BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
12 Mar 2026 04:10 PM IST
| BAJAJ-AUTO 30-MAR-2026 9500 CE | ||||||||||||||||
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Delta: 0.3
Vega: 7.09
Theta: -5.98
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Mar | 9162.00 | 101 | -63.05 | 26.62 | 2,541 | 129 | 1,584 | |||||||||
| 11 Mar | 9327.50 | 163.9 | -132.75 | 26.13 | 3,124 | 474 | 1,452 | |||||||||
| 10 Mar | 9610.00 | 286.15 | 85.05 | 20.18 | 5,445 | 205 | 965 | |||||||||
| 9 Mar | 9383.00 | 200.9 | -223.6 | 24.99 | 2,952 | 429 | 761 | |||||||||
| 6 Mar | 9816.00 | 419 | -9.7 | 18.68 | 56 | -14 | 332 | |||||||||
| 5 Mar | 9804.50 | 398.1 | 59.65 | 12.85 | 216 | -28 | 346 | |||||||||
| 4 Mar | 9652.50 | 329 | -100.85 | 19.88 | 518 | 40 | 374 | |||||||||
| 2 Mar | 9776.00 | 425.1 | -152.95 | 19.94 | 246 | 7 | 335 | |||||||||
| 27 Feb | 9972.50 | 569.75 | -132.7 | 17.34 | 20 | -5 | 330 | |||||||||
| 26 Feb | 10110.00 | 702.45 | 15.4 | 7.36 | 6 | 2 | 335 | |||||||||
| 25 Feb | 10097.00 | 694.5 | 222.15 | 14.75 | 52 | 4 | 334 | |||||||||
| 24 Feb | 9829.00 | 473.3 | -47.7 | 14.73 | 518 | 277 | 330 | |||||||||
| 23 Feb | 9905.50 | 521 | 59.3 | 16.75 | 6 | 4 | 53 | |||||||||
| 20 Feb | 9807.00 | 461.7 | 16.7 | 15.37 | 6 | 0 | 49 | |||||||||
| 19 Feb | 9729.00 | 445 | 25 | 20.18 | 17 | 7 | 50 | |||||||||
| 18 Feb | 9980.00 | 420 | -140 | - | 0 | 0 | 43 | |||||||||
| 17 Feb | 9826.50 | 420 | -140 | - | 0 | 0 | 43 | |||||||||
| 16 Feb | 9697.50 | 420 | -140 | 18.74 | 1 | 0 | 43 | |||||||||
| 13 Feb | 9760.00 | 560 | 45.6 | - | 0 | 0 | 43 | |||||||||
| 12 Feb | 9840.00 | 560 | 45.6 | 19.91 | 1 | 0 | 42 | |||||||||
| 11 Feb | 9869.50 | 514.4 | 164.35 | - | 0 | 0 | 42 | |||||||||
| 10 Feb | 9774.00 | 514.4 | 164.35 | 20.23 | 30 | 2 | 41 | |||||||||
| 9 Feb | 9590.00 | 350.05 | -104.45 | - | 0 | 0 | 39 | |||||||||
| 6 Feb | 9518.50 | 350.05 | -104.45 | 18.8 | 5 | 0 | 39 | |||||||||
| 5 Feb | 9647.00 | 454.5 | 28.25 | 19.5 | 4 | -2 | 38 | |||||||||
| 4 Feb | 9639.00 | 426.65 | -21.6 | 18.84 | 12 | -5 | 42 | |||||||||
| 3 Feb | 9595.50 | 448.25 | 101.35 | 21.29 | 13 | 2 | 44 | |||||||||
| 2 Feb | 9496.50 | 346.9 | -53.1 | 19.28 | 38 | 29 | 41 | |||||||||
| 1 Feb | 9499.50 | 400 | -83.5 | 21.61 | 6 | 1 | 9 | |||||||||
| 30 Jan | 9597.50 | 483 | 80.7 | 23.21 | 14 | 4 | 6 | |||||||||
| 29 Jan | 9512.00 | 402.3 | -76.8 | 20.41 | 2 | 1 | 1 | |||||||||
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| 28 Jan | 9433.50 | 479.1 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9500 expiring on 30MAR2026
Delta for 9500 CE is 0.3
Historical price for 9500 CE is as follows
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 101, which was -63.05 lower than the previous day. The implied volatity was 26.62, the open interest changed by 129 which increased total open position to 1584
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 163.9, which was -132.75 lower than the previous day. The implied volatity was 26.13, the open interest changed by 474 which increased total open position to 1452
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 286.15, which was 85.05 higher than the previous day. The implied volatity was 20.18, the open interest changed by 205 which increased total open position to 965
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 200.9, which was -223.6 lower than the previous day. The implied volatity was 24.99, the open interest changed by 429 which increased total open position to 761
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 419, which was -9.7 lower than the previous day. The implied volatity was 18.68, the open interest changed by -14 which decreased total open position to 332
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 398.1, which was 59.65 higher than the previous day. The implied volatity was 12.85, the open interest changed by -28 which decreased total open position to 346
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 329, which was -100.85 lower than the previous day. The implied volatity was 19.88, the open interest changed by 40 which increased total open position to 374
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 425.1, which was -152.95 lower than the previous day. The implied volatity was 19.94, the open interest changed by 7 which increased total open position to 335
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 569.75, which was -132.7 lower than the previous day. The implied volatity was 17.34, the open interest changed by -5 which decreased total open position to 330
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 702.45, which was 15.4 higher than the previous day. The implied volatity was 7.36, the open interest changed by 2 which increased total open position to 335
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 694.5, which was 222.15 higher than the previous day. The implied volatity was 14.75, the open interest changed by 4 which increased total open position to 334
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 473.3, which was -47.7 lower than the previous day. The implied volatity was 14.73, the open interest changed by 277 which increased total open position to 330
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 521, which was 59.3 higher than the previous day. The implied volatity was 16.75, the open interest changed by 4 which increased total open position to 53
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 461.7, which was 16.7 higher than the previous day. The implied volatity was 15.37, the open interest changed by 0 which decreased total open position to 49
