BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
25 Mar 2026 04:11 PM IST
| BAJAJ-AUTO 30-MAR-2026 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 4.07
Theta: -13.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 25 Mar | 9048.50 | 169 | 80.85 | 29.22 | 5,040 | 1,390 | 4,101 | |||||||||
| 24 Mar | 8898.00 | 92.15 | 26.7 | 28.32 | 5,799 | 13 | 2,716 | |||||||||
| 23 Mar | 8776.00 | 65.15 | -101.4 | 29.44 | 2,481 | 6 | 2,704 | |||||||||
| 20 Mar | 9051.00 | 170 | 41.1 | 20.56 | 4,457 | -32 | 2,708 | |||||||||
| 19 Mar | 8868.50 | 140.25 | -181.35 | 28.89 | 5,193 | 46 | 2,740 | |||||||||
| 18 Mar | 9271.00 | 296 | 52.1 | 19.3 | 595 | 1 | 2,699 | |||||||||
| 17 Mar | 9110.00 | 242.9 | 9.95 | 23.72 | 2,125 | -11 | 2,694 | |||||||||
| 16 Mar | 9073.00 | 224.95 | 58.5 | 24.4 | 6,907 | 48 | 2,712 | |||||||||
| 13 Mar | 8875.00 | 168.95 | -149.7 | 27.08 | 5,933 | 2,463 | 2,661 | |||||||||
| 12 Mar | 9162.00 | 317.45 | -126.6 | 25.46 | 414 | 116 | 201 | |||||||||
| 11 Mar | 9327.50 | 446.15 | -180.3 | 25.84 | 121 | -3 | 85 | |||||||||
| 10 Mar | 9610.00 | 626.45 | 121.9 | 16.35 | 79 | 5 | 88 | |||||||||
| 9 Mar | 9383.00 | 517 | -315.4 | 25.89 | 47 | 16 | 84 | |||||||||
| 6 Mar | 9816.00 | 839.55 | 22.05 | - | 4 | -3 | 68 | |||||||||
| 5 Mar | 9804.50 | 817.5 | 84.5 | 18.69 | 22 | 8 | 77 | |||||||||
| 4 Mar | 9652.50 | 733 | -57 | 20.68 | 2 | 0 | 68 | |||||||||
| 2 Mar | 9776.00 | 790 | -297.55 | 15.77 | 79 | 26 | 78 | |||||||||
| 27 Feb | 9972.50 | 1087.55 | 217.65 | 32.69 | 14 | 10 | 51 | |||||||||
| 26 Feb | 10110.00 | 869.9 | 31.1 | - | 0 | 0 | 41 | |||||||||
| 25 Feb | 10097.00 | 869.9 | 31.1 | - | 0 | 0 | 41 | |||||||||
| 24 Feb | 9829.00 | 869.9 | 31.1 | - | 19 | 8 | 42 | |||||||||
| 23 Feb | 9905.50 | 838.8 | 68.8 | - | 0 | 0 | 34 | |||||||||
| 20 Feb | 9807.00 | 838.8 | 68.8 | 17.23 | 3 | 1 | 33 | |||||||||
| 19 Feb | 9729.00 | 770 | -228.65 | 27.28 | 6 | -2 | 30 | |||||||||
| 18 Feb | 9980.00 | 998.65 | 113.65 | 21.54 | 4 | 2 | 32 | |||||||||
| 17 Feb | 9826.50 | 885 | 70 | 12.52 | 11 | 5 | 30 | |||||||||
| 16 Feb | 9697.50 | 815 | -80 | 18.24 | 3 | 1 | 25 | |||||||||
| 13 Feb | 9760.00 | 895 | -95 | 21.33 | 2 | 0 | 24 | |||||||||
| 12 Feb | 9840.00 | 990 | 155.35 | 22.74 | 2 | 0 | 25 | |||||||||
| 11 Feb | 9869.50 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
| 10 Feb | 9774.00 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
| 9 Feb | 9590.00 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
| 6 Feb | 9518.50 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
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| 5 Feb | 9647.00 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
| 4 Feb | 9639.00 | 834.65 | 192.4 | - | 0 | 0 | 25 | |||||||||
| 3 Feb | 9595.50 | 834.65 | 192.4 | 23.81 | 4 | 0 | 24 | |||||||||
| 2 Feb | 9496.50 | 642.25 | -16.7 | 14.56 | 28 | 20 | 23 | |||||||||
| 1 Feb | 9499.50 | 658.95 | -80.65 | - | 0 | 0 | 3 | |||||||||
| 30 Jan | 9597.50 | 658.95 | -80.65 | - | 0 | 0 | 3 | |||||||||
| 29 Jan | 9512.00 | 658.95 | -80.65 | - | 0 | 0 | 0 | |||||||||
| 28 Jan | 9433.50 | 658.95 | -80.65 | 15.29 | 3 | 0 | 0 | |||||||||
| 27 Jan | 9492.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Jan | 9413.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 9370.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 9179.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 9180.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 9429.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 9489.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Jan | 9579.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Jan | 9554.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Jan | 9491.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Jan | 9562.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 9760.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 9789.50 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 9661.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 9497.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 9502.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 9558.00 | 739.6 | - | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 9343.00 | 739.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 30MAR2026
Delta for 9000 CE is 0.61
Historical price for 9000 CE is as follows
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 169, which was 80.85 higher than the previous day. The implied volatity was 29.22, the open interest changed by 1390 which increased total open position to 4101
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 92.15, which was 26.7 higher than the previous day. The implied volatity was 28.32, the open interest changed by 13 which increased total open position to 2716
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 65.15, which was -101.4 lower than the previous day. The implied volatity was 29.44, the open interest changed by 6 which increased total open position to 2704
