BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
15 Apr 2026 04:11 PM IST
| BAJAJ-AUTO 28-Apr-2026 (12d) 9500 CE | ||||||||||||||||
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Delta: 0.75
Vega: 0.06
Theta: -7.44
Gamma: 0.00053
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Apr | 9865.00 | 468.9 | 31.75 | 31.3 | 173 | -22 | 757 | |||||||||
| 13 Apr | 9816.00 | 434.15 | -14 | 30.24 | 331 | -71 | 781 | |||||||||
| 10 Apr | 9813.50 | 457.9 | 203.24999999999997 | 27.52 | 2,309 | -187 | 860 | |||||||||
| 9 Apr | 9517.00 | 252.9 | 70.85 | 25.21 | 9,571 | 97 | 1,047 | |||||||||
| 8 Apr | 9366.00 | 183.95 | 81.55 | 24.82 | 3,494 | 94 | 938 | |||||||||
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| 7 Apr | 9049.50 | 106.05 | 16.9 | 29.41 | 1,011 | 112 | 852 | |||||||||
| 6 Apr | 8942.50 | 90.8 | 29.8 | 29.72 | 2,161 | 82 | 738 | |||||||||
| 2 Apr | 8758.50 | 61.15 | -38.25 | 29.16 | 1,343 | -16 | 656 | |||||||||
| 1 Apr | 8895.50 | 101.45 | 16.3 | 29.99 | 1,493 | 64 | 672 | |||||||||
| 30 Mar | 8781.50 | 86.35 | -47.15 | 30.54 | 703 | 50 | 608 | |||||||||
| 27 Mar | 8901.00 | 137.7 | -33.5 | 31.03 | 1,158 | -6 | 534 | |||||||||
| 25 Mar | 9048.50 | 171.5 | 45.7 | 28.61 | 884 | 134 | 541 | |||||||||
| 24 Mar | 8898.00 | 131.15 | 29.85 | 28.62 | 747 | -77 | 409 | |||||||||
| 23 Mar | 8776.00 | 104.75 | -33.3 | 28.71 | 395 | 108 | 487 | |||||||||
| 20 Mar | 9051.00 | 135.85 | 21.15 | 22.2 | 581 | 250 | 380 | |||||||||
| 19 Mar | 8868.50 | 122 | -112.75 | 25.85 | 141 | 20 | 125 | |||||||||
| 18 Mar | 9271.00 | 223.2 | 33.15 | 23.98 | 74 | 23 | 104 | |||||||||
| 17 Mar | 9110.00 | 192 | 6.35 | 24.96 | 50 | 8 | 81 | |||||||||
| 16 Mar | 9073.00 | 184.2 | 35.1 | 25.43 | 110 | 38 | 72 | |||||||||
| 13 Mar | 8875.00 | 150 | -536.65 | 26.76 | 40 | 28 | 28 | |||||||||
| 12 Mar | 9162.00 | 686.65 | 0 | 1.7 | 0 | 0 | 0 | |||||||||
| 11 Mar | 9327.50 | 686.65 | 0 | 0.44 | 0 | 0 | 0 | |||||||||
| 10 Mar | 9610.00 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 9383.00 | 686.65 | 0 | 0.03 | 0 | 0 | 0 | |||||||||
| 6 Mar | 9816.00 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 9804.50 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 9972.50 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10110.00 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 10097.00 | 686.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9500 expiring on 28APR2026
Delta for 9500 CE is 0.75
Historical price for 9500 CE is as follows
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 468.9, which was 31.75 higher than the previous day. The implied volatity was 31.3, the open interest changed by -22 which decreased total open position to 757
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 434.15, which was -14 lower than the previous day. The implied volatity was 30.24, the open interest changed by -71 which decreased total open position to 781
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 457.9, which was 203.24999999999997 higher than the previous day. The implied volatity was 27.52, the open interest changed by -187 which decreased total open position to 860
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 252.9, which was 70.85 higher than the previous day. The implied volatity was 25.21, the open interest changed by 97 which increased total open position to 1047
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 183.95, which was 81.55 higher than the previous day. The implied volatity was 24.82, the open interest changed by 94 which increased total open position to 938
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 106.05, which was 16.9 higher than the previous day. The implied volatity was 29.41, the open interest changed by 112 which increased total open position to 852
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 90.8, which was 29.8 higher than the previous day. The implied volatity was 29.72, the open interest changed by 82 which increased total open position to 738
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 61.15, which was -38.25 lower than the previous day. The implied volatity was 29.16, the open interest changed by -16 which decreased total open position to 656
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 101.45, which was 16.3 higher than the previous day. The implied volatity was 29.99, the open interest changed by 64 which increased total open position to 672
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 86.35, which was -47.15 lower than the previous day. The implied volatity was 30.54, the open interest changed by 50 which increased total open position to 608
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 137.7, which was -33.5 lower than the previous day. The implied volatity was 31.03, the open interest changed by -6 which decreased total open position to 534
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 171.5, which was 45.7 higher than the previous day. The implied volatity was 28.61, the open interest changed by 134 which increased total open position to 541
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 131.15, which was 29.85 higher than the previous day. The implied volatity was 28.62, the open interest changed by -77 which decreased total open position to 409