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 445, which was 25 higher than the previous day. The implied volatity was 20.18, the open interest changed by 7 which increased total open position to 50
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 420, which was -140 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 420, which was -140 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 420, which was -140 lower than the previous day. The implied volatity was 18.74, the open interest changed by 0 which decreased total open position to 43
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 560, which was 45.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 43
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 560, which was 45.6 higher than the previous day. The implied volatity was 19.91, the open interest changed by 0 which decreased total open position to 42
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 514.4, which was 164.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 42
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 514.4, which was 164.35 higher than the previous day. The implied volatity was 20.23, the open interest changed by 2 which increased total open position to 41
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 350.05, which was -104.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 39
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 350.05, which was -104.45 lower than the previous day. The implied volatity was 18.8, the open interest changed by 0 which decreased total open position to 39
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 454.5, which was 28.25 higher than the previous day. The implied volatity was 19.5, the open interest changed by -2 which decreased total open position to 38
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 426.65, which was -21.6 lower than the previous day. The implied volatity was 18.84, the open interest changed by -5 which decreased total open position to 42
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 448.25, which was 101.35 higher than the previous day. The implied volatity was 21.29, the open interest changed by 2 which increased total open position to 44
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 346.9, which was -53.1 lower than the previous day. The implied volatity was 19.28, the open interest changed by 29 which increased total open position to 41
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 400, which was -83.5 lower than the previous day. The implied volatity was 21.61, the open interest changed by 1 which increased total open position to 9
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 483, which was 80.7 higher than the previous day. The implied volatity was 23.21, the open interest changed by 4 which increased total open position to 6
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 402.3, which was -76.8 lower than the previous day. The implied volatity was 20.41, the open interest changed by 1 which increased total open position to 1
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 479.1, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30MAR2026 9500 PE | |||||||
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Delta: -0.63
Vega: 7.66
Theta: -6.41
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Mar | 9162.00 | 487.9 | 129.55 | 38.23 | 409 | -124 | 500 |
| 11 Mar | 9327.50 | 358.3 | 176.5 | 33.75 | 3,063 | -113 | 626 |
| 10 Mar | 9610.00 | 179.1 | -127.2 | 29.26 | 2,411 | 130 | 726 |
| 9 Mar | 9383.00 | 310.6 | 177.75 | 31.58 | 2,853 | -83 | 597 |
| 6 Mar | 9816.00 | 135.05 | 13.95 | 28.43 | 919 | -21 | 678 |
| 5 Mar | 9804.50 | 123.2 | -74.65 | 27.04 | 1,263 | -3 | 699 |
| 4 Mar | 9652.50 | 203.85 | 53.45 | 28 | 1,562 | 186 | 702 |
| 2 Mar | 9776.00 | 150.35 | 68.05 | 27.34 | 1,961 | 22 | 513 |
| 27 Feb | 9972.50 | 85.15 | 22.35 | 24.3 | 1,064 | 6 | 491 |
| 26 Feb | 10110.00 | 63.8 | -3.35 | 25.05 | 909 | 79 | 486 |
| 25 Feb | 10097.00 | 69 | -60 | 24.97 | 1,945 | 159 | 410 |
| 24 Feb | 9829.00 | 126 | 14.55 | 25.14 | 776 | 49 | 248 |
| 23 Feb | 9905.50 | 112.5 | -26.9 | 24.37 | 387 | 2 | 199 |
| 20 Feb | 9807.00 | 141.1 | -48 | 24.52 | 292 | 55 | 195 |
| 19 Feb | 9729.00 | 190.6 | 82.2 | 26.23 | 296 | 48 | 130 |
| 18 Feb | 9980.00 | 102.95 | -51.85 | 24.9 | 103 | 37 | 80 |
| 17 Feb | 9826.50 | 156 | -39 | 25.39 | 29 | 10 | 46 |
| 16 Feb | 9697.50 | 195 | 45 | 24.99 | 12 | 8 | 37 |
| 13 Feb | 9760.00 | 150 | -10 | 22.2 | 2 | 0 | 28 |
| 12 Feb | 9840.00 | 160 | 3.6 | 25.11 | 2 | 1 | 27 |
| 11 Feb | 9869.50 | 146 | -21.4 | 24.41 | 3 | 1 | 25 |
| 10 Feb | 9774.00 | 172 | -58 | 23.83 | 23 | 17 | 23 |
| 9 Feb | 9590.00 | 230 | 14.25 | 23.32 | 4 | 3 | 5 |
| 6 Feb | 9518.50 | 215.75 | -204.85 | - | 0 | 0 | 2 |
| 5 Feb | 9647.00 | 215.75 | -204.85 | - | 0 | 0 | 2 |
| 4 Feb | 9639.00 | 215.75 | -204.85 | 22.78 | 1 | 0 | 3 |
| 3 Feb | 9595.50 | 420.6 | -38.4 | - | 0 | 0 | 3 |
| 2 Feb | 9496.50 | 420.6 | -38.4 | 32.48 | 3 | 1 | 2 |
| 1 Feb | 9499.50 | 459 | 71.25 | 35.65 | 1 | 0 | 0 |
| 30 Jan | 9597.50 | 387.75 | 0 | 1.56 | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 387.75 | 0 | 1.12 | 0 | 0 | 0 |
| 28 Jan | 9433.50 | 387.75 | 0 | 0.88 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9500 expiring on 30MAR2026
Delta for 9500 PE is -0.63
Historical price for 9500 PE is as follows
On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 487.9, which was 129.55 higher than the previous day. The implied volatity was 38.23, the open interest changed by -124 which decreased total open position to 500
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 358.3, which was 176.5 higher than the previous day. The implied volatity was 33.75, the open interest changed by -113 which decreased total open position to 626