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 170, which was 41.1 higher than the previous day. The implied volatity was 20.56, the open interest changed by -32 which decreased total open position to 2708
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 140.25, which was -181.35 lower than the previous day. The implied volatity was 28.89, the open interest changed by 46 which increased total open position to 2740
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 296, which was 52.1 higher than the previous day. The implied volatity was 19.3, the open interest changed by 1 which increased total open position to 2699
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 242.9, which was 9.95 higher than the previous day. The implied volatity was 23.72, the open interest changed by -11 which decreased total open position to 2694
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 224.95, which was 58.5 higher than the previous day. The implied volatity was 24.4, the open interest changed by 48 which increased total open position to 2712
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 168.95, which was -149.7 lower than the previous day. The implied volatity was 27.08, the open interest changed by 2463 which increased total open position to 2661
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 317.45, which was -126.6 lower than the previous day. The implied volatity was 25.46, the open interest changed by 116 which increased total open position to 201
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 446.15, which was -180.3 lower than the previous day. The implied volatity was 25.84, the open interest changed by -3 which decreased total open position to 85
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 626.45, which was 121.9 higher than the previous day. The implied volatity was 16.35, the open interest changed by 5 which increased total open position to 88
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 517, which was -315.4 lower than the previous day. The implied volatity was 25.89, the open interest changed by 16 which increased total open position to 84
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 839.55, which was 22.05 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 68
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 817.5, which was 84.5 higher than the previous day. The implied volatity was 18.69, the open interest changed by 8 which increased total open position to 77
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 733, which was -57 lower than the previous day. The implied volatity was 20.68, the open interest changed by 0 which decreased total open position to 68
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 790, which was -297.55 lower than the previous day. The implied volatity was 15.77, the open interest changed by 26 which increased total open position to 78
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 1087.55, which was 217.65 higher than the previous day. The implied volatity was 32.69, the open interest changed by 10 which increased total open position to 51
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 869.9, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 869.9, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 869.9, which was 31.1 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 42
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 838.8, which was 68.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 838.8, which was 68.8 higher than the previous day. The implied volatity was 17.23, the open interest changed by 1 which increased total open position to 33
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 770, which was -228.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by -2 which decreased total open position to 30
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 998.65, which was 113.65 higher than the previous day. The implied volatity was 21.54, the open interest changed by 2 which increased total open position to 32
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 885, which was 70 higher than the previous day. The implied volatity was 12.52, the open interest changed by 5 which increased total open position to 30
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 815, which was -80 lower than the previous day. The implied volatity was 18.24, the open interest changed by 1 which increased total open position to 25
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 895, which was -95 lower than the previous day. The implied volatity was 21.33, the open interest changed by 0 which decreased total open position to 24
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 990, which was 155.35 higher than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 25
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 834.65, which was 192.4 higher than the previous day. The implied volatity was 23.81, the open interest changed by 0 which decreased total open position to 24
