[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9540 -10.50 (-0.11%)
L: 9540 H: 9663

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Historical option data for BAJAJ-AUTO

24 Apr 2026 01:39 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 8500 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 1184.25 74.04999999999995 - 0 0 143
23 Apr 9550.50 1184.25 74.04999999999995 57.97 0 0 143
22 Apr 9602.00 1184.25 -135.75 57.97 53 -6 144
21 Apr 9793.00 1320 -95.75 63.28 11 1 150
20 Apr 9803.00 1412.1 -3.650000000000091 - 0 0 149
17 Apr 9773.50 1412.1 -3.650000000000091 - 0 0 149
16 Apr 9825.00 1412.1 -3.650000000000091 57.05 0 0 149
15 Apr 9865.00 1412.1 110.44999999999982 57.05 3 -1 149
13 Apr 9816.00 1301.65 -43.69999999999982 38.14 5 0 150
10 Apr 9813.50 1356.75 251.75 39.59 109 -57 150
9 Apr 9517.00 1105 175 41.47 2 0 209
8 Apr 9366.00 930 276 24.73 21 -14 210
7 Apr 9049.50 654 74.95 31.12 23 -2 224
6 Apr 8942.50 574.15 127.15 28.72 74 15 225
2 Apr 8758.50 446.65 -128.2 29.57 133 75 210
1 Apr 8895.50 574.85 98.45 31.82 27 -5 136
30 Mar 8781.50 479.05 -103.4 29.49 433 17 141
27 Mar 8901.00 585.9 -164.1 28.49 36 17 125
25 Mar 9048.50 750 118 33.09 8 0 116
24 Mar 8898.00 632 73 31.5 84 26 116
23 Mar 8776.00 559 -106 32.27 1 0 90
20 Mar 9051.00 665 115 8.22 4 0 89
19 Mar 8868.50 550 -186 20.45 6 5 88
18 Mar 9271.00 736 -729.05 - 0 0 83
17 Mar 9110.00 736 -729.05 - 117 0 83
16 Mar 9073.00 736 -729.05 24.52 117 83 83
13 Mar 8875.00 1465.05 0 - 0 0 0
12 Mar 9162.00 1465.05 0 - 0 0 0
11 Mar 9327.50 1465.05 0 - 0 0 0
10 Mar 9610.00 1465.05 0 - 0 0 0
9 Mar 9383.00 0 0 - 0 0 0
6 Mar 9816.00 0 0 - 0 0 0
5 Mar 9804.50 0 0 - 0 0 0
4 Mar 9652.50 0 0 - 0 0 0
2 Mar 9776.00 0 0 - 0 0 0
27 Feb 9972.50 0 0 - 0 0 0
26 Feb 10110.00 0 0 - 0 0 0
25 Feb 10097.00 0 0 0 0 0 0


For Bajaj Auto Limited - strike price 8500 expiring on 28APR2026

Delta for 8500 CE is -

Historical price for 8500 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 1184.25, which was 74.04999999999995 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 143


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 1184.25, which was 74.04999999999995 higher than the previous day. The implied volatity was 57.97, the open interest changed by 0 which decreased total open position to 143


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 1184.25, which was -135.75 lower than the previous day. The implied volatity was 57.97, the open interest changed by -6 which decreased total open position to 144


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 1320, which was -95.75 lower than the previous day. The implied volatity was 63.28, the open interest changed by 1 which increased total open position to 150


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 1412.1, which was -3.650000000000091 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 1412.1, which was -3.650000000000091 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 149


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 1412.1, which was -3.650000000000091 lower than the previous day. The implied volatity was 57.05, the open interest changed by 0 which decreased total open position to 149


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 1412.1, which was 110.44999999999982 higher than the previous day. The implied volatity was 57.05, the open interest changed by -1 which decreased total open position to 149


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 1301.65, which was -43.69999999999982 lower than the previous day. The implied volatity was 38.14, the open interest changed by 0 which decreased total open position to 150


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 1356.75, which was 251.75 higher than the previous day. The implied volatity was 39.59, the open interest changed by -57 which decreased total open position to 150


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 1105, which was 175 higher than the previous day. The implied volatity was 41.47, the open interest changed by 0 which decreased total open position to 209


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 930, which was 276 higher than the previous day. The implied volatity was 24.73, the open interest changed by -14 which decreased total open position to 210


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 654, which was 74.95 higher than the previous day. The implied volatity was 31.12, the open interest changed by -2 which decreased total open position to 224


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 574.15, which was 127.15 higher than the previous day. The implied volatity was 28.72, the open interest changed by 15 which increased total open position to 225