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 179.1, which was -127.2 lower than the previous day. The implied volatity was 29.26, the open interest changed by 130 which increased total open position to 726
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 310.6, which was 177.75 higher than the previous day. The implied volatity was 31.58, the open interest changed by -83 which decreased total open position to 597
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 135.05, which was 13.95 higher than the previous day. The implied volatity was 28.43, the open interest changed by -21 which decreased total open position to 678
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 123.2, which was -74.65 lower than the previous day. The implied volatity was 27.04, the open interest changed by -3 which decreased total open position to 699
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 203.85, which was 53.45 higher than the previous day. The implied volatity was 28, the open interest changed by 186 which increased total open position to 702
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 150.35, which was 68.05 higher than the previous day. The implied volatity was 27.34, the open interest changed by 22 which increased total open position to 513
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 85.15, which was 22.35 higher than the previous day. The implied volatity was 24.3, the open interest changed by 6 which increased total open position to 491
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 63.8, which was -3.35 lower than the previous day. The implied volatity was 25.05, the open interest changed by 79 which increased total open position to 486
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 69, which was -60 lower than the previous day. The implied volatity was 24.97, the open interest changed by 159 which increased total open position to 410
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 126, which was 14.55 higher than the previous day. The implied volatity was 25.14, the open interest changed by 49 which increased total open position to 248
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 112.5, which was -26.9 lower than the previous day. The implied volatity was 24.37, the open interest changed by 2 which increased total open position to 199
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 141.1, which was -48 lower than the previous day. The implied volatity was 24.52, the open interest changed by 55 which increased total open position to 195
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 190.6, which was 82.2 higher than the previous day. The implied volatity was 26.23, the open interest changed by 48 which increased total open position to 130
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 102.95, which was -51.85 lower than the previous day. The implied volatity was 24.9, the open interest changed by 37 which increased total open position to 80
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 156, which was -39 lower than the previous day. The implied volatity was 25.39, the open interest changed by 10 which increased total open position to 46
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 195, which was 45 higher than the previous day. The implied volatity was 24.99, the open interest changed by 8 which increased total open position to 37
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 150, which was -10 lower than the previous day. The implied volatity was 22.2, the open interest changed by 0 which decreased total open position to 28
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 160, which was 3.6 higher than the previous day. The implied volatity was 25.11, the open interest changed by 1 which increased total open position to 27
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 146, which was -21.4 lower than the previous day. The implied volatity was 24.41, the open interest changed by 1 which increased total open position to 25
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 172, which was -58 lower than the previous day. The implied volatity was 23.83, the open interest changed by 17 which increased total open position to 23
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 230, which was 14.25 higher than the previous day. The implied volatity was 23.32, the open interest changed by 3 which increased total open position to 5
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 215.75, which was -204.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 215.75, which was -204.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 215.75, which was -204.85 lower than the previous day. The implied volatity was 22.78, the open interest changed by 0 which decreased total open position to 3
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 420.6, which was -38.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 420.6, which was -38.4 lower than the previous day. The implied volatity was 32.48, the open interest changed by 1 which increased total open position to 2
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 459, which was 71.25 higher than the previous day. The implied volatity was 35.65, 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 387.75, which was 0 lower than the previous day. The implied volatity was 1.56, 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 387.75, which was 0 lower than the previous day. The implied volatity was 1.12, 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 387.75, which was 0 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0
