BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
01 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 28-Apr-2026 (27d) 10300 CE | ||||||||||||||||
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Delta: 0.05
Vega: 2.59
Theta: -1.61
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 0.05
Historical price for 10300 CE is as follows
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 (27d) 10300 PE | |||||||
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Delta: -0.97
Vega: 1.63
Theta: 1.93
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.97
Historical price for 10300 PE is as follows
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
