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BAJAJ-AUTO

Bajaj Auto Limited
9994 +450.50 (4.72%)
L: 9355 H: 10045

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Historical option data for BAJAJ-AUTO

30 Apr 2026 03:59 PM IST
BAJAJ-AUTO 26-May-2026 (26d) 9400 CE
Delta: 0.8
Vega: 0.07
Theta: -4.98
Gamma: 0.00032
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 9994.00 774.95 396.85 32.08 860 142 203
29 Apr 9543.50 378.25 17.25 28.68 104 39 60
28 Apr 9495.50 361 -112.80000000000001 28.22 81 13 24
27 Apr 9662.00 473.8 27.25 27.49 4 3 10
24 Apr 9576.00 446.55 14.550000000000011 28.09 7 3 6
23 Apr 9550.50 432 -108.29999999999995 28.19 1 0 2
22 Apr 9602.00 540.3 -11.700000000000045 24.87 1 0 1
21 Apr 9793.00 552 -143.29999999999995 - 0 0 1
20 Apr 9803.00 552 -143.29999999999995 - 0 0 1
17 Apr 9773.50 552 -143.29999999999995 - 0 0 1
16 Apr 9825.00 552 -143.29999999999995 - 0 0 1
15 Apr 9865.00 552 -143.29999999999995 - 0 0 1
13 Apr 9816.00 552 -143.29999999999995 21.62 0 0 1
10 Apr 9813.50 552 152 21.62 1 0 1
9 Apr 9517.00 400 -459.95 - 0 0 1
8 Apr 9366.00 400 -459.95 25.83 1 0 0
7 Apr 9049.50 859.95 0 1.75 0 0 0
6 Apr 8942.50 859.95 0 2.28 0 0 0
2 Apr 8758.50 859.95 0 3.92 0 0 0
1 Apr 8895.50 859.95 0 2.17 0 0 0
30 Mar 8781.50 859.95 0 2.78 0 0 0
27 Mar 8901.00 859.95 0 1.79 0 0 0
25 Mar 9048.50 859.95 0 1.32 0 0 0
24 Mar 8898.00 859.95 0 2.24 0 0 0
23 Mar 8776.00 859.95 0 2.99 0 0 0
20 Mar 9051.00 859.95 0 1.23 0 0 0
19 Mar 8868.50 859.95 0 2.38 0 0 0
18 Mar 9271.00 859.95 0 0.12 0 0 0
17 Mar 9110.00 0 0 0.81 0 0 0
16 Mar 9073.00 0 0 - 0 0 0
13 Mar 8875.00 0 0 - 0 0 0
12 Mar 9162.00 0 0 0.13 0 0 0
11 Mar 9327.50 0 0 - 0 0 0
10 Mar 9610.00 - - - 0 0 0
9 Mar 9383.00 - - - 0 0 0
6 Mar 9816.00 - - - 0 0 0
5 Mar 9804.50 0 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 26MAY2026

Delta for 9400 CE is 0.8

Historical price for 9400 CE is as follows

On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 774.95, which was 396.85 higher than the previous day. The implied volatity was 32.08, the open interest changed by 142 which increased total open position to 203


On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 378.25, which was 17.25 higher than the previous day. The implied volatity was 28.68, the open interest changed by 39 which increased total open position to 60


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 361, which was -112.80000000000001 lower than the previous day. The implied volatity was 28.22, the open interest changed by 13 which increased total open position to 24


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 473.8, which was 27.25 higher than the previous day. The implied volatity was 27.49, the open interest changed by 3 which increased total open position to 10


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 446.55, which was 14.550000000000011 higher than the previous day. The implied volatity was 28.09, the open interest changed by 3 which increased total open position to 6


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 432, which was -108.29999999999995 lower than the previous day. The implied volatity was 28.19, the open interest changed by 0 which decreased total open position to 2


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 540.3, which was -11.700000000000045 lower than the previous day. The implied volatity was 24.87, the open interest changed by 0 which decreased total open position to 1


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 552, which was -143.29999999999995 lower than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 1


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 552, which was 152 higher than the previous day. The implied volatity was 21.62, the open interest changed by 0 which decreased total open position to 1


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 400, which was -459.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 400, which was -459.95 lower than the previous day. The implied volatity was 25.83, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.28, the open interest changed by 0 which decreased total open position to 0


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 3.92, the open interest changed by 0 which decreased total open position to 0


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.78, the open interest changed by 0 which decreased total open position to 0


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 1.32, the open interest changed by 0 which decreased total open position to 0


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.24, the open interest changed by 0 which decreased total open position to 0


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.99, the open interest changed by 0 which decreased total open position to 0


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 1.23, the open interest changed by 0 which decreased total open position to 0


