[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9051 +182.50 (2.06%)
L: 8931.5 H: 9110

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Historical option data for BAJAJ-AUTO

20 Mar 2026 04:10 PM IST
BAJAJ-AUTO 30-MAR-2026 9100 CE
Delta: 0.49
Vega: 5.98
Theta: -7.68
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 9051.00 123.2 29.05 21.73 4,999 134 836
19 Mar 8868.50 104 -146.65 29.08 3,975 110 738
18 Mar 9271.00 230.7 41.4 20.68 915 -224 633
17 Mar 9110.00 190 4.7 24.47 3,357 65 855
16 Mar 9073.00 174.85 42.85 24.84 3,302 58 784
13 Mar 8875.00 133.75 -128.1 27.56 1,741 349 728
12 Mar 9162.00 258.35 -242.15 25.55 1,819 326 381
11 Mar 9327.50 500.5 75.05 - 0 0 55
10 Mar 9610.00 500.5 75.05 13.07 14 3 56
9 Mar 9383.00 425 -619.85 23.42 83 38 43
6 Mar 9816.00 1044.85 21.25 - 0 0 5
5 Mar 9804.50 1044.85 21.25 - 0 0 0
4 Mar 9652.50 1044.85 21.25 - 0 0 5
2 Mar 9776.00 1044.85 21.25 - 0 0 0
27 Feb 9972.50 1044.85 21.25 - 2 0 5
26 Feb 10110.00 1044.85 21.25 18.37 2 0 7
25 Feb 10097.00 1023.6 233.6 - 8 0 7
24 Feb 9829.00 790 79.75 - 7 6 6
23 Feb 9905.50 710.25 0 - 0 0 0
20 Feb 9807.00 710.25 0 - 0 0 0
19 Feb 9729.00 710.25 0 - 0 0 0
18 Feb 9980.00 710.25 0 - 0 0 0
17 Feb 9826.50 710.25 0 - 0 0 0
16 Feb 9697.50 710.25 0 - 0 0 0
13 Feb 9760.00 710.25 0 - 0 0 0
12 Feb 9840.00 710.25 0 - 0 0 0
11 Feb 9869.50 710.25 0 - 0 0 0
10 Feb 9774.00 710.25 0 - 0 0 0
9 Feb 9590.00 710.25 0 - 0 0 0
6 Feb 9518.50 710.25 0 - 0 0 0
5 Feb 9647.00 710.25 0 - 0 0 0
4 Feb 9639.00 710.25 0 - 0 0 0
3 Feb 9595.50 710.25 0 - 0 0 0
2 Feb 9496.50 710.25 0 - 0 0 0
1 Feb 9499.50 710.25 0 - 0 0 0
30 Jan 9597.50 710.25 0 - 0 0 0
29 Jan 9512.00 710.25 0 - 0 0 0
28 Jan 9433.50 710.25 0 - 0 0 0


For Bajaj Auto Limited - strike price 9100 expiring on 30MAR2026

Delta for 9100 CE is 0.49

Historical price for 9100 CE is as follows

On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 123.2, which was 29.05 higher than the previous day. The implied volatity was 21.73, the open interest changed by 134 which increased total open position to 836


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 104, which was -146.65 lower than the previous day. The implied volatity was 29.08, the open interest changed by 110 which increased total open position to 738


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 230.7, which was 41.4 higher than the previous day. The implied volatity was 20.68, the open interest changed by -224 which decreased total open position to 633


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 190, which was 4.7 higher than the previous day. The implied volatity was 24.47, the open interest changed by 65 which increased total open position to 855


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 174.85, which was 42.85 higher than the previous day. The implied volatity was 24.84, the open interest changed by 58 which increased total open position to 784


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 133.75, which was -128.1 lower than the previous day. The implied volatity was 27.56, the open interest changed by 349 which increased total open position to 728


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 258.35, which was -242.15 lower than the previous day. The implied volatity was 25.55, the open interest changed by 326 which increased total open position to 381


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 500.5, which was 75.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 500.5, which was 75.05 higher than the previous day. The implied volatity was 13.07, the open interest changed by 3 which increased total open position to 56


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 425, which was -619.85 lower than the previous day. The implied volatity was 23.42, the open interest changed by 38 which increased total open position to 43


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 1044.85, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 1044.85, which was 21.25 higher 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 1044.85, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 1044.85, which was 21.25 higher 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 1044.85, which was 21.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 1044.85, which was 21.25 higher than the previous day. The implied volatity was 18.37, the open interest changed by 0 which decreased total open position to 7


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 1023.6, which was 233.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 790, which was 79.75 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 6


