BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
20 Feb 2026 04:11 PM IST
| BAJAJ-AUTO 24-FEB-2026 9600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.89
Vega: 1.94
Theta: -6.49
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 20 Feb | 9807.00 | 219.2 | 72 | 17.15 | 757 | -19 | 819 | |||||||||
| 19 Feb | 9729.00 | 129.3 | -238.55 | 9.04 | 581 | -131 | 839 | |||||||||
| 18 Feb | 9980.00 | 385.95 | 128.7 | 15.07 | 271 | -15 | 969 | |||||||||
| 17 Feb | 9826.50 | 262.5 | 75.15 | 18.77 | 707 | -26 | 989 | |||||||||
| 16 Feb | 9697.50 | 180 | -55.7 | 20.41 | 891 | -26 | 1,012 | |||||||||
| 13 Feb | 9760.00 | 234.6 | -52.45 | 18.99 | 81 | -4 | 1,041 | |||||||||
| 12 Feb | 9840.00 | 308 | -34.2 | 18.43 | 153 | -26 | 1,045 | |||||||||
| 11 Feb | 9869.50 | 322.35 | 29.95 | 14.89 | 447 | -36 | 1,072 | |||||||||
| 10 Feb | 9774.00 | 281.9 | 104.1 | 21.68 | 4,219 | -294 | 1,214 | |||||||||
| 9 Feb | 9590.00 | 170.15 | 20.55 | 20.71 | 4,087 | 82 | 1,531 | |||||||||
| 6 Feb | 9518.50 | 150 | -79.5 | 19.78 | 2,790 | 59 | 1,451 | |||||||||
| 5 Feb | 9647.00 | 231.15 | -0.3 | 19.56 | 1,142 | 30 | 1,392 | |||||||||
| 4 Feb | 9639.00 | 224 | 2.25 | 20.41 | 3,489 | -29 | 1,362 | |||||||||
| 3 Feb | 9595.50 | 221.75 | 54.95 | 20.45 | 2,832 | -109 | 1,531 | |||||||||
| 2 Feb | 9496.50 | 160.6 | -50.5 | 20.71 | 4,196 | 158 | 1,649 | |||||||||
| 1 Feb | 9499.50 | 193.2 | -118.95 | 22.29 | 7,668 | 176 | 1,496 | |||||||||
| 30 Jan | 9597.50 | 310 | 56.85 | 28.52 | 4,108 | 406 | 1,318 | |||||||||
| 29 Jan | 9512.00 | 251.95 | 26.05 | 25.8 | 2,040 | 143 | 911 | |||||||||
| 28 Jan | 9433.50 | 245.65 | -15.35 | 26.66 | 1,450 | 7 | 769 | |||||||||
| 27 Jan | 9492.00 | 264 | 46.1 | 26.37 | 879 | 87 | 760 | |||||||||
| 23 Jan | 9413.50 | 220 | 23.1 | 23.65 | 1,086 | 181 | 669 | |||||||||
| 22 Jan | 9370.00 | 205 | 70 | 23.25 | 793 | 341 | 482 | |||||||||
| 21 Jan | 9179.00 | 135 | -14.5 | 23.46 | 63 | -4 | 141 | |||||||||
| 20 Jan | 9180.00 | 152.95 | -97.05 | 25.06 | 98 | 20 | 146 | |||||||||
| 19 Jan | 9429.50 | 250 | -32.4 | 24.74 | 12 | 0 | 125 | |||||||||
| 16 Jan | 9489.00 | 287 | -30.5 | 23.63 | 37 | 14 | 124 | |||||||||
| 14 Jan | 9579.50 | 317 | -7.05 | 21.71 | 18 | 9 | 109 | |||||||||
| 13 Jan | 9554.00 | 319.9 | 17.4 | 22.44 | 10 | 8 | 99 | |||||||||
| 12 Jan | 9491.00 | 302.5 | -52.4 | 23.65 | 48 | 25 | 91 | |||||||||
| 9 Jan | 9562.50 | 354.9 | -85.1 | 22.46 | 11 | 2 | 65 | |||||||||
| 8 Jan | 9760.50 | 440 | -11.6 | 20.14 | 8 | -3 | 64 | |||||||||
| 7 Jan | 9789.50 | 451.6 | 51.6 | 18.01 | 3 | 1 | 67 | |||||||||
| 6 Jan | 9661.00 | 400 | 86 | 20.85 | 42 | -7 | 66 | |||||||||
| 5 Jan | 9497.50 | 314 | -4 | 21.35 | 55 | 34 | 72 | |||||||||
| 2 Jan | 9502.50 | 318 | -43.05 | 20.75 | 52 | 24 | 37 | |||||||||
| 1 Jan | 9558.00 | 364 | 80.05 | 20.32 | 7 | 0 | 13 | |||||||||
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| 31 Dec | 9343.00 | 283.95 | 53.95 | 22.98 | 15 | 3 | 5 | |||||||||
| 30 Dec | 9282.00 | 230 | 20.05 | 20.98 | 2 | 1 | 2 | |||||||||
| 29 Dec | 9087.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 26 Dec | 9064.50 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 24 Dec | 9170.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 23 Dec | 9099.00 | 209.95 | - | - | 0 | 0 | 0 | |||||||||
| 22 Dec | 9164.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 19 Dec | 9002.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 18 Dec | 8831.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 17 Dec | 8895.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 16 Dec | 9008.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 15 Dec | 8940.00 | 209.95 | 29.95 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 9015.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 11 Dec | 9053.50 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 10 Dec | 8991.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 9 Dec | 8961.00 | 209.95 | 29.95 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 209.95 | 29.95 | - | 0 | 0 | 1 | |||||||||
| 5 Dec | 9109.00 | 209.95 | 29.95 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 9085.00 | 209.95 | 29.95 | 19.56 | 1 | 0 | 1 | |||||||||
| 3 Dec | 9000.50 | 180 | -36 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 9085.50 | 180 | -36 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 180 | -36 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 9073.50 | 180 | -36 | 16.81 | 1 | 0 | 1 | |||||||||
| 27 Nov | 9022.50 | 216 | -138.6 | 19.96 | 1 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9600 expiring on 24FEB2026
Delta for 9600 CE is 0.89
Historical price for 9600 CE is as follows
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 219.2, which was 72 higher than the previous day. The implied volatity was 17.15, the open interest changed by -19 which decreased total open position to 819
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 129.3, which was -238.55 lower than the previous day. The implied volatity was 9.04, the open interest changed by -131 which decreased total open position to 839
