[--[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) 10500 CE
Delta: 0.01
Vega: 0
Theta: -0.98
Gamma: 0.00006
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 1 -0.10000000000000009 35.68 122 -31 705
23 Apr 9550.50 1.1 -0.6499999999999999 32.53 320 -100 736
22 Apr 9602.00 1.7 -3.2 29.97 1,243 -349 839
21 Apr 9793.00 4.95 -3.55 26.34 771 -90 1,191
20 Apr 9803.00 6.25 -4.9 27.43 1,188 68 1,270
17 Apr 9773.50 12.1 -7.799999999999999 26.4 898 130 1,202
16 Apr 9825.00 20.95 -8.100000000000001 26.41 1,759 43 1,071
15 Apr 9865.00 27.65 -5.25 26.05 1,866 -32 1,029
13 Apr 9816.00 32 -1.7999999999999972 27.46 2,381 48 1,079
10 Apr 9813.50 37.2 20.250000000000004 24.92 3,811 43 1,034
9 Apr 9517.00 16 6.5 26.43 2,475 81 990
8 Apr 9366.00 9.7 1.55 26.23 1,438 344 909
7 Apr 9049.50 8 0.5 31.5 2,057 59 563
6 Apr 8942.50 7.5 1.2 32.15 952 12 505
2 Apr 8758.50 6.5 -4.55 32.56 579 31 494
1 Apr 8895.50 11 -2.85 32.01 577 331 463
30 Mar 8781.50 15.45 -4.4 35.16 43 26 132
27 Mar 8901.00 19.75 -4.35 32.4 63 17 107
25 Mar 9048.50 24.05 6.45 29.85 39 3 63
24 Mar 8898.00 18.65 2.1 30.42 18 12 60
23 Mar 8776.00 16.55 -7.45 31.37 2 0 48
20 Mar 9051.00 24 9 27.17 10 0 49
19 Mar 8868.50 15 -12.8 27.45 21 -8 50
18 Mar 9271.00 27.8 2.8 24.61 21 7 58
17 Mar 9110.00 25 -3 25.68 26 -4 50
16 Mar 9073.00 28 -0.2 26.83 11 -1 55
13 Mar 8875.00 31.4 -23.95 29.72 22 -15 56
12 Mar 9162.00 55 -30.45 - 0 0 71
11 Mar 9327.50 55 -30.45 25.26 28 0 72
10 Mar 9610.00 85.45 19.5 22.54 13 0 73
9 Mar 9383.00 65.95 -56.05 24.69 22 12 72
6 Mar 9816.00 122 20 21.46 5 4 60
5 Mar 9804.50 102 1 19.06 23 17 55
4 Mar 9652.50 101 -30.8 22.06 10 1 38
2 Mar 9776.00 131.2 -64 21.65 15 7 38
27 Feb 9972.50 195.2 -37.8 21.39 7 2 29
26 Feb 10110.00 233 32 19.55 30 2 4
25 Feb 10097.00 201 -30.9 17.88 2 1 1


For Bajaj Auto Limited - strike price 10500 expiring on 28APR2026

Delta for 10500 CE is 0.01

Historical price for 10500 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 1, which was -0.10000000000000009 lower than the previous day. The implied volatity was 35.68, the open interest changed by -31 which decreased total open position to 705


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 1.1, which was -0.6499999999999999 lower than the previous day. The implied volatity was 32.53, the open interest changed by -100 which decreased total open position to 736


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 1.7, which was -3.2 lower than the previous day. The implied volatity was 29.97, the open interest changed by -349 which decreased total open position to 839


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 4.95, which was -3.55 lower than the previous day. The implied volatity was 26.34, the open interest changed by -90 which decreased total open position to 1191


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 6.25, which was -4.9 lower than the previous day. The implied volatity was 27.43, the open interest changed by 68 which increased total open position to 1270


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 12.1, which was -7.799999999999999 lower than the previous day. The implied volatity was 26.4, the open interest changed by 130 which increased total open position to 1202


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 20.95, which was -8.100000000000001 lower than the previous day. The implied volatity was 26.41, the open interest changed by 43 which increased total open position to 1071


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 27.65, which was -5.25 lower than the previous day. The implied volatity was 26.05, the open interest changed by -32 which decreased total open position to 1029


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 32, which was -1.7999999999999972 lower than the previous day. The implied volatity was 27.46, the open interest changed by 48 which increased total open position to 1079


