[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
8901 -147.50 (-1.63%)
L: 8840 H: 9004

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Historical option data for BAJAJ-AUTO

27 Mar 2026 04:11 PM IST
BAJAJ-AUTO 30-MAR-2026 9300 CE
Delta: 0.04
Vega: 0.71
Theta: -3.34
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 8901.00 3.65 -40.1 27.37 2,171 -44 479
25 Mar 9048.50 41.9 18.95 29.79 2,597 -92 522
24 Mar 8898.00 24.35 0.85 30.04 2,728 -100 616
23 Mar 8776.00 23.7 -35.05 33.56 3,000 228 1,711
20 Mar 9051.00 59 11.4 22.5 2,465 20 1,485
19 Mar 8868.50 52.65 -86.6 29.25 2,069 66 1,465
18 Mar 9271.00 124.95 23.05 21.57 2,977 9 1,402
17 Mar 9110.00 102.3 -6.5 24.42 2,803 238 1,391
16 Mar 9073.00 103.4 22.5 26.14 1,670 36 1,154
13 Mar 8875.00 82.45 -86.1 28.62 2,141 -115 1,145
12 Mar 9162.00 168 -88 26.38 3,000 825 1,266
11 Mar 9327.50 257.15 -172.7 26.19 1,031 154 441
10 Mar 9610.00 431.65 125.55 20.34 584 64 288
9 Mar 9383.00 306.6 -221.7 25.19 546 186 223
6 Mar 9816.00 528.3 47.8 - 0 0 37
5 Mar 9804.50 528.3 47.8 7.18 8 -1 37
4 Mar 9652.50 480 -100 20.84 36 6 20
2 Mar 9776.00 580 -5.2 - 0 0 0
27 Feb 9972.50 580 -5.2 - 0 0 14
26 Feb 10110.00 580 -5.2 - 0 0 14
25 Feb 10097.00 580 -5.2 - 0 0 14
24 Feb 9829.00 580 -5.2 - 0 0 14
23 Feb 9905.50 580 -5.2 - 0 0 14
20 Feb 9807.00 580 -5.2 10.02 3 0 13
19 Feb 9729.00 585.2 -132.8 19.51 1 0 12
18 Feb 9980.00 718 66.2 15.78 11 2 8
17 Feb 9826.50 651.8 13.95 15.97 2 0 5
16 Feb 9697.50 637.85 50.4 - 0 0 5
13 Feb 9760.00 637.85 50.4 20.24 5 4 4
12 Feb 9840.00 587.45 0 - 0 0 0
11 Feb 9869.50 587.45 0 - 0 0 0
10 Feb 9774.00 587.45 0 - 0 0 0
9 Feb 9590.00 587.45 0 - 0 0 0
6 Feb 9518.50 587.45 0 - 0 0 0
5 Feb 9647.00 587.45 0 - 0 0 0
4 Feb 9639.00 587.45 0 - 0 0 0
3 Feb 9595.50 587.45 0 - 0 0 0
2 Feb 9496.50 587.45 0 - 0 0 0
1 Feb 9499.50 587.45 0 - 0 0 0
30 Jan 9597.50 587.45 0 - 0 0 0
29 Jan 9512.00 587.45 0 - 0 0 0
28 Jan 9433.50 587.45 0 0 0 0 0


For Bajaj Auto Limited - strike price 9300 expiring on 30MAR2026

Delta for 9300 CE is 0.04

Historical price for 9300 CE is as follows

On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 3.65, which was -40.1 lower than the previous day. The implied volatity was 27.37, the open interest changed by -44 which decreased total open position to 479


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 41.9, which was 18.95 higher than the previous day. The implied volatity was 29.79, the open interest changed by -92 which decreased total open position to 522


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 24.35, which was 0.85 higher than the previous day. The implied volatity was 30.04, the open interest changed by -100 which decreased total open position to 616


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 23.7, which was -35.05 lower than the previous day. The implied volatity was 33.56, the open interest changed by 228 which increased total open position to 1711


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 59, which was 11.4 higher than the previous day. The implied volatity was 22.5, the open interest changed by 20 which increased total open position to 1485


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 52.65, which was -86.6 lower than the previous day. The implied volatity was 29.25, the open interest changed by 66 which increased total open position to 1465


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 124.95, which was 23.05 higher than the previous day. The implied volatity was 21.57, the open interest changed by 9 which increased total open position to 1402


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 102.3, which was -6.5 lower than the previous day. The implied volatity was 24.42, the open interest changed by 238 which increased total open position to 1391


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 103.4, which was 22.5 higher than the previous day. The implied volatity was 26.14, the open interest changed by 36 which increased total open position to 1154


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 82.45, which was -86.1 lower than the previous day. The implied volatity was 28.62, the open interest changed by -115 which decreased total open position to 1145


