BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 01:39 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 11400 CE | ||||||||||||||||
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Delta: 0
Vega: 0
Theta: -0.39
Gamma: 0.00001
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9545.00 | 0.3 | 0.04999999999999999 | 54.24 | 2 | -1 | 68 | |||||||||
| 23 Apr | 9550.50 | 0.25 | 0 | 48.86 | 2 | 0 | 71 | |||||||||
| 22 Apr | 9602.00 | 0.25 | -0.6 | 42.31 | 36 | -4 | 71 | |||||||||
| 21 Apr | 9793.00 | 0.85 | -0.29999999999999993 | 40.62 | 21 | -14 | 75 | |||||||||
| 20 Apr | 9803.00 | 1.15 | -1.4 | 38.47 | 53 | -1 | 89 | |||||||||
| 17 Apr | 9773.50 | 2.5 | -0.7000000000000002 | 37.98 | 142 | 20 | 90 | |||||||||
| 16 Apr | 9825.00 | 2.6 | -1.6 | 35.52 | 16 | -1 | 69 | |||||||||
| 15 Apr | 9865.00 | 4.2 | 0.20000000000000018 | 35.18 | 22 | 13 | 69 | |||||||||
| 13 Apr | 9816.00 | 4 | -0.5 | 32.98 | 28 | 6 | 55 | |||||||||
| 10 Apr | 9813.50 | 4.5 | 1.7000000000000002 | 30.66 | 10 | 1 | 50 | |||||||||
| 9 Apr | 9517.00 | 2.8 | 0.3 | 33.25 | 21 | 2 | 50 | |||||||||
| 8 Apr | 9366.00 | 2.5 | 0 | - | 0 | 0 | 48 | |||||||||
| 7 Apr | 9049.50 | 2.5 | 0 | - | 0 | 0 | 48 | |||||||||
| 6 Apr | 8942.50 | 2.5 | 0 | 39.69 | 1 | 0 | 47 | |||||||||
| 2 Apr | 8758.50 | 2.5 | -1.75 | 39.33 | 67 | 8 | 57 | |||||||||
| 1 Apr | 8895.50 | 4.25 | -2.75 | 39.14 | 82 | 8 | 51 | |||||||||
| 30 Mar | 8781.50 | 7 | -0.95 | - | 0 | 0 | 43 | |||||||||
| 27 Mar | 8901.00 | 7 | -0.95 | 38.16 | 33 | 22 | 42 | |||||||||
| 25 Mar | 9048.50 | 7.95 | 0 | 35.2 | 9 | 0 | 11 | |||||||||
| 24 Mar | 8898.00 | 7.95 | -1.05 | 36.74 | 3 | 0 | 11 | |||||||||
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| 23 Mar | 8776.00 | 9 | 0 | 39 | 1 | 0 | 11 | |||||||||
| 20 Mar | 9051.00 | 9 | 1 | - | 0 | 0 | 11 | |||||||||
| 19 Mar | 8868.50 | 9 | 1 | - | 0 | 0 | 11 | |||||||||
| 18 Mar | 9271.00 | 9 | 1 | - | 0 | 0 | 11 | |||||||||
| 17 Mar | 9110.00 | 9 | 1 | - | 5 | 0 | 11 | |||||||||
| 16 Mar | 9073.00 | 9 | 1 | 31.8 | 5 | 1 | 10 | |||||||||
| 13 Mar | 8875.00 | 8 | -43.6 | 32.14 | 5 | 1 | 9 | |||||||||
| 12 Mar | 9162.00 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 11 Mar | 9327.50 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 10 Mar | 9610.00 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 9 Mar | 9383.00 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 6 Mar | 9816.00 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 5 Mar | 9804.50 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 4 Mar | 9652.50 | 51.6 | -27.75 | - | 0 | 0 | 8 | |||||||||
| 2 Mar | 9776.00 | 51.6 | -27.75 | - | 8 | 8 | 7 | |||||||||
| 27 Feb | 9972.50 | 51.6 | -27.75 | 23.58 | 8 | 7 | 7 | |||||||||
For Bajaj Auto Limited - strike price 11400 expiring on 28APR2026
Delta for 11400 CE is 0
Historical price for 11400 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 0.3, which was 0.04999999999999999 higher than the previous day. The implied volatity was 54.24, the open interest changed by -1 which decreased total open position to 68
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 48.86, the open interest changed by 0 which decreased total open position to 71
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 0.25, which was -0.6 lower than the previous day. The implied volatity was 42.31, the open interest changed by -4 which decreased total open position to 71
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 0.85, which was -0.29999999999999993 lower than the previous day. The implied volatity was 40.62, the open interest changed by -14 which decreased total open position to 75
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 1.15, which was -1.4 lower than the previous day. The implied volatity was 38.47, the open interest changed by -1 which decreased total open position to 89
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 2.5, which was -0.7000000000000002 lower than the previous day. The implied volatity was 37.98, the open interest changed by 20 which increased total open position to 90
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 2.6, which was -1.6 lower than the previous day. The implied volatity was 35.52, the open interest changed by -1 which decreased total open position to 69
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 4.2, which was 0.20000000000000018 higher than the previous day. The implied volatity was 35.18, the open interest changed by 13 which increased total open position to 69
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 4, which was -0.5 lower than the previous day. The implied volatity was 32.98, the open interest changed by 6 which increased total open position to 55
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 4.5, which was 1.7000000000000002 higher than the previous day. The implied volatity was 30.66, the open interest changed by 1 which increased total open position to 50
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 2.8, which was 0.3 higher than the previous day. The implied volatity was 33.25, the open interest changed by 2 which increased total open position to 50
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 39.69, the open interest changed by 0 which decreased total open position to 47
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 2.5, which was -1.75 lower than the previous day. The implied volatity was 39.33, the open interest changed by 8 which increased total open position to 57
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 4.25, which was -2.75 lower than the previous day. The implied volatity was 39.14, the open interest changed by 8 which increased total open position to 51
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 7, which was -0.95 lower than the previous day. The implied volatity was 38.16, the open interest changed by 22 which increased total open position to 42
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 7.95, which was 0 lower than the previous day. The implied volatity was 35.2, the open interest changed by 0 which decreased total open position to 11
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 7.95, which was -1.05 lower than the previous day. The implied volatity was 36.74, the open interest changed by 0 which decreased total open position to 11
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 39, the open interest changed by 0 which decreased total open position to 11
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 9, which was 1 higher than the previous day. The implied volatity was -, 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 9, which was 1 higher 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 9, which was 1 higher than the previous day. The implied volatity was 31.8, the open interest changed by 1 which increased total open position to 10
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 8, which was -43.6 lower than the previous day. The implied volatity was 32.14, the open interest changed by 1 which increased total open position to 9
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 51.6, which was -27.75 lower 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 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 7
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 51.6, which was -27.75 lower than the previous day. The implied volatity was 23.58, the open interest changed by 7 which increased total open position to 7
| BAJAJ-AUTO 28-Apr-2026 (4d) 11400 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 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 9049.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 6 Apr | 8942.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 8758.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 8895.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 8781.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 8901.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 9048.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 8898.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 8776.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 9051.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 8868.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 9271.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 9110.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 9073.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 9327.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 10 Mar | 9610.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 9 Mar | 9383.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 6 Mar | 9816.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 5 Mar | 9804.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 4 Mar | 9652.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 2 Mar | 9776.00 | 1812.75 | 0 | - | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 1812.75 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 11400 expiring on 28APR2026
Delta for 11400 PE is -
Historical price for 11400 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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 1812.75, 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