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 642.25, which was -16.7 lower than the previous day. The implied volatity was 14.56, the open interest changed by 20 which increased total open position to 23
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 658.95, which was -80.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 658.95, which was -80.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 658.95, which was -80.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 658.95, which was -80.65 lower than the previous day. The implied volatity was 15.29, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Jan BAJAJ-AUTO was trading at 9497.50. 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 Jan BAJAJ-AUTO was trading at 9502.50. 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 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 739.6, 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 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 739.6, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30MAR2026 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 4.09
Theta: -11.87
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 25 Mar | 9048.50 | 95.5 | -93.2 | 31.51 | 3,799 | 334 | 875 |
| 24 Mar | 8898.00 | 180.7 | -154.1 | 29.52 | 1,925 | -61 | 562 |
| 23 Mar | 8776.00 | 344.8 | 169.7 | 46.74 | 707 | -162 | 625 |
| 20 Mar | 9051.00 | 166 | -101.8 | 34.6 | 3,699 | -384 | 731 |
| 19 Mar | 8868.50 | 244 | 164.05 | 32.31 | 3,704 | -87 | 1,117 |
| 18 Mar | 9271.00 | 89.9 | -59.1 | 29.19 | 1,625 | -89 | 1,204 |
| 17 Mar | 9110.00 | 147.9 | -60 | 31.06 | 2,033 | 109 | 1,294 |
| 16 Mar | 9073.00 | 215.35 | -122.45 | 37.09 | 2,444 | -6 | 1,183 |
| 13 Mar | 8875.00 | 343.5 | 147.75 | 39.1 | 4,102 | -37 | 1,201 |
| 12 Mar | 9162.00 | 204 | 62.9 | 36.4 | 4,238 | -455 | 1,256 |
| 11 Mar | 9327.50 | 140 | 73.85 | 34.51 | 4,533 | -15 | 1,707 |
| 10 Mar | 9610.00 | 66.1 | -55.9 | 33.06 | 5,220 | 185 | 1,737 |
| 9 Mar | 9383.00 | 120.05 | 74 | 33.1 | 6,430 | 174 | 1,558 |
| 6 Mar | 9816.00 | 45.45 | 5.4 | 30.93 | 1,344 | 334 | 1,384 |
| 5 Mar | 9804.50 | 41.05 | -31.35 | 29.78 | 1,822 | 494 | 1,050 |
| 4 Mar | 9652.50 | 73.65 | 27.95 | 31.08 | 2,435 | -645 | 562 |
| 2 Mar | 9776.00 | 46.05 | 23.75 | 28.32 | 1,950 | 687 | 1,207 |
| 27 Feb | 9972.50 | 22.95 | 4.4 | 25.79 | 461 | 22 | 516 |
| 26 Feb | 10110.00 | 18.85 | -2.85 | 27.06 | 260 | 27 | 492 |
| 25 Feb | 10097.00 | 23 | -21.35 | 27.53 | 1,213 | 66 | 464 |
| 24 Feb | 9829.00 | 42.35 | 6.75 | 26.55 | 738 | 51 | 399 |
| 23 Feb | 9905.50 | 36.55 | -11.15 | 26.57 | 281 | -17 | 347 |
| 20 Feb | 9807.00 | 49.15 | -14.45 | 26.14 | 382 | 70 | 364 |
| 19 Feb | 9729.00 | 65.5 | 27.85 | 26.52 | 229 | 24 | 293 |
| 18 Feb | 9980.00 | 36.85 | -17.55 | 26.8 | 175 | 14 | 269 |
| 17 Feb | 9826.50 | 56 | -16.3 | 26.52 | 132 | 31 | 255 |
| 16 Feb | 9697.50 | 74.55 | 0.95 | 26.27 | 135 | -4 | 223 |
| 13 Feb | 9760.00 | 73 | 6.9 | 26.45 | 116 | 58 | 230 |
| 12 Feb | 9840.00 | 67.3 | 12.9 | 27.15 | 43 | 14 | 173 |
| 11 Feb | 9869.50 | 55 | -9.85 | 25.75 | 81 | -1 | 160 |
| 10 Feb | 9774.00 | 65 | -25.5 | 25.01 | 77 | 10 | 161 |
| 9 Feb | 9590.00 | 91 | -18.2 | 24.42 | 30 | 1 | 150 |
| 6 Feb | 9518.50 | 106.25 | 3.2 | 24.16 | 41 | -16 | 149 |
| 5 Feb | 9647.00 | 103.05 | -1.5 | 26.42 | 45 | -9 | 165 |
| 4 Feb | 9639.00 | 105 | -5.25 | 25.78 | 171 | 1 | 180 |
| 3 Feb | 9595.50 | 110.55 | -36.45 | 25.85 | 75 | 25 | 179 |
| 2 Feb | 9496.50 | 147 | -95.85 | 26.28 | 108 | 45 | 154 |
| 1 Feb | 9499.50 | 242.85 | 77.6 | 34.5 | 27 | -5 | 107 |
| 30 Jan | 9597.50 | 161.75 | -20.15 | 29.22 | 23 | 1 | 112 |
| 29 Jan | 9512.00 | 181.9 | -24.5 | 29.26 | 21 | 7 | 110 |
| 28 Jan | 9433.50 | 206.4 | 9.4 | 30.12 | 59 | 2 | 103 |
| 27 Jan | 9492.00 | 197 | -19 | 29.84 | 15 | -5 | 101 |
| 23 Jan | 9413.50 | 216 | 32.85 | 28.32 | 121 | 79 | 106 |
| 22 Jan | 9370.00 | 182 | -79 | 25.59 | 19 | 16 | 26 |
| 21 Jan | 9179.00 | 261 | 32.25 | 26.64 | 2 | -1 | 9 |
| 20 Jan | 9180.00 | 240 | 111.95 | 24.88 | 9 | 8 | 9 |
| 19 Jan | 9429.50 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 16 Jan | 9489.00 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 14 Jan | 9579.50 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 13 Jan | 9554.00 | 128.05 | -196.3 | - | 0 | 0 | 0 |
| 12 Jan | 9491.00 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 9 Jan | 9562.50 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 8 Jan | 9760.50 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 7 Jan | 9789.50 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 6 Jan | 9661.00 | 128.05 | -196.3 | - | 0 | 0 | 1 |
| 5 Jan | 9497.50 | - | - | - | 0 | 0 | 0 |
| 2 Jan | 9502.50 | - | - | - | 0 | 0 | 0 |
| 1 Jan | 9558.00 | 324.35 | - | - | 0 | 0 | 0 |
| 31 Dec | 9343.00 | 324.35 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 30MAR2026
Delta for 9000 PE is -0.39
Historical price for 9000 PE is as follows
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 95.5, which was -93.2 lower than the previous day. The implied volatity was 31.51, the open interest changed by 334 which increased total open position to 875