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 385.95, which was 128.7 higher than the previous day. The implied volatity was 15.07, the open interest changed by -15 which decreased total open position to 969
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 262.5, which was 75.15 higher than the previous day. The implied volatity was 18.77, the open interest changed by -26 which decreased total open position to 989
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 180, which was -55.7 lower than the previous day. The implied volatity was 20.41, the open interest changed by -26 which decreased total open position to 1012
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 234.6, which was -52.45 lower than the previous day. The implied volatity was 18.99, the open interest changed by -4 which decreased total open position to 1041
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 308, which was -34.2 lower than the previous day. The implied volatity was 18.43, the open interest changed by -26 which decreased total open position to 1045
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 322.35, which was 29.95 higher than the previous day. The implied volatity was 14.89, the open interest changed by -36 which decreased total open position to 1072
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 281.9, which was 104.1 higher than the previous day. The implied volatity was 21.68, the open interest changed by -294 which decreased total open position to 1214
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 170.15, which was 20.55 higher than the previous day. The implied volatity was 20.71, the open interest changed by 82 which increased total open position to 1531
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 150, which was -79.5 lower than the previous day. The implied volatity was 19.78, the open interest changed by 59 which increased total open position to 1451
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 231.15, which was -0.3 lower than the previous day. The implied volatity was 19.56, the open interest changed by 30 which increased total open position to 1392
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 224, which was 2.25 higher than the previous day. The implied volatity was 20.41, the open interest changed by -29 which decreased total open position to 1362
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 221.75, which was 54.95 higher than the previous day. The implied volatity was 20.45, the open interest changed by -109 which decreased total open position to 1531
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 160.6, which was -50.5 lower than the previous day. The implied volatity was 20.71, the open interest changed by 158 which increased total open position to 1649
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 193.2, which was -118.95 lower than the previous day. The implied volatity was 22.29, the open interest changed by 176 which increased total open position to 1496
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 310, which was 56.85 higher than the previous day. The implied volatity was 28.52, the open interest changed by 406 which increased total open position to 1318
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 251.95, which was 26.05 higher than the previous day. The implied volatity was 25.8, the open interest changed by 143 which increased total open position to 911
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 245.65, which was -15.35 lower than the previous day. The implied volatity was 26.66, the open interest changed by 7 which increased total open position to 769
On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 264, which was 46.1 higher than the previous day. The implied volatity was 26.37, the open interest changed by 87 which increased total open position to 760
On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 220, which was 23.1 higher than the previous day. The implied volatity was 23.65, the open interest changed by 181 which increased total open position to 669
On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 205, which was 70 higher than the previous day. The implied volatity was 23.25, the open interest changed by 341 which increased total open position to 482
On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 135, which was -14.5 lower than the previous day. The implied volatity was 23.46, the open interest changed by -4 which decreased total open position to 141
On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 152.95, which was -97.05 lower than the previous day. The implied volatity was 25.06, the open interest changed by 20 which increased total open position to 146
On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 250, which was -32.4 lower than the previous day. The implied volatity was 24.74, the open interest changed by 0 which decreased total open position to 125
On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 287, which was -30.5 lower than the previous day. The implied volatity was 23.63, the open interest changed by 14 which increased total open position to 124
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 317, which was -7.05 lower than the previous day. The implied volatity was 21.71, the open interest changed by 9 which increased total open position to 109
