[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9540 -10.50 (-0.11%)
L: 9540 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) 10300 CE
Delta: 0.01
Vega: 0
Theta: -1.41
Gamma: 0.00011
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 1.65 -0.30000000000000004 31.29 784 -145 349
23 Apr 9550.50 1.65 -2.2 28.33 438 -7 495
22 Apr 9602.00 3.9 -11.6 27.61 1,673 -14 508
21 Apr 9793.00 15.5 -8.100000000000001 25.73 989 -99 523
20 Apr 9803.00 19 -5.949999999999999 27.76 972 43 632
17 Apr 9773.50 25.1 -19.65 25.21 822 107 590
16 Apr 9825.00 45 -13.899999999999999 26.22 1,163 81 484
15 Apr 9865.00 55.25 -7.399999999999999 25.63 1,295 173 402
13 Apr 9816.00 61.75 -4.25 27.55 1,092 35 229
10 Apr 9813.50 73 41.4 25.35 1,414 52 202
9 Apr 9517.00 30.95 13.15 26.22 698 48 149
8 Apr 9366.00 18.3 5.05 25.66 208 42 100
7 Apr 9049.50 14.4 2 31.26 90 6 57
6 Apr 8942.50 12.9 2.2 31.74 24 0 50
2 Apr 8758.50 10.7 -6.15 32.15 62 18 49
1 Apr 8895.50 16.05 -16.95 31.01 31 28 30
30 Mar 8781.50 33 -31.1 - 0 0 2
27 Mar 8901.00 33 -31.1 33.04 1 0 1
25 Mar 9048.50 64.1 -232.05 - 0 0 1
24 Mar 8898.00 64.1 -232.05 - 0 0 1
23 Mar 8776.00 64.1 -232.05 - 0 0 1
20 Mar 9051.00 64.1 -232.05 - 0 0 1
19 Mar 8868.50 64.1 -232.05 - 0 0 1
18 Mar 9271.00 64.1 -232.05 - 0 0 1
17 Mar 9110.00 64.1 -232.05 - 0 0 1
16 Mar 9073.00 64.1 -232.05 - 0 0 0
13 Mar 8875.00 64.1 -232.05 - 0 1 0
12 Mar 9162.00 64.1 -232.05 26.77 1 0 0
11 Mar 9327.50 296.15 0 5.72 0 0 0
10 Mar 9610.00 296.15 0 3.81 0 0 0
9 Mar 9383.00 296.15 0 5.11 0 0 0
6 Mar 9816.00 296.15 0 2.36 0 0 0
5 Mar 9804.50 296.15 0 2.17 0 0 0
4 Mar 9652.50 296.15 0 3.18 0 0 0
2 Mar 9776.00 296.15 0 2.32 0 0 0
27 Feb 9972.50 296.15 0 1.09 0 0 0
26 Feb 10110.00 296.15 0 0.07 0 0 0
25 Feb 10097.00 296.15 0 0.22 0 0 0


For Bajaj Auto Limited - strike price 10300 expiring on 28APR2026

Delta for 10300 CE is 0.01

Historical price for 10300 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 1.65, which was -0.30000000000000004 lower than the previous day. The implied volatity was 31.29, the open interest changed by -145 which decreased total open position to 349


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 1.65, which was -2.2 lower than the previous day. The implied volatity was 28.33, the open interest changed by -7 which decreased total open position to 495


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 3.9, which was -11.6 lower than the previous day. The implied volatity was 27.61, the open interest changed by -14 which decreased total open position to 508


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 15.5, which was -8.100000000000001 lower than the previous day. The implied volatity was 25.73, the open interest changed by -99 which decreased total open position to 523


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 19, which was -5.949999999999999 lower than the previous day. The implied volatity was 27.76, the open interest changed by 43 which increased total open position to 632


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 25.1, which was -19.65 lower than the previous day. The implied volatity was 25.21, the open interest changed by 107 which increased total open position to 590


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 45, which was -13.899999999999999 lower than the previous day. The implied volatity was 26.22, the open interest changed by 81 which increased total open position to 484


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 55.25, which was -7.399999999999999 lower than the previous day. The implied volatity was 25.63, the open interest changed by 173 which increased total open position to 402


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 61.75, which was -4.25 lower than the previous day. The implied volatity was 27.55, the open interest changed by 35 which increased total open position to 229


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 73, which was 41.4 higher than the previous day. The implied volatity was 25.35, the open interest changed by 52 which increased total open position to 202


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 30.95, which was 13.15 higher than the previous day. The implied volatity was 26.22, the open interest changed by 48 which increased total open position to 149


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 18.3, which was 5.05 higher than the previous day. The implied volatity was 25.66, the open interest changed by 42 which increased total open position to 100


