BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 01:39 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.96
Vega: 0.01
Theta: -2.97
Gamma: 0.00025
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9545.00 | 555.6 | -13.350000000000023 | 30.35 | 105 | -40 | 839 | |||||||||
| 23 Apr | 9550.50 | 558.7 | -81.69999999999993 | 32.02 | 142 | -20 | 902 | |||||||||
| 22 Apr | 9602.00 | 629.65 | -200.95000000000005 | 38.13 | 174 | -71 | 931 | |||||||||
| 21 Apr | 9793.00 | 825.45 | 34.35000000000002 | 40.39 | 107 | -38 | 1,006 | |||||||||
| 20 Apr | 9803.00 | 774 | -10.850000000000023 | 34.64 | 153 | -73 | 1,051 | |||||||||
| 17 Apr | 9773.50 | 774.4 | -99.45000000000005 | 28.09 | 140 | -44 | 1,131 | |||||||||
| 16 Apr | 9825.00 | 883.45 | -27.799999999999955 | 41.45 | 163 | -24 | 1,180 | |||||||||
| 15 Apr | 9865.00 | 903.45 | 52.950000000000045 | 34.37 | 208 | -19 | 1,212 | |||||||||
| 13 Apr | 9816.00 | 845.15 | -22.450000000000045 | 27.18 | 206 | -120 | 1,236 | |||||||||
| 10 Apr | 9813.50 | 876.85 | 282.30000000000007 | 27.96 | 222 | -104 | 1,365 | |||||||||
| 9 Apr | 9517.00 | 590.85 | 105.75 | 22.27 | 106 | -22 | 1,474 | |||||||||
| 8 Apr | 9366.00 | 483.65 | 179.4 | 23.9 | 843 | -292 | 1,519 | |||||||||
| 7 Apr | 9049.50 | 309.35 | 42.05 | 30.33 | 3,117 | -131 | 1,827 | |||||||||
| 6 Apr | 8942.50 | 269.45 | 82.7 | 29.63 | 5,018 | -42 | 1,953 | |||||||||
| 2 Apr | 8758.50 | 188 | -82.55 | 29.23 | 2,316 | 133 | 2,030 | |||||||||
| 1 Apr | 8895.50 | 274 | 49.95 | 30.4 | 3,382 | 246 | 1,898 | |||||||||
| 30 Mar | 8781.50 | 218.3 | -84.35 | 29.61 | 1,623 | 149 | 1,654 | |||||||||
| 27 Mar | 8901.00 | 310.2 | -73.35 | 30.61 | 2,651 | 1,145 | 1,523 | |||||||||
| 25 Mar | 9048.50 | 384.65 | 87.35 | 28.8 | 1,245 | 53 | 379 | |||||||||
| 24 Mar | 8898.00 | 306 | 58.6 | 28.36 | 882 | 47 | 327 | |||||||||
| 23 Mar | 8776.00 | 248.95 | -99.25 | 28.01 | 367 | 166 | 279 | |||||||||
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| 20 Mar | 9051.00 | 346.65 | 67.05 | 21.54 | 140 | -2 | 114 | |||||||||
| 19 Mar | 8868.50 | 288.5 | -206 | 25.07 | 101 | 53 | 116 | |||||||||
| 18 Mar | 9271.00 | 494.5 | 91.45 | 24.89 | 10 | -6 | 63 | |||||||||
| 17 Mar | 9110.00 | 403.05 | 4.05 | 23.26 | 18 | -12 | 70 | |||||||||
| 16 Mar | 9073.00 | 410 | 95.75 | 25.93 | 75 | 28 | 82 | |||||||||
| 13 Mar | 8875.00 | 325.5 | -174.5 | 26.37 | 81 | 52 | 53 | |||||||||
| 12 Mar | 9162.00 | 500 | -440 | 27.12 | 1 | 0 | 1 | |||||||||
| 11 Mar | 9327.50 | 940 | 56.2 | - | 0 | 0 | 1 | |||||||||
| 10 Mar | 9610.00 | 940 | 56.2 | - | 0 | 0 | 1 | |||||||||
| 9 Mar | 9383.00 | 940 | 56.2 | - | 0 | 0 | 1 | |||||||||
| 6 Mar | 9816.00 | 940 | 56.2 | 15.47 | 2 | 1 | 1 | |||||||||
| 5 Mar | 9804.50 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 9972.50 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10110.00 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 10097.00 | 883.8 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 9980.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 9826.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 9697.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 9760.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 9840.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 9869.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 9774.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 9590.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 9518.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 9647.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 9639.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 9595.50 | 0 | 0 | - | 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 | 0 | 0 | |||||||||
| 29 Jan | 9512.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 28APR2026
Delta for 9000 CE is 0.96
Historical price for 9000 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 555.6, which was -13.350000000000023 lower than the previous day. The implied volatity was 30.35, the open interest changed by -40 which decreased total open position to 839
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 558.7, which was -81.69999999999993 lower than the previous day. The implied volatity was 32.02, the open interest changed by -20 which decreased total open position to 902
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 629.65, which was -200.95000000000005 lower than the previous day. The implied volatity was 38.13, the open interest changed by -71 which decreased total open position to 931
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 825.45, which was 34.35000000000002 higher than the previous day. The implied volatity was 40.39, the open interest changed by -38 which decreased total open position to 1006
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 774, which was -10.850000000000023 lower than the previous day. The implied volatity was 34.64, the open interest changed by -73 which decreased total open position to 1051