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 859.95, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.81, 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 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 Mar BAJAJ-AUTO was trading at 8875.00. 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 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.13, 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 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 Mar BAJAJ-AUTO was trading at 9610.00. 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 9 Mar BAJAJ-AUTO was trading at 9383.00. 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 6 Mar BAJAJ-AUTO was trading at 9816.00. 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 5 Mar BAJAJ-AUTO was trading at 9804.50. 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 4 Mar BAJAJ-AUTO was trading at 9652.50. 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 2 Mar BAJAJ-AUTO was trading at 9776.00. 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 26-May-2026 (26d) 9400 PE
Delta: -0.19
Vega: 0.07
Theta: -3.32
Gamma: 0.00032
Date Close Ltp Change IV Volume OI Chg OI
30 Apr 9994.00 91.2 -139.7 31.06 3,959 383 595
29 Apr 9543.50 237.25 -28.94999999999999 29.88 249 60 211
28 Apr 9495.50 266.85 60.20000000000002 31.3 255 11 150
27 Apr 9662.00 208 -32 31.91 100 22 138
24 Apr 9576.00 240 -15.099999999999994 30.35 73 36 116
23 Apr 9550.50 257 34.75 30.19 48 21 80
22 Apr 9602.00 225 51.75 28.87 14 4 56
21 Apr 9793.00 173.25 -1.3000000000000114 29.6 48 34 51
20 Apr 9803.00 174.55 -26.44999999999999 30.01 5 4 17
17 Apr 9773.50 201 22.5 30.06 4 2 11
16 Apr 9825.00 178.5 -13 29.49 8 5 7
15 Apr 9865.00 191.5 -64.94999999999999 30.9 1 0 1
13 Apr 9816.00 256.45 256.45 34 0 0 1
10 Apr 9813.50 256.45 -19.69999999999999 34 2 1 1
9 Apr 9517.00 276.15 0 1.75 0 0 0
8 Apr 9366.00 276.15 0 0.78 0 0 0
7 Apr 9049.50 276.15 0 - 0 0 0
6 Apr 8942.50 276.15 0 - 0 0 0
2 Apr 8758.50 276.15 0 - 0 0 0
1 Apr 8895.50 276.15 0 - 0 0 0
30 Mar 8781.50 276.15 0 - 0 0 0
27 Mar 8901.00 276.15 0 - 0 0 0
25 Mar 9048.50 276.15 0 - 0 0 0
24 Mar 8898.00 276.15 0 - 0 0 0
23 Mar 8776.00 276.15 0 - 0 0 0
20 Mar 9051.00 276.15 0 - 0 0 0
19 Mar 8868.50 276.15 0 0.03 0 0 0
18 Mar 9271.00 276.15 0 0.37 0 0 0
17 Mar 9110.00 276.15 0 0.18 0 0 0
16 Mar 9073.00 276.15 0 - 0 0 0
13 Mar 8875.00 276.15 0 - 0 0 0
12 Mar 9162.00 276.15 0 - 0 0 0
11 Mar 9327.50 276.15 0 0.84 0 0 0
10 Mar 9610.00 - - - 0 0 0
9 Mar 9383.00 - - - 0 0 0
6 Mar 9816.00 - - - 0 0 0
5 Mar 9804.50 276.15 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 276.15 0 - 0 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 26MAY2026

Delta for 9400 PE is -0.19

Historical price for 9400 PE is as follows

On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 91.2, which was -139.7 lower than the previous day. The implied volatity was 31.06, the open interest changed by 383 which increased total open position to 595


On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 237.25, which was -28.94999999999999 lower than the previous day. The implied volatity was 29.88, the open interest changed by 60 which increased total open position to 211


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 266.85, which was 60.20000000000002 higher than the previous day. The implied volatity was 31.3, the open interest changed by 11 which increased total open position to 150


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 208, which was -32 lower than the previous day. The implied volatity was 31.91, the open interest changed by 22 which increased total open position to 138


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 240, which was -15.099999999999994 lower than the previous day. The implied volatity was 30.35, the open interest changed by 36 which increased total open position to 116


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 257, which was 34.75 higher than the previous day. The implied volatity was 30.19, the open interest changed by 21 which increased total open position to 80


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 225, which was 51.75 higher than the previous day. The implied volatity was 28.87, the open interest changed by 4 which increased total open position to 56


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 173.25, which was -1.3000000000000114 lower than the previous day. The implied volatity was 29.6, the open interest changed by 34 which increased total open position to 51


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 174.55, which was -26.44999999999999 lower than the previous day. The implied volatity was 30.01, the open interest changed by 4 which increased total open position to 17


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 201, which was 22.5 higher than the previous day. The implied volatity was 30.06, the open interest changed by 2 which increased total open position to 11


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 178.5, which was -13 lower than the previous day. The implied volatity was 29.49, the open interest changed by 5 which increased total open position to 7


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 191.5, which was -64.94999999999999 lower than the previous day. The implied volatity was 30.9, the open interest changed by 0 which decreased total open position to 1


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 256.45, which was 256.45 higher than the previous day. The implied volatity was 34, the open interest changed by 0 which decreased total open position to 1


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 256.45, which was -19.69999999999999 lower than the previous day. The implied volatity was 34, the open interest changed by 1 which increased total open position to 1


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was 1.75, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 276.15, 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 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 276.15, 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 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 276.15, 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 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 276.15, 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 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 276.15, 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 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 276.15, 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 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 276.15, 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 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 276.15, 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 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 276.15, which was 0 lower than the previous day. The implied volatity was 0.37, the open interest changed by 0 which decreased total open position to 0


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 276.15, 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 276.15, 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 276.15, 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 276.15, 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 276.15, which was 0 lower than the previous day. The implied volatity was 0.84, 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 -, 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 9 Mar BAJAJ-AUTO was trading at 9383.00. 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 6 Mar BAJAJ-AUTO was trading at 9816.00. 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 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 276.15, 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 -, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 276.15, 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