BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 01:39 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 11000 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.58
Gamma: 0.00002
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9545.00 | 0.5 | -0.15000000000000002 | 46.48 | 45 | -21 | 325 | |||||||||
| 23 Apr | 9550.50 | 0.8 | -0.30000000000000004 | 44.52 | 184 | -84 | 346 | |||||||||
| 22 Apr | 9602.00 | 1 | -0.3500000000000001 | 40.6 | 80 | -20 | 431 | |||||||||
| 21 Apr | 9793.00 | 1.5 | -1.0499999999999998 | 34.08 | 68 | -14 | 451 | |||||||||
| 20 Apr | 9803.00 | 2.25 | -1.35 | 35.22 | 167 | -46 | 463 | |||||||||
| 17 Apr | 9773.50 | 3.85 | -1.0500000000000003 | 32.21 | 319 | 151 | 508 | |||||||||
| 16 Apr | 9825.00 | 4.85 | -1.9500000000000002 | 30.19 | 978 | -82 | 356 | |||||||||
| 15 Apr | 9865.00 | 6.4 | -2.049999999999999 | 29.38 | 616 | 118 | 440 | |||||||||
| 13 Apr | 9816.00 | 8.6 | 0.40000000000000036 | 30.43 | 1,756 | 59 | 321 | |||||||||
| 10 Apr | 9813.50 | 8.8 | 3.950000000000001 | 27.05 | 968 | 8 | 266 | |||||||||
| 9 Apr | 9517.00 | 5.15 | 0.95 | 29.83 | 1,108 | -43 | 261 | |||||||||
| 8 Apr | 9366.00 | 4.05 | -0.45 | 30.61 | 781 | 58 | 306 | |||||||||
| 7 Apr | 9049.50 | 3.6 | -0.2 | 35.35 | 765 | 125 | 246 | |||||||||
| 6 Apr | 8942.50 | 3.75 | 0.25 | 36.24 | 259 | 31 | 122 | |||||||||
| 2 Apr | 8758.50 | 3.6 | -2.35 | 36.49 | 781 | -51 | 93 | |||||||||
| 1 Apr | 8895.50 | 5.75 | -2.65 | 35.65 | 1,100 | 102 | 145 | |||||||||
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| 30 Mar | 8781.50 | 8.45 | -6.5 | 38.5 | 21 | 10 | 43 | |||||||||
| 27 Mar | 8901.00 | 14.95 | 0 | - | 0 | 0 | 33 | |||||||||
| 25 Mar | 9048.50 | 14.95 | 0 | 33.83 | 8 | 0 | 26 | |||||||||
| 24 Mar | 8898.00 | 14.95 | 1.95 | 35.9 | 6 | 0 | 20 | |||||||||
| 23 Mar | 8776.00 | 13 | 3.95 | 36.49 | 14 | 0 | 22 | |||||||||
| 20 Mar | 9051.00 | 9.05 | -5 | 28.55 | 6 | 0 | 21 | |||||||||
| 19 Mar | 8868.50 | 14.05 | 0 | - | 0 | 0 | 21 | |||||||||
| 18 Mar | 9271.00 | 14.05 | 0 | - | 0 | 0 | 21 | |||||||||
| 17 Mar | 9110.00 | 14.05 | 0 | - | 10 | 0 | 21 | |||||||||
| 16 Mar | 9073.00 | 14.05 | 0 | 29.35 | 10 | 4 | 16 | |||||||||
| 13 Mar | 8875.00 | 14.05 | -9.95 | - | 0 | -1 | 0 | |||||||||
| 12 Mar | 9162.00 | 14.05 | -9.95 | 26.78 | 3 | -1 | 12 | |||||||||
| 11 Mar | 9327.50 | 23 | -17 | 26.47 | 15 | 2 | 17 | |||||||||
| 10 Mar | 9610.00 | 40 | 10.3 | 25.15 | 2 | 0 | 15 | |||||||||
| 9 Mar | 9383.00 | 29.7 | -40.4 | 26.19 | 29 | -7 | 16 | |||||||||
| 6 Mar | 9816.00 | 70.1 | 0.1 | - | 0 | 0 | 23 | |||||||||
| 5 Mar | 9804.50 | 70.1 | 0.1 | - | 23 | 19 | 0 | |||||||||
| 4 Mar | 9652.50 | 70.1 | 0.1 | 26.7 | 23 | 3 | 7 | |||||||||
| 2 Mar | 9776.00 | 70 | -40 | 24.06 | 4 | 0 | 1 | |||||||||
| 27 Feb | 9972.50 | 110 | -18.95 | - | 1 | 0 | 1 | |||||||||
For Bajaj Auto Limited - strike price 11000 expiring on 28APR2026
Delta for 11000 CE is 0
Historical price for 11000 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 0.5, which was -0.15000000000000002 lower than the previous day. The implied volatity was 46.48, the open interest changed by -21 which decreased total open position to 325
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 0.8, which was -0.30000000000000004 lower than the previous day. The implied volatity was 44.52, the open interest changed by -84 which decreased total open position to 346
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 1, which was -0.3500000000000001 lower than the previous day. The implied volatity was 40.6, the open interest changed by -20 which decreased total open position to 431
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 1.5, which was -1.0499999999999998 lower than the previous day. The implied volatity was 34.08, the open interest changed by -14 which decreased total open position to 451
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 2.25, which was -1.35 lower than the previous day. The implied volatity was 35.22, the open interest changed by -46 which decreased total open position to 463
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 3.85, which was -1.0500000000000003 lower than the previous day. The implied volatity was 32.21, the open interest changed by 151 which increased total open position to 508
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 4.85, which was -1.9500000000000002 lower than the previous day. The implied volatity was 30.19, the open interest changed by -82 which decreased total open position to 356
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 6.4, which was -2.049999999999999 lower than the previous day. The implied volatity was 29.38, the open interest changed by 118 which increased total open position to 440
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 8.6, which was 0.40000000000000036 higher than the previous day. The implied volatity was 30.43, the open interest changed by 59 which increased total open position to 321
