BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
13 Mar 2026 02:55 PM IST
| BAJAJ-AUTO 30-MAR-2026 9300 CE | ||||||||||||||||
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Delta: 0.25
Vega: 6.03
Theta: -5.67
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 8849.50 | 78 | -90.55 | 28.76 | 1,985 | -78 | 1,182 | |||||||||
| 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 | |||||||||
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| 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 0.25
Historical price for 9300 CE is as follows
On 13 Mar BAJAJ-AUTO was trading at 8849.50. The strike last trading price was 78, which was -90.55 lower than the previous day. The implied volatity was 28.76, the open interest changed by -78 which decreased total open position to 1182
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 | |||||||
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Delta: -0.68
Vega: 6.8
Theta: -6.05
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 8849.50 | 550 | 208.4 | 39.39 | 327 | -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 -0.68
Historical price for 9300 PE is as follows
On 13 Mar BAJAJ-AUTO was trading at 8849.50. The strike last trading price was 550, which was 208.4 higher than the previous day. The implied volatity was 39.39, 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
