BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
10 Apr 2026 12:29 PM IST
| BAJAJ-AUTO 28-Apr-2026 (18d) 9100 CE | ||||||||||||||||
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Delta: 0.88
Vega: 0.04
Theta: -3.64
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Apr | 9792.00 | 749.6 | 229.30000000000007 | 28.86 | 19 | -4 | 590 | |||||||||
| 9 Apr | 9517.00 | 516.3 | 109.55 | 24.26 | 99 | -3 | 594 | |||||||||
| 8 Apr | 9366.00 | 415.65 | 165.35 | 24.95 | 990 | -141 | 599 | |||||||||
| 7 Apr | 9049.50 | 258.2 | 39.65 | 30.29 | 1,048 | 107 | 747 | |||||||||
| 6 Apr | 8942.50 | 223 | 71.95 | 30.31 | 805 | -41 | 656 | |||||||||
| 2 Apr | 8758.50 | 150.6 | -74.4 | 28.89 | 997 | 100 | 699 | |||||||||
| 1 Apr | 8895.50 | 227.4 | 40.8 | 30.04 | 2,020 | 254 | 600 | |||||||||
| 30 Mar | 8781.50 | 182.05 | -78.5 | 29.65 | 851 | 293 | 348 | |||||||||
| 27 Mar | 8901.00 | 261.35 | -74.3 | 30.16 | 143 | -3 | 54 | |||||||||
| 25 Mar | 9048.50 | 341.55 | 88.55 | 29.6 | 208 | 35 | 55 | |||||||||
| 24 Mar | 8898.00 | 253 | 30 | 27.6 | 27 | 13 | 20 | |||||||||
| 23 Mar | 8776.00 | 223 | -56.6 | 29.21 | 10 | 1 | 7 | |||||||||
| 20 Mar | 9051.00 | 279.6 | 21.5 | 20.56 | 10 | 4 | 6 | |||||||||
| 19 Mar | 8868.50 | 258.1 | -706.6 | 26.28 | 2 | 1 | 1 | |||||||||
| 18 Mar | 9271.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
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| 17 Mar | 9110.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 9073.00 | 964.7 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 13 Mar | 8875.00 | 964.7 | 0 | 0.94 | 0 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 9327.50 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 9610.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 9383.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 9816.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 9804.50 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 9972.50 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10110.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 10097.00 | 964.7 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9100 expiring on 28APR2026
Delta for 9100 CE is 0.88
Historical price for 9100 CE is as follows
On 10 Apr BAJAJ-AUTO was trading at 9792.00. The strike last trading price was 749.6, which was 229.30000000000007 higher than the previous day. The implied volatity was 28.86, the open interest changed by -4 which decreased total open position to 590
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 516.3, which was 109.55 higher than the previous day. The implied volatity was 24.26, the open interest changed by -3 which decreased total open position to 594
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 415.65, which was 165.35 higher than the previous day. The implied volatity was 24.95, the open interest changed by -141 which decreased total open position to 599
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 258.2, which was 39.65 higher than the previous day. The implied volatity was 30.29, the open interest changed by 107 which increased total open position to 747
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 223, which was 71.95 higher than the previous day. The implied volatity was 30.31, the open interest changed by -41 which decreased total open position to 656
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 150.6, which was -74.4 lower than the previous day. The implied volatity was 28.89, the open interest changed by 100 which increased total open position to 699
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 227.4, which was 40.8 higher than the previous day. The implied volatity was 30.04, the open interest changed by 254 which increased total open position to 600
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 182.05, which was -78.5 lower than the previous day. The implied volatity was 29.65, the open interest changed by 293 which increased total open position to 348
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 261.35, which was -74.3 lower than the previous day. The implied volatity was 30.16, the open interest changed by -3 which decreased total open position to 54
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 341.55, which was 88.55 higher than the previous day. The implied volatity was 29.6, the open interest changed by 35 which increased total open position to 55
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 253, which was 30 higher than the previous day. The implied volatity was 27.6, the open interest changed by 13 which increased total open position to 20
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 223, which was -56.6 lower than the previous day. The implied volatity was 29.21, the open interest changed by 1 which increased total open position to 7
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 279.6, which was 21.5 higher than the previous day. The implied volatity was 20.56, the open interest changed by 4 which increased total open position to 6
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 258.1, which was -706.6 lower than the previous day. The implied volatity was 26.28, the open interest changed by 1 which increased total open position to 1
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 964.7, 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 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 964.7, 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 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was 0.94, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 964.7, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 964.7, 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 964.7, 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 964.7, 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 964.7, 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 964.7, 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 964.7, 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 (18d) 9100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.05