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 319.9, which was 17.4 higher than the previous day. The implied volatity was 22.44, the open interest changed by 8 which increased total open position to 99
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 302.5, which was -52.4 lower than the previous day. The implied volatity was 23.65, the open interest changed by 25 which increased total open position to 91
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 354.9, which was -85.1 lower than the previous day. The implied volatity was 22.46, the open interest changed by 2 which increased total open position to 65
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 440, which was -11.6 lower than the previous day. The implied volatity was 20.14, the open interest changed by -3 which decreased total open position to 64
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 451.6, which was 51.6 higher than the previous day. The implied volatity was 18.01, the open interest changed by 1 which increased total open position to 67
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 400, which was 86 higher than the previous day. The implied volatity was 20.85, the open interest changed by -7 which decreased total open position to 66
On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 314, which was -4 lower than the previous day. The implied volatity was 21.35, the open interest changed by 34 which increased total open position to 72
On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 318, which was -43.05 lower than the previous day. The implied volatity was 20.75, the open interest changed by 24 which increased total open position to 37
On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 364, which was 80.05 higher than the previous day. The implied volatity was 20.32, the open interest changed by 0 which decreased total open position to 13
On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 283.95, which was 53.95 higher than the previous day. The implied volatity was 22.98, the open interest changed by 3 which increased total open position to 5
On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 230, which was 20.05 higher than the previous day. The implied volatity was 20.98, the open interest changed by 1 which increased total open position to 2
On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 209.95, 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 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 209.95, which was 29.95 higher than the previous day. The implied volatity was 19.56, the open interest changed by 0 which decreased total open position to 1
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 180, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 180, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 180, which was -36 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 180, which was -36 lower than the previous day. The implied volatity was 16.81, the open interest changed by 0 which decreased total open position to 1
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 216, which was -138.6 lower than the previous day. The implied volatity was 19.96, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 24FEB2026 9600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 2.33
Theta: -5.69
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 20 Feb | 9807.00 | 16 | -32.8 | 20.85 | 3,132 | 42 | 798 |
| 19 Feb | 9729.00 | 50.75 | 34.7 | 23.2 | 5,244 | -567 | 772 |
| 18 Feb | 9980.00 | 14.95 | -29.2 | 25.83 | 4,883 | 353 | 1,331 |
| 17 Feb | 9826.50 | 45.45 | -43.9 | 24.64 | 1,744 | 95 | 977 |
| 16 Feb | 9697.50 | 89.1 | 3.3 | 24.17 | 2,228 | 22 | 888 |
| 13 Feb | 9760.00 | 86.45 | 7.55 | 23.85 | 1,732 | -138 | 863 |
| 12 Feb | 9840.00 | 78 | 8.3 | 26.01 | 1,599 | 19 | 1,001 |
| 11 Feb | 9869.50 | 70.25 | -21.4 | 25.1 | 1,540 | -12 | 983 |
| 10 Feb | 9774.00 | 92.25 | -66.2 | 23.03 | 3,688 | 419 | 999 |
| 9 Feb | 9590.00 | 167.95 | -44.8 | 22.93 | 1,361 | 164 | 582 |
| 6 Feb | 9518.50 | 199.3 | 25.15 | 21.44 | 1,401 | -7 | 419 |
| 5 Feb | 9647.00 | 175 | -10.05 | 25.79 | 1,904 | 61 | 425 |
| 4 Feb | 9639.00 | 194.1 | 0.8 | 25.78 | 1,789 | -27 | 364 |
| 3 Feb | 9595.50 | 195.3 | -66.35 | 24.7 | 1,967 | 36 | 396 |
| 2 Feb | 9496.50 | 267.6 | -27.3 | 24.9 | 323 | -10 | 360 |
| 1 Feb | 9499.50 | 315.9 | 31.35 | 31.02 | 2,861 | 54 | 371 |
| 30 Jan | 9597.50 | 285 | -47.1 | 30.98 | 550 | 160 | 313 |
| 29 Jan | 9512.00 | 334.1 | -29.05 | 32 | 164 | 53 | 152 |
| 28 Jan | 9433.50 | 338.1 | 5.8 | 29.8 | 73 | 20 | 100 |
| 27 Jan | 9492.00 | 326 | -53.75 | 29.74 | 136 | 11 | 79 |
| 23 Jan | 9413.50 | 377.2 | -51.1 | 29.33 | 121 | 22 | 67 |
| 22 Jan | 9370.00 | 428.3 | -114.85 | 31.9 | 1 | 0 | 45 |
| 21 Jan | 9179.00 | 543.15 | 102.8 | 31.35 | 22 | -9 | 47 |
| 20 Jan | 9180.00 | 440.35 | 89.25 | 20.68 | 18 | 9 | 57 |
| 19 Jan | 9429.50 | 351.1 | -62.25 | 25.62 | 14 | 7 | 48 |
| 16 Jan | 9489.00 | 413.35 | 19.65 | - | 0 | 0 | 41 |
| 14 Jan | 9579.50 | 413.35 | 19.65 | - | 0 | 0 | 41 |
| 13 Jan | 9554.00 | 413.35 | 19.65 | 34.38 | 1 | 0 | 0 |