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 774.4, which was -99.45000000000005 lower than the previous day. The implied volatity was 28.09, the open interest changed by -44 which decreased total open position to 1131
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 883.45, which was -27.799999999999955 lower than the previous day. The implied volatity was 41.45, the open interest changed by -24 which decreased total open position to 1180
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 903.45, which was 52.950000000000045 higher than the previous day. The implied volatity was 34.37, the open interest changed by -19 which decreased total open position to 1212
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 845.15, which was -22.450000000000045 lower than the previous day. The implied volatity was 27.18, the open interest changed by -120 which decreased total open position to 1236
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 876.85, which was 282.30000000000007 higher than the previous day. The implied volatity was 27.96, the open interest changed by -104 which decreased total open position to 1365
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 590.85, which was 105.75 higher than the previous day. The implied volatity was 22.27, the open interest changed by -22 which decreased total open position to 1474
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 483.65, which was 179.4 higher than the previous day. The implied volatity was 23.9, the open interest changed by -292 which decreased total open position to 1519
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 309.35, which was 42.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by -131 which decreased total open position to 1827
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 269.45, which was 82.7 higher than the previous day. The implied volatity was 29.63, the open interest changed by -42 which decreased total open position to 1953
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 188, which was -82.55 lower than the previous day. The implied volatity was 29.23, the open interest changed by 133 which increased total open position to 2030
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 274, which was 49.95 higher than the previous day. The implied volatity was 30.4, the open interest changed by 246 which increased total open position to 1898
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 218.3, which was -84.35 lower than the previous day. The implied volatity was 29.61, the open interest changed by 149 which increased total open position to 1654
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 310.2, which was -73.35 lower than the previous day. The implied volatity was 30.61, the open interest changed by 1145 which increased total open position to 1523
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 384.65, which was 87.35 higher than the previous day. The implied volatity was 28.8, the open interest changed by 53 which increased total open position to 379
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 306, which was 58.6 higher than the previous day. The implied volatity was 28.36, the open interest changed by 47 which increased total open position to 327
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 248.95, which was -99.25 lower than the previous day. The implied volatity was 28.01, the open interest changed by 166 which increased total open position to 279
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 346.65, which was 67.05 higher than the previous day. The implied volatity was 21.54, the open interest changed by -2 which decreased total open position to 114
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 288.5, which was -206 lower than the previous day. The implied volatity was 25.07, the open interest changed by 53 which increased total open position to 116
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 494.5, which was 91.45 higher than the previous day. The implied volatity was 24.89, the open interest changed by -6 which decreased total open position to 63
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 403.05, which was 4.05 higher than the previous day. The implied volatity was 23.26, the open interest changed by -12 which decreased total open position to 70
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 410, which was 95.75 higher than the previous day. The implied volatity was 25.93, the open interest changed by 28 which increased total open position to 82
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 325.5, which was -174.5 lower than the previous day. The implied volatity was 26.37, the open interest changed by 52 which increased total open position to 53
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 500, which was -440 lower than the previous day. The implied volatity was 27.12, the open interest changed by 0 which decreased total open position to 1
