[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9543.5 +48.00 (0.51%)
L: 9496 H: 9709.5

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Historical option data for BAJAJ-AUTO

29 Apr 2026 04:10 PM IST
BAJAJ-AUTO 26-May-2026 (26d) 9600 CE
Delta: 0.49
Vega: 0.1
Theta: -5.82
Gamma: 0.00056
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 9543.50 269.05 9.199999999999989 27.58 1,948 224 995
28 Apr 9495.50 263 -95.60000000000002 27.99 1,115 87 773
27 Apr 9662.00 363.25 29.100000000000023 27.68 1,186 455 701
24 Apr 9576.00 333.25 3.75 27.45 586 81 246
23 Apr 9550.50 340 -28.149999999999977 29.84 177 114 166
22 Apr 9602.00 369 181 29.34 33 31 50
21 Apr 9793.00 188 -20 - 0 0 19
20 Apr 9803.00 188 -20 - 0 0 19
17 Apr 9773.50 188 -20 - 0 0 19
16 Apr 9825.00 188 -20 - 0 0 19
15 Apr 9865.00 188 -20 - 0 0 19
13 Apr 9816.00 188 -20 - 0 0 19
10 Apr 9813.50 188 -20 - 0 0 19
9 Apr 9517.00 188 -8.5 - 0 0 19
8 Apr 9366.00 188 -8.5 - 0 0 19
7 Apr 9049.50 188 -8.5 26.91 12 8 17
6 Apr 8942.50 196.5 -541.55 29.57 9 8 8
2 Apr 8758.50 738.05 0 4.79 0 0 0
1 Apr 8895.50 738.05 0 3.55 0 0 0
30 Mar 8781.50 738.05 0 4.41 0 0 0
27 Mar 8901.00 738.05 0 3.35 0 0 0
25 Mar 9048.50 738.05 0 2.42 0 0 0
24 Mar 8898.00 0 0 3.46 0 0 0
23 Mar 8776.00 0 0 4.18 0 0 0
20 Mar 9051.00 0 0 2.44 0 0 0
19 Mar 8868.50 0 0 3.57 0 0 0
18 Mar 9271.00 0 0 0.99 0 0 0
17 Mar 9110.00 0 0 1.95 0 0 0
16 Mar 9073.00 0 0 - 0 0 0
13 Mar 8875.00 0 0 - 0 0 0
12 Mar 9162.00 0 0 1.27 0 0 0
11 Mar 9327.50 0 0 0.4 0 0 0
10 Mar 9610.00 - - - 0 0 0
9 Mar 9383.00 - - - 0 0 0
6 Mar 9816.00 - - - 0 0 0
5 Mar 9804.50 0 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 9600 expiring on 26MAY2026

Delta for 9600 CE is 0.49

Historical price for 9600 CE is as follows

On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 269.05, which was 9.199999999999989 higher than the previous day. The implied volatity was 27.58, the open interest changed by 224 which increased total open position to 995


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 263, which was -95.60000000000002 lower than the previous day. The implied volatity was 27.99, the open interest changed by 87 which increased total open position to 773


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 363.25, which was 29.100000000000023 higher than the previous day. The implied volatity was 27.68, the open interest changed by 455 which increased total open position to 701


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 333.25, which was 3.75 higher than the previous day. The implied volatity was 27.45, the open interest changed by 81 which increased total open position to 246


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 340, which was -28.149999999999977 lower than the previous day. The implied volatity was 29.84, the open interest changed by 114 which increased total open position to 166


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 369, which was 181 higher than the previous day. The implied volatity was 29.34, the open interest changed by 31 which increased total open position to 50


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 188, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 188, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 188, which was -8.5 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 188, which was -8.5 lower than the previous day. The implied volatity was 26.91, the open interest changed by 8 which increased total open position to 17


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 196.5, which was -541.55 lower than the previous day. The implied volatity was 29.57, the open interest changed by 8 which increased total open position to 8


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 738.05, which was 0 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 738.05, which was 0 lower than the previous day. The implied volatity was 3.55, the open interest changed by 0 which decreased total open position to 0


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 738.05, which was 0 lower than the previous day. The implied volatity was 4.41, the open interest changed by 0 which decreased total open position to 0


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 738.05, which was 0 lower than the previous day. The implied volatity was 3.35, the open interest changed by 0 which decreased total open position to 0


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 738.05, which was 0 lower than the previous day. The implied volatity was 2.42, the open interest changed by 0 which decreased total open position to 0


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.46, the open interest changed by 0 which decreased total open position to 0


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.18, the open interest changed by 0 which decreased total open position to 0


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.44, the open interest changed by 0 which decreased total open position to 0


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.99, the open interest changed by 0 which decreased total open position to 0


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.95, the open interest changed by 0 which decreased total open position to 0