Theta: -3.37
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Apr | 9792.00 | 54.45 | -43.849999999999994 | 32.7 | 866 | 152 | 433 |
| 9 Apr | 9517.00 | 100.55 | -28.35 | 32.23 | 1,246 | -69 | 279 |
| 8 Apr | 9366.00 | 126.75 | -185.6 | 29.94 | 1,222 | 192 | 368 |
| 7 Apr | 9049.50 | 308 | -54.65 | 35.15 | 168 | 31 | 168 |
| 6 Apr | 8942.50 | 362.7 | -144.7 | 35.62 | 15 | 1 | 136 |
| 2 Apr | 8758.50 | 507.5 | 101.1 | 35.9 | 20 | -4 | 139 |
| 1 Apr | 8895.50 | 402.85 | -132.15 | 33.75 | 254 | 119 | 142 |
| 30 Mar | 8781.50 | 535 | 38.95 | 38.74 | 25 | 6 | 23 |
| 27 Mar | 8901.00 | 496.05 | 11.6 | 40.82 | 16 | 8 | 16 |
| 25 Mar | 9048.50 | 484.45 | -15.95 | - | 0 | 0 | 8 |
| 24 Mar | 8898.00 | 484.45 | -15.95 | 38.57 | 7 | -1 | 7 |
| 23 Mar | 8776.00 | 500.4 | 120.4 | 33.56 | 1 | 0 | 8 |
| 20 Mar | 9051.00 | 380 | -55.85 | 35.2 | 3 | 2 | 8 |
| 19 Mar | 8868.50 | 435.85 | 320.85 | 32 | 3 | 2 | 6 |
| 18 Mar | 9271.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 17 Mar | 9110.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 16 Mar | 9073.00 | 115 | -21.95 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 115 | -21.95 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 11 Mar | 9327.50 | 115 | -21.95 | - | 0 | 0 | 4 |
| 10 Mar | 9610.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 9 Mar | 9383.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 6 Mar | 9816.00 | 115 | -21.95 | - | 0 | 0 | 4 |
| 5 Mar | 9804.50 | 115 | -21.95 | 28.17 | 6 | 0 | 2 |
| 4 Mar | 9652.50 | 136.95 | 5.25 | 26.88 | 2 | 0 | 0 |
| 2 Mar | 9776.00 | 131.7 | 0 | 5.28 | 0 | 0 | 0 |
| 27 Feb | 9972.50 | 131.7 | 0 | - | 0 | 0 | 0 |
| 26 Feb | 10110.00 | 131.7 | 0 | - | 0 | 0 | 0 |
| 25 Feb | 10097.00 | 131.7 | 0 | 6.92 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9100 expiring on 28APR2026
Delta for 9100 PE is -0.14
Historical price for 9100 PE is as follows
On 10 Apr BAJAJ-AUTO was trading at 9792.00. The strike last trading price was 54.45, which was -43.849999999999994 lower than the previous day. The implied volatity was 32.7, the open interest changed by 152 which increased total open position to 433
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 100.55, which was -28.35 lower than the previous day. The implied volatity was 32.23, the open interest changed by -69 which decreased total open position to 279
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 126.75, which was -185.6 lower than the previous day. The implied volatity was 29.94, the open interest changed by 192 which increased total open position to 368
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 308, which was -54.65 lower than the previous day. The implied volatity was 35.15, the open interest changed by 31 which increased total open position to 168
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 362.7, which was -144.7 lower than the previous day. The implied volatity was 35.62, the open interest changed by 1 which increased total open position to 136
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 507.5, which was 101.1 higher than the previous day. The implied volatity was 35.9, the open interest changed by -4 which decreased total open position to 139
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 402.85, which was -132.15 lower than the previous day. The implied volatity was 33.75, the open interest changed by 119 which increased total open position to 142
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 535, which was 38.95 higher than the previous day. The implied volatity was 38.74, the open interest changed by 6 which increased total open position to 23
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 496.05, which was 11.6 higher than the previous day. The implied volatity was 40.82, the open interest changed by 8 which increased total open position to 16
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 484.45, which was -15.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 484.45, which was -15.95 lower than the previous day. The implied volatity was 38.57, the open interest changed by -1 which decreased total open position to 7
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 500.4, which was 120.4 higher than the previous day. The implied volatity was 33.56, the open interest changed by 0 which decreased total open position to 8
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 380, which was -55.85 lower than the previous day. The implied volatity was 35.2, the open interest changed by 2 which increased total open position to 8
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 435.85, which was 320.85 higher than the previous day. The implied volatity was 32, the open interest changed by 2 which increased total open position to 6
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 115, which was -21.95 lower than the previous day. The implied volatity was 28.17, the open interest changed by 0 which decreased total open position to 2
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 136.95, which was 5.25 higher than the previous day. The implied volatity was 26.88, 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 131.7, which was 0 lower than the previous day. The implied volatity was 5.28, 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 131.7, 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 131.7, 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 131.7, which was 0 lower than the previous day. The implied volatity was 6.92, the open interest changed by 0 which decreased total open position to 0