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 940, which was 56.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 940, which was 56.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 940, which was 56.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 940, which was 56.2 higher than the previous day. The implied volatity was 15.47, the open interest changed by 1 which increased total open position to 1
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 883.8, 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 883.8, 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 883.8, 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 883.8, 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 883.8, 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 883.8, 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 Feb BAJAJ-AUTO was trading at 9729.00. 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 18 Feb BAJAJ-AUTO was trading at 9980.00. 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 Feb BAJAJ-AUTO was trading at 9826.50. 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 Feb BAJAJ-AUTO was trading at 9697.50. 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 13 Feb BAJAJ-AUTO was trading at 9760.00. 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 12 Feb BAJAJ-AUTO was trading at 9840.00. 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 11 Feb BAJAJ-AUTO was trading at 9869.50. 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 10 Feb BAJAJ-AUTO was trading at 9774.00. 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 9 Feb BAJAJ-AUTO was trading at 9590.00. 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 Feb BAJAJ-AUTO was trading at 9518.50. 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 5 Feb BAJAJ-AUTO was trading at 9647.00. 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 4 Feb BAJAJ-AUTO was trading at 9639.00. 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 3 Feb BAJAJ-AUTO was trading at 9595.50. 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 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 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 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) 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.01
Theta: -3.17
Gamma: 0.0003
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9545.00 | 8.1 | -0.40000000000000036 | 33.89 | 856 | 36 | 1,391 |
| 23 Apr | 9550.50 | 9.15 | -4.65 | 31.28 | 1,174 | 56 | 1,354 |
| 22 Apr | 9602.00 | 12.5 | 1.3499999999999996 | 33.53 | 1,143 | 181 | 1,298 |
| 21 Apr | 9793.00 | 11.2 | -3.200000000000001 | 37.66 | 509 | 54 | 1,094 |
| 20 Apr | 9803.00 | 14.55 | -7.75 | 35.35 | 323 | 0 | 1,045 |
| 17 Apr | 9773.50 | 22.45 | -1.1999999999999993 | 34.09 | 757 | -119 | 1,044 |
| 16 Apr | 9825.00 | 22.85 | -5.099999999999998 | 35.1 | 594 | -19 | 1,165 |
| 15 Apr | 9865.00 | 27.5 | -19.65 | 36.43 | 1,055 | 207 | 1,188 |
| 13 Apr | 9816.00 | 47.15 | 5 | 37.87 | 1,462 | -202 | 977 |
| 10 Apr | 9813.50 | 43 | -36.7 | 34.7 | 1,874 | 256 | 1,179 |
| 9 Apr | 9517.00 | 80 | -24.5 | 32.72 | 2,912 | 69 | 921 |
| 8 Apr | 9366.00 | 104.7 | -158.1 | 30.95 | 1,848 | -123 | 852 |
| 7 Apr | 9049.50 | 254.45 | -57.9 | 34.64 | 853 | 42 | 986 |
| 6 Apr | 8942.50 | 311.2 | -131 | 35.86 | 913 | 22 | 946 |
| 2 Apr | 8758.50 | 441.15 | 87.75 | 35.5 | 309 | -38 | 926 |
| 1 Apr | 8895.50 | 348 | -154.8 | 33.85 | 1,627 | 311 | 966 |
| 30 Mar | 8781.50 | 502.9 | 37 | 41.64 | 785 | 82 | 655 |
| 27 Mar | 8901.00 | 455.3 | 128.5 | 42.14 | 662 | 201 | 573 |
| 25 Mar | 9048.50 | 325.8 | -90.7 | 35.47 | 458 | 85 | 388 |
| 24 Mar | 8898.00 | 402.95 | -92.45 | 36.08 | 394 | 6 | 304 |
| 23 Mar | 8776.00 | 506.1 | 167.15 | 39.47 | 271 | 24 | 299 |
| 20 Mar | 9051.00 | 333.8 | -68.45 | 35.28 | 114 | 11 | 275 |
| 19 Mar | 8868.50 | 393.25 | 169.4 | 32.98 | 289 | 58 | 266 |
| 18 Mar | 9271.00 | 233 | -60.2 | 30.96 | 106 | 39 | 209 |
| 17 Mar | 9110.00 | 298.3 | -55.15 | 32.53 | 57 | 2 | 171 |
| 16 Mar | 9073.00 | 367.55 | -104.05 | 36.36 | 93 | 13 | 169 |
| 13 Mar | 8875.00 | 480.5 | 196.8 | 37.74 | 461 | 73 | 156 |
| 12 Mar | 9162.00 | 285 | 63.3 | 31.37 | 29 | 17 | 82 |
| 11 Mar | 9327.50 | 220 | 88.7 | 30.51 | 44 | 13 | 65 |
| 10 Mar | 9610.00 | 132.6 | -77.4 | 29.69 | 39 | 7 | 53 |
| 9 Mar | 9383.00 | 210 | 120 | 31.07 | 58 | -7 | 44 |
| 6 Mar | 9816.00 | 90 | 5 | 27.59 | 5 | -1 | 51 |
| 5 Mar | 9804.50 | 85 | -36.35 | 27.07 | 5 | -1 | 51 |
| 4 Mar | 9652.50 | 121.35 | 5.45 | 27.65 | 82 | 32 | 53 |
| 2 Mar | 9776.00 | 115.9 | 48.9 | 28.92 | 21 | 10 | 21 |
| 27 Feb | 9972.50 | 67 | 10.1 | 26.1 | 5 | 3 | 9 |
| 26 Feb | 10110.00 | 56.9 | -197.05 | 26.99 | 6 | 4 | 4 |
| 25 Feb | 10097.00 | 253.95 | 0 | 7.55 | 0 | 0 | 0 |
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 9980.00 | 0 | 0 | 5.92 | 0 | 0 | 0 |
| 17 Feb | 9826.50 | 0 | 0 | 5.84 | 0 | 0 | 0 |
| 16 Feb | 9697.50 | 0 | 0 | 5.2 | 0 | 0 | 0 |
| 13 Feb | 9760.00 | 0 | 0 | 5.49 | 0 | 0 | 0 |
| 12 Feb | 9840.00 | 0 | 0 | 5.81 | 0 | 0 | 0 |
