[--[65.84.65.76]--]

BAJAJ-AUTO

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

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Historical option data for BAJAJ-AUTO

24 Apr 2026 04:10 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 8900 CE
Delta: 0.97
Vega: 0.01
Theta: -3.71
Gamma: 0.00017
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 771 97.79999999999995 40.82 10 -7 202
23 Apr 9550.50 672.45 -185.44999999999993 45.81 8 -5 210
22 Apr 9602.00 857.9 -77.10000000000002 39.97 46 -26 216
21 Apr 9793.00 935 43.39999999999998 48.87 1 0 242
20 Apr 9803.00 891.6 4.800000000000068 38.71 5 0 242
17 Apr 9773.50 886.8 -66.60000000000002 24.49 6 -2 243
16 Apr 9825.00 953.4 -62.64999999999998 40.15 13 -1 247
15 Apr 9865.00 1016.05 81.25 34.72 16 -8 248
13 Apr 9816.00 934.8 2 32.4 38 -18 260
10 Apr 9813.50 932.8 251.14999999999998 31.02 26 -6 278
9 Apr 9517.00 673.55 110.95 19.68 105 -37 285
8 Apr 9366.00 562 199.3 23.34 139 -49 324
7 Apr 9049.50 371.45 52.55 30.97 870 -8 378
6 Apr 8942.50 324 96 30.75 1,634 18 389
2 Apr 8758.50 229.6 -88.55 29.43 690 3 366
1 Apr 8895.50 322 61.25 30.35 397 33 362
30 Mar 8781.50 258.4 -88.1 29.45 549 -53 330
27 Mar 8901.00 353 -82 30.01 660 321 383
25 Mar 9048.50 435 90.85 28.18 21 -12 64
24 Mar 8898.00 344.4 54.45 27.32 110 11 72
23 Mar 8776.00 290 -107.05 27.78 50 22 60
20 Mar 9051.00 402 50 20.96 17 1 39
19 Mar 8868.50 352 -93.1 26.25 4 3 39
18 Mar 9271.00 445.1 123.4 - 0 0 36
17 Mar 9110.00 445.1 123.4 21.4 30 0 23
16 Mar 9073.00 321.7 -800.15 12.45 30 23 23
13 Mar 8875.00 1121.85 0 - 0 0 0
12 Mar 9162.00 1121.85 0 - 0 0 0
11 Mar 9327.50 1121.85 0 - 0 0 0
10 Mar 9610.00 1121.85 0 - 0 0 0
9 Mar 9383.00 1121.85 0 - 0 0 0
6 Mar 9816.00 1121.85 0 - 0 0 0
5 Mar 9804.50 1121.85 0 - 0 0 0
4 Mar 9652.50 1121.85 0 - 0 0 0
2 Mar 9776.00 1121.85 0 - 0 0 0
27 Feb 9972.50 1121.85 0 - 0 0 0
26 Feb 10110.00 1121.85 0 - 0 0 0
25 Feb 10097.00 1121.85 0 - 0 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 28APR2026

Delta for 8900 CE is 0.97

Historical price for 8900 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 771, which was 97.79999999999995 higher than the previous day. The implied volatity was 40.82, the open interest changed by -7 which decreased total open position to 202


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 672.45, which was -185.44999999999993 lower than the previous day. The implied volatity was 45.81, the open interest changed by -5 which decreased total open position to 210


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 857.9, which was -77.10000000000002 lower than the previous day. The implied volatity was 39.97, the open interest changed by -26 which decreased total open position to 216


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 935, which was 43.39999999999998 higher than the previous day. The implied volatity was 48.87, the open interest changed by 0 which decreased total open position to 242


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 891.6, which was 4.800000000000068 higher than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 242


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 886.8, which was -66.60000000000002 lower than the previous day. The implied volatity was 24.49, the open interest changed by -2 which decreased total open position to 243


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 953.4, which was -62.64999999999998 lower than the previous day. The implied volatity was 40.15, the open interest changed by -1 which decreased total open position to 247


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 1016.05, which was 81.25 higher than the previous day. The implied volatity was 34.72, the open interest changed by -8 which decreased total open position to 248


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 934.8, which was 2 higher than the previous day. The implied volatity was 32.4, the open interest changed by -18 which decreased total open position to 260


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 932.8, which was 251.14999999999998 higher than the previous day. The implied volatity was 31.02, the open interest changed by -6 which decreased total open position to 278


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 673.55, which was 110.95 higher than the previous day. The implied volatity was 19.68, the open interest changed by -37 which decreased total open position to 285