| 12 Jan | 9491.00 | 393.7 | 95.7 | 30.48 | 17 | 1 | 55 |
| 9 Jan | 9562.50 | 298 | 56 | 25.57 | 18 | 11 | 54 |
| 8 Jan | 9760.50 | 242 | -17 | 25.99 | 7 | 2 | 46 |
| 7 Jan | 9789.50 | 259 | -0.4 | 28.85 | 11 | 4 | 44 |
| 6 Jan | 9661.00 | 259.4 | -77.05 | 24.94 | 6 | 2 | 40 |
| 5 Jan | 9497.50 | 336.45 | -425.5 | - | 0 | 0 | 38 |
| 2 Jan | 9502.50 | 336.45 | -425.5 | 24.63 | 52 | 38 | 38 |
| 1 Jan | 9558.00 | 761.95 | 0 | 0.89 | 0 | 0 | 0 |
| 31 Dec | 9343.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 30 Dec | 9282.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 29 Dec | 9087.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 26 Dec | 9064.50 | 761.95 | 0 | - | 0 | 0 | 0 |
| 24 Dec | 9170.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 23 Dec | 9099.00 | 761.95 | - | - | 0 | 0 | 0 |
| 22 Dec | 9164.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 19 Dec | 9002.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 18 Dec | 8831.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 17 Dec | 8895.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 16 Dec | 9008.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 15 Dec | 8940.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 12 Dec | 9015.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 9053.50 | 761.95 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 8991.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 8961.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 9026.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 9109.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 9085.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 9000.50 | 761.95 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 9085.50 | 761.95 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 9096.00 | 761.95 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 9073.50 | 761.95 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 9022.50 | 761.95 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9600 expiring on 24FEB2026
Delta for 9600 PE is -0.14
Historical price for 9600 PE is as follows
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 16, which was -32.8 lower than the previous day. The implied volatity was 20.85, the open interest changed by 42 which increased total open position to 798
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 50.75, which was 34.7 higher than the previous day. The implied volatity was 23.2, the open interest changed by -567 which decreased total open position to 772
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 14.95, which was -29.2 lower than the previous day. The implied volatity was 25.83, the open interest changed by 353 which increased total open position to 1331
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 45.45, which was -43.9 lower than the previous day. The implied volatity was 24.64, the open interest changed by 95 which increased total open position to 977
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 89.1, which was 3.3 higher than the previous day. The implied volatity was 24.17, the open interest changed by 22 which increased total open position to 888
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 86.45, which was 7.55 higher than the previous day. The implied volatity was 23.85, the open interest changed by -138 which decreased total open position to 863
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 78, which was 8.3 higher than the previous day. The implied volatity was 26.01, the open interest changed by 19 which increased total open position to 1001
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 70.25, which was -21.4 lower than the previous day. The implied volatity was 25.1, the open interest changed by -12 which decreased total open position to 983
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 92.25, which was -66.2 lower than the previous day. The implied volatity was 23.03, the open interest changed by 419 which increased total open position to 999
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 167.95, which was -44.8 lower than the previous day. The implied volatity was 22.93, the open interest changed by 164 which increased total open position to 582
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 199.3, which was 25.15 higher than the previous day. The implied volatity was 21.44, the open interest changed by -7 which decreased total open position to 419
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 175, which was -10.05 lower than the previous day. The implied volatity was 25.79, the open interest changed by 61 which increased total open position to 425
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 194.1, which was 0.8 higher than the previous day. The implied volatity was 25.78, the open interest changed by -27 which decreased total open position to 364
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 195.3, which was -66.35 lower than the previous day. The implied volatity was 24.7, the open interest changed by 36 which increased total open position to 396
