BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 11200 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.44
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9576.00 | 0.35 | -0.6 | 49.57 | 38 | 11 | 60 | |||||||||
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| 23 Apr | 9550.50 | 0.95 | 0.04999999999999993 | 52.46 | 9 | 0 | 47 | |||||||||
| 22 Apr | 9602.00 | 0.9 | 0 | 43.39 | 13 | -2 | 47 | |||||||||
| 21 Apr | 9793.00 | 0.9 | -0.65 | 36.51 | 10 | 0 | 56 | |||||||||
| 20 Apr | 9803.00 | 1.5 | -1.75 | 36.74 | 17 | -10 | 55 | |||||||||
| 17 Apr | 9773.50 | 3.3 | -0.20000000000000018 | 35.51 | 47 | -2 | 55 | |||||||||
| 16 Apr | 9825.00 | 3.4 | -0.6499999999999999 | 32.32 | 140 | -1 | 53 | |||||||||
| 15 Apr | 9865.00 | 4 | -2.3499999999999996 | 31.04 | 88 | -10 | 55 | |||||||||
| 13 Apr | 9816.00 | 6.9 | 0 | 33.06 | 219 | 55 | 66 | |||||||||
| 10 Apr | 9813.50 | 6.9 | 4.2 | 29.53 | 20 | -2 | 11 | |||||||||
| 9 Apr | 9517.00 | 2.7 | 0 | 30.19 | 2 | 0 | 15 | |||||||||
| 8 Apr | 9366.00 | 2.7 | -12.3 | 31.85 | 5 | 1 | 16 | |||||||||
| 7 Apr | 9049.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 6 Apr | 8942.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 2 Apr | 8758.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 1 Apr | 8895.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 30 Mar | 8781.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 27 Mar | 8901.00 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 25 Mar | 9048.50 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 24 Mar | 8898.00 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 23 Mar | 8776.00 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 20 Mar | 9051.00 | 15 | -5 | - | 0 | 0 | 15 | |||||||||
| 19 Mar | 8868.50 | 15 | -5 | 35.97 | 2 | 1 | 14 | |||||||||
| 18 Mar | 9271.00 | 20 | 10 | 31.81 | 2 | 0 | 11 | |||||||||
| 17 Mar | 9110.00 | 10 | -39.9 | - | 2 | 0 | 11 | |||||||||
| 16 Mar | 9073.00 | 10 | -39.9 | 30.18 | 2 | 0 | 13 | |||||||||
| 13 Mar | 8875.00 | 49.9 | -0.1 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 49.9 | -0.1 | - | 0 | 0 | 13 | |||||||||
| 11 Mar | 9327.50 | 49.9 | -0.1 | - | 0 | 0 | 13 | |||||||||
| 10 Mar | 9610.00 | 49.9 | -0.1 | - | 0 | 0 | 13 | |||||||||
| 9 Mar | 9383.00 | 49.9 | -0.1 | - | 0 | 0 | 13 | |||||||||
| 6 Mar | 9816.00 | 49.9 | -0.1 | - | 0 | 0 | 13 | |||||||||
| 5 Mar | 9804.50 | 49.9 | -0.1 | 24.47 | 1 | 0 | 13 | |||||||||
| 4 Mar | 9652.50 | 50 | -22.05 | - | 4 | 0 | 13 | |||||||||
| 2 Mar | 9776.00 | 50 | -22.05 | 24.33 | 4 | 0 | 13 | |||||||||
| 27 Feb | 9972.50 | 72.05 | -29.5 | 23.35 | 14 | 13 | 13 | |||||||||
For Bajaj Auto Limited - strike price 11200 expiring on 28APR2026
Delta for 11200 CE is 0
Historical price for 11200 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 0.35, which was -0.6 lower than the previous day. The implied volatity was 49.57, the open interest changed by 11 which increased total open position to 60
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 0.95, which was 0.04999999999999993 higher than the previous day. The implied volatity was 52.46, the open interest changed by 0 which decreased total open position to 47
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 43.39, the open interest changed by -2 which decreased total open position to 47
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 36.51, the open interest changed by 0 which decreased total open position to 56
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 1.5, which was -1.75 lower than the previous day. The implied volatity was 36.74, the open interest changed by -10 which decreased total open position to 55
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 3.3, which was -0.20000000000000018 lower than the previous day. The implied volatity was 35.51, the open interest changed by -2 which decreased total open position to 55
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 3.4, which was -0.6499999999999999 lower than the previous day. The implied volatity was 32.32, the open interest changed by -1 which decreased total open position to 53
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 4, which was -2.3499999999999996 lower than the previous day. The implied volatity was 31.04, the open interest changed by -10 which decreased total open position to 55
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 6.9, which was 0 lower than the previous day. The implied volatity was 33.06, the open interest changed by 55 which increased total open position to 66
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 6.9, which was 4.2 higher than the previous day. The implied volatity was 29.53, the open interest changed by -2 which decreased total open position to 11
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 2.7, which was 0 lower than the previous day. The implied volatity was 30.19, the open interest changed by 0 which decreased total open position to 15
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 2.7, which was -12.3 lower than the previous day. The implied volatity was 31.85, the open interest changed by 1 which increased total open position to 16
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 15, which was -5 lower than the previous day. The implied volatity was 35.97, the open interest changed by 1 which increased total open position to 14
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 20, which was 10 higher than the previous day. The implied volatity was 31.81, the open interest changed by 0 which decreased total open position to 11
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 10, which was -39.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 10, which was -39.9 lower than the previous day. The implied volatity was 30.18, the open interest changed by 0 which decreased total open position to 13
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 49.9, which was -0.1 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 49.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 49.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 49.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 49.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 49.9, which was -0.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 49.9, which was -0.1 lower than the previous day. The implied volatity was 24.47, the open interest changed by 0 which decreased total open position to 13
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 50, which was -22.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 50, which was -22.05 lower than the previous day. The implied volatity was 24.33, the open interest changed by 0 which decreased total open position to 13
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 72.05, which was -29.5 lower than the previous day. The implied volatity was 23.35, the open interest changed by 13 which increased total open position to 13
| BAJAJ-AUTO 28-Apr-2026 (4d) 11200 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9576.00 | 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 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 9049.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 8942.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 8758.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 8895.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 8781.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 8901.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 9048.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 8898.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 8776.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 9051.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 8868.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 9271.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 9110.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 9073.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 9327.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 9610.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9383.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9816.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 1638.05 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 1638.05 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 11200 expiring on 28APR2026
Delta for 11200 PE is -
Historical price for 11200 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. 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 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 1638.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