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 8.8, which was 3.950000000000001 higher than the previous day. The implied volatity was 27.05, the open interest changed by 8 which increased total open position to 266
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 5.15, which was 0.95 higher than the previous day. The implied volatity was 29.83, the open interest changed by -43 which decreased total open position to 261
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 4.05, which was -0.45 lower than the previous day. The implied volatity was 30.61, the open interest changed by 58 which increased total open position to 306
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 3.6, which was -0.2 lower than the previous day. The implied volatity was 35.35, the open interest changed by 125 which increased total open position to 246
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 3.75, which was 0.25 higher than the previous day. The implied volatity was 36.24, the open interest changed by 31 which increased total open position to 122
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 3.6, which was -2.35 lower than the previous day. The implied volatity was 36.49, the open interest changed by -51 which decreased total open position to 93
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 5.75, which was -2.65 lower than the previous day. The implied volatity was 35.65, the open interest changed by 102 which increased total open position to 145
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 8.45, which was -6.5 lower than the previous day. The implied volatity was 38.5, the open interest changed by 10 which increased total open position to 43
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 14.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 14.95, which was 0 lower than the previous day. The implied volatity was 33.83, the open interest changed by 0 which decreased total open position to 26
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 14.95, which was 1.95 higher than the previous day. The implied volatity was 35.9, the open interest changed by 0 which decreased total open position to 20
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 13, which was 3.95 higher than the previous day. The implied volatity was 36.49, the open interest changed by 0 which decreased total open position to 22
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 9.05, which was -5 lower than the previous day. The implied volatity was 28.55, the open interest changed by 0 which decreased total open position to 21
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 14.05, which was 0 lower than the previous day. The implied volatity was 29.35, the open interest changed by 4 which increased total open position to 16
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 14.05, which was -9.95 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 14.05, which was -9.95 lower than the previous day. The implied volatity was 26.78, the open interest changed by -1 which decreased total open position to 12
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 23, which was -17 lower than the previous day. The implied volatity was 26.47, the open interest changed by 2 which increased total open position to 17
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 40, which was 10.3 higher than the previous day. The implied volatity was 25.15, the open interest changed by 0 which decreased total open position to 15
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 29.7, which was -40.4 lower than the previous day. The implied volatity was 26.19, the open interest changed by -7 which decreased total open position to 16
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 70.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 23
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 70.1, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by 19 which increased total open position to 0
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 70.1, which was 0.1 higher than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 7
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 70, which was -40 lower than the previous day. The implied volatity was 24.06, the open interest changed by 0 which decreased total open position to 1
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 110, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
| BAJAJ-AUTO 28-Apr-2026 (4d) 11000 PE | |||||||
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Delta: -0.96
Vega: 0.01
Theta: -5.63
Gamma: 0.00013
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9545.00 | 1360 | -75 | 66.88 | 3 | -2 | 24 |
| 23 Apr | 9550.50 | 1435 | 74.70000000000005 | 41.81 | 7 | -4 | 27 |
| 22 Apr | 9602.00 | 1378 | 163 | 40.42 | 5 | -1 | 31 |
| 21 Apr | 9793.00 | 1215 | 1215 | - | 0 | 0 | 32 |
| 20 Apr | 9803.00 | 1215 | 1215 | - | 0 | 0 | 32 |
| 17 Apr | 9773.50 | 1215 | 1215 | - | 0 | 0 | 32 |
| 16 Apr | 9825.00 | 1215 | 12 | 31.46 | 2 | 1 | 32 |
| 15 Apr | 9865.00 | 1203 | 1203 | - | 0 | 0 | 31 |
| 13 Apr | 9816.00 | 1203 | -18.299999999999955 | 43.67 | 3 | 1 | 30 |