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 14.4, which was 2 higher than the previous day. The implied volatity was 31.26, the open interest changed by 6 which increased total open position to 57


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 12.9, which was 2.2 higher than the previous day. The implied volatity was 31.74, the open interest changed by 0 which decreased total open position to 50


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 10.7, which was -6.15 lower than the previous day. The implied volatity was 32.15, the open interest changed by 18 which increased total open position to 49


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 16.05, which was -16.95 lower than the previous day. The implied volatity was 31.01, the open interest changed by 28 which increased total open position to 30


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 33, which was -31.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 33, which was -31.1 lower than the previous day. The implied volatity was 33.04, 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 64.1, which was -232.05 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 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 64.1, which was -232.05 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 64.1, which was -232.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 64.1, which was -232.05 lower than the previous day. The implied volatity was 26.77, 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 296.15, 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 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 296.15, which was 0 lower than the previous day. The implied volatity was 3.81, 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 296.15, which was 0 lower than the previous day. The implied volatity was 5.11, 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 296.15, which was 0 lower than the previous day. The implied volatity was 2.36, 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 296.15, which was 0 lower than the previous day. The implied volatity was 2.17, 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 296.15, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 296.15, which was 0 lower than the previous day. The implied volatity was 2.32, 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 296.15, which was 0 lower than the previous day. The implied volatity was 1.09, 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 296.15, which was 0 lower than the previous day. The implied volatity was 0.07, 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 296.15, which was 0 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 28-Apr-2026 (4d) 10300 PE
Delta: -0.91
Vega: 0.02
Theta: -7.62
Gamma: 0.00034
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 706.3 -22.5 45.83 9 4 7
23 Apr 9550.50 728.8 178.79999999999995 30.33 4 0 4
22 Apr 9602.00 550 550 - 0 0 4
21 Apr 9793.00 550 550 - 0 0 4
20 Apr 9803.00 550 550 - 0 0 4
17 Apr 9773.50 550 550 - 0 0 4
16 Apr 9825.00 550 550 - 0 0 4
15 Apr 9865.00 550 550 - 0 0 4
13 Apr 9816.00 550 550 27.81 0 0 4
10 Apr 9813.50 550 -777.75 27.81 1 0 3
9 Apr 9517.00 1327.75 678.3 - 0 0 3
8 Apr 9366.00 1327.75 678.3 - 0 0 3
7 Apr 9049.50 1327.75 678.3 - 0 0 3
6 Apr 8942.50 1327.75 678.3 - 0 0 3
2 Apr 8758.50 1327.75 678.3 - 0 0 3
1 Apr 8895.50 1327.75 678.3 26.46 6 3 3
30 Mar 8781.50 649.45 0 - 0 0 0
27 Mar 8901.00 649.45 0 - 0 0 0
25 Mar 9048.50 649.45 0 - 0 0 0
24 Mar 8898.00 649.45 0 - 0 0 0
23 Mar 8776.00 649.45 0 - 0 0 0
20 Mar 9051.00 649.45 0 - 0 0 0
19 Mar 8868.50 649.45 0 - 0 0 0
18 Mar 9271.00 649.45 0 - 0 0 0
17 Mar 9110.00 649.45 0 - 0 0 0
16 Mar 9073.00 649.45 0 - 0 0 0
13 Mar 8875.00 649.45 0 - 0 0 0
12 Mar 9162.00 649.45 0 - 0 0 0
11 Mar 9327.50 649.45 0 - 0 0 0
10 Mar 9610.00 649.45 0 - 0 0 0
9 Mar 9383.00 649.45 0 - 0 0 0
6 Mar 9816.00 649.45 0 - 0 0 0
5 Mar 9804.50 649.45 0 - 0 0 0
4 Mar 9652.50 649.45 0 - 0 0 0
2 Mar 9776.00 649.45 0 - 0 0 0
27 Feb 9972.50 649.45 0 - 0 0 0
26 Feb 10110.00 649.45 0 0 0 0 0
25 Feb 10097.00 649.45 0 0.05 0 0 0


For Bajaj Auto Limited - strike price 10300 expiring on 28APR2026

Delta for 10300 PE is -0.91

Historical price for 10300 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 706.3, which was -22.5 lower than the previous day. The implied volatity was 45.83, the open interest changed by 4 which increased total open position to 7


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 728.8, which was 178.79999999999995 higher than the previous day. The implied volatity was 30.33, the open interest changed by 0 which decreased total open position to 4


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 550, which was 550 higher than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 4


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 550, which was -777.75 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 3


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1327.75, which was 678.3 higher than the previous day. The implied volatity was 26.46, the open interest changed by 3 which increased total open position to 3


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 649.45, 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 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 649.45, 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 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 649.45, 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 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 0


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 649.45, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0