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 37.2, which was 20.250000000000004 higher than the previous day. The implied volatity was 24.92, the open interest changed by 43 which increased total open position to 1034


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 16, which was 6.5 higher than the previous day. The implied volatity was 26.43, the open interest changed by 81 which increased total open position to 990


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 9.7, which was 1.55 higher than the previous day. The implied volatity was 26.23, the open interest changed by 344 which increased total open position to 909


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 8, which was 0.5 higher than the previous day. The implied volatity was 31.5, the open interest changed by 59 which increased total open position to 563


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 7.5, which was 1.2 higher than the previous day. The implied volatity was 32.15, the open interest changed by 12 which increased total open position to 505


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 6.5, which was -4.55 lower than the previous day. The implied volatity was 32.56, the open interest changed by 31 which increased total open position to 494


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 11, which was -2.85 lower than the previous day. The implied volatity was 32.01, the open interest changed by 331 which increased total open position to 463


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 15.45, which was -4.4 lower than the previous day. The implied volatity was 35.16, the open interest changed by 26 which increased total open position to 132


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 19.75, which was -4.35 lower than the previous day. The implied volatity was 32.4, the open interest changed by 17 which increased total open position to 107


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 24.05, which was 6.45 higher than the previous day. The implied volatity was 29.85, the open interest changed by 3 which increased total open position to 63


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 18.65, which was 2.1 higher than the previous day. The implied volatity was 30.42, the open interest changed by 12 which increased total open position to 60


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 16.55, which was -7.45 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 48


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 24, which was 9 higher than the previous day. The implied volatity was 27.17, the open interest changed by 0 which decreased total open position to 49


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 15, which was -12.8 lower than the previous day. The implied volatity was 27.45, the open interest changed by -8 which decreased total open position to 50


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 27.8, which was 2.8 higher than the previous day. The implied volatity was 24.61, the open interest changed by 7 which increased total open position to 58


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 25, which was -3 lower than the previous day. The implied volatity was 25.68, the open interest changed by -4 which decreased total open position to 50


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 28, which was -0.2 lower than the previous day. The implied volatity was 26.83, the open interest changed by -1 which decreased total open position to 55


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 31.4, which was -23.95 lower than the previous day. The implied volatity was 29.72, the open interest changed by -15 which decreased total open position to 56


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 55, which was -30.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 71


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 55, which was -30.45 lower than the previous day. The implied volatity was 25.26, the open interest changed by 0 which decreased total open position to 72


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 85.45, which was 19.5 higher than the previous day. The implied volatity was 22.54, the open interest changed by 0 which decreased total open position to 73


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 65.95, which was -56.05 lower than the previous day. The implied volatity was 24.69, the open interest changed by 12 which increased total open position to 72


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 122, which was 20 higher than the previous day. The implied volatity was 21.46, the open interest changed by 4 which increased total open position to 60


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 102, which was 1 higher than the previous day. The implied volatity was 19.06, the open interest changed by 17 which increased total open position to 55


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 101, which was -30.8 lower than the previous day. The implied volatity was 22.06, the open interest changed by 1 which increased total open position to 38


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 131.2, which was -64 lower than the previous day. The implied volatity was 21.65, the open interest changed by 7 which increased total open position to 38


On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 195.2, which was -37.8 lower than the previous day. The implied volatity was 21.39, the open interest changed by 2 which increased total open position to 29


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 233, which was 32 higher than the previous day. The implied volatity was 19.55, the open interest changed by 2 which increased total open position to 4


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 201, which was -30.9 lower than the previous day. The implied volatity was 17.88, the open interest changed by 1 which increased total open position to 1


