[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
8895.5 +114.00 (1.30%)
L: 8870 H: 9170

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Historical option data for BAJAJ-AUTO

01 Apr 2026 04:10 PM IST
BAJAJ-AUTO 28-Apr-2026 (27d) 9000 CE
Delta: 0.49
Vega: 9.65
Theta: -6.56
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
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
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 0.49

Historical price for 9000 CE is as follows

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 (27d) 9000 PE
Delta: -0.5
Vega: 9.65
Theta: -4.73
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
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 -0.5

Historical price for 9000 PE is as follows

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