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 267.6, which was -27.3 lower than the previous day. The implied volatity was 24.9, the open interest changed by -10 which decreased total open position to 360
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 315.9, which was 31.35 higher than the previous day. The implied volatity was 31.02, the open interest changed by 54 which increased total open position to 371
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 285, which was -47.1 lower than the previous day. The implied volatity was 30.98, the open interest changed by 160 which increased total open position to 313
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 334.1, which was -29.05 lower than the previous day. The implied volatity was 32, the open interest changed by 53 which increased total open position to 152
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 338.1, which was 5.8 higher than the previous day. The implied volatity was 29.8, the open interest changed by 20 which increased total open position to 100
On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 326, which was -53.75 lower than the previous day. The implied volatity was 29.74, the open interest changed by 11 which increased total open position to 79
On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 377.2, which was -51.1 lower than the previous day. The implied volatity was 29.33, the open interest changed by 22 which increased total open position to 67
On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 428.3, which was -114.85 lower than the previous day. The implied volatity was 31.9, the open interest changed by 0 which decreased total open position to 45
On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 543.15, which was 102.8 higher than the previous day. The implied volatity was 31.35, the open interest changed by -9 which decreased total open position to 47
On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 440.35, which was 89.25 higher than the previous day. The implied volatity was 20.68, the open interest changed by 9 which increased total open position to 57
On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 351.1, which was -62.25 lower than the previous day. The implied volatity was 25.62, the open interest changed by 7 which increased total open position to 48
On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 413.35, which was 19.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 413.35, which was 19.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 41
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 413.35, which was 19.65 higher than the previous day. The implied volatity was 34.38, the open interest changed by 0 which decreased total open position to 0
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 393.7, which was 95.7 higher than the previous day. The implied volatity was 30.48, the open interest changed by 1 which increased total open position to 55
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 298, which was 56 higher than the previous day. The implied volatity was 25.57, the open interest changed by 11 which increased total open position to 54
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 242, which was -17 lower than the previous day. The implied volatity was 25.99, the open interest changed by 2 which increased total open position to 46
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 259, which was -0.4 lower than the previous day. The implied volatity was 28.85, the open interest changed by 4 which increased total open position to 44
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 259.4, which was -77.05 lower than the previous day. The implied volatity was 24.94, the open interest changed by 2 which increased total open position to 40
On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 336.45, which was -425.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 38
On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 336.45, which was -425.5 lower than the previous day. The implied volatity was 24.63, the open interest changed by 38 which increased total open position to 38
On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 761.95, which was 0 lower than the previous day. The implied volatity was 0.89, the open interest changed by 0 which decreased total open position to 0
On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 761.95, 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 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 761.95, 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 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 761.95, 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 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 761.95, 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 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 761.95, 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 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 761.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 761.95, 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 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 761.95, 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
