[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9576 +25.50 (0.27%)
L: 9528 H: 9663

Back to Option Chain


Historical option data for BAJAJ-AUTO

24 Apr 2026 04:10 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 8400 CE
Delta: 0.97
Vega: 0.01
Theta: -5.53
Gamma: 0.0001
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 1240 645.95 66.69 1 0 5
23 Apr 9550.50 594.05 0 - 0 0 5
22 Apr 9602.00 594.05 0 - 0 0 5
21 Apr 9793.00 594.05 0 - 0 0 5
20 Apr 9803.00 594.05 0 - 0 0 5
17 Apr 9773.50 594.05 0 - 0 0 5
16 Apr 9825.00 594.05 0 - 0 0 5
15 Apr 9865.00 594.05 0 - 0 0 5
13 Apr 9816.00 594.05 0 - 0 0 5
10 Apr 9813.50 594.05 0 - 0 0 5
9 Apr 9517.00 594.05 91.9 - 0 0 5
8 Apr 9366.00 594.05 91.9 - 0 0 5
7 Apr 9049.50 594.05 91.9 - 0 0 5
6 Apr 8942.50 594.05 91.9 12.97 3 1 4
2 Apr 8758.50 502.1 -176.1 27.92 3 0 4
1 Apr 8895.50 678.2 127.2 35.97 4 -1 3
30 Mar 8781.50 551 -72.75 29.96 2 1 3
27 Mar 8901.00 623.75 -701.35 - 0 0 2
25 Mar 9048.50 623.75 -701.35 - 0 0 2
24 Mar 8898.00 623.75 -701.35 - 0 0 2
23 Mar 8776.00 623.75 -701.35 32.16 2 0 0
20 Mar 9051.00 1325.1 0 - 0 0 0
19 Mar 8868.50 1325.1 0 - 0 0 0
18 Mar 9271.00 1325.1 0 - 0 0 0
17 Mar 9110.00 1325.1 0 - 0 0 0
16 Mar 9073.00 1325.1 0 - 0 0 0
13 Mar 8875.00 1325.1 0 - 0 0 0
12 Mar 9162.00 1325.1 0 - 0 0 0
11 Mar 9327.50 1325.1 0 - 0 0 0
10 Mar 9610.00 1325.1 0 - 0 0 0
9 Mar 9383.00 1325.1 0 - 0 0 0
6 Mar 9816.00 1325.1 0 - 0 0 0
5 Mar 9804.50 1325.1 0 - 0 0 0
4 Mar 9652.50 1325.1 0 - 0 0 0
2 Mar 9776.00 1325.1 0 - 0 0 0
27 Feb 9972.50 1325.1 0 - 0 0 0
26 Feb 10110.00 1325.1 0 - 0 0 0
25 Feb 10097.00 1325.1 0 - 0 0 0
3 Feb 9595.50 - - - 0 0 0
2 Feb 9496.50 0 0 - 0 0 0
1 Feb 9499.50 0 0 - 0 0 0
30 Jan 9597.50 - - - 0 0 0
29 Jan 9512.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 8400 expiring on 28APR2026

Delta for 8400 CE is 0.97

Historical price for 8400 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 1240, which was 645.95 higher than the previous day. The implied volatity was 66.69, 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 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 594.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 594.05, which was 91.9 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 594.05, which was 91.9 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 594.05, which was 91.9 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 594.05, which was 91.9 higher than the previous day. The implied volatity was 12.97, the open interest changed by 1 which increased total open position to 4


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 502.1, which was -176.1 lower than the previous day. The implied volatity was 27.92, the open interest changed by 0 which decreased total open position to 4


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 678.2, which was 127.2 higher than the previous day. The implied volatity was 35.97, the open interest changed by -1 which decreased total open position to 3


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 551, which was -72.75 lower than the previous day. The implied volatity was 29.96, the open interest changed by 1 which increased total open position to 3


