BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 8200 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 24 Apr | 9576.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 23 Apr | 9550.50 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 22 Apr | 9602.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 21 Apr | 9793.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 20 Apr | 9803.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 17 Apr | 9773.50 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 16 Apr | 9825.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 15 Apr | 9865.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 13 Apr | 9816.00 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 10 Apr | 9813.50 | 806.6 | 0 | - | 0 | 0 | 5 | |||||||||
| 9 Apr | 9517.00 | 806.6 | 229.6 | - | 0 | 0 | 5 | |||||||||
| 8 Apr | 9366.00 | 806.6 | 229.6 | - | 0 | 0 | 5 | |||||||||
| 7 Apr | 9049.50 | 806.6 | 229.6 | - | 0 | 0 | 5 | |||||||||
| 6 Apr | 8942.50 | 806.6 | 229.6 | 22 | 6 | 3 | 4 | |||||||||
| 2 Apr | 8758.50 | 577 | -914.05 | 14.89 | 1 | 0 | 0 | |||||||||
| 1 Apr | 8895.50 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Mar | 8781.50 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 8901.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Mar | 9048.50 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Mar | 8898.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 8776.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 9051.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 8868.50 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 9271.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 9110.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 9073.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 8875.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 9327.50 | 1491.05 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8200 expiring on 28APR2026
Delta for 8200 CE is -
Historical price for 8200 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 806.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 806.6, which was 229.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 806.6, which was 229.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 806.6, which was 229.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 806.6, which was 229.6 higher than the previous day. The implied volatity was 22, the open interest changed by 3 which increased total open position to 4
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 577, which was -914.05 lower than the previous day. The implied volatity was 14.89, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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 1491.05, 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
| BAJAJ-AUTO 28-Apr-2026 (4d) 8200 PE | |||||||
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Delta: -0.01
Vega: 0
Theta: -0.19
Gamma: 0.00003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9576.00 | 1.45 | -0.19999999999999996 | 59.36 | 67 | 10 | 200 |
| 23 Apr | 9550.50 | 1.55 | -1.95 | 52.67 | 112 | -54 | 191 |
| 22 Apr | 9602.00 | 3.35 | 0.050000000000000266 | 55.05 | 253 | 51 | 239 |
| 21 Apr | 9793.00 | 3.3 | -0.4500000000000002 | 56.64 | 768 | 1 | 188 |
| 20 Apr | 9803.00 | 3.25 | -2.75 | 51.75 | 1,336 | -126 | 191 |
| 17 Apr | 9773.50 | 6 | -1.4000000000000004 | 49.73 | 14 | 1 | 317 |
| 16 Apr | 9825.00 | 7.4 | -1.1999999999999993 | 50.17 | 24 | 0 | 316 |
| 15 Apr | 9865.00 | 8.7 | -3.700000000000001 | 50.23 | 13 | 2 | 316 |
| 13 Apr | 9816.00 | 12.4 | 1.0999999999999996 | 48.48 | 436 | -17 | 314 |
| 10 Apr | 9813.50 | 12.5 | -2.9499999999999993 | 45.27 | 112 | 36 | 333 |
| 9 Apr | 9517.00 | 15.85 | -1.3 | 40.41 | 133 | 9 | 296 |
| 8 Apr | 9366.00 | 17.2 | -38.9 | 37.02 | 396 | -11 | 285 |
| 7 Apr | 9049.50 | 55.75 | -17.65 | 39.25 | 273 | 62 | 297 |
| 6 Apr | 8942.50 | 72.4 | -51.15 | 39.31 | 383 | -22 | 236 |
| 2 Apr | 8758.50 | 123.85 | 27.1 | 38.21 | 366 | 15 | 257 |
| 1 Apr | 8895.50 | 96.9 | -78.3 | 38.01 | 364 | -1 | 237 |
| 30 Mar | 8781.50 | 175.9 | 25.9 | 43.86 | 310 | 33 | 239 |
| 27 Mar | 8901.00 | 150 | 47.15 | 42.54 | 71 | 17 | 212 |
| 25 Mar | 9048.50 | 101 | -31.9 | 38.92 | 106 | 39 | 195 |
| 24 Mar | 8898.00 | 130.1 | -57.05 | 38.71 | 541 | 114 | 156 |
| 23 Mar | 8776.00 | 186 | 82.15 | 41.57 | 13 | 5 | 41 |
| 20 Mar | 9051.00 | 103.85 | 3.85 | 37.64 | 47 | 18 | 35 |
| 19 Mar | 8868.50 | 100 | 35 | - | 0 | 0 | 17 |
| 18 Mar | 9271.00 | 100 | 35 | - | 0 | 0 | 17 |
| 17 Mar | 9110.00 | 100 | 35 | - | 8 | 0 | 17 |
| 16 Mar | 9073.00 | 100 | 35 | - | 8 | 5 | 17 |
| 13 Mar | 8875.00 | 100 | 35 | 30.33 | 8 | 5 | 17 |
| 12 Mar | 9162.00 | 65 | -0.4 | 30.98 | 4 | 2 | 10 |
| 11 Mar | 9327.50 | 65.4 | -8.1 | 33.86 | 8 | 7 | 7 |
For Bajaj Auto Limited - strike price 8200 expiring on 28APR2026
Delta for 8200 PE is -0.01
Historical price for 8200 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 1.45, which was -0.19999999999999996 lower than the previous day. The implied volatity was 59.36, the open interest changed by 10 which increased total open position to 200
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 1.55, which was -1.95 lower than the previous day. The implied volatity was 52.67, the open interest changed by -54 which decreased total open position to 191
