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BAJAJ-AUTO

Bajaj Auto Limited
9540 -10.50 (-0.11%)
L: 9540 H: 9663

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Historical option data for BAJAJ-AUTO

24 Apr 2026 01:39 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 9300 CE
Delta: 0.82
Vega: 0.03
Theta: -8.96
Gamma: 0.00093
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 280 -13.399999999999977 27.24 127 -31 167
23 Apr 9550.50 296.95 -70.69999999999999 29.66 680 -417 197
22 Apr 9602.00 362 -181.70000000000005 33.17 19 4 614
21 Apr 9793.00 543.7 -43.69999999999993 35 28 -2 610
20 Apr 9803.00 587.4 73.04999999999995 36.99 36 -2 612
17 Apr 9773.50 508.05 -105.94999999999999 24.09 4 0 614
16 Apr 9825.00 614 -30.200000000000045 33.31 14 0 616
15 Apr 9865.00 639.95 52.950000000000045 33.78 317 206 616
13 Apr 9816.00 581.4 -28.399999999999977 27.99 18 3 409
10 Apr 9813.50 607.95 237.75000000000006 26.87 460 136 402
9 Apr 9517.00 366.15 82.1 24.15 609 -12 266
8 Apr 9366.00 282.5 116.1 24.51 671 12 276
7 Apr 9049.50 171.1 28.95 29.9 488 14 269
6 Apr 8942.50 144.1 46.35 29.74 991 30 257
2 Apr 8758.50 98.8 -52.5 29.16 775 1 225
1 Apr 8895.50 154.75 30.4 30.14 425 18 220
30 Mar 8781.50 128.85 -59.25 30.36 458 -56 203
27 Mar 8901.00 190.55 -50.65 30.51 243 83 257
25 Mar 9048.50 248.4 61.4 29.22 64 6 174
24 Mar 8898.00 187 -14.4 28.43 138 -48 167
23 Mar 8776.00 201.35 42.5 - 0 0 215
20 Mar 9051.00 201.35 42.5 21.81 68 21 214
19 Mar 8868.50 175 -135.4 25.53 179 125 193
18 Mar 9271.00 309.9 46.9 23.81 44 8 68
17 Mar 9110.00 263 -556.1 24.43 60 59 59
16 Mar 9073.00 819.1 0 1.09 0 0 0
13 Mar 8875.00 819.1 0 2.39 0 0 0
12 Mar 9162.00 819.1 0 0.25 0 0 0
11 Mar 9327.50 819.1 0 - 0 0 0
10 Mar 9610.00 819.1 0 - 0 0 0
9 Mar 9383.00 819.1 0 - 0 0 0
6 Mar 9816.00 819.1 0 - 0 0 0
5 Mar 9804.50 819.1 0 - 0 0 0
4 Mar 9652.50 819.1 0 - 0 0 0
2 Mar 9776.00 819.1 0 - 0 0 0
27 Feb 9972.50 819.1 0 - 0 0 0
26 Feb 10110.00 819.1 0 - 0 0 0
25 Feb 10097.00 819.1 0 - 0 0 0


For Bajaj Auto Limited - strike price 9300 expiring on 28APR2026

Delta for 9300 CE is 0.82

Historical price for 9300 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 280, which was -13.399999999999977 lower than the previous day. The implied volatity was 27.24, the open interest changed by -31 which decreased total open position to 167


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 296.95, which was -70.69999999999999 lower than the previous day. The implied volatity was 29.66, the open interest changed by -417 which decreased total open position to 197


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 362, which was -181.70000000000005 lower than the previous day. The implied volatity was 33.17, the open interest changed by 4 which increased total open position to 614


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 543.7, which was -43.69999999999993 lower than the previous day. The implied volatity was 35, the open interest changed by -2 which decreased total open position to 610


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 587.4, which was 73.04999999999995 higher than the previous day. The implied volatity was 36.99, the open interest changed by -2 which decreased total open position to 612


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 508.05, which was -105.94999999999999 lower than the previous day. The implied volatity was 24.09, the open interest changed by 0 which decreased total open position to 614


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 614, which was -30.200000000000045 lower than the previous day. The implied volatity was 33.31, the open interest changed by 0 which decreased total open position to 616


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 639.95, which was 52.950000000000045 higher than the previous day. The implied volatity was 33.78, the open interest changed by 206 which increased total open position to 616


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 581.4, which was -28.399999999999977 lower than the previous day. The implied volatity was 27.99, the open interest changed by 3 which increased total open position to 409


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 607.95, which was 237.75000000000006 higher than the previous day. The implied volatity was 26.87, the open interest changed by 136 which increased total open position to 402


