Historical option data for BAJAJ-AUTO
22 May 2026 04:10 PM IST
| BAJAJ-AUTO 26-May-2026 (3d) 10300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.85
Vega: 0.03
Theta: -5.78
Gamma: 0.00092
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 May | 10549.50 | 233.25 | -106.4 (-31.33%) | 22.28 | 301 | -67 | 377 | |||||||||
| 21 May | 10667.00 | 308.3 | 106.3 (52.62%) | 25.14 | 557 | -143 | 445 | |||||||||
| 20 May | 10462.50 | 207.7 | 110.35 (113.35%) | 18.06 | 6,482 | -189 | 590 | |||||||||
| 19 May | 10205.00 | 95 | -30.15 (-24.09%) | 23.72 | 3,050 | -14 | 785 | |||||||||
| 18 May | 10198.50 | 122.8 | -101.55 (-45.26%) | 27.32 | 3,577 | 220 | 801 | |||||||||
| 15 May | 10377.50 | 228.95 | -57 (-19.93%) | 24.43 | 1,173 | 43 | 583 | |||||||||
| 14 May | 10451.00 | 288 | 71.55 (33.06%) | 25.49 | 1,891 | 23 | 542 | |||||||||
| 13 May | 10262.00 | 224 | -52 (-18.84%) | 0 | 2,367 | 54 | 518 | |||||||||
| 12 May | 10397.00 | 283.1 | -149.15 (-34.51%) | 0 | 193 | -6 | 465 | |||||||||
| 11 May | 10595.50 | 433.2 | -64.15 (-12.90%) | 28.16 | 212 | -53 | 471 | |||||||||
| 8 May | 10711.50 | 484 | 45.9 (10.48%) | 22.32 | 331 | -66 | 524 | |||||||||
| 7 May | 10605.00 | 424.7 | 93.55 (28.25%) | 24 | 4,190 | -409 | 595 | |||||||||
| 6 May | 10319.00 | 355 | 134.15 (60.74%) | 31.04 | 6,982 | 470 | 1,010 | |||||||||
| 5 May | 10046.00 | 227 | -33 (-12.69%) | 32.36 | 924 | 39 | 546 | |||||||||
| 4 May | 10132.00 | 264.6 | 47.45 (21.85%) | 31.63 | 3,153 | 429 | 507 | |||||||||
| 30 Apr | 9994.00 | 235.6 | 172.15 (271.32%) | 30.53 | 1,808 | 132 | 210 | |||||||||
| 29 Apr | 9543.50 | 62.5 | -4.5 (-6.72%) | 27.42 | 183 | 9 | 77 | |||||||||
| 28 Apr | 9495.50 | 68.55 | -37.15 (-35.15%) | 28.51 | 111 | 14 | 69 | |||||||||
| 27 Apr | 9662.00 | 106.7 | 2.5 (2.40%) | 27.99 | 67 | 24 | 56 | |||||||||
| 24 Apr | 9576.00 | 104.2 | 9.2 (9.68%) | 28.7 | 35 | 3 | 33 | |||||||||
| 23 Apr | 9550.50 | 95 | -21.45 (-18.42%) | 27.61 | 10 | 2 | 29 | |||||||||
| 22 Apr | 9602.00 | 106 | -64 (-37.65%) | 27.66 | 8 | 2 | 26 | |||||||||
| 21 Apr | 9793.00 | 170 | -8.8 (-4.92%) | 28 | 3 | 2 | 23 | |||||||||
| 20 Apr | 9803.00 | 178.8 | 9.1 (5.36%) | 28.72 | 12 | 8 | 21 | |||||||||
| 17 Apr | 9773.50 | 169.7 | -22.3 (-11.61%) | 27.26 | 2 | 0 | 11 | |||||||||
| 16 Apr | 9825.00 | 192 | -23 (-10.70%) | 27.38 | 5 | 1 | 11 | |||||||||
| 15 Apr | 9865.00 | 215 | 0 (0.00%) | - | 0 | 0 | 10 | |||||||||
| 13 Apr | 9816.00 | 215 | 0 (0.00%) | 26.99 | 0 | 0 | 10 | |||||||||
| 10 Apr | 9813.50 | 215 | 65 (43.33%) | 26.99 | 8 | 3 | 10 | |||||||||
| 9 Apr | 9517.00 | 150 | 99.1 (194.70%) | 27.89 | 7 | 4 | 4 | |||||||||
For Bajaj Auto Limited - strike price 10300 expiring on 26MAY2026
Delta for 10300 CE is 0.85
Historical price for 10300 CE is as follows
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 233.25, which was -106.4 lower than the previous day. The implied volatity was 22.28, the open interest changed by -67 which decreased total open position to 377
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 308.3, which was 106.3 higher than the previous day. The implied volatity was 25.14, the open interest changed by -143 which decreased total open position to 445
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 207.7, which was 110.35 higher than the previous day. The implied volatity was 18.06, the open interest changed by -189 which decreased total open position to 590
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 95, which was -30.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by -14 which decreased total open position to 785
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 122.8, which was -101.55 lower than the previous day. The implied volatity was 27.32, the open interest changed by 220 which increased total open position to 801
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 228.95, which was -57 lower than the previous day. The implied volatity was 24.43, the open interest changed by 43 which increased total open position to 583
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 288, which was 71.55 higher than the previous day. The implied volatity was 25.49, the open interest changed by 23 which increased total open position to 542
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 224, which was -52 lower than the previous day. The implied volatity was 0, the open interest changed by 54 which increased total open position to 518
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 283.1, which was -149.15 lower than the previous day. The implied volatity was 0, the open interest changed by -6 which decreased total open position to 465
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 433.2, which was -64.15 lower than the previous day. The implied volatity was 28.16, the open interest changed by -53 which decreased total open position to 471
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 484, which was 45.9 higher than the previous day. The implied volatity was 22.32, the open interest changed by -66 which decreased total open position to 524
