BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
02 Mar 2026 04:11 PM IST
| BAJAJ-AUTO 30-MAR-2026 9100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 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 | |||||||||
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| 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 -
Historical price for 9100 CE is as follows
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 | |||||||
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Delta: -0.15
Vega: 6.24
Theta: -2.72
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 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 -0.15
Historical price for 9100 PE is as follows
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