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 104.75, which was -33.3 lower than the previous day. The implied volatity was 28.71, the open interest changed by 108 which increased total open position to 487
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 135.85, which was 21.15 higher than the previous day. The implied volatity was 22.2, the open interest changed by 250 which increased total open position to 380
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 122, which was -112.75 lower than the previous day. The implied volatity was 25.85, the open interest changed by 20 which increased total open position to 125
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 223.2, which was 33.15 higher than the previous day. The implied volatity was 23.98, the open interest changed by 23 which increased total open position to 104
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 192, which was 6.35 higher than the previous day. The implied volatity was 24.96, the open interest changed by 8 which increased total open position to 81
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 184.2, which was 35.1 higher than the previous day. The implied volatity was 25.43, the open interest changed by 38 which increased total open position to 72
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 150, which was -536.65 lower than the previous day. The implied volatity was 26.76, the open interest changed by 28 which increased total open position to 28
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 686.65, which was 0 lower than the previous day. The implied volatity was 1.7, 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 686.65, which was 0 lower than the previous day. The implied volatity was 0.44, 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 686.65, 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 686.65, 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 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 686.65, 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 686.65, 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 686.65, 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 686.65, 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 686.65, 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 686.65, 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 686.65, 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 (12d) 9500 PE | |||||||
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Delta: -0.24
Vega: 0.06
Theta: -5.63
Gamma: 0.00054
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Apr | 9865.00 | 81.65 | -50.150000000000006 | 30.25 | 1,839 | 42 | 1,481 |
| 13 Apr | 9816.00 | 130.9 | 10.400000000000006 | 33.62 | 2,723 | 113 | 1,434 |
| 10 Apr | 9813.50 | 119 | -114.94999999999999 | 30.2 | 3,818 | 573 | 1,339 |
| 9 Apr | 9517.00 | 235.3 | -64.85 | 31.01 | 5,069 | 424 | 766 |
| 8 Apr | 9366.00 | 296 | -263.65 | 29.4 | 583 | 88 | 342 |
| 7 Apr | 9049.50 | 549.4 | -75.2 | 34.46 | 277 | -138 | 256 |
| 6 Apr | 8942.50 | 629.5 | -178.9 | 36.33 | 61 | 25 | 394 |
| 2 Apr | 8758.50 | 808.4 | 144.3 | 37.38 | 14 | -1 | 369 |
| 1 Apr | 8895.50 | 664.1 | -200.85 | 32.33 | 4 | 1 | 370 |
| 30 Mar | 8781.50 | 859.9 | 59.9 | 44.36 | 276 | 223 | 369 |
| 27 Mar | 8901.00 | 800 | 196.65 | 46.06 | 90 | 72 | 146 |
| 25 Mar | 9048.50 | 600 | -125 | 34.82 | 9 | 2 | 72 |
| 24 Mar | 8898.00 | 725 | -130 | 37.51 | 40 | 4 | 70 |
| 23 Mar | 8776.00 | 855 | 215 | 41.97 | 30 | 17 | 66 |
| 20 Mar | 9051.00 | 640 | 25 | 38.19 | 15 | 0 | 49 |
| 19 Mar | 8868.50 | 615 | 140 | 24.46 | 22 | 7 | 49 |
| 18 Mar | 9271.00 | 475 | -119.7 | 31.1 | 9 | 4 | 41 |
| 17 Mar | 9110.00 | 594.7 | -133.6 | 35.2 | 27 | 4 | 36 |
| 16 Mar | 9073.00 | 728.3 | -91.7 | 43.59 | 14 | 0 | 32 |
| 13 Mar | 8875.00 | 820 | 301 | 40.96 | 5 | -4 | 32 |
| 12 Mar | 9162.00 | 519 | 136.8 | - | 0 | 0 | 36 |
| 11 Mar | 9327.50 | 519 | 136.8 | 36.3 | 1 | 0 | 35 |
| 10 Mar | 9610.00 | 382.2 | 168.9 | - | 15 | 0 | 35 |
| 9 Mar | 9383.00 | 382.2 | 168.9 | 28.47 | 15 | 1 | 35 |
| 6 Mar | 9816.00 | 213.3 | -31.2 | - | 0 | 0 | 34 |
| 5 Mar | 9804.50 | 213.3 | -31.2 | 27.19 | 2 | 0 | 34 |
| 4 Mar | 9652.50 | 244.5 | 12.5 | 25.32 | 15 | 3 | 33 |
| 2 Mar | 9776.00 | 227.2 | -21.85 | 26.66 | 78 | 32 | 32 |
| 27 Feb | 9972.50 | 249.05 | 0 | 3.82 | 0 | 0 | 0 |
| 26 Feb | 10110.00 | 249.05 | 0 | 4.74 | 0 | 0 | 0 |
| 25 Feb | 10097.00 | 249.05 | 0 | 4.6 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9500 expiring on 28APR2026
Delta for 9500 PE is -0.24
Historical price for 9500 PE is as follows
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 81.65, which was -50.150000000000006 lower than the previous day. The implied volatity was 30.25, the open interest changed by 42 which increased total open position to 1481
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 130.9, which was 10.400000000000006 higher than the previous day. The implied volatity was 33.62, the open interest changed by 113 which increased total open position to 1434
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 119, which was -114.94999999999999 lower than the previous day. The implied volatity was 30.2, the open interest changed by 573 which increased total open position to 1339
