BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 01:39 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 10700 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.37
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9545.00 | 0.3 | -0.35000000000000003 | 36.43 | 25 | -2 | 161 | |||||||||
| 23 Apr | 9550.50 | 0.65 | -0.09999999999999998 | 36.05 | 82 | -35 | 164 | |||||||||
| 22 Apr | 9602.00 | 0.65 | -1.25 | 31.62 | 96 | -26 | 199 | |||||||||
| 21 Apr | 9793.00 | 2 | -1.25 | 27.88 | 180 | -40 | 218 | |||||||||
| 20 Apr | 9803.00 | 2.6 | -3.4 | 28.75 | 272 | 12 | 262 | |||||||||
| 17 Apr | 9773.50 | 6.4 | -3.5 | 28.05 | 543 | 3 | 253 | |||||||||
| 16 Apr | 9825.00 | 10 | -5.050000000000001 | 27.18 | 689 | 15 | 250 | |||||||||
| 15 Apr | 9865.00 | 14.75 | -2.6499999999999986 | 27.06 | 432 | -19 | 239 | |||||||||
| 13 Apr | 9816.00 | 16.9 | -1.0500000000000007 | 28.03 | 997 | -28 | 251 | |||||||||
| 10 Apr | 9813.50 | 20 | 10.55 | 25.54 | 739 | 91 | 279 | |||||||||
| 9 Apr | 9517.00 | 9.85 | 3.25 | 27.73 | 718 | 142 | 189 | |||||||||
| 8 Apr | 9366.00 | 6.15 | 3.1 | 27.64 | 54 | 39 | 46 | |||||||||
| 7 Apr | 9049.50 | 3.05 | -3.95 | 30.23 | 2 | 0 | 6 | |||||||||
| 6 Apr | 8942.50 | 7 | -3 | 34.99 | 10 | 0 | 13 | |||||||||
| 2 Apr | 8758.50 | 10 | -14.05 | - | 0 | 0 | 13 | |||||||||
| 1 Apr | 8895.50 | 10 | -14.05 | 34.48 | 3 | 0 | 13 | |||||||||
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| 30 Mar | 8781.50 | 24.05 | -1.2 | - | 0 | 0 | 13 | |||||||||
| 27 Mar | 8901.00 | 24.05 | -1.2 | - | 0 | 0 | 13 | |||||||||
| 25 Mar | 9048.50 | 24.05 | -1.2 | - | 0 | 0 | 13 | |||||||||
| 24 Mar | 8898.00 | 24.05 | -1.2 | - | 0 | 0 | 13 | |||||||||
| 23 Mar | 8776.00 | 24.05 | -1.2 | 36.71 | 1 | 0 | 13 | |||||||||
| 20 Mar | 9051.00 | 25.25 | 3.3 | - | 0 | 0 | 13 | |||||||||
| 19 Mar | 8868.50 | 25.25 | 3.3 | - | 0 | 0 | 13 | |||||||||
| 18 Mar | 9271.00 | 25.25 | 3.3 | 26.72 | 5 | -3 | 14 | |||||||||
| 17 Mar | 9110.00 | 21.95 | 5.95 | 27.68 | 3 | 0 | 18 | |||||||||
| 16 Mar | 9073.00 | 16 | -74 | - | 0 | -1 | 0 | |||||||||
| 13 Mar | 8875.00 | 16 | -74 | 28.21 | 1 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 90 | -89.6 | - | 0 | 0 | 19 | |||||||||
| 11 Mar | 9327.50 | 90 | -89.6 | - | 0 | 0 | 19 | |||||||||
| 10 Mar | 9610.00 | 90 | -89.6 | - | 0 | 0 | 19 | |||||||||
| 9 Mar | 9383.00 | 90 | -89.6 | - | 0 | 0 | 19 | |||||||||
| 6 Mar | 9816.00 | 90 | -89.6 | - | 0 | 0 | 19 | |||||||||
| 5 Mar | 9804.50 | 90 | -89.6 | - | 21 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 90 | -89.6 | - | 21 | 0 | 19 | |||||||||
| 2 Mar | 9776.00 | 90 | -89.6 | 21.63 | 21 | 18 | 18 | |||||||||
| 27 Feb | 9972.50 | 179.6 | 0 | 3.38 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10700 expiring on 28APR2026
Delta for 10700 CE is 0
Historical price for 10700 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 0.3, which was -0.35000000000000003 lower than the previous day. The implied volatity was 36.43, the open interest changed by -2 which decreased total open position to 161
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 0.65, which was -0.09999999999999998 lower than the previous day. The implied volatity was 36.05, the open interest changed by -35 which decreased total open position to 164
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 0.65, which was -1.25 lower than the previous day. The implied volatity was 31.62, the open interest changed by -26 which decreased total open position to 199
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 2, which was -1.25 lower than the previous day. The implied volatity was 27.88, the open interest changed by -40 which decreased total open position to 218
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 2.6, which was -3.4 lower than the previous day. The implied volatity was 28.75, the open interest changed by 12 which increased total open position to 262
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 6.4, which was -3.5 lower than the previous day. The implied volatity was 28.05, the open interest changed by 3 which increased total open position to 253
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 10, which was -5.050000000000001 lower than the previous day. The implied volatity was 27.18, the open interest changed by 15 which increased total open position to 250
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 14.75, which was -2.6499999999999986 lower than the previous day. The implied volatity was 27.06, the open interest changed by -19 which decreased total open position to 239
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 16.9, which was -1.0500000000000007 lower than the previous day. The implied volatity was 28.03, the open interest changed by -28 which decreased total open position to 251
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 20, which was 10.55 higher than the previous day. The implied volatity was 25.54, the open interest changed by 91 which increased total open position to 279
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 9.85, which was 3.25 higher than the previous day. The implied volatity was 27.73, the open interest changed by 142 which increased total open position to 189
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 6.15, which was 3.1 higher than the previous day. The implied volatity was 27.64, the open interest changed by 39 which increased total open position to 46