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 562, which was 199.3 higher than the previous day. The implied volatity was 23.34, the open interest changed by -49 which decreased total open position to 324


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 371.45, which was 52.55 higher than the previous day. The implied volatity was 30.97, the open interest changed by -8 which decreased total open position to 378


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 324, which was 96 higher than the previous day. The implied volatity was 30.75, the open interest changed by 18 which increased total open position to 389


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 229.6, which was -88.55 lower than the previous day. The implied volatity was 29.43, the open interest changed by 3 which increased total open position to 366


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 322, which was 61.25 higher than the previous day. The implied volatity was 30.35, the open interest changed by 33 which increased total open position to 362


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 258.4, which was -88.1 lower than the previous day. The implied volatity was 29.45, the open interest changed by -53 which decreased total open position to 330


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 353, which was -82 lower than the previous day. The implied volatity was 30.01, the open interest changed by 321 which increased total open position to 383


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 435, which was 90.85 higher than the previous day. The implied volatity was 28.18, the open interest changed by -12 which decreased total open position to 64


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 344.4, which was 54.45 higher than the previous day. The implied volatity was 27.32, the open interest changed by 11 which increased total open position to 72


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 290, which was -107.05 lower than the previous day. The implied volatity was 27.78, the open interest changed by 22 which increased total open position to 60


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 402, which was 50 higher than the previous day. The implied volatity was 20.96, the open interest changed by 1 which increased total open position to 39


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 352, which was -93.1 lower than the previous day. The implied volatity was 26.25, the open interest changed by 3 which increased total open position to 39


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 445.1, which was 123.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 445.1, which was 123.4 higher than the previous day. The implied volatity was 21.4, the open interest changed by 0 which decreased total open position to 23


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 321.7, which was -800.15 lower than the previous day. The implied volatity was 12.45, the open interest changed by 23 which increased total open position to 23


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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 1121.85, 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) 8900 PE
Delta: -0.03
Vega: 0.01
Theta: -1.73
Gamma: 0.00018
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 4.45 -1.7999999999999998 36.72 494 -172 529
23 Apr 9550.50 6.75 -3.5500000000000007 33.6 609 276 716
22 Apr 9602.00 10.05 1.1500000000000004 36.2 294 -6 443
21 Apr 9793.00 9.1 -2.25 39.53 71 -10 449
20 Apr 9803.00 11.75 -5.75 37.76 103 -11 458
17 Apr 9773.50 17.2 -2.4499999999999993 35.79 270 9 467
16 Apr 9825.00 18.45 -4.550000000000001 36.97 205 -39 457
15 Apr 9865.00 22.9 -15.25 38.03 493 -135 496
13 Apr 9816.00 38.6 3.8999999999999986 39.14 682 97 629
10 Apr 9813.50 39.65 -23.9 36.75 628 146 533
9 Apr 9517.00 63.7 -19 33.32 723 -28 388
8 Apr 9366.00 82 -138.05 31.27 630 -7 422
7 Apr 9049.50 211 -53.4 34.69 978 64 435
6 Apr 8942.50 264.05 -117.05 36.03 411 72 364
2 Apr 8758.50 387 79.5 35.96 181 -59 292
1 Apr 8895.50 303 -145.25 34.12 583 98 345
30 Mar 8781.50 441.05 31.25 41.08 476 6 248
27 Mar 8901.00 396.55 112.55 41.41 550 81 248
25 Mar 9048.50 286.4 -70.7 35.94 127 -42 168
24 Mar 8898.00 357 -94.3 36.48 334 77 90
23 Mar 8776.00 451.3 85.6 39.48 10 6 13
20 Mar 9051.00 357.25 266.1 - 0 0 7
19 Mar 8868.50 357.25 266.1 34.19 9 6 6
18 Mar 9271.00 91.15 0 3.4 0 0 0
17 Mar 9110.00 91.15 0 2.56 0 0 0
16 Mar 9073.00 91.15 0 2.17 0 0 0
13 Mar 8875.00 91.15 0 0.74 0 0 0
12 Mar 9162.00 91.15 0 2.82 0 0 0
11 Mar 9327.50 91.15 0 4.03 0 0 0
10 Mar 9610.00 91.15 0 6.03 0 0 0
9 Mar 9383.00 91.15 0 4.47 0 0 0
6 Mar 9816.00 91.15 0 6.93 0 0 0
5 Mar 9804.50 91.15 0 6.91 0 0 0
4 Mar 9652.50 91.15 0 5.92 0 0 0
2 Mar 9776.00 91.15 0 - 0 0 0
27 Feb 9972.50 91.15 0 - 0 0 0
26 Feb 10110.00 91.15 0 - 0 0 0
25 Feb 10097.00 91.15 0 8.11 0 0 0


