BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 01:39 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 9200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.92
Vega: 0.02
Theta: -4.81
Gamma: 0.00058
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9545.00 | 364.3 | -16.25 | 25.12 | 35 | -9 | 210 | |||||||||
| 23 Apr | 9550.50 | 380.55 | -81.09999999999997 | 31.88 | 46 | -23 | 219 | |||||||||
| 22 Apr | 9602.00 | 451.1 | -186.89999999999998 | 37.31 | 40 | 3 | 240 | |||||||||
| 21 Apr | 9793.00 | 638 | -25.5 | 38.73 | 4 | -1 | 238 | |||||||||
| 20 Apr | 9803.00 | 600 | -3 | 36.77 | 67 | -30 | 238 | |||||||||
| 17 Apr | 9773.50 | 603 | -93.45000000000005 | 25.99 | 7 | -1 | 269 | |||||||||
| 16 Apr | 9825.00 | 696.4 | -43.700000000000045 | 37.07 | 24 | -7 | 271 | |||||||||
| 15 Apr | 9865.00 | 740.2 | 72.55000000000007 | 38.07 | 36 | -13 | 286 | |||||||||
| 13 Apr | 9816.00 | 667.65 | -9.700000000000045 | 31.68 | 32 | -15 | 299 | |||||||||
| 10 Apr | 9813.50 | 687.35 | 252.60000000000002 | 26.9 | 57 | -16 | 315 | |||||||||
| 9 Apr | 9517.00 | 434.4 | 88.85 | 23.62 | 252 | -22 | 330 | |||||||||
| 8 Apr | 9366.00 | 346.1 | 140.35 | 24.77 | 436 | -52 | 355 | |||||||||
| 7 Apr | 9049.50 | 209.1 | 30.1 | 29.79 | 810 | -5 | 405 | |||||||||
| 6 Apr | 8942.50 | 181.65 | 59.1 | 29.52 | 1,035 | 87 | 414 | |||||||||
| 2 Apr | 8758.50 | 120.55 | -65.8 | 28.79 | 1,066 | 73 | 328 | |||||||||
| 1 Apr | 8895.50 | 189.75 | 33.75 | 30.07 | 722 | 21 | 255 | |||||||||
| 30 Mar | 8781.50 | 155.8 | -66.6 | 30.27 | 872 | -23 | 233 | |||||||||
| 27 Mar | 8901.00 | 225 | -60 | 30.46 | 394 | 57 | 231 | |||||||||
| 25 Mar | 9048.50 | 285 | 69.4 | 28.72 | 213 | 36 | 173 | |||||||||
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| 24 Mar | 8898.00 | 223.6 | 52.15 | 28.56 | 327 | 72 | 135 | |||||||||
| 23 Mar | 8776.00 | 170 | -48.05 | 27.41 | 41 | 0 | 63 | |||||||||
| 20 Mar | 9051.00 | 218.05 | 27.5 | 19.55 | 41 | 7 | 55 | |||||||||
| 19 Mar | 8868.50 | 204 | -176.85 | 25.02 | 63 | 30 | 46 | |||||||||
| 18 Mar | 9271.00 | 362 | 53.55 | 23.79 | 18 | 6 | 16 | |||||||||
| 17 Mar | 9110.00 | 308.45 | -6.55 | 24.38 | 9 | 6 | 10 | |||||||||
| 16 Mar | 9073.00 | 315 | 75 | 26.51 | 1 | 0 | 3 | |||||||||
| 13 Mar | 8875.00 | 240 | -518.75 | 26.31 | 3 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Mar | 9327.50 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 9610.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 9383.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 9816.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 9804.50 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 9972.50 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10110.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 10097.00 | 758.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 9829.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 9905.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 9807.00 | - | - | - | 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 9200 expiring on 28APR2026
Delta for 9200 CE is 0.92
Historical price for 9200 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 364.3, which was -16.25 lower than the previous day. The implied volatity was 25.12, the open interest changed by -9 which decreased total open position to 210
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 380.55, which was -81.09999999999997 lower than the previous day. The implied volatity was 31.88, the open interest changed by -23 which decreased total open position to 219
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 451.1, which was -186.89999999999998 lower than the previous day. The implied volatity was 37.31, the open interest changed by 3 which increased total open position to 240
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 638, which was -25.5 lower than the previous day. The implied volatity was 38.73, the open interest changed by -1 which decreased total open position to 238
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 600, which was -3 lower than the previous day. The implied volatity was 36.77, the open interest changed by -30 which decreased total open position to 238
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 603, which was -93.45000000000005 lower than the previous day. The implied volatity was 25.99, the open interest changed by -1 which decreased total open position to 269
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 696.4, which was -43.700000000000045 lower than the previous day. The implied volatity was 37.07, the open interest changed by -7 which decreased total open position to 271
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 740.2, which was 72.55000000000007 higher than the previous day. The implied volatity was 38.07, the open interest changed by -13 which decreased total open position to 286
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 667.65, which was -9.700000000000045 lower than the previous day. The implied volatity was 31.68, the open interest changed by -15 which decreased total open position to 299
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 687.35, which was 252.60000000000002 higher than the previous day. The implied volatity was 26.9, the open interest changed by -16 which decreased total open position to 315
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 434.4, which was 88.85 higher than the previous day. The implied volatity was 23.62, the open interest changed by -22 which decreased total open position to 330