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 3.05, which was -3.95 lower than the previous day. The implied volatity was 30.23, 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 7, which was -3 lower than the previous day. The implied volatity was 34.99, the open interest changed by 0 which decreased total open position to 13
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 10, which was -14.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 10, which was -14.05 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 13
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 24.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 24.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 24.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 24.05, which was -1.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 24.05, which was -1.2 lower than the previous day. The implied volatity was 36.71, the open interest changed by 0 which decreased total open position to 13
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 25.25, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 25.25, which was 3.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 25.25, which was 3.3 higher than the previous day. The implied volatity was 26.72, the open interest changed by -3 which decreased total open position to 14
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 21.95, which was 5.95 higher than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 18
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 16, which was -74 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 16, which was -74 lower than the previous day. The implied volatity was 28.21, 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 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 90, which was -89.6 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 90, which was -89.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 90, which was -89.6 lower than the previous day. The implied volatity was 21.63, the open interest changed by 18 which increased total open position to 18
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 179.6, which was 0 lower than the previous day. The implied volatity was 3.38, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 28-Apr-2026 (4d) 10700 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9545.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 9550.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 9602.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 9793.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 9803.00 | 0 | 0 | - | 0 | 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 | 0 | 0 |
| 9 Apr | 9517.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 9049.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 8942.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 8758.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 8895.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 8781.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 8901.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 9048.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 8898.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 8776.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 9051.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 8868.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 9271.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 9110.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 9073.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 9327.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 9610.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9383.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9816.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | 928.3 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 928.3 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 928.3 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10700 expiring on 28APR2026
Delta for 10700 PE is -
Historical price for 10700 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. 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 23 Apr BAJAJ-AUTO was trading at 9550.50. 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 22 Apr BAJAJ-AUTO was trading at 9602.00. 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 21 Apr BAJAJ-AUTO was trading at 9793.00. 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 20 Apr BAJAJ-AUTO was trading at 9803.00. 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 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 928.3, 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 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 928.3, 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 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 928.3, 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 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 928.3, 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 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 928.3, 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 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 928.3, 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 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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 928.3, 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