| 11 Feb | 9869.50 | 0 | 0 | 5.97 | 0 | 0 | 0 |
| 10 Feb | 9774.00 | 0 | 0 | 5.67 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 0 | 0 | 4.48 | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 0 | 0 | 3.96 | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 0 | 0 | 4.71 | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 0 | 0 | 4.68 | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 0 | 0 | 4.47 | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 0 | 0 | 3.95 | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 0 | 0 | 4.04 | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 0 | 0 | 4.4 | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 0 | 0 | 3.82 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 28APR2026
Delta for 9000 PE is -0.05
Historical price for 9000 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 8.1, which was -0.40000000000000036 lower than the previous day. The implied volatity was 33.89, the open interest changed by 36 which increased total open position to 1391
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 9.15, which was -4.65 lower than the previous day. The implied volatity was 31.28, the open interest changed by 56 which increased total open position to 1354
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 12.5, which was 1.3499999999999996 higher than the previous day. The implied volatity was 33.53, the open interest changed by 181 which increased total open position to 1298
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 11.2, which was -3.200000000000001 lower than the previous day. The implied volatity was 37.66, the open interest changed by 54 which increased total open position to 1094
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 14.55, which was -7.75 lower than the previous day. The implied volatity was 35.35, the open interest changed by 0 which decreased total open position to 1045
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 22.45, which was -1.1999999999999993 lower than the previous day. The implied volatity was 34.09, the open interest changed by -119 which decreased total open position to 1044
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 22.85, which was -5.099999999999998 lower than the previous day. The implied volatity was 35.1, the open interest changed by -19 which decreased total open position to 1165
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 27.5, which was -19.65 lower than the previous day. The implied volatity was 36.43, the open interest changed by 207 which increased total open position to 1188
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 47.15, which was 5 higher than the previous day. The implied volatity was 37.87, the open interest changed by -202 which decreased total open position to 977
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 43, which was -36.7 lower than the previous day. The implied volatity was 34.7, the open interest changed by 256 which increased total open position to 1179
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 80, which was -24.5 lower than the previous day. The implied volatity was 32.72, the open interest changed by 69 which increased total open position to 921
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 104.7, which was -158.1 lower than the previous day. The implied volatity was 30.95, the open interest changed by -123 which decreased total open position to 852
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 254.45, which was -57.9 lower than the previous day. The implied volatity was 34.64, the open interest changed by 42 which increased total open position to 986
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 311.2, which was -131 lower than the previous day. The implied volatity was 35.86, the open interest changed by 22 which increased total open position to 946
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 441.15, which was 87.75 higher than the previous day. The implied volatity was 35.5, the open interest changed by -38 which decreased total open position to 926
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 348, which was -154.8 lower than the previous day. The implied volatity was 33.85, the open interest changed by 311 which increased total open position to 966
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 502.9, which was 37 higher than the previous day. The implied volatity was 41.64, the open interest changed by 82 which increased total open position to 655
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 455.3, which was 128.5 higher than the previous day. The implied volatity was 42.14, the open interest changed by 201 which increased total open position to 573
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 325.8, which was -90.7 lower than the previous day. The implied volatity was 35.47, the open interest changed by 85 which increased total open position to 388