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 235.3, which was -64.85 lower than the previous day. The implied volatity was 31.01, the open interest changed by 424 which increased total open position to 766
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 296, which was -263.65 lower than the previous day. The implied volatity was 29.4, the open interest changed by 88 which increased total open position to 342
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 549.4, which was -75.2 lower than the previous day. The implied volatity was 34.46, the open interest changed by -138 which decreased total open position to 256
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 629.5, which was -178.9 lower than the previous day. The implied volatity was 36.33, the open interest changed by 25 which increased total open position to 394
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 808.4, which was 144.3 higher than the previous day. The implied volatity was 37.38, the open interest changed by -1 which decreased total open position to 369
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 664.1, which was -200.85 lower than the previous day. The implied volatity was 32.33, the open interest changed by 1 which increased total open position to 370
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 859.9, which was 59.9 higher than the previous day. The implied volatity was 44.36, the open interest changed by 223 which increased total open position to 369
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 800, which was 196.65 higher than the previous day. The implied volatity was 46.06, the open interest changed by 72 which increased total open position to 146
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 600, which was -125 lower than the previous day. The implied volatity was 34.82, the open interest changed by 2 which increased total open position to 72
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 725, which was -130 lower than the previous day. The implied volatity was 37.51, the open interest changed by 4 which increased total open position to 70
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 855, which was 215 higher than the previous day. The implied volatity was 41.97, the open interest changed by 17 which increased total open position to 66
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 640, which was 25 higher than the previous day. The implied volatity was 38.19, the open interest changed by 0 which decreased total open position to 49
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 615, which was 140 higher than the previous day. The implied volatity was 24.46, the open interest changed by 7 which increased total open position to 49
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 475, which was -119.7 lower than the previous day. The implied volatity was 31.1, the open interest changed by 4 which increased total open position to 41
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 594.7, which was -133.6 lower than the previous day. The implied volatity was 35.2, the open interest changed by 4 which increased total open position to 36
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 728.3, which was -91.7 lower than the previous day. The implied volatity was 43.59, the open interest changed by 0 which decreased total open position to 32
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 820, which was 301 higher than the previous day. The implied volatity was 40.96, the open interest changed by -4 which decreased total open position to 32
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 519, which was 136.8 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 519, which was 136.8 higher than the previous day. The implied volatity was 36.3, the open interest changed by 0 which decreased total open position to 35
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 382.2, which was 168.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 382.2, which was 168.9 higher than the previous day. The implied volatity was 28.47, the open interest changed by 1 which increased total open position to 35
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 213.3, which was -31.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 213.3, which was -31.2 lower than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 34
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 244.5, which was 12.5 higher than the previous day. The implied volatity was 25.32, the open interest changed by 3 which increased total open position to 33
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 227.2, which was -21.85 lower than the previous day. The implied volatity was 26.66, the open interest changed by 32 which increased total open position to 32
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 249.05, which was 0 lower than the previous day. The implied volatity was 3.82, 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 249.05, which was 0 lower than the previous day. The implied volatity was 4.74, 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 249.05, which was 0 lower than the previous day. The implied volatity was 4.6, the open interest changed by 0 which decreased total open position to 0