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 366.15, which was 82.1 higher than the previous day. The implied volatity was 24.15, the open interest changed by -12 which decreased total open position to 266


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 282.5, which was 116.1 higher than the previous day. The implied volatity was 24.51, the open interest changed by 12 which increased total open position to 276


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 171.1, which was 28.95 higher than the previous day. The implied volatity was 29.9, the open interest changed by 14 which increased total open position to 269


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 144.1, which was 46.35 higher than the previous day. The implied volatity was 29.74, the open interest changed by 30 which increased total open position to 257


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 98.8, which was -52.5 lower than the previous day. The implied volatity was 29.16, the open interest changed by 1 which increased total open position to 225


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 154.75, which was 30.4 higher than the previous day. The implied volatity was 30.14, the open interest changed by 18 which increased total open position to 220


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 128.85, which was -59.25 lower than the previous day. The implied volatity was 30.36, the open interest changed by -56 which decreased total open position to 203


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 190.55, which was -50.65 lower than the previous day. The implied volatity was 30.51, the open interest changed by 83 which increased total open position to 257


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 248.4, which was 61.4 higher than the previous day. The implied volatity was 29.22, the open interest changed by 6 which increased total open position to 174


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 187, which was -14.4 lower than the previous day. The implied volatity was 28.43, the open interest changed by -48 which decreased total open position to 167


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 201.35, which was 42.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 215


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 201.35, which was 42.5 higher than the previous day. The implied volatity was 21.81, the open interest changed by 21 which increased total open position to 214


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 175, which was -135.4 lower than the previous day. The implied volatity was 25.53, the open interest changed by 125 which increased total open position to 193


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 309.9, which was 46.9 higher than the previous day. The implied volatity was 23.81, the open interest changed by 8 which increased total open position to 68


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 263, which was -556.1 lower than the previous day. The implied volatity was 24.43, the open interest changed by 59 which increased total open position to 59


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 819.1, which was 0 lower than the previous day. The implied volatity was 1.09, 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 819.1, 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 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 819.1, which was 0 lower than the previous day. The implied volatity was 0.25, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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 819.1, 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) 9300 PE
Delta: -0.19
Vega: 0.03
Theta: -7.77
Gamma: 0.00093
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 29.9 0.7999999999999972 27.53 1,045 -168 727
23 Apr 9550.50 30 -8.350000000000001 25.72 1,736 280 898
22 Apr 9602.00 37.25 13.05 28.42 540 62 619
21 Apr 9793.00 23.95 -8.250000000000004 31.22 533 40 558
20 Apr 9803.00 36.3 -12.800000000000004 31.47 606 -55 514
17 Apr 9773.50 48.35 1.8999999999999986 30.7 477 -2 574
16 Apr 9825.00 44.9 -5.950000000000003 30.8 491 43 577
15 Apr 9865.00 50.3 -37.05 32.29 729 32 529
13 Apr 9816.00 85.85 8.399999999999991 34.37 1,524 14 497
10 Apr 9813.50 82.6 -69.85 32.33 3,372 79 516
9 Apr 9517.00 155.25 -45.7 31.33 2,037 63 438
8 Apr 9366.00 201.8 -215.55 29.94 1,223 256 351
7 Apr 9049.50 413.85 -69.15 34.21 47 3 95
6 Apr 8942.50 483 -180.4 35.44 6 -1 88
2 Apr 8758.50 663.4 135.55 38.1 36 2 88
1 Apr 8895.50 529.75 -150.65 33.4 56 12 81
30 Mar 8781.50 680.4 48.05 40.21 40 3 67
27 Mar 8901.00 632.35 172.35 42.43 39 15 64
25 Mar 9048.50 460 -125.3 33.38 25 6 34
24 Mar 8898.00 578.8 70 36.27 86 26 29
23 Mar 8776.00 508.8 155.75 - 0 0 3
20 Mar 9051.00 508.8 155.75 - 0 0 3
19 Mar 8868.50 508.8 155.75 28.36 1 0 3
18 Mar 9271.00 353.05 169.25 29.99 4 1 1
17 Mar 9110.00 183.8 0 0.18 0 0 0
16 Mar 9073.00 183.8 0 - 0 0 0
13 Mar 8875.00 183.8 0 - 0 0 0
12 Mar 9162.00 183.8 0 0.19 0 0 0
11 Mar 9327.50 183.8 0 1.13 0 0 0
10 Mar 9610.00 183.8 0 3.05 0 0 0
9 Mar 9383.00 183.8 0 1.61 0 0 0
6 Mar 9816.00 183.8 0 4.28 0 0 0
5 Mar 9804.50 183.8 0 4.16 0 0 0
4 Mar 9652.50 183.8 0 3.23 0 0 0
2 Mar 9776.00 183.8 0 4.01 0 0 0
27 Feb 9972.50 183.8 0 5.04 0 0 0
26 Feb 10110.00 183.8 0 5.92 0 0 0
25 Feb 10097.00 183.8 0 5.76 0 0 0