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 180.7, which was -154.1 lower than the previous day. The implied volatity was 29.52, the open interest changed by -61 which decreased total open position to 562
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 344.8, which was 169.7 higher than the previous day. The implied volatity was 46.74, the open interest changed by -162 which decreased total open position to 625
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 166, which was -101.8 lower than the previous day. The implied volatity was 34.6, the open interest changed by -384 which decreased total open position to 731
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 244, which was 164.05 higher than the previous day. The implied volatity was 32.31, the open interest changed by -87 which decreased total open position to 1117
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 89.9, which was -59.1 lower than the previous day. The implied volatity was 29.19, the open interest changed by -89 which decreased total open position to 1204
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 147.9, which was -60 lower than the previous day. The implied volatity was 31.06, the open interest changed by 109 which increased total open position to 1294
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 215.35, which was -122.45 lower than the previous day. The implied volatity was 37.09, the open interest changed by -6 which decreased total open position to 1183
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 343.5, which was 147.75 higher than the previous day. The implied volatity was 39.1, the open interest changed by -37 which decreased total open position to 1201
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 204, which was 62.9 higher than the previous day. The implied volatity was 36.4, the open interest changed by -455 which decreased total open position to 1256
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 140, which was 73.85 higher than the previous day. The implied volatity was 34.51, the open interest changed by -15 which decreased total open position to 1707
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 66.1, which was -55.9 lower than the previous day. The implied volatity was 33.06, the open interest changed by 185 which increased total open position to 1737
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 120.05, which was 74 higher than the previous day. The implied volatity was 33.1, the open interest changed by 174 which increased total open position to 1558
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 45.45, which was 5.4 higher than the previous day. The implied volatity was 30.93, the open interest changed by 334 which increased total open position to 1384
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 41.05, which was -31.35 lower than the previous day. The implied volatity was 29.78, the open interest changed by 494 which increased total open position to 1050
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 73.65, which was 27.95 higher than the previous day. The implied volatity was 31.08, the open interest changed by -645 which decreased total open position to 562
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 46.05, which was 23.75 higher than the previous day. The implied volatity was 28.32, the open interest changed by 687 which increased total open position to 1207
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 22.95, which was 4.4 higher than the previous day. The implied volatity was 25.79, the open interest changed by 22 which increased total open position to 516
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 18.85, which was -2.85 lower than the previous day. The implied volatity was 27.06, the open interest changed by 27 which increased total open position to 492
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 23, which was -21.35 lower than the previous day. The implied volatity was 27.53, the open interest changed by 66 which increased total open position to 464
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 42.35, which was 6.75 higher than the previous day. The implied volatity was 26.55, the open interest changed by 51 which increased total open position to 399
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 36.55, which was -11.15 lower than the previous day. The implied volatity was 26.57, the open interest changed by -17 which decreased total open position to 347
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 49.15, which was -14.45 lower than the previous day. The implied volatity was 26.14, the open interest changed by 70 which increased total open position to 364
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 65.5, which was 27.85 higher than the previous day. The implied volatity was 26.52, the open interest changed by 24 which increased total open position to 293