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 168, which was -88 lower than the previous day. The implied volatity was 26.38, the open interest changed by 825 which increased total open position to 1266


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 257.15, which was -172.7 lower than the previous day. The implied volatity was 26.19, the open interest changed by 154 which increased total open position to 441


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 431.65, which was 125.55 higher than the previous day. The implied volatity was 20.34, the open interest changed by 64 which increased total open position to 288


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 306.6, which was -221.7 lower than the previous day. The implied volatity was 25.19, the open interest changed by 186 which increased total open position to 223


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 528.3, which was 47.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 37


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 528.3, which was 47.8 higher than the previous day. The implied volatity was 7.18, the open interest changed by -1 which decreased total open position to 37


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 480, which was -100 lower than the previous day. The implied volatity was 20.84, the open interest changed by 6 which increased total open position to 20


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 580, which was -5.2 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 580, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 580, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 580, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 580, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 580, which was -5.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14


On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 580, which was -5.2 lower than the previous day. The implied volatity was 10.02, the open interest changed by 0 which decreased total open position to 13


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 585.2, which was -132.8 lower than the previous day. The implied volatity was 19.51, the open interest changed by 0 which decreased total open position to 12


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 718, which was 66.2 higher than the previous day. The implied volatity was 15.78, the open interest changed by 2 which increased total open position to 8


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 651.8, which was 13.95 higher than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 5


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 637.85, which was 50.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 637.85, which was 50.4 higher than the previous day. The implied volatity was 20.24, the open interest changed by 4 which increased total open position to 4


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, 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 587.45, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 30MAR2026 9300 PE
Delta: -0.93
Vega: 1.1
Theta: -3.54
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
27 Mar 8901.00 385 104.75 32.37 93 -22 539
25 Mar 9048.50 273.2 -152.2 32.36 108 -25 562
24 Mar 8898.00 423.75 -170.05 35.94 82 -50 584
23 Mar 8776.00 602.95 232 56.95 62 -25 634
20 Mar 9051.00 370.95 -126.2 42.71 61 -14 659
19 Mar 8868.50 448.75 254.45 32.3 187 -5 673
18 Mar 9271.00 213.95 -87.75 28.86 425 -15 677
17 Mar 9110.00 303.4 -70.6 31.31 644 98 1,069
16 Mar 9073.00 389.3 -156.65 38.7 70 -29 972
13 Mar 8875.00 556.05 214.45 42.39 334 -80 1,000
12 Mar 9162.00 349.75 97.3 36.33 941 -202 1,089
11 Mar 9327.50 251 130.05 33.59 3,119 76 1,292
10 Mar 9610.00 122.25 -95.9 30.83 3,089 159 1,216
9 Mar 9383.00 215 126.55 31.74 3,874 2 1,055
6 Mar 9816.00 88 8.35 29.26 817 169 1,052
5 Mar 9804.50 80.1 -54.2 28.04 580 20 882
4 Mar 9652.50 142.45 46.65 30.51 792 -80 862
2 Mar 9776.00 98 47.25 27.84 932 156 943
27 Feb 9972.50 49.7 11.05 24.53 276 42 788
26 Feb 10110.00 39.35 -3.45 25.74 211 -18 732
25 Feb 10097.00 44 -41.85 25.82 928 40 749
24 Feb 9829.00 81.2 10.2 25.61 1,412 568 711
23 Feb 9905.50 71 -20.4 24.79 102 25 123
20 Feb 9807.00 92 -32.1 24.87 47 11 97
19 Feb 9729.00 126 54.15 26.06 53 -6 87
18 Feb 9980.00 72 -31.5 25.85 49 10 92
17 Feb 9826.50 103.5 -32.75 25.55 18 6 81
16 Feb 9697.50 138 18 25.7 20 3 75
13 Feb 9760.00 120 2.75 24.67 9 0 68
12 Feb 9840.00 117.75 13.25 26.23 10 1 68
11 Feb 9869.50 104 -11 25.26 10 6 66
10 Feb 9774.00 115 -41.75 23.9 35 18 59
9 Feb 9590.00 160 -15.3 23.54 45 31 39
6 Feb 9518.50 175.3 -122.9 - 0 0 8
5 Feb 9647.00 175.3 -122.9 - 0 0 8
4 Feb 9639.00 175.3 -122.9 - 0 0 8
3 Feb 9595.50 175.3 -122.9 24.37 8 4 4
2 Feb 9496.50 298.2 0 2.15 0 0 0
1 Feb 9499.50 298.2 0 2.32 0 0 0
30 Jan 9597.50 298.2 0 2.85 0 0 0
29 Jan 9512.00 298.2 0 2.39 0 0 0
28 Jan 9433.50 298.2 0 2.09 0 0 0


For Bajaj Auto Limited - strike price 9300 expiring on 30MAR2026

Delta for 9300 PE is -0.93

Historical price for 9300 PE is as follows

On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 385, which was 104.75 higher than the previous day. The implied volatity was 32.37, the open interest changed by -22 which decreased total open position to 539