For Bajaj Auto Limited - strike price 9300 expiring on 28APR2026

Delta for 9300 PE is -0.19

Historical price for 9300 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 29.9, which was 0.7999999999999972 higher than the previous day. The implied volatity was 27.53, the open interest changed by -168 which decreased total open position to 727


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 30, which was -8.350000000000001 lower than the previous day. The implied volatity was 25.72, the open interest changed by 280 which increased total open position to 898


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 37.25, which was 13.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by 62 which increased total open position to 619


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 23.95, which was -8.250000000000004 lower than the previous day. The implied volatity was 31.22, the open interest changed by 40 which increased total open position to 558


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 36.3, which was -12.800000000000004 lower than the previous day. The implied volatity was 31.47, the open interest changed by -55 which decreased total open position to 514


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 48.35, which was 1.8999999999999986 higher than the previous day. The implied volatity was 30.7, the open interest changed by -2 which decreased total open position to 574


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 44.9, which was -5.950000000000003 lower than the previous day. The implied volatity was 30.8, the open interest changed by 43 which increased total open position to 577


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 50.3, which was -37.05 lower than the previous day. The implied volatity was 32.29, the open interest changed by 32 which increased total open position to 529


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 85.85, which was 8.399999999999991 higher than the previous day. The implied volatity was 34.37, the open interest changed by 14 which increased total open position to 497


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 82.6, which was -69.85 lower than the previous day. The implied volatity was 32.33, the open interest changed by 79 which increased total open position to 516


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 155.25, which was -45.7 lower than the previous day. The implied volatity was 31.33, the open interest changed by 63 which increased total open position to 438


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 201.8, which was -215.55 lower than the previous day. The implied volatity was 29.94, the open interest changed by 256 which increased total open position to 351


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 413.85, which was -69.15 lower than the previous day. The implied volatity was 34.21, the open interest changed by 3 which increased total open position to 95


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 483, which was -180.4 lower than the previous day. The implied volatity was 35.44, the open interest changed by -1 which decreased total open position to 88


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 663.4, which was 135.55 higher than the previous day. The implied volatity was 38.1, the open interest changed by 2 which increased total open position to 88


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 529.75, which was -150.65 lower than the previous day. The implied volatity was 33.4, the open interest changed by 12 which increased total open position to 81


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 680.4, which was 48.05 higher than the previous day. The implied volatity was 40.21, the open interest changed by 3 which increased total open position to 67


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 632.35, which was 172.35 higher than the previous day. The implied volatity was 42.43, the open interest changed by 15 which increased total open position to 64


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 460, which was -125.3 lower than the previous day. The implied volatity was 33.38, the open interest changed by 6 which increased total open position to 34


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 578.8, which was 70 higher than the previous day. The implied volatity was 36.27, the open interest changed by 26 which increased total open position to 29


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 508.8, which was 155.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 508.8, which was 155.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 508.8, which was 155.75 higher than the previous day. The implied volatity was 28.36, the open interest changed by 0 which decreased total open position to 3


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 353.05, which was 169.25 higher than the previous day. The implied volatity was 29.99, the open interest changed by 1 which increased total open position to 1


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 183.8, which was 0 lower than the previous day. The implied volatity was 0.18, 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 183.8, 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 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 183.8, 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 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 183.8, which was 0 lower than the previous day. The implied volatity was 0.19, 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 183.8, which was 0 lower than the previous day. The implied volatity was 1.13, 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 183.8, which was 0 lower than the previous day. The implied volatity was 3.05, 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 183.8, which was 0 lower than the previous day. The implied volatity was 1.61, 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 183.8, which was 0 lower than the previous day. The implied volatity was 4.28, 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 183.8, which was 0 lower than the previous day. The implied volatity was 4.16, 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 183.8, which was 0 lower than the previous day. The implied volatity was 3.23, 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 183.8, which was 0 lower than the previous day. The implied volatity was 4.01, 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 183.8, which was 0 lower than the previous day. The implied volatity was 5.04, 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 183.8, which was 0 lower than the previous day. The implied volatity was 5.92, 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 183.8, which was 0 lower than the previous day. The implied volatity was 5.76, the open interest changed by 0 which decreased total open position to 0