BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 28-Apr-2026 (4d) 9600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 0.04
Theta: -9.52
Gamma: 0.00205
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Apr | 9576.00 | 78.15 | -10.799999999999997 | 18.59 | 9,158 | 59 | 1,222 | |||||||||
| 23 Apr | 9550.50 | 89 | -60.19999999999999 | 22.85 | 4,679 | 711 | 1,160 | |||||||||
| 22 Apr | 9602.00 | 144.15 | -148.6 | 27.67 | 550 | 120 | 444 | |||||||||
| 21 Apr | 9793.00 | 288.5 | -10.649999999999977 | 31.52 | 26 | -2 | 324 | |||||||||
| 20 Apr | 9803.00 | 299.15 | 16.849999999999966 | 31.59 | 150 | -26 | 326 | |||||||||
| 17 Apr | 9773.50 | 275.8 | -85.19999999999999 | 26.57 | 111 | 0 | 351 | |||||||||
| 16 Apr | 9825.00 | 369.05 | -22.19999999999999 | 30.13 | 96 | 8 | 350 | |||||||||
| 15 Apr | 9865.00 | 393 | 25 | 29.81 | 216 | -17 | 343 | |||||||||
| 13 Apr | 9816.00 | 362.9 | -11.200000000000045 | 28.94 | 361 | -26 | 359 | |||||||||
| 10 Apr | 9813.50 | 387 | 180.55 | 27.29 | 5,231 | -267 | 431 | |||||||||
| 9 Apr | 9517.00 | 207.15 | 65.35 | 25.68 | 7,704 | 349 | 712 | |||||||||
| 8 Apr | 9366.00 | 142.8 | 62.15 | 24.67 | 997 | 109 | 369 | |||||||||
| 7 Apr | 9049.50 | 81.75 | 11.65 | 29.23 | 280 | 1 | 261 | |||||||||
| 6 Apr | 8942.50 | 71.2 | 22.95 | 29.78 | 566 | 107 | 260 | |||||||||
| 2 Apr | 8758.50 | 49.75 | -30.5 | 29.62 | 364 | 10 | 153 | |||||||||
| 1 Apr | 8895.50 | 79.25 | 8 | 29.68 | 382 | 59 | 146 | |||||||||
| 30 Mar | 8781.50 | 69.8 | -39.7 | 30.61 | 278 | 9 | 79 | |||||||||
| 27 Mar | 8901.00 | 115.55 | -27.55 | 31.17 | 156 | 33 | 70 | |||||||||
| 25 Mar | 9048.50 | 144.2 | 61.15 | 28.75 | 52 | 29 | 35 | |||||||||
| 24 Mar | 8898.00 | 83.05 | -26.95 | - | 0 | 0 | 6 | |||||||||
| 23 Mar | 8776.00 | 83.05 | -26.95 | 28.38 | 1 | 0 | 6 | |||||||||
| 20 Mar | 9051.00 | 110 | -50 | - | 0 | 0 | 6 | |||||||||
| 19 Mar | 8868.50 | 110 | -50 | 26.53 | 3 | 0 | 6 | |||||||||
| 18 Mar | 9271.00 | 160 | -95 | - | 0 | 0 | 6 | |||||||||
| 17 Mar | 9110.00 | 160 | -95 | - | 3 | 0 | 6 | |||||||||
| 16 Mar | 9073.00 | 160 | -95 | 25.97 | 3 | 1 | 5 | |||||||||
| 13 Mar | 8875.00 | 255 | -289.25 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 9162.00 | 255 | -289.25 | - | 0 | 0 | 4 | |||||||||
| 11 Mar | 9327.50 | 255 | -289.25 | 24.02 | 8 | 4 | 4 | |||||||||
| 10 Mar | 9610.00 | 544.25 | 0 | 0.34 | 0 | 0 | 0 | |||||||||
| 9 Mar | 9383.00 | 544.25 | 0 | 0.57 | 0 | 0 | 0 | |||||||||
| 6 Mar | 9816.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 9804.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 9652.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 9776.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 9972.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10110.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 10097.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 9829.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 23 Feb | 9905.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 9807.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 9980.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 9826.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 9697.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 9760.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 9840.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 9869.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 9774.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 9590.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 9518.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 9647.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 9639.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 9595.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 9496.50 | 544.25 | 0 | 0.36 | 0 | 0 | 0 | |||||||||
| 1 Feb | 9499.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 9597.50 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 9512.00 | 544.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9600 expiring on 28APR2026
Delta for 9600 CE is 0.51
Historical price for 9600 CE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 78.15, which was -10.799999999999997 lower than the previous day. The implied volatity was 18.59, the open interest changed by 59 which increased total open position to 1222
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 89, which was -60.19999999999999 lower than the previous day. The implied volatity was 22.85, the open interest changed by 711 which increased total open position to 1160
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 144.15, which was -148.6 lower than the previous day. The implied volatity was 27.67, the open interest changed by 120 which increased total open position to 444
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 288.5, which was -10.649999999999977 lower than the previous day. The implied volatity was 31.52, the open interest changed by -2 which decreased total open position to 324
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 299.15, which was 16.849999999999966 higher than the previous day. The implied volatity was 31.59, the open interest changed by -26 which decreased total open position to 326
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 275.8, which was -85.19999999999999 lower than the previous day. The implied volatity was 26.57, the open interest changed by 0 which decreased total open position to 351