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 273.2, which was -152.2 lower than the previous day. The implied volatity was 32.36, the open interest changed by -25 which decreased total open position to 562


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 423.75, which was -170.05 lower than the previous day. The implied volatity was 35.94, the open interest changed by -50 which decreased total open position to 584


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 602.95, which was 232 higher than the previous day. The implied volatity was 56.95, the open interest changed by -25 which decreased total open position to 634


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 370.95, which was -126.2 lower than the previous day. The implied volatity was 42.71, the open interest changed by -14 which decreased total open position to 659


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 448.75, which was 254.45 higher than the previous day. The implied volatity was 32.3, the open interest changed by -5 which decreased total open position to 673


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 213.95, which was -87.75 lower than the previous day. The implied volatity was 28.86, the open interest changed by -15 which decreased total open position to 677


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 303.4, which was -70.6 lower than the previous day. The implied volatity was 31.31, the open interest changed by 98 which increased total open position to 1069


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 389.3, which was -156.65 lower than the previous day. The implied volatity was 38.7, the open interest changed by -29 which decreased total open position to 972


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 556.05, which was 214.45 higher than the previous day. The implied volatity was 42.39, the open interest changed by -80 which decreased total open position to 1000


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 349.75, which was 97.3 higher than the previous day. The implied volatity was 36.33, the open interest changed by -202 which decreased total open position to 1089


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 251, which was 130.05 higher than the previous day. The implied volatity was 33.59, the open interest changed by 76 which increased total open position to 1292


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 122.25, which was -95.9 lower than the previous day. The implied volatity was 30.83, the open interest changed by 159 which increased total open position to 1216


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 215, which was 126.55 higher than the previous day. The implied volatity was 31.74, the open interest changed by 2 which increased total open position to 1055


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 88, which was 8.35 higher than the previous day. The implied volatity was 29.26, the open interest changed by 169 which increased total open position to 1052


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 80.1, which was -54.2 lower than the previous day. The implied volatity was 28.04, the open interest changed by 20 which increased total open position to 882


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 142.45, which was 46.65 higher than the previous day. The implied volatity was 30.51, the open interest changed by -80 which decreased total open position to 862


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 98, which was 47.25 higher than the previous day. The implied volatity was 27.84, the open interest changed by 156 which increased total open position to 943


On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 49.7, which was 11.05 higher than the previous day. The implied volatity was 24.53, the open interest changed by 42 which increased total open position to 788


On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 39.35, which was -3.45 lower than the previous day. The implied volatity was 25.74, the open interest changed by -18 which decreased total open position to 732


On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 44, which was -41.85 lower than the previous day. The implied volatity was 25.82, the open interest changed by 40 which increased total open position to 749


On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 81.2, which was 10.2 higher than the previous day. The implied volatity was 25.61, the open interest changed by 568 which increased total open position to 711


On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 71, which was -20.4 lower than the previous day. The implied volatity was 24.79, the open interest changed by 25 which increased total open position to 123


On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 92, which was -32.1 lower than the previous day. The implied volatity was 24.87, the open interest changed by 11 which increased total open position to 97


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 126, which was 54.15 higher than the previous day. The implied volatity was 26.06, the open interest changed by -6 which decreased total open position to 87


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 72, which was -31.5 lower than the previous day. The implied volatity was 25.85, the open interest changed by 10 which increased total open position to 92


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 103.5, which was -32.75 lower than the previous day. The implied volatity was 25.55, the open interest changed by 6 which increased total open position to 81


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 138, which was 18 higher than the previous day. The implied volatity was 25.7, the open interest changed by 3 which increased total open position to 75


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 120, which was 2.75 higher than the previous day. The implied volatity was 24.67, the open interest changed by 0 which decreased total open position to 68


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 117.75, which was 13.25 higher than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 68


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 104, which was -11 lower than the previous day. The implied volatity was 25.26, the open interest changed by 6 which increased total open position to 66


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 115, which was -41.75 lower than the previous day. The implied volatity was 23.9, the open interest changed by 18 which increased total open position to 59


On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 160, which was -15.3 lower than the previous day. The implied volatity was 23.54, the open interest changed by 31 which increased total open position to 39


On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 175.3, which was -122.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 175.3, which was -122.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 175.3, which was -122.9 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 175.3, which was -122.9 lower than the previous day. The implied volatity was 24.37, the open interest changed by 4 which increased total open position to 4


On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 298.2, which was 0 lower than the previous day. The implied volatity was 2.15, 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 298.2, which was 0 lower than the previous day. The implied volatity was 2.32, 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 298.2, which was 0 lower than the previous day. The implied volatity was 2.85, 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 298.2, which was 0 lower than the previous day. The implied volatity was 2.39, 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 298.2, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0