BAJAJ-AUTO 28-Apr-2026 (4d) 10500 PE
Delta: -0.99
Vega: 0
Theta: -1.16
Gamma: 0.00008
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 931.55 931.55 33.58 0 0 61
23 Apr 9550.50 931.55 125.79999999999995 33.58 3 -2 62
22 Apr 9602.00 805.75 178.85000000000002 28.43 21 4 61
21 Apr 9793.00 626.9 626.9 27.5 0 0 57
20 Apr 9803.00 626.9 -67.45000000000005 27.5 51 28 61
17 Apr 9773.50 694.35 7.9500000000000455 18.84 6 1 32
16 Apr 9825.00 686.4 48.549999999999955 28.07 37 -15 30
15 Apr 9865.00 638 -132 24.53 59 27 31
13 Apr 9816.00 770 -765 31.72 2 -1 5
10 Apr 9813.50 1535 1535 - 0 0 6
9 Apr 9517.00 1535 -221.75 - 0 0 6
8 Apr 9366.00 1535 -221.75 - 0 0 6
7 Apr 9049.50 1535 -221.75 - 0 0 6
6 Apr 8942.50 1535 -221.75 - 0 0 6
2 Apr 8758.50 1535 -221.75 - 0 0 6
1 Apr 8895.50 1535 -221.75 - 0 0 6
30 Mar 8781.50 1535 -221.75 - 0 0 6
27 Mar 8901.00 1535 -221.75 - 0 0 6
25 Mar 9048.50 1535 -221.75 - 0 0 6
24 Mar 8898.00 1535 -221.75 35.43 5 0 6
23 Mar 8776.00 1756.75 387.5 54.59 3 0 3
20 Mar 9051.00 1369.25 -311.35 - 0 0 3
19 Mar 8868.50 1369.25 -311.35 - 0 0 3
18 Mar 9271.00 1369.25 -311.35 - 0 0 3
17 Mar 9110.00 1369.25 -311.35 37.79 3 0 5
16 Mar 9073.00 1680.6 690.6 - 3 3 0
13 Mar 8875.00 1680.6 690.6 50.96 3 0 0
12 Mar 9162.00 990 207.1 - 0 0 2
11 Mar 9327.50 990 207.1 - 0 0 2
10 Mar 9610.00 990 207.1 37.75 2 0 0
9 Mar 9383.00 782.9 0 - 0 0 0
6 Mar 9816.00 782.9 0 - 0 0 0
5 Mar 9804.50 782.9 0 - 0 0 0
4 Mar 9652.50 782.9 0 - 0 0 0
2 Mar 9776.00 782.9 0 - 0 0 0
27 Feb 9972.50 782.9 0 - 0 0 0
26 Feb 10110.00 782.9 0 - 0 0 0
25 Feb 10097.00 782.9 0 - 0 0 0


For Bajaj Auto Limited - strike price 10500 expiring on 28APR2026

Delta for 10500 PE is -0.99

Historical price for 10500 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 931.55, which was 931.55 higher than the previous day. The implied volatity was 33.58, the open interest changed by 0 which decreased total open position to 61


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 931.55, which was 125.79999999999995 higher than the previous day. The implied volatity was 33.58, the open interest changed by -2 which decreased total open position to 62


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 805.75, which was 178.85000000000002 higher than the previous day. The implied volatity was 28.43, the open interest changed by 4 which increased total open position to 61


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 626.9, which was 626.9 higher than the previous day. The implied volatity was 27.5, the open interest changed by 0 which decreased total open position to 57


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 626.9, which was -67.45000000000005 lower than the previous day. The implied volatity was 27.5, the open interest changed by 28 which increased total open position to 61


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 694.35, which was 7.9500000000000455 higher than the previous day. The implied volatity was 18.84, the open interest changed by 1 which increased total open position to 32


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 686.4, which was 48.549999999999955 higher than the previous day. The implied volatity was 28.07, the open interest changed by -15 which decreased total open position to 30


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 638, which was -132 lower than the previous day. The implied volatity was 24.53, the open interest changed by 27 which increased total open position to 31


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 770, which was -765 lower than the previous day. The implied volatity was 31.72, the open interest changed by -1 which decreased total open position to 5


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 1535, which was 1535 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 1535, which was -221.75 lower than the previous day. The implied volatity was 35.43, the open interest changed by 0 which decreased total open position to 6


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 1756.75, which was 387.5 higher than the previous day. The implied volatity was 54.59, the open interest changed by 0 which decreased total open position to 3


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 1369.25, which was -311.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 1369.25, which was -311.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 1369.25, which was -311.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 1369.25, which was -311.35 lower than the previous day. The implied volatity was 37.79, the open interest changed by 0 which decreased total open position to 5


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 1680.6, which was 690.6 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 1680.6, which was 690.6 higher than the previous day. The implied volatity was 50.96, 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 990, which was 207.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 990, which was 207.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 990, which was 207.1 higher than the previous day. The implied volatity was 37.75, 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 782.9, 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 782.9, 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 782.9, 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 782.9, 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 782.9, 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 782.9, 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 782.9, 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 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 782.9, 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