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 346.1, which was 140.35 higher than the previous day. The implied volatity was 24.77, the open interest changed by -52 which decreased total open position to 355
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 209.1, which was 30.1 higher than the previous day. The implied volatity was 29.79, the open interest changed by -5 which decreased total open position to 405
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 181.65, which was 59.1 higher than the previous day. The implied volatity was 29.52, the open interest changed by 87 which increased total open position to 414
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 120.55, which was -65.8 lower than the previous day. The implied volatity was 28.79, the open interest changed by 73 which increased total open position to 328
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 189.75, which was 33.75 higher than the previous day. The implied volatity was 30.07, the open interest changed by 21 which increased total open position to 255
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 155.8, which was -66.6 lower than the previous day. The implied volatity was 30.27, the open interest changed by -23 which decreased total open position to 233
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 225, which was -60 lower than the previous day. The implied volatity was 30.46, the open interest changed by 57 which increased total open position to 231
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 285, which was 69.4 higher than the previous day. The implied volatity was 28.72, the open interest changed by 36 which increased total open position to 173
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 223.6, which was 52.15 higher than the previous day. The implied volatity was 28.56, the open interest changed by 72 which increased total open position to 135
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 170, which was -48.05 lower than the previous day. The implied volatity was 27.41, the open interest changed by 0 which decreased total open position to 63
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 218.05, which was 27.5 higher than the previous day. The implied volatity was 19.55, the open interest changed by 7 which increased total open position to 55
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 204, which was -176.85 lower than the previous day. The implied volatity was 25.02, the open interest changed by 30 which increased total open position to 46
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 362, which was 53.55 higher than the previous day. The implied volatity was 23.79, the open interest changed by 6 which increased total open position to 16
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 308.45, which was -6.55 lower than the previous day. The implied volatity was 24.38, the open interest changed by 6 which increased total open position to 10
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 315, which was 75 higher than the previous day. The implied volatity was 26.51, the open interest changed by 0 which decreased total open position to 3
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 240, which was -518.75 lower than the previous day. The implied volatity was 26.31, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 758.75, 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 24 Feb BAJAJ-AUTO was trading at 9829.00. 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 23 Feb BAJAJ-AUTO was trading at 9905.50. 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 20 Feb BAJAJ-AUTO was trading at 9807.00. 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 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 (4d) 9200 PE | |||||||
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Delta: -0.12
Vega: 0.02
Theta: -5.7
Gamma: 0.00065
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9545.00 | 17.75 | -0.3500000000000014 | 29.07 | 1,108 | 31 | 479 |
| 23 Apr | 9550.50 | 19 | -7.199999999999999 | 26.55 | 981 | 72 | 451 |
| 22 Apr | 9602.00 | 25.05 | 7.350000000000001 | 29.79 | 1,046 | 6 | 380 |
| 21 Apr | 9793.00 | 17.95 | -6.550000000000001 | 33.13 | 468 | -56 | 374 |
| 20 Apr | 9803.00 | 29.05 | -8.05 | 33.3 | 653 | -71 | 434 |
| 17 Apr | 9773.50 | 35.65 | 0.6000000000000014 | 31.64 | 556 | 120 | 506 |
| 16 Apr | 9825.00 | 34.1 | -6.600000000000001 | 31.8 | 236 | 23 | 388 |
| 15 Apr | 9865.00 | 40.5 | -30.549999999999997 | 33.61 | 388 | 15 | 364 |
| 13 Apr | 9816.00 | 71.1 | 9.049999999999997 | 35.58 | 1,297 | 16 | 347 |
| 10 Apr | 9813.50 | 68.1 | -55.35000000000001 | 33.33 | 1,327 | 12 | 329 |
| 9 Apr | 9517.00 | 123.2 | -38.85 | 31.46 | 2,041 | 82 | 318 |
| 8 Apr | 9366.00 | 163.5 | -196.2 | 30.2 | 668 | 119 | 238 |
| 7 Apr | 9049.50 | 355.1 | -66.55 | 34.31 | 7 | 3 | 118 |
| 6 Apr | 8942.50 | 421.65 | -161.4 | 35.67 | 25 | -1 | 115 |
| 2 Apr | 8758.50 | 588.5 | 119.3 | 37.53 | 27 | -8 | 116 |
| 1 Apr | 8895.50 | 463.75 | -186.25 | 33.33 | 205 | 43 | 125 |
| 30 Mar | 8781.50 | 650 | 62.65 | 44.12 | 88 | 24 | 82 |
| 27 Mar | 8901.00 | 587.35 | 177.35 | 44 | 45 | 13 | 57 |
| 25 Mar | 9048.50 | 410 | -108.7 | 33.97 | 14 | 5 | 43 |
| 24 Mar | 8898.00 | 515.9 | -104.1 | 36.16 | 52 | 21 | 37 |
| 23 Mar | 8776.00 | 620 | 187.5 | 38.88 | 9 | 6 | 16 |
| 20 Mar | 9051.00 | 435 | -99.4 | 35.54 | 7 | -3 | 10 |
| 19 Mar | 8868.50 | 534.4 | 230.7 | 35.48 | 7 | -3 | 14 |