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 710.25, 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 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 710.25, 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 710.25, 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 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 710.25, 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 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 710.25, 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 9100 PE
Delta: -0.49
Vega: 5.99
Theta: -10.03
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Mar 9051.00 226.4 -112.95 37.74 954 -59 935
19 Mar 8868.50 305 196.35 32.26 1,707 -143 997
18 Mar 9271.00 120 -74.7 28.55 881 5 1,145
17 Mar 9110.00 185.45 -74.4 30.17 2,046 437 1,142
16 Mar 9073.00 271.9 -127.4 38.25 219 21 708
13 Mar 8875.00 393.25 154.5 37.95 1,200 -157 688
12 Mar 9162.00 245 72.8 36.1 2,520 336 855
11 Mar 9327.50 171.8 91.65 34.19 910 -25 516
10 Mar 9610.00 82.55 -59.85 32.49 872 69 543
9 Mar 9383.00 149 92.15 32.89 1,283 -44 474
6 Mar 9816.00 57.75 8.25 30.51 338 160 518
5 Mar 9804.50 50 -39.05 28.92 196 49 358
4 Mar 9652.50 93 32.65 30.92 775 127 312
2 Mar 9776.00 60 30.45 28.16 371 102 182
27 Feb 9972.50 28.5 5.1 25.06 60 -4 80
26 Feb 10110.00 23.4 -3.05 26.4 58 -13 84
25 Feb 10097.00 26.15 -29.35 26.38 159 26 95
24 Feb 9829.00 53.75 8.35 26.21 27 1 69
23 Feb 9905.50 46 -13.45 26.15 60 27 69
20 Feb 9807.00 59.85 -20.45 25.56 32 12 43
19 Feb 9729.00 80.3 -79.45 26.12 56 29 31
18 Feb 9980.00 159.75 -40.45 - 0 0 2
17 Feb 9826.50 159.75 -40.45 - 0 0 2
16 Feb 9697.50 159.75 -40.45 - 0 0 2
13 Feb 9760.00 159.75 -40.45 - 0 0 2
12 Feb 9840.00 159.75 -40.45 - 0 0 2
11 Feb 9869.50 159.75 -40.45 - 0 0 2
10 Feb 9774.00 159.75 -40.45 - 0 0 2
9 Feb 9590.00 159.75 -40.45 - 0 0 2
6 Feb 9518.50 159.75 -40.45 - 0 0 2
5 Feb 9647.00 159.75 -40.45 - 0 0 2
4 Feb 9639.00 159.75 -40.45 - 0 0 2
3 Feb 9595.50 159.75 -40.45 - 0 0 2
2 Feb 9496.50 159.75 -40.45 - 0 0 2
1 Feb 9499.50 159.75 -40.45 25.37 2 0 1
30 Jan 9597.50 200.2 -22.85 29.94 1 0 0
29 Jan 9512.00 223.05 0 3.68 0 0 0
28 Jan 9433.50 223.05 0 3.4 0 0 0


For Bajaj Auto Limited - strike price 9100 expiring on 30MAR2026

Delta for 9100 PE is -0.49

Historical price for 9100 PE is as follows

On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 226.4, which was -112.95 lower than the previous day. The implied volatity was 37.74, the open interest changed by -59 which decreased total open position to 935


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 305, which was 196.35 higher than the previous day. The implied volatity was 32.26, the open interest changed by -143 which decreased total open position to 997


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 120, which was -74.7 lower than the previous day. The implied volatity was 28.55, the open interest changed by 5 which increased total open position to 1145


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 185.45, which was -74.4 lower than the previous day. The implied volatity was 30.17, the open interest changed by 437 which increased total open position to 1142


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 271.9, which was -127.4 lower than the previous day. The implied volatity was 38.25, the open interest changed by 21 which increased total open position to 708


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 393.25, which was 154.5 higher than the previous day. The implied volatity was 37.95, the open interest changed by -157 which decreased total open position to 688


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 245, which was 72.8 higher than the previous day. The implied volatity was 36.1, the open interest changed by 336 which increased total open position to 855


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 171.8, which was 91.65 higher than the previous day. The implied volatity was 34.19, the open interest changed by -25 which decreased total open position to 516


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 82.55, which was -59.85 lower than the previous day. The implied volatity was 32.49, the open interest changed by 69 which increased total open position to 543


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 149, which was 92.15 higher than the previous day. The implied volatity was 32.89, the open interest changed by -44 which decreased total open position to 474


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 57.75, which was 8.25 higher than the previous day. The implied volatity was 30.51, the open interest changed by 160 which increased total open position to 518


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 50, which was -39.05 lower than the previous day. The implied volatity was 28.92, the open interest changed by 49 which increased total open position to 358


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 93, which was 32.65 higher than the previous day. The implied volatity was 30.92, the open interest changed by 127 which increased total open position to 312


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 60, which was 30.45 higher than the previous day. The implied volatity was 28.16, the open interest changed by 102 which increased total open position to 182


On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 28.5, which was 5.1 higher than the previous day. The implied volatity was 25.06, the open interest changed by -4 which decreased total open position to 80


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 23.4, which was -3.05 lower than the previous day. The implied volatity was 26.4, the open interest changed by -13 which decreased total open position to 84


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 26.15, which was -29.35 lower than the previous day. The implied volatity was 26.38, the open interest changed by 26 which increased total open position to 95


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 53.75, which was 8.35 higher than the previous day. The implied volatity was 26.21, the open interest changed by 1 which increased total open position to 69


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 46, which was -13.45 lower than the previous day. The implied volatity was 26.15, the open interest changed by 27 which increased total open position to 69


On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 59.85, which was -20.45 lower than the previous day. The implied volatity was 25.56, the open interest changed by 12 which increased total open position to 43


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 80.3, which was -79.45 lower than the previous day. The implied volatity was 26.12, the open interest changed by 29 which increased total open position to 31


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 159.75, which was -40.45 lower than the previous day. The implied volatity was 25.37, the open interest changed by 0 which decreased total open position to 1


On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 200.2, which was -22.85 lower than the previous day. The implied volatity was 29.94, 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 223.05, which was 0 lower than the previous day. The implied volatity was 3.68, 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 223.05, 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