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BAJAJ-AUTO

Bajaj Auto Limited
8758.5 -137.00 (-1.54%)
L: 8624 H: 8835.5

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Historical option data for BAJAJ-AUTO

02 Apr 2026 04:11 PM IST
BAJAJ-AUTO 28-Apr-2026 (24d) 10800 CE
Delta: 0.02
Vega: 0.89
Theta: -0.63
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 8758.50 4.2 -124.05 34.59 2 0 2
1 Apr 8895.50 128.25 -34.25 - 0 0 2
30 Mar 8781.50 128.25 -34.25 - 0 0 2
27 Mar 8901.00 128.25 -34.25 - 0 0 2
25 Mar 9048.50 128.25 -34.25 - 0 0 2
24 Mar 8898.00 128.25 -34.25 - 0 0 2
23 Mar 8776.00 128.25 -34.25 - 0 0 2
20 Mar 9051.00 128.25 -34.25 - 0 0 2
19 Mar 8868.50 128.25 -34.25 - 0 0 2
18 Mar 9271.00 128.25 -34.25 - 0 0 2
17 Mar 9110.00 128.25 -34.25 - 0 0 2
16 Mar 9073.00 128.25 -34.25 - 0 0 0
13 Mar 8875.00 128.25 -34.25 - 0 0 0
12 Mar 9162.00 128.25 -34.25 - 0 0 2
11 Mar 9327.50 128.25 -34.25 - 0 0 2
10 Mar 9610.00 128.25 -34.25 - 0 0 2
9 Mar 9383.00 128.25 -34.25 - 0 0 2
6 Mar 9816.00 128.25 -34.25 - 0 0 2
5 Mar 9804.50 128.25 -34.25 - 0 0 0
4 Mar 9652.50 128.25 -34.25 - 0 0 2
2 Mar 9776.00 128.25 -34.25 - 0 2 0
27 Feb 9972.50 128.25 -34.25 21.93 2 0 0
19 Feb 9729.00 - - - 0 0 0
18 Feb 9980.00 0 0 4.18 0 0 0
17 Feb 9826.50 0 0 4.21 0 0 0
16 Feb 9697.50 - - - 0 0 0
13 Feb 9760.00 0 0 4.17 0 0 0
12 Feb 9840.00 0 0 3.91 0 0 0
11 Feb 9869.50 0 0 3.68 0 0 0
10 Feb 9774.00 0 0 3.93 0 0 0
4 Feb 9639.00 - - - 0 0 0
3 Feb 9595.50 0 0 - 0 0 0
2 Feb 9496.50 - - - 0 0 0
1 Feb 9499.50 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 28APR2026

Delta for 10800 CE is 0.02

Historical price for 10800 CE is as follows

On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 4.2, which was -124.05 lower than the previous day. The implied volatity was 34.59, the open interest changed by 0 which decreased total open position to 2


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 128.25, which was -34.25 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 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 128.25, which was -34.25 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 128.25, which was -34.25 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 128.25, which was -34.25 lower 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 128.25, which was -34.25 lower 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 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 128.25, which was -34.25 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 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0


On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 128.25, which was -34.25 lower than the previous day. The implied volatity was 21.93, the open interest changed by 0 which decreased total open position to 0


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.21, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.93, the open interest changed by 0 which decreased total open position to 0


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BAJAJ-AUTO was trading at 9499.50. 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


BAJAJ-AUTO 28-Apr-2026 (24d) 10800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
2 Apr 8758.50 1305.1 0 - 0 0 0
1 Apr 8895.50 1305.1 0 - 0 0 0
30 Mar 8781.50 1305.1 0 - 0 0 0
27 Mar 8901.00 1305.1 0 - 0 0 0
25 Mar 9048.50 1305.1 0 - 0 0 0
24 Mar 8898.00 1305.1 0 - 0 0 0
23 Mar 8776.00 1305.1 0 - 0 0 0
20 Mar 9051.00 1305.1 0 - 0 0 0
19 Mar 8868.50 1305.1 0 - 0 0 0
18 Mar 9271.00 1305.1 0 - 0 0 0
17 Mar 9110.00 1305.1 0 - 0 0 0
16 Mar 9073.00 1305.1 0 - 0 0 0
13 Mar 8875.00 1305.1 0 - 0 0 0
12 Mar 9162.00 1305.1 0 - 0 0 0
11 Mar 9327.50 1305.1 0 - 0 0 0
10 Mar 9610.00 1305.1 0 - 0 0 0
9 Mar 9383.00 1305.1 0 - 0 0 0
6 Mar 9816.00 1305.1 0 - 0 0 0
5 Mar 9804.50 1305.1 0 - 0 0 0
4 Mar 9652.50 1305.1 0 - 0 0 0
2 Mar 9776.00 1305.1 0 - 0 0 0
27 Feb 9972.50 1305.1 0 - 0 0 0
19 Feb 9729.00 - - - 0 0 0
18 Feb 9980.00 0 0 - 0 0 0
17 Feb 9826.50 0 0 - 0 0 0
16 Feb 9697.50 - - - 0 0 0
13 Feb 9760.00 0 0 - 0 0 0
12 Feb 9840.00 0 0 - 0 0 0
11 Feb 9869.50 0 0 - 0 0 0
10 Feb 9774.00 0 0 - 0 0 0
4 Feb 9639.00 - - - 0 0 0
3 Feb 9595.50 0 0 - 0 0 0
2 Feb 9496.50 - - - 0 0 0
1 Feb 9499.50 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 10800 expiring on 28APR2026

Delta for 10800 PE is -

Historical price for 10800 PE is as follows

On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 1305.1, 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 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Feb BAJAJ-AUTO was trading at 9980.00. 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 Feb BAJAJ-AUTO was trading at 9826.50. 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 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Feb BAJAJ-AUTO was trading at 9760.00. 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 12 Feb BAJAJ-AUTO was trading at 9840.00. 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 11 Feb BAJAJ-AUTO was trading at 9869.50. 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 10 Feb BAJAJ-AUTO was trading at 9774.00. 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 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BAJAJ-AUTO was trading at 9499.50. 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