| 10 Apr | 9813.50 | 1221.3 | -993.7 | 33.67 | 4 | 0 | 28 |
| 9 Apr | 9517.00 | 2215 | 115 | - | 0 | 0 | 28 |
| 8 Apr | 9366.00 | 2215 | 115 | - | 0 | 0 | 28 |
| 7 Apr | 9049.50 | 2215 | 115 | - | 0 | 0 | 28 |
| 6 Apr | 8942.50 | 2215 | 115 | - | 0 | 0 | 28 |
| 2 Apr | 8758.50 | 2215 | 115 | - | 0 | 0 | 28 |
| 1 Apr | 8895.50 | 2215 | 115 | - | 0 | 0 | 28 |
| 30 Mar | 8781.50 | 2215 | 115 | 60.12 | 12 | 8 | 24 |
| 27 Mar | 8901.00 | 2100 | 200 | 56.07 | 14 | 8 | 16 |
| 25 Mar | 9048.50 | 1900 | -120 | 43.81 | 1 | 0 | 8 |
| 24 Mar | 8898.00 | 2020 | 471.4 | 40.21 | 1 | 0 | 8 |
| 23 Mar | 8776.00 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 20 Mar | 9051.00 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 19 Mar | 8868.50 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 18 Mar | 9271.00 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 17 Mar | 9110.00 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 16 Mar | 9073.00 | 1548.6 | 80.1 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 1548.6 | 80.1 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 1548.6 | 80.1 | - | 0 | 0 | 8 |
| 11 Mar | 9327.50 | 1548.6 | 80.1 | 23.43 | 11 | 6 | 6 |
| 10 Mar | 9610.00 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9383.00 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9816.00 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 1468.5 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 1468.5 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 11000 expiring on 28APR2026
Delta for 11000 PE is -0.96
Historical price for 11000 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 1360, which was -75 lower than the previous day. The implied volatity was 66.88, the open interest changed by -2 which decreased total open position to 24
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 1435, which was 74.70000000000005 higher than the previous day. The implied volatity was 41.81, the open interest changed by -4 which decreased total open position to 27
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 1378, which was 163 higher than the previous day. The implied volatity was 40.42, the open interest changed by -1 which decreased total open position to 31
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 1215, which was 1215 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 1215, which was 1215 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 1215, which was 1215 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 32
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 1215, which was 12 higher than the previous day. The implied volatity was 31.46, the open interest changed by 1 which increased total open position to 32
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 1203, which was 1203 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 1203, which was -18.299999999999955 lower than the previous day. The implied volatity was 43.67, the open interest changed by 1 which increased total open position to 30
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 1221.3, which was -993.7 lower than the previous day. The implied volatity was 33.67, the open interest changed by 0 which decreased total open position to 28
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 2215, which was 115 higher than the previous day. The implied volatity was 60.12, the open interest changed by 8 which increased total open position to 24
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 2100, which was 200 higher than the previous day. The implied volatity was 56.07, the open interest changed by 8 which increased total open position to 16
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 1900, which was -120 lower than the previous day. The implied volatity was 43.81, the open interest changed by 0 which decreased total open position to 8
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 2020, which was 471.4 higher than the previous day. The implied volatity was 40.21, the open interest changed by 0 which decreased total open position to 8
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 1548.6, which was 80.1 higher 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 1548.6, which was 80.1 higher 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 1548.6, which was 80.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 1548.6, which was 80.1 higher than the previous day. The implied volatity was 23.43, the open interest changed by 6 which increased total open position to 6
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 1468.5, 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 1468.5, 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 1468.5, 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 1468.5, 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 1468.5, 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 1468.5, 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 1468.5, 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