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 3.35, which was 0.050000000000000266 higher than the previous day. The implied volatity was 55.05, the open interest changed by 51 which increased total open position to 239
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 3.3, which was -0.4500000000000002 lower than the previous day. The implied volatity was 56.64, the open interest changed by 1 which increased total open position to 188
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 3.25, which was -2.75 lower than the previous day. The implied volatity was 51.75, the open interest changed by -126 which decreased total open position to 191
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 6, which was -1.4000000000000004 lower than the previous day. The implied volatity was 49.73, the open interest changed by 1 which increased total open position to 317
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 7.4, which was -1.1999999999999993 lower than the previous day. The implied volatity was 50.17, the open interest changed by 0 which decreased total open position to 316
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 8.7, which was -3.700000000000001 lower than the previous day. The implied volatity was 50.23, the open interest changed by 2 which increased total open position to 316
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 12.4, which was 1.0999999999999996 higher than the previous day. The implied volatity was 48.48, the open interest changed by -17 which decreased total open position to 314
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 12.5, which was -2.9499999999999993 lower than the previous day. The implied volatity was 45.27, the open interest changed by 36 which increased total open position to 333
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 15.85, which was -1.3 lower than the previous day. The implied volatity was 40.41, the open interest changed by 9 which increased total open position to 296
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 17.2, which was -38.9 lower than the previous day. The implied volatity was 37.02, the open interest changed by -11 which decreased total open position to 285
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 55.75, which was -17.65 lower than the previous day. The implied volatity was 39.25, the open interest changed by 62 which increased total open position to 297
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 72.4, which was -51.15 lower than the previous day. The implied volatity was 39.31, the open interest changed by -22 which decreased total open position to 236
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 123.85, which was 27.1 higher than the previous day. The implied volatity was 38.21, the open interest changed by 15 which increased total open position to 257
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 96.9, which was -78.3 lower than the previous day. The implied volatity was 38.01, the open interest changed by -1 which decreased total open position to 237
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 175.9, which was 25.9 higher than the previous day. The implied volatity was 43.86, the open interest changed by 33 which increased total open position to 239
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 150, which was 47.15 higher than the previous day. The implied volatity was 42.54, the open interest changed by 17 which increased total open position to 212
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 101, which was -31.9 lower than the previous day. The implied volatity was 38.92, the open interest changed by 39 which increased total open position to 195
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 130.1, which was -57.05 lower than the previous day. The implied volatity was 38.71, the open interest changed by 114 which increased total open position to 156
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 186, which was 82.15 higher than the previous day. The implied volatity was 41.57, the open interest changed by 5 which increased total open position to 41
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 103.85, which was 3.85 higher than the previous day. The implied volatity was 37.64, the open interest changed by 18 which increased total open position to 35
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 100, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 100, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 100, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 100, which was 35 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 17
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 100, which was 35 higher than the previous day. The implied volatity was 30.33, the open interest changed by 5 which increased total open position to 17
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 65, which was -0.4 lower than the previous day. The implied volatity was 30.98, the open interest changed by 2 which increased total open position to 10
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 65.4, which was -8.1 lower than the previous day. The implied volatity was 33.86, the open interest changed by 7 which increased total open position to 7
