397.15 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 21
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 922.15, which was 922.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 922.15, which was 922.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 922.15, which was -300.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 922.15, which was -300.35 lower than the previous day. The implied volatity was 35.82, the open interest changed by -3 which decreased total open position to 21
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1225, which was 579.55 higher than the previous day. The implied volatity was 41.14, the open interest changed by 22 which increased total open position to 22
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was -, 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 5 Mar BAJAJ-AUTO was trading at 9804.50. 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 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was -, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. 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