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 369.05, which was -22.19999999999999 lower than the previous day. The implied volatity was 30.13, the open interest changed by 8 which increased total open position to 350
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 393, which was 25 higher than the previous day. The implied volatity was 29.81, the open interest changed by -17 which decreased total open position to 343
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 362.9, which was -11.200000000000045 lower than the previous day. The implied volatity was 28.94, the open interest changed by -26 which decreased total open position to 359
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 387, which was 180.55 higher than the previous day. The implied volatity was 27.29, the open interest changed by -267 which decreased total open position to 431
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 207.15, which was 65.35 higher than the previous day. The implied volatity was 25.68, the open interest changed by 349 which increased total open position to 712
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 142.8, which was 62.15 higher than the previous day. The implied volatity was 24.67, the open interest changed by 109 which increased total open position to 369
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 81.75, which was 11.65 higher than the previous day. The implied volatity was 29.23, the open interest changed by 1 which increased total open position to 261
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 71.2, which was 22.95 higher than the previous day. The implied volatity was 29.78, the open interest changed by 107 which increased total open position to 260
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 49.75, which was -30.5 lower than the previous day. The implied volatity was 29.62, the open interest changed by 10 which increased total open position to 153
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 79.25, which was 8 higher than the previous day. The implied volatity was 29.68, the open interest changed by 59 which increased total open position to 146
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 69.8, which was -39.7 lower than the previous day. The implied volatity was 30.61, the open interest changed by 9 which increased total open position to 79
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 115.55, which was -27.55 lower than the previous day. The implied volatity was 31.17, the open interest changed by 33 which increased total open position to 70
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 144.2, which was 61.15 higher than the previous day. The implied volatity was 28.75, the open interest changed by 29 which increased total open position to 35
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 83.05, which was -26.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 83.05, which was -26.95 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 6
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 110, which was -50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 110, which was -50 lower than the previous day. The implied volatity was 26.53, the open interest changed by 0 which decreased total open position to 6
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 160, which was -95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 160, which was -95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 160, which was -95 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 5
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 255, which was -289.25 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 255, which was -289.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 255, which was -289.25 lower than the previous day. The implied volatity was 24.02, the open interest changed by 4 which increased total open position to 4
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 544.25, which was 0 lower than the previous day. The implied volatity was 0.34, 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 544.25, which was 0 lower than the previous day. The implied volatity was 0.57, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 Feb BAJAJ-AUTO was trading at 9829.00. 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 23 Feb BAJAJ-AUTO was trading at 9905.50. 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 20 Feb BAJAJ-AUTO was trading at 9807.00. 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 19 Feb BAJAJ-AUTO was trading at 9729.00. 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 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 544.25, 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 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 544.25, 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 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 544.25, 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 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 544.25, 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 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, 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 544.25, which was 0 lower than the previous day. The implied volatity was 0.36, 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 544.25, 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 544.25, 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 544.25, 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) 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.49