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 402.95, which was -92.45 lower than the previous day. The implied volatity was 36.08, the open interest changed by 6 which increased total open position to 304
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 506.1, which was 167.15 higher than the previous day. The implied volatity was 39.47, the open interest changed by 24 which increased total open position to 299
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 333.8, which was -68.45 lower than the previous day. The implied volatity was 35.28, the open interest changed by 11 which increased total open position to 275
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 393.25, which was 169.4 higher than the previous day. The implied volatity was 32.98, the open interest changed by 58 which increased total open position to 266
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 233, which was -60.2 lower than the previous day. The implied volatity was 30.96, the open interest changed by 39 which increased total open position to 209
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 298.3, which was -55.15 lower than the previous day. The implied volatity was 32.53, the open interest changed by 2 which increased total open position to 171
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 367.55, which was -104.05 lower than the previous day. The implied volatity was 36.36, the open interest changed by 13 which increased total open position to 169
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 480.5, which was 196.8 higher than the previous day. The implied volatity was 37.74, the open interest changed by 73 which increased total open position to 156
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 285, which was 63.3 higher than the previous day. The implied volatity was 31.37, the open interest changed by 17 which increased total open position to 82
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 220, which was 88.7 higher than the previous day. The implied volatity was 30.51, the open interest changed by 13 which increased total open position to 65
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 132.6, which was -77.4 lower than the previous day. The implied volatity was 29.69, the open interest changed by 7 which increased total open position to 53
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 210, which was 120 higher than the previous day. The implied volatity was 31.07, the open interest changed by -7 which decreased total open position to 44
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 90, which was 5 higher than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 51
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 85, which was -36.35 lower than the previous day. The implied volatity was 27.07, the open interest changed by -1 which decreased total open position to 51
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 121.35, which was 5.45 higher than the previous day. The implied volatity was 27.65, the open interest changed by 32 which increased total open position to 53
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 115.9, which was 48.9 higher than the previous day. The implied volatity was 28.92, the open interest changed by 10 which increased total open position to 21
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 67, which was 10.1 higher than the previous day. The implied volatity was 26.1, the open interest changed by 3 which increased total open position to 9
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 56.9, which was -197.05 lower than the previous day. The implied volatity was 26.99, the open interest changed by 4 which increased total open position to 4
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 253.95, which was 0 lower than the previous day. The implied volatity was 7.55, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BAJAJ-AUTO was trading at 9729.00. 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 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 0, 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 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.84, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.2, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.81, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.97, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 5.67, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.71, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.68, 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 0, 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 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 3.95, 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 4.04, 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 0, which was 0 lower than the previous day. The implied volatity was 4.4, 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 3.82, the open interest changed by 0 which decreased total open position to 0