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 424.7, which was 93.55 higher than the previous day. The implied volatity was 24, the open interest changed by -409 which decreased total open position to 595
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 355, which was 134.15 higher than the previous day. The implied volatity was 31.04, the open interest changed by 470 which increased total open position to 1010
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 227, which was -33 lower than the previous day. The implied volatity was 32.36, the open interest changed by 39 which increased total open position to 546
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 264.6, which was 47.45 higher than the previous day. The implied volatity was 31.63, the open interest changed by 429 which increased total open position to 507
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 235.6, which was 172.15 higher than the previous day. The implied volatity was 30.53, the open interest changed by 132 which increased total open position to 210
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 62.5, which was -4.5 lower than the previous day. The implied volatity was 27.42, the open interest changed by 9 which increased total open position to 77
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 68.55, which was -37.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by 14 which increased total open position to 69
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 106.7, which was 2.5 higher than the previous day. The implied volatity was 27.99, the open interest changed by 24 which increased total open position to 56
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 104.2, which was 9.2 higher than the previous day. The implied volatity was 28.7, the open interest changed by 3 which increased total open position to 33
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 95, which was -21.45 lower than the previous day. The implied volatity was 27.61, the open interest changed by 2 which increased total open position to 29
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 106, which was -64 lower than the previous day. The implied volatity was 27.66, the open interest changed by 2 which increased total open position to 26
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 170, which was -8.8 lower than the previous day. The implied volatity was 28, the open interest changed by 2 which increased total open position to 23
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 178.8, which was 9.1 higher than the previous day. The implied volatity was 28.72, the open interest changed by 8 which increased total open position to 21
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 169.7, which was -22.3 lower than the previous day. The implied volatity was 27.26, the open interest changed by 0 which decreased total open position to 11
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 192, which was -23 lower than the previous day. The implied volatity was 27.38, the open interest changed by 1 which increased total open position to 11
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 215, which was 0 lower than the previous day. The implied volatity was 26.99, the open interest changed by 0 which decreased total open position to 10
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 215, which was 65 higher than the previous day. The implied volatity was 26.99, the open interest changed by 3 which increased total open position to 10
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 150, which was 99.1 higher than the previous day. The implied volatity was 27.89, the open interest changed by 4 which increased total open position to 4
| BAJAJ-AUTO 26-May-2026 (3d) 10300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.03
Theta: -5.83
Gamma: 0.00092
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 May | 10549.50 | 20.7 | 0.15 (0.73%) | 22.36 | 4,272 | -96 | 1,483 |
| 21 May | 10667.00 | 20.7 | -61.3 (-74.76%) | 25.13 | 7,598 | -407 | 1,566 |
| 20 May | 10462.50 | 82.95 | -102.05 (-55.16%) | 28.25 | 5,585 | 580 | 1,993 |
| 19 May | 10205.00 | 190.95 | -11.05 (-5.47%) | 24.61 | 825 | -21 | 1,415 |
| 18 May | 10198.50 | 211 | 68 (47.55%) | 25.36 | 1,967 | -393 | 1,439 |
| 15 May | 10377.50 | 146 | 20.25 (16.10%) | 26.13 | 2,427 | 21 | 1,819 |
| 14 May | 10451.00 | 124 | -83.4 (-40.21%) | 25.99 | 2,382 | 43 | 1,798 |
| 13 May | 10262.00 | 202.65 | 36 (21.60%) | 26.21 | 2,616 | 70 | 1,754 |
| 12 May | 10397.00 | 166.85 | 65.35 (64.38%) | 27.49 | 1,496 | -36 | 1,687 |
| 11 May | 10595.50 | 101 | 15.4 (17.99%) | 26.46 | 1,610 | 39 | 1,722 |
| 8 May | 10711.50 | 86.85 | -28.15 (-24.48%) | 25.86 | 3,673 | -70 | 1,683 |
| 7 May | 10605.00 | 112.75 | -164.25 (-59.30%) | 25.03 | 6,512 | 277 | 1,687 |