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 446.65, which was -128.2 lower than the previous day. The implied volatity was 29.57, the open interest changed by 75 which increased total open position to 210


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 574.85, which was 98.45 higher than the previous day. The implied volatity was 31.82, the open interest changed by -5 which decreased total open position to 136


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 479.05, which was -103.4 lower than the previous day. The implied volatity was 29.49, the open interest changed by 17 which increased total open position to 141


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 585.9, which was -164.1 lower than the previous day. The implied volatity was 28.49, the open interest changed by 17 which increased total open position to 125


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 750, which was 118 higher than the previous day. The implied volatity was 33.09, the open interest changed by 0 which decreased total open position to 116


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 632, which was 73 higher than the previous day. The implied volatity was 31.5, the open interest changed by 26 which increased total open position to 116


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 559, which was -106 lower than the previous day. The implied volatity was 32.27, the open interest changed by 0 which decreased total open position to 90


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 665, which was 115 higher than the previous day. The implied volatity was 8.22, the open interest changed by 0 which decreased total open position to 89


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 550, which was -186 lower than the previous day. The implied volatity was 20.45, the open interest changed by 5 which increased total open position to 88


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 736, which was -729.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 736, which was -729.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 736, which was -729.05 lower than the previous day. The implied volatity was 24.52, the open interest changed by 83 which increased total open position to 83


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 1465.05, 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 1465.05, 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 1465.05, 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 1465.05, 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 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 6 Mar 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 5 Mar BAJAJ-AUTO was trading at 9804.50. 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 4 Mar BAJAJ-AUTO was trading at 9652.50. 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 2 Mar BAJAJ-AUTO was trading at 9776.00. 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 27 Feb BAJAJ-AUTO was trading at 9972.50. 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 26 Feb BAJAJ-AUTO was trading at 10110.00. 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 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 28-Apr-2026 (4d) 8500 PE
Delta: -0.02
Vega: 0
Theta: -1.09
Gamma: 0.00008
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 2.95 -0.25 49.72 34 -14 621
23 Apr 9550.50 3.45 -1 46.38 208 -16 635
22 Apr 9602.00 5.25 -0.25 47.38 174 -12 652
21 Apr 9793.00 5.5 -0.75 50.21 196 -32 663
20 Apr 9803.00 6.45 -2.499999999999999 48.09 298 -86 697
17 Apr 9773.50 8.9 -1.799999999999999 43.3 382 117 783
16 Apr 9825.00 10.7 -2.1500000000000004 44.39 101 -10 666
15 Apr 9865.00 12.95 -5.600000000000001 45.25 331 -18 677
13 Apr 9816.00 19.2 1.25 43.93 471 -6 696
10 Apr 9813.50 17.35 -10.349999999999998 40.29 729 -51 704
9 Apr 9517.00 28.6 -5.8 37.31 563 25 755
8 Apr 9366.00 34.75 -69 34.72 588 -26 731
7 Apr 9049.50 101.2 -29.55 37.17 755 164 762
6 Apr 8942.50 129.15 -77.2 38 890 117 601
2 Apr 8758.50 205 42 36.53 658 47 487
1 Apr 8895.50 161.65 -102.25 36.17 1,053 70 440
30 Mar 8781.50 259.7 20.2 41.71 778 19 369
27 Mar 8901.00 238.1 78.25 42.43 1,446 -519 355
25 Mar 9048.50 157.55 -45.2 37.09 164 -23 856
24 Mar 8898.00 205.05 -76.95 37.53 518 23 879
23 Mar 8776.00 282 114.1 40.88 42 -8 855
20 Mar 9051.00 167.9 -48.45 36.8 87 2 863
19 Mar 8868.50 204.7 91.6 35.1 90 15 857
18 Mar 9271.00 117.15 -44.85 34.11 57 3 842
17 Mar 9110.00 162 -41.55 35.96 43 1 839
16 Mar 9073.00 205 -71.1 38.75 254 -131 807
13 Mar 8875.00 280 158.35 39.54 1,039 886 897
12 Mar 9162.00 121.65 33.65 31.06 1 0 11
11 Mar 9327.50 89.5 1.5 30.54 10 5 8
10 Mar 9610.00 88 49.1 35.21 5 2 2
9 Mar 9383.00 0 0 - 0 0 0
6 Mar 9816.00 0 0 - 0 0 0
5 Mar 9804.50 0 0 - 0 0 0
4 Mar 9652.50 0 0 - 0 0 0
2 Mar 9776.00 0 0 - 0 0 0
27 Feb 9972.50 0 0 - 0 0 0
26 Feb 10110.00 0 0 - 0 0 0
25 Feb 10097.00 0 0 0 0 0 0