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.27, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.4, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 26-May-2026 (26d) 9600 PE
Delta: -0.51
Vega: 0.1
Theta: -4.81
Gamma: 0.00051
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 9543.50 333.05 -31.849999999999966 29.9 1,331 243 790
28 Apr 9495.50 360.75 69.85000000000002 30.71 831 57 552
27 Apr 9662.00 284.55 -51.5 31.31 657 285 494
24 Apr 9576.00 342.75 -10.75 31.96 319 142 212
23 Apr 9550.50 354.95 111.94999999999999 30.88 57 37 70
22 Apr 9602.00 243 243 29.09 0 0 33
21 Apr 9793.00 243 -20.850000000000023 29.09 28 8 32
20 Apr 9803.00 263.85 -112.75 29.32 12 -2 24
17 Apr 9773.50 376.6 376.6 - 0 0 26
16 Apr 9825.00 376.6 376.6 - 0 0 26
15 Apr 9865.00 376.6 376.6 - 0 0 26
13 Apr 9816.00 376.6 376.6 43.51 0 0 26
10 Apr 9813.50 376.6 -65.69999999999999 31.68 2 -1 26
9 Apr 9517.00 442.3 -72.7 34.03 8 2 25
8 Apr 9366.00 515 -234.65 34.05 3 2 22
7 Apr 9049.50 749.65 398.7 37.32 20 18 18
6 Apr 8942.50 350.95 0 - 0 0 0
2 Apr 8758.50 350.95 0 - 0 0 0
1 Apr 8895.50 350.95 0 - 0 0 0
30 Mar 8781.50 350.95 0 - 0 0 0
27 Mar 8901.00 350.95 0 - 0 0 0
25 Mar 9048.50 350.95 0 - 0 0 0
24 Mar 8898.00 350.95 0 - 0 0 0
23 Mar 8776.00 350.95 0 - 0 0 0
20 Mar 9051.00 350.95 0 - 0 0 0
19 Mar 8868.50 350.95 0 - 0 0 0
18 Mar 9271.00 350.95 0 - 0 0 0
17 Mar 9110.00 350.95 0 - 0 0 0
16 Mar 9073.00 350.95 0 - 0 0 0
13 Mar 8875.00 350.95 0 - 0 0 0
12 Mar 9162.00 350.95 0 - 0 0 0
11 Mar 9327.50 350.95 0 0.1 0 0 0
10 Mar 9610.00 - - - 0 0 0
9 Mar 9383.00 - - - 0 0 0
6 Mar 9816.00 - - - 0 0 0
5 Mar 9804.50 350.95 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 350.95 0 - 0 0 0


For Bajaj Auto Limited - strike price 9600 expiring on 26MAY2026

Delta for 9600 PE is -0.51

Historical price for 9600 PE is as follows

On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 333.05, which was -31.849999999999966 lower than the previous day. The implied volatity was 29.9, the open interest changed by 243 which increased total open position to 790


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 360.75, which was 69.85000000000002 higher than the previous day. The implied volatity was 30.71, the open interest changed by 57 which increased total open position to 552


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 284.55, which was -51.5 lower than the previous day. The implied volatity was 31.31, the open interest changed by 285 which increased total open position to 494


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 342.75, which was -10.75 lower than the previous day. The implied volatity was 31.96, the open interest changed by 142 which increased total open position to 212


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 354.95, which was 111.94999999999999 higher than the previous day. The implied volatity was 30.88, the open interest changed by 37 which increased total open position to 70


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 243, which was 243 higher than the previous day. The implied volatity was 29.09, the open interest changed by 0 which decreased total open position to 33


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 243, which was -20.850000000000023 lower than the previous day. The implied volatity was 29.09, the open interest changed by 8 which increased total open position to 32


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 263.85, which was -112.75 lower than the previous day. The implied volatity was 29.32, the open interest changed by -2 which decreased total open position to 24


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 376.6, which was 376.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 376.6, which was 376.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 376.6, which was 376.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 26


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 376.6, which was 376.6 higher than the previous day. The implied volatity was 43.51, the open interest changed by 0 which decreased total open position to 26


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 376.6, which was -65.69999999999999 lower than the previous day. The implied volatity was 31.68, the open interest changed by -1 which decreased total open position to 26


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 442.3, which was -72.7 lower than the previous day. The implied volatity was 34.03, the open interest changed by 2 which increased total open position to 25


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 515, which was -234.65 lower than the previous day. The implied volatity was 34.05, the open interest changed by 2 which increased total open position to 22


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 749.65, which was 398.7 higher than the previous day. The implied volatity was 37.32, the open interest changed by 18 which increased total open position to 18


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 350.95, 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 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 350.95, 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 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 350.95, 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 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 350.95, 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 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 350.95, 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 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 350.95, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 350.95, 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 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 350.95, 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