| 6 May | 10319.00 | 257 | -168.65 (-39.62%) | 31.02 | 3,600 | 1,104 | 1,409 |
| 5 May | 10046.00 | 416.4 | 25.75 (6.59%) | 30.76 | 160 | -49 | 307 |
| 4 May | 10132.00 | 372.9 | -111.35 (-22.99%) | 30.96 | 2,535 | 314 | 357 |
| 30 Apr | 9994.00 | 474.5 | -141.2 (-22.93%) | 30.85 | 67 | 39 | 42 |
| 29 Apr | 9543.50 | 615.7 | 615.7 | - | 0 | 0 | 3 |
| 28 Apr | 9495.50 | 615.7 | 615.7 | - | 0 | 0 | 3 |
| 27 Apr | 9662.00 | 615.7 | 615.7 | - | 0 | 0 | 3 |
| 24 Apr | 9576.00 | 615.7 | 615.7 | - | 0 | 0 | 3 |
| 23 Apr | 9550.50 | 615.7 | 615.7 | - | 0 | 0 | 3 |
| 22 Apr | 9602.00 | 615.7 | 615.7 (-4.30%) | 29.07 | 0 | 0 | 3 |
| 21 Apr | 9793.00 | 615.7 | -27.65 (-4.30%) | 29.07 | 3 | 0 | 2 |
| 20 Apr | 9803.00 | 643.35 | -812.1 (-55.80%) | 26.46 | 2 | 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 | 1455.45 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10300 expiring on 26MAY2026
Delta for 10300 PE is -0.15
Historical price for 10300 PE is as follows
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 20.7, which was 0.15 higher than the previous day. The implied volatity was 22.36, the open interest changed by -96 which decreased total open position to 1483
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 20.7, which was -61.3 lower than the previous day. The implied volatity was 25.13, the open interest changed by -407 which decreased total open position to 1566
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 82.95, which was -102.05 lower than the previous day. The implied volatity was 28.25, the open interest changed by 580 which increased total open position to 1993
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 190.95, which was -11.05 lower than the previous day. The implied volatity was 24.61, the open interest changed by -21 which decreased total open position to 1415
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 211, which was 68 higher than the previous day. The implied volatity was 25.36, the open interest changed by -393 which decreased total open position to 1439
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 146, which was 20.25 higher than the previous day. The implied volatity was 26.13, the open interest changed by 21 which increased total open position to 1819
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 124, which was -83.4 lower than the previous day. The implied volatity was 25.99, the open interest changed by 43 which increased total open position to 1798
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 202.65, which was 36 higher than the previous day. The implied volatity was 26.21, the open interest changed by 70 which increased total open position to 1754
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 166.85, which was 65.35 higher than the previous day. The implied volatity was 27.49, the open interest changed by -36 which decreased total open position to 1687
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 101, which was 15.4 higher than the previous day. The implied volatity was 26.46, the open interest changed by 39 which increased total open position to 1722
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 86.85, which was -28.15 lower than the previous day. The implied volatity was 25.86, the open interest changed by -70 which decreased total open position to 1683
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 112.75, which was -164.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by 277 which increased total open position to 1687
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 257, which was -168.65 lower than the previous day. The implied volatity was 31.02, the open interest changed by 1104 which increased total open position to 1409
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 416.4, which was 25.75 higher than the previous day. The implied volatity was 30.76, the open interest changed by -49 which decreased total open position to 307
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 372.9, which was -111.35 lower than the previous day. The implied volatity was 30.96, the open interest changed by 314 which increased total open position to 357
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 474.5, which was -141.2 lower than the previous day. The implied volatity was 30.85, the open interest changed by 39 which increased total open position to 42
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 615.7, which was 615.7 higher than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 3
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 615.7, which was -27.65 lower than the previous day. The implied volatity was 29.07, the open interest changed by 0 which decreased total open position to 2
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 643.35, which was -812.1 lower than the previous day. The implied volatity was 26.46, 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 1455.45, 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