| 18 Mar | 9271.00 | 303.7 | -90.3 | 29.87 | 20 | 4 | 10 |
| 17 Mar | 9110.00 | 394 | 144.45 | 32.66 | 2 | 0 | 4 |
| 16 Mar | 9073.00 | 249.55 | 109.55 | - | 0 | 0 | 0 |
| 13 Mar | 8875.00 | 249.55 | 109.55 | - | 0 | 0 | 0 |
| 12 Mar | 9162.00 | 249.55 | 109.55 | - | 0 | 0 | 4 |
| 11 Mar | 9327.50 | 249.55 | 109.55 | 26.82 | 1 | 0 | 4 |
| 10 Mar | 9610.00 | 140 | -20 | - | 0 | 0 | 4 |
| 9 Mar | 9383.00 | 140 | -20 | - | 0 | 0 | 4 |
| 6 Mar | 9816.00 | 140 | -20 | - | 0 | 0 | 4 |
| 5 Mar | 9804.50 | 140 | -20 | 28.35 | 1 | 0 | 4 |
| 4 Mar | 9652.50 | 160 | 35.65 | 26.56 | 1 | 0 | 3 |
| 2 Mar | 9776.00 | 124.35 | 38.45 | 25.53 | 1 | 0 | 2 |
| 27 Feb | 9972.50 | 85.9 | -239.95 | 24.62 | 2 | 0 | 0 |
| 26 Feb | 10110.00 | 325.85 | 0 | 6.51 | 0 | 0 | 0 |
| 25 Feb | 10097.00 | 325.85 | 0 | 6.36 | 0 | 0 | 0 |
| 24 Feb | 9829.00 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 9905.50 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 9807.00 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 9980.00 | 325.85 | 0 | 4.78 | 0 | 0 | 0 |
| 17 Feb | 9826.50 | 325.85 | 0 | 4.7 | 0 | 0 | 0 |
| 16 Feb | 9697.50 | 325.85 | 0 | 4.05 | 0 | 0 | 0 |
| 13 Feb | 9760.00 | 325.85 | 0 | 4.37 | 0 | 0 | 0 |
| 12 Feb | 9840.00 | 325.85 | 0 | 4.71 | 0 | 0 | 0 |
| 11 Feb | 9869.50 | 325.85 | 0 | 4.88 | 0 | 0 | 0 |
| 10 Feb | 9774.00 | 325.85 | 0 | 4.58 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 325.85 | 0 | 3.36 | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 325.85 | 0 | 3.03 | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 0 | 0 | 3.62 | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 0 | 0 | 3.6 | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 0 | 0 | 3.39 | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 0 | 0 | 2.86 | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 0 | 0 | 2.97 | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 0 | 0 | 3.34 | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 0 | 0 | 2.75 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9200 expiring on 28APR2026
Delta for 9200 PE is -0.12
Historical price for 9200 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 17.75, which was -0.3500000000000014 lower than the previous day. The implied volatity was 29.07, the open interest changed by 31 which increased total open position to 479
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 19, which was -7.199999999999999 lower than the previous day. The implied volatity was 26.55, the open interest changed by 72 which increased total open position to 451
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 25.05, which was 7.350000000000001 higher than the previous day. The implied volatity was 29.79, the open interest changed by 6 which increased total open position to 380
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 17.95, which was -6.550000000000001 lower than the previous day. The implied volatity was 33.13, the open interest changed by -56 which decreased total open position to 374
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 29.05, which was -8.05 lower than the previous day. The implied volatity was 33.3, the open interest changed by -71 which decreased total open position to 434
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 35.65, which was 0.6000000000000014 higher than the previous day. The implied volatity was 31.64, the open interest changed by 120 which increased total open position to 506
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 34.1, which was -6.600000000000001 lower than the previous day. The implied volatity was 31.8, the open interest changed by 23 which increased total open position to 388
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 40.5, which was -30.549999999999997 lower than the previous day. The implied volatity was 33.61, the open interest changed by 15 which increased total open position to 364
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 71.1, which was 9.049999999999997 higher than the previous day. The implied volatity was 35.58, the open interest changed by 16 which increased total open position to 347
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 68.1, which was -55.35000000000001 lower than the previous day. The implied volatity was 33.33, the open interest changed by 12 which increased total open position to 329
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 123.2, which was -38.85 lower than the previous day. The implied volatity was 31.46, the open interest changed by 82 which increased total open position to 318
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 163.5, which was -196.2 lower than the previous day. The implied volatity was 30.2, the open interest changed by 119 which increased total open position to 238
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 355.1, which was -66.55 lower than the previous day. The implied volatity was 34.31, the open interest changed by 3 which increased total open position to 118
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 421.65, which was -161.4 lower than the previous day. The implied volatity was 35.67, the open interest changed by -1 which decreased total open position to 115
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 588.5, which was 119.3 higher than the previous day. The implied volatity was 37.53, the open interest changed by -8 which decreased total open position to 116
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 463.75, which was -186.25 lower than the previous day. The implied volatity was 33.33, the open interest changed by 43 which increased total open position to 125