For Bajaj Auto Limited - strike price 8500 expiring on 28APR2026

Delta for 8500 PE is -0.02

Historical price for 8500 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 2.95, which was -0.25 lower than the previous day. The implied volatity was 49.72, the open interest changed by -14 which decreased total open position to 621


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 3.45, which was -1 lower than the previous day. The implied volatity was 46.38, the open interest changed by -16 which decreased total open position to 635


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 5.25, which was -0.25 lower than the previous day. The implied volatity was 47.38, the open interest changed by -12 which decreased total open position to 652


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 5.5, which was -0.75 lower than the previous day. The implied volatity was 50.21, the open interest changed by -32 which decreased total open position to 663


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 6.45, which was -2.499999999999999 lower than the previous day. The implied volatity was 48.09, the open interest changed by -86 which decreased total open position to 697


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 8.9, which was -1.799999999999999 lower than the previous day. The implied volatity was 43.3, the open interest changed by 117 which increased total open position to 783


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 10.7, which was -2.1500000000000004 lower than the previous day. The implied volatity was 44.39, the open interest changed by -10 which decreased total open position to 666


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 12.95, which was -5.600000000000001 lower than the previous day. The implied volatity was 45.25, the open interest changed by -18 which decreased total open position to 677


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 19.2, which was 1.25 higher than the previous day. The implied volatity was 43.93, the open interest changed by -6 which decreased total open position to 696


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 17.35, which was -10.349999999999998 lower than the previous day. The implied volatity was 40.29, the open interest changed by -51 which decreased total open position to 704


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 28.6, which was -5.8 lower than the previous day. The implied volatity was 37.31, the open interest changed by 25 which increased total open position to 755


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 34.75, which was -69 lower than the previous day. The implied volatity was 34.72, the open interest changed by -26 which decreased total open position to 731


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 101.2, which was -29.55 lower than the previous day. The implied volatity was 37.17, the open interest changed by 164 which increased total open position to 762


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 129.15, which was -77.2 lower than the previous day. The implied volatity was 38, the open interest changed by 117 which increased total open position to 601


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 205, which was 42 higher than the previous day. The implied volatity was 36.53, the open interest changed by 47 which increased total open position to 487


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 161.65, which was -102.25 lower than the previous day. The implied volatity was 36.17, the open interest changed by 70 which increased total open position to 440


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 259.7, which was 20.2 higher than the previous day. The implied volatity was 41.71, the open interest changed by 19 which increased total open position to 369


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 238.1, which was 78.25 higher than the previous day. The implied volatity was 42.43, the open interest changed by -519 which decreased total open position to 355


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 157.55, which was -45.2 lower than the previous day. The implied volatity was 37.09, the open interest changed by -23 which decreased total open position to 856


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 205.05, which was -76.95 lower than the previous day. The implied volatity was 37.53, the open interest changed by 23 which increased total open position to 879


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 282, which was 114.1 higher than the previous day. The implied volatity was 40.88, the open interest changed by -8 which decreased total open position to 855


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 167.9, which was -48.45 lower than the previous day. The implied volatity was 36.8, the open interest changed by 2 which increased total open position to 863


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 204.7, which was 91.6 higher than the previous day. The implied volatity was 35.1, the open interest changed by 15 which increased total open position to 857


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 117.15, which was -44.85 lower than the previous day. The implied volatity was 34.11, the open interest changed by 3 which increased total open position to 842


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 162, which was -41.55 lower than the previous day. The implied volatity was 35.96, the open interest changed by 1 which increased total open position to 839


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 205, which was -71.1 lower than the previous day. The implied volatity was 38.75, the open interest changed by -131 which decreased total open position to 807


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 280, which was 158.35 higher than the previous day. The implied volatity was 39.54, the open interest changed by 886 which increased total open position to 897


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 121.65, which was 33.65 higher than the previous day. The implied volatity was 31.06, the open interest changed by 0 which decreased total open position to 11


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 89.5, which was 1.5 higher than the previous day. The implied volatity was 30.54, the open interest changed by 5 which increased total open position to 8


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 88, which was 49.1 higher than the previous day. The implied volatity was 35.21, the open interest changed by 2 which increased total open position to 2


On 9 Mar BAJAJ-AUTO was trading at 9383.00. 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 6 Mar 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 5 Mar BAJAJ-AUTO was trading at 9804.50. 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 4 Mar BAJAJ-AUTO was trading at 9652.50. 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 2 Mar BAJAJ-AUTO was trading at 9776.00. 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 27 Feb BAJAJ-AUTO was trading at 9972.50. 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 26 Feb BAJAJ-AUTO was trading at 10110.00. 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 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0