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 623.75, which was -701.35 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 623.75, which was -701.35 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 623.75, which was -701.35 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 623.75, which was -701.35 lower than the previous day. The implied volatity was 32.16, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 1325.1, 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 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 1325.1, 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 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 1325.1, 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 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 2 Feb BAJAJ-AUTO was trading at 9496.50. 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 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


On 30 Jan BAJAJ-AUTO was trading at 9597.50. 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 29 Jan BAJAJ-AUTO was trading at 9512.00. 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


BAJAJ-AUTO 28-Apr-2026 (4d) 8400 PE
Delta: -0.01
Vega: 0
Theta: -0.9
Gamma: 0.00006
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 2.5 -0.04999999999999982 54.86 144 0 796
23 Apr 9550.50 2.1 -2.6999999999999997 46.77 247 -5 796
22 Apr 9602.00 5 -0.20000000000000018 50.85 548 -57 800
21 Apr 9793.00 5.4 0.20000000000000018 53.82 95 -5 857
20 Apr 9803.00 5.2 -2.75 50.87 20 -3 862
17 Apr 9773.50 7.65 -1.4499999999999993 45.17 337 3 867
16 Apr 9825.00 9.8 -1.299999999999999 46.64 25 -2 864
15 Apr 9865.00 11.5 -4.1 47 142 -1 866
13 Apr 9816.00 15.35 0.09999999999999964 44.78 360 -50 868
10 Apr 9813.50 13.75 -10.05 40.99 213 30 920
9 Apr 9517.00 24.35 -3.45 38.66 485 69 887
8 Apr 9366.00 27.3 -59.75 35.4 317 -2 817
7 Apr 9049.50 85.75 -22.2 38.28 758 77 822
6 Apr 8942.50 107.35 -68.65 38.16 500 36 744
2 Apr 8758.50 172.1 33.8 36.82 369 4 708
1 Apr 8895.50 132.55 -96.95 36.21 506 20 705
30 Mar 8781.50 233.25 49.25 42.94 1,099 628 686
27 Mar 8901.00 184 70.3 39.85 18 -1 57
25 Mar 9048.50 113.7 -33.95 34.85 27 8 59
24 Mar 8898.00 147.65 -102.35 34.6 6 1 51
23 Mar 8776.00 250 110.65 41.44 28 5 50
20 Mar 9051.00 141.95 -35.55 36.86 27 3 45
19 Mar 8868.50 177.5 67.55 35.55 18 2 42
18 Mar 9271.00 109.95 -35.05 35.57 15 7 40
17 Mar 9110.00 145 -40 36.91 9 3 33
16 Mar 9073.00 185 -49.85 39.67 2 0 30
13 Mar 8875.00 238 131.6 38.91 131 32 65
12 Mar 9162.00 105.45 20 31.69 4 0 33
11 Mar 9327.50 85.45 40.45 32.34 2 0 31
10 Mar 9610.00 45 30 - 0 0 31
9 Mar 9383.00 45 30 - 0 0 31
6 Mar 9816.00 45 30 - 0 0 31
5 Mar 9804.50 45 30 - 25 16 31
4 Mar 9652.50 45 30 29.79 25 16 31
2 Mar 9776.00 15 -2 - 0 0 15
27 Feb 9972.50 15 -2 - 0 0 15
26 Feb 10110.00 15 -2 - 0 0 15
25 Feb 10097.00 15 -2 27.31 5 0 10
3 Feb 9595.50 - - - 0 0 0
2 Feb 9496.50 0 0 6.25 0 0 0
1 Feb 9499.50 0 0 - 0 0 0
30 Jan 9597.50 - - - 0 0 0
29 Jan 9512.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 8400 expiring on 28APR2026

Delta for 8400 PE is -0.01

Historical price for 8400 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 2.5, which was -0.04999999999999982 lower than the previous day. The implied volatity was 54.86, the open interest changed by 0 which decreased total open position to 796


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 2.1, which was -2.6999999999999997 lower than the previous day. The implied volatity was 46.77, the open interest changed by -5 which decreased total open position to 796