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 650, which was 62.65 higher than the previous day. The implied volatity was 44.12, the open interest changed by 24 which increased total open position to 82
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 587.35, which was 177.35 higher than the previous day. The implied volatity was 44, the open interest changed by 13 which increased total open position to 57
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 410, which was -108.7 lower than the previous day. The implied volatity was 33.97, the open interest changed by 5 which increased total open position to 43
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 515.9, which was -104.1 lower than the previous day. The implied volatity was 36.16, the open interest changed by 21 which increased total open position to 37
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 620, which was 187.5 higher than the previous day. The implied volatity was 38.88, the open interest changed by 6 which increased total open position to 16
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 435, which was -99.4 lower than the previous day. The implied volatity was 35.54, the open interest changed by -3 which decreased total open position to 10
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 534.4, which was 230.7 higher than the previous day. The implied volatity was 35.48, the open interest changed by -3 which decreased total open position to 14
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 303.7, which was -90.3 lower than the previous day. The implied volatity was 29.87, the open interest changed by 4 which increased total open position to 10
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 394, which was 144.45 higher than the previous day. The implied volatity was 32.66, 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 249.55, which was 109.55 higher 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 249.55, which was 109.55 higher 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 249.55, which was 109.55 higher 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 249.55, which was 109.55 higher than the previous day. The implied volatity was 26.82, 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 140, which was -20 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 140, which was -20 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 140, which was -20 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 140, which was -20 lower than the previous day. The implied volatity was 28.35, the open interest changed by 0 which decreased total open position to 4
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 160, which was 35.65 higher than the previous day. The implied volatity was 26.56, the open interest changed by 0 which decreased total open position to 3
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 124.35, which was 38.45 higher than the previous day. The implied volatity was 25.53, the open interest changed by 0 which decreased total open position to 2
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 85.9, which was -239.95 lower than the previous day. The implied volatity was 24.62, 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 325.85, which was 0 lower than the previous day. The implied volatity was 6.51, 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 325.85, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BAJAJ-AUTO was trading at 9829.00. 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 23 Feb BAJAJ-AUTO was trading at 9905.50. 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 20 Feb BAJAJ-AUTO was trading at 9807.00. 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 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 325.85, which was 0 lower than the previous day. The implied volatity was 4.78, 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 325.85, which was 0 lower than the previous day. The implied volatity was 4.7, 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 325.85, which was 0 lower than the previous day. The implied volatity was 4.05, 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 325.85, which was 0 lower than the previous day. The implied volatity was 4.37, 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 325.85, 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 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 325.85, which was 0 lower than the previous day. The implied volatity was 4.88, 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 325.85, which was 0 lower than the previous day. The implied volatity was 4.58, 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 325.85, which was 0 lower than the previous day. The implied volatity was 3.36, 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 325.85, which was 0 lower than the previous day. The implied volatity was 3.03, 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 3.62, 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 3.6, 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 3.39, 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 2.86, 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 2.97, 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 3.34, 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 2.75, the open interest changed by 0 which decreased total open position to 0