Vega: 0.04
Theta: -8.7
Gamma: 0.00192
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Apr | 9576.00 | 82.35 | -38 | 19.89 | 5,665 | -257 | 385 |
| 23 Apr | 9550.50 | 132.75 | 12.25 | 22.08 | 1,282 | -82 | 641 |
| 22 Apr | 9602.00 | 119.15 | 49.35000000000001 | 24.53 | 1,335 | -27 | 726 |
| 21 Apr | 9793.00 | 67.3 | -19.200000000000003 | 27.29 | 572 | 2 | 756 |
| 20 Apr | 9803.00 | 95 | -22.799999999999997 | 27.41 | 1,146 | 62 | 767 |
| 17 Apr | 9773.50 | 115.35 | 13.699999999999989 | 27.5 | 572 | -40 | 719 |
| 16 Apr | 9825.00 | 99.4 | -4.849999999999994 | 27.74 | 749 | 14 | 759 |
| 15 Apr | 9865.00 | 104 | -56.5 | 29.3 | 1,050 | 75 | 745 |
| 13 Apr | 9816.00 | 160.15 | 12.300000000000011 | 32.96 | 1,648 | -43 | 670 |
| 10 Apr | 9813.50 | 150.7 | -134.35000000000002 | 30.03 | 3,641 | 378 | 588 |
| 9 Apr | 9517.00 | 287.4 | -71.4 | 31.24 | 1,554 | 181 | 217 |
| 8 Apr | 9366.00 | 353.35 | -559.55 | 29.27 | 74 | 21 | 37 |
| 7 Apr | 9049.50 | 912.9 | -19.1 | - | 0 | 0 | 16 |
| 6 Apr | 8942.50 | 912.9 | -19.1 | - | 0 | 0 | 16 |
| 2 Apr | 8758.50 | 912.9 | -19.1 | 40.93 | 1 | 0 | 16 |
| 1 Apr | 8895.50 | 932 | 104.35 | - | 0 | 0 | 16 |
| 30 Mar | 8781.50 | 932 | 104.35 | 44.03 | 2 | 1 | 15 |
| 27 Mar | 8901.00 | 827.65 | 177.65 | 41.66 | 1 | 0 | 13 |
| 25 Mar | 9048.50 | 650 | 24 | 33.07 | 6 | 5 | 12 |
| 24 Mar | 8898.00 | 626 | -208.5 | - | 0 | 0 | 7 |
| 23 Mar | 8776.00 | 626 | -208.5 | - | 0 | 0 | 7 |
| 20 Mar | 9051.00 | 626 | -208.5 | - | 0 | 0 | 7 |
| 19 Mar | 8868.50 | 626 | -208.5 | - | 0 | 0 | 7 |
| 18 Mar | 9271.00 | 626 | -208.5 | - | 0 | 0 | 7 |
| 17 Mar | 9110.00 | 626 | -208.5 | 32.5 | 3 | 0 | 9 |
| 16 Mar | 9073.00 | 834.5 | 504.5 | - | 5 | 2 | 0 |
| 13 Mar | 8875.00 | 834.5 | 504.5 | 36.33 | 5 | 0 | 0 |
| 12 Mar | 9162.00 | 330 | 156 | - | 0 | 0 | 7 |
| 11 Mar | 9327.50 | 330 | 156 | - | 0 | 0 | 7 |
| 10 Mar | 9610.00 | 330 | 156 | - | 0 | 0 | 7 |
| 9 Mar | 9383.00 | 330 | 156 | - | 0 | 0 | 7 |
| 6 Mar | 9816.00 | 330 | 156 | - | 0 | 0 | 7 |
| 5 Mar | 9804.50 | 330 | 156 | - | 2 | 0 | 0 |
| 4 Mar | 9652.50 | 330 | 156 | 28.38 | 2 | 1 | 8 |
| 2 Mar | 9776.00 | 174 | -331.2 | - | 0 | 7 | 0 |
| 27 Feb | 9972.50 | 174 | -331.2 | 23.97 | 7 | 6 | 6 |
| 26 Feb | 10110.00 | 505.2 | 0 | 4.14 | 0 | 0 | 0 |
| 25 Feb | 10097.00 | 505.2 | 0 | 4.01 | 0 | 0 | 0 |
| 24 Feb | 9829.00 | - | - | - | 0 | 0 | 0 |
| 23 Feb | 9905.50 | - | - | - | 0 | 0 | 0 |
| 20 Feb | 9807.00 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 9729.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 9980.00 | 505.2 | 0 | 2.69 | 0 | 0 | 0 |
| 17 Feb | 9826.50 | 0 | 0 | 2.4 | 0 | 0 | 0 |
| 16 Feb | 9697.50 | 0 | 0 | 1.73 | 0 | 0 | 0 |
| 13 Feb | 9760.00 | 0 | 0 | 2.12 | 0 | 0 | 0 |
| 12 Feb | 9840.00 | 0 | 0 | 2.49 | 0 | 0 | 0 |
| 11 Feb | 9869.50 | 0 | 0 | 2.68 | 0 | 0 | 0 |
| 10 Feb | 9774.00 | 0 | 0 | 2.38 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 0 | 0 | 1.12 | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 0 | 0 | 0.67 | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 0 | 0 | 1.45 | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 0 | 0 | 1.44 | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 0 | 0 | 1.23 | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 0 | 0 | 0.74 | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 0 | 0 | 0.87 | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 0 | 0 | 1.23 | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 0 | 0 | 0.67 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9600 expiring on 28APR2026
Delta for 9600 PE is -0.49
Historical price for 9600 PE is as follows
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 82.35, which was -38 lower than the previous day. The implied volatity was 19.89, the open interest changed by -257 which decreased total open position to 385
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 132.75, which was 12.25 higher than the previous day. The implied volatity was 22.08, the open interest changed by -82 which decreased total open position to 641
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 119.15, which was 49.35000000000001 higher than the previous day. The implied volatity was 24.53, the open interest changed by -27 which decreased total open position to 726
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 67.3, which was -19.200000000000003 lower than the previous day. The implied volatity was 27.29, the open interest changed by 2 which increased total open position to 756
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 95, which was -22.799999999999997 lower than the previous day. The implied volatity was 27.41, the open interest changed by 62 which increased total open position to 767
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 115.35, which was 13.699999999999989 higher than the previous day. The implied volatity was 27.5, the open interest changed by -40 which decreased total open position to 719
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 99.4, which was -4.849999999999994 lower than the previous day. The implied volatity was 27.74, the open interest changed by 14 which increased total open position to 759
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 104, which was -56.5 lower than the previous day. The implied volatity was 29.3, the open interest changed by 75 which increased total open position to 745