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 5, which was -0.20000000000000018 lower than the previous day. The implied volatity was 50.85, the open interest changed by -57 which decreased total open position to 800


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 5.4, which was 0.20000000000000018 higher than the previous day. The implied volatity was 53.82, the open interest changed by -5 which decreased total open position to 857


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 5.2, which was -2.75 lower than the previous day. The implied volatity was 50.87, the open interest changed by -3 which decreased total open position to 862


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 7.65, which was -1.4499999999999993 lower than the previous day. The implied volatity was 45.17, the open interest changed by 3 which increased total open position to 867


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 9.8, which was -1.299999999999999 lower than the previous day. The implied volatity was 46.64, the open interest changed by -2 which decreased total open position to 864


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 11.5, which was -4.1 lower than the previous day. The implied volatity was 47, the open interest changed by -1 which decreased total open position to 866


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 15.35, which was 0.09999999999999964 higher than the previous day. The implied volatity was 44.78, the open interest changed by -50 which decreased total open position to 868


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 13.75, which was -10.05 lower than the previous day. The implied volatity was 40.99, the open interest changed by 30 which increased total open position to 920


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 24.35, which was -3.45 lower than the previous day. The implied volatity was 38.66, the open interest changed by 69 which increased total open position to 887


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 27.3, which was -59.75 lower than the previous day. The implied volatity was 35.4, the open interest changed by -2 which decreased total open position to 817


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 85.75, which was -22.2 lower than the previous day. The implied volatity was 38.28, the open interest changed by 77 which increased total open position to 822


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 107.35, which was -68.65 lower than the previous day. The implied volatity was 38.16, the open interest changed by 36 which increased total open position to 744


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 172.1, which was 33.8 higher than the previous day. The implied volatity was 36.82, the open interest changed by 4 which increased total open position to 708


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 132.55, which was -96.95 lower than the previous day. The implied volatity was 36.21, the open interest changed by 20 which increased total open position to 705


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 233.25, which was 49.25 higher than the previous day. The implied volatity was 42.94, the open interest changed by 628 which increased total open position to 686


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 184, which was 70.3 higher than the previous day. The implied volatity was 39.85, the open interest changed by -1 which decreased total open position to 57


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 113.7, which was -33.95 lower than the previous day. The implied volatity was 34.85, the open interest changed by 8 which increased total open position to 59


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 147.65, which was -102.35 lower than the previous day. The implied volatity was 34.6, the open interest changed by 1 which increased total open position to 51


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 250, which was 110.65 higher than the previous day. The implied volatity was 41.44, the open interest changed by 5 which increased total open position to 50


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 141.95, which was -35.55 lower than the previous day. The implied volatity was 36.86, the open interest changed by 3 which increased total open position to 45


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 177.5, which was 67.55 higher than the previous day. The implied volatity was 35.55, the open interest changed by 2 which increased total open position to 42


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 109.95, which was -35.05 lower than the previous day. The implied volatity was 35.57, the open interest changed by 7 which increased total open position to 40


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 145, which was -40 lower than the previous day. The implied volatity was 36.91, the open interest changed by 3 which increased total open position to 33


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 185, which was -49.85 lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 30


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 238, which was 131.6 higher than the previous day. The implied volatity was 38.91, the open interest changed by 32 which increased total open position to 65


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 105.45, which was 20 higher than the previous day. The implied volatity was 31.69, the open interest changed by 0 which decreased total open position to 33


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 85.45, which was 40.45 higher than the previous day. The implied volatity was 32.34, the open interest changed by 0 which decreased total open position to 31


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 45, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 45, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 45, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 31


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 45, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 31


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 45, which was 30 higher than the previous day. The implied volatity was 29.79, the open interest changed by 16 which increased total open position to 31


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 15, which was -2 lower than the previous day. The implied volatity was 27.31, the open interest changed by 0 which decreased total open position to 10


On 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 6.25, 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


On 30 Jan BAJAJ-AUTO was trading at 9597.50. 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 29 Jan BAJAJ-AUTO was trading at 9512.00. 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