For Bajaj Auto Limited - strike price 8900 expiring on 28APR2026

Delta for 8900 PE is -0.03

Historical price for 8900 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 4.45, which was -1.7999999999999998 lower than the previous day. The implied volatity was 36.72, the open interest changed by -172 which decreased total open position to 529


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 6.75, which was -3.5500000000000007 lower than the previous day. The implied volatity was 33.6, the open interest changed by 276 which increased total open position to 716


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 10.05, which was 1.1500000000000004 higher than the previous day. The implied volatity was 36.2, the open interest changed by -6 which decreased total open position to 443


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 9.1, which was -2.25 lower than the previous day. The implied volatity was 39.53, the open interest changed by -10 which decreased total open position to 449


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 11.75, which was -5.75 lower than the previous day. The implied volatity was 37.76, the open interest changed by -11 which decreased total open position to 458


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 17.2, which was -2.4499999999999993 lower than the previous day. The implied volatity was 35.79, the open interest changed by 9 which increased total open position to 467


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 18.45, which was -4.550000000000001 lower than the previous day. The implied volatity was 36.97, the open interest changed by -39 which decreased total open position to 457


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 22.9, which was -15.25 lower than the previous day. The implied volatity was 38.03, the open interest changed by -135 which decreased total open position to 496


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 38.6, which was 3.8999999999999986 higher than the previous day. The implied volatity was 39.14, the open interest changed by 97 which increased total open position to 629


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 39.65, which was -23.9 lower than the previous day. The implied volatity was 36.75, the open interest changed by 146 which increased total open position to 533


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 63.7, which was -19 lower than the previous day. The implied volatity was 33.32, the open interest changed by -28 which decreased total open position to 388


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 82, which was -138.05 lower than the previous day. The implied volatity was 31.27, the open interest changed by -7 which decreased total open position to 422


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 211, which was -53.4 lower than the previous day. The implied volatity was 34.69, the open interest changed by 64 which increased total open position to 435


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 264.05, which was -117.05 lower than the previous day. The implied volatity was 36.03, the open interest changed by 72 which increased total open position to 364


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 387, which was 79.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by -59 which decreased total open position to 292


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 303, which was -145.25 lower than the previous day. The implied volatity was 34.12, the open interest changed by 98 which increased total open position to 345


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 441.05, which was 31.25 higher than the previous day. The implied volatity was 41.08, the open interest changed by 6 which increased total open position to 248


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 396.55, which was 112.55 higher than the previous day. The implied volatity was 41.41, the open interest changed by 81 which increased total open position to 248


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 286.4, which was -70.7 lower than the previous day. The implied volatity was 35.94, the open interest changed by -42 which decreased total open position to 168


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 357, which was -94.3 lower than the previous day. The implied volatity was 36.48, the open interest changed by 77 which increased total open position to 90


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 451.3, which was 85.6 higher than the previous day. The implied volatity was 39.48, the open interest changed by 6 which increased total open position to 13


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 357.25, which was 266.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 357.25, which was 266.1 higher than the previous day. The implied volatity was 34.19, the open interest changed by 6 which increased total open position to 6


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 91.15, which was 0 lower than the previous day. The implied volatity was 3.4, 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 91.15, which was 0 lower than the previous day. The implied volatity was 2.56, 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 91.15, which was 0 lower than the previous day. The implied volatity was 2.17, 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 91.15, which was 0 lower than the previous day. The implied volatity was 0.74, 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 91.15, which was 0 lower than the previous day. The implied volatity was 2.82, 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 91.15, which was 0 lower than the previous day. The implied volatity was 4.03, 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 91.15, which was 0 lower than the previous day. The implied volatity was 6.03, 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 91.15, which was 0 lower than the previous day. The implied volatity was 4.47, 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 91.15, which was 0 lower than the previous day. The implied volatity was 6.93, 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 91.15, which was 0 lower than the previous day. The implied volatity was 6.91, 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 91.15, which was 0 lower than the previous day. The implied volatity was 5.92, 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 91.15, 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 91.15, 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 91.15, 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 91.15, which was 0 lower than the previous day. The implied volatity was 8.11, the open interest changed by 0 which decreased total open position to 0