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 160.15, which was 12.300000000000011 higher than the previous day. The implied volatity was 32.96, the open interest changed by -43 which decreased total open position to 670
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 150.7, which was -134.35000000000002 lower than the previous day. The implied volatity was 30.03, the open interest changed by 378 which increased total open position to 588
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 287.4, which was -71.4 lower than the previous day. The implied volatity was 31.24, the open interest changed by 181 which increased total open position to 217
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 353.35, which was -559.55 lower than the previous day. The implied volatity was 29.27, the open interest changed by 21 which increased total open position to 37
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 912.9, which was -19.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 912.9, which was -19.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 912.9, which was -19.1 lower than the previous day. The implied volatity was 40.93, the open interest changed by 0 which decreased total open position to 16
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 932, which was 104.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 16
On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 932, which was 104.35 higher than the previous day. The implied volatity was 44.03, the open interest changed by 1 which increased total open position to 15
On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 827.65, which was 177.65 higher than the previous day. The implied volatity was 41.66, the open interest changed by 0 which decreased total open position to 13
On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 650, which was 24 higher than the previous day. The implied volatity was 33.07, the open interest changed by 5 which increased total open position to 12
On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 626, which was -208.5 lower than the previous day. The implied volatity was 32.5, the open interest changed by 0 which decreased total open position to 9
On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 834.5, which was 504.5 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 834.5, which was 504.5 higher than the previous day. The implied volatity was 36.33, 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 330, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 330, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 330, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 330, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 330, which was 156 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 330, which was 156 higher 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 330, which was 156 higher than the previous day. The implied volatity was 28.38, the open interest changed by 1 which increased total open position to 8
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 174, which was -331.2 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 174, which was -331.2 lower than the previous day. The implied volatity was 23.97, the open interest changed by 6 which increased total open position to 6
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 505.2, which was 0 lower than the previous day. The implied volatity was 4.14, 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 505.2, 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 24 Feb BAJAJ-AUTO was trading at 9829.00. 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 23 Feb BAJAJ-AUTO was trading at 9905.50. 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 20 Feb BAJAJ-AUTO was trading at 9807.00. 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 19 Feb BAJAJ-AUTO was trading at 9729.00. 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 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 505.2, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.4, the open interest changed by 0 which decreased total open position to 0
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.73, the open interest changed by 0 which decreased total open position to 0
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.12, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.49, 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 0, which was 0 lower than the previous day. The implied volatity was 2.68, 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 0, 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 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 0, 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 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.67, 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 0, which was 0 lower than the previous day. The implied volatity was 1.45, 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 0, which was 0 lower than the previous day. The implied volatity was 1.44, 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 0, 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 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.74, 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 0, which was 0 lower than the previous day. The implied volatity was 0.87, 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 0, 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 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.67, the open interest changed by 0 which decreased total open position to 0