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 36.85, which was -17.55 lower than the previous day. The implied volatity was 26.8, the open interest changed by 14 which increased total open position to 269
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 56, which was -16.3 lower than the previous day. The implied volatity was 26.52, the open interest changed by 31 which increased total open position to 255
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 74.55, which was 0.95 higher than the previous day. The implied volatity was 26.27, the open interest changed by -4 which decreased total open position to 223
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 73, which was 6.9 higher than the previous day. The implied volatity was 26.45, the open interest changed by 58 which increased total open position to 230
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 67.3, which was 12.9 higher than the previous day. The implied volatity was 27.15, the open interest changed by 14 which increased total open position to 173
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 55, which was -9.85 lower than the previous day. The implied volatity was 25.75, the open interest changed by -1 which decreased total open position to 160
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 65, which was -25.5 lower than the previous day. The implied volatity was 25.01, the open interest changed by 10 which increased total open position to 161
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 91, which was -18.2 lower than the previous day. The implied volatity was 24.42, the open interest changed by 1 which increased total open position to 150
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 106.25, which was 3.2 higher than the previous day. The implied volatity was 24.16, the open interest changed by -16 which decreased total open position to 149
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 103.05, which was -1.5 lower than the previous day. The implied volatity was 26.42, the open interest changed by -9 which decreased total open position to 165
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 105, which was -5.25 lower than the previous day. The implied volatity was 25.78, the open interest changed by 1 which increased total open position to 180
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 110.55, which was -36.45 lower than the previous day. The implied volatity was 25.85, the open interest changed by 25 which increased total open position to 179
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 147, which was -95.85 lower than the previous day. The implied volatity was 26.28, the open interest changed by 45 which increased total open position to 154
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 242.85, which was 77.6 higher than the previous day. The implied volatity was 34.5, the open interest changed by -5 which decreased total open position to 107
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 161.75, which was -20.15 lower than the previous day. The implied volatity was 29.22, the open interest changed by 1 which increased total open position to 112
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 181.9, which was -24.5 lower than the previous day. The implied volatity was 29.26, the open interest changed by 7 which increased total open position to 110
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 206.4, which was 9.4 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 103
On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 197, which was -19 lower than the previous day. The implied volatity was 29.84, the open interest changed by -5 which decreased total open position to 101
On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 216, which was 32.85 higher than the previous day. The implied volatity was 28.32, the open interest changed by 79 which increased total open position to 106
On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 182, which was -79 lower than the previous day. The implied volatity was 25.59, the open interest changed by 16 which increased total open position to 26
On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 261, which was 32.25 higher than the previous day. The implied volatity was 26.64, the open interest changed by -1 which decreased total open position to 9
On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 240, which was 111.95 higher than the previous day. The implied volatity was 24.88, the open interest changed by 8 which increased total open position to 9
On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 128.05, which was -196.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Jan BAJAJ-AUTO was trading at 9497.50. 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 Jan BAJAJ-AUTO was trading at 9502.50. 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 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 324.35, 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 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 324.35, 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
