[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9576 +25.50 (0.27%)
L: 9528 H: 9663

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Historical option data for BAJAJ-AUTO

24 Apr 2026 04:10 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 9700 CE
Delta: 0.3
Vega: 0.04
Theta: -8.98
Gamma: 0.00165
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 39.9 -11.850000000000001 20.23 10,926 249 759
23 Apr 9550.50 53.9 -44.75000000000001 23.69 2,612 -97 508
22 Apr 9602.00 93 -128.8 26.34 2,515 188 605
21 Apr 9793.00 221.2 -22.950000000000017 29.69 515 12 418
20 Apr 9803.00 211.1 -7.950000000000017 30.44 1,254 -56 406
17 Apr 9773.50 213.35 -78.65 26.08 1,329 119 461
16 Apr 9825.00 294 -29.19999999999999 28.65 454 -2 349
15 Apr 9865.00 309.25 5.449999999999989 27.46 625 -108 357
13 Apr 9816.00 303.7 -9.199999999999989 28.99 2,485 -30 466
10 Apr 9813.50 321.05 157.4 26.67 7,718 -41 398
9 Apr 9517.00 160.9 50.85 25.28 4,991 203 440
8 Apr 9366.00 110.35 48.1 24.75 1,086 -11 238
7 Apr 9049.50 64 9.4 29.4 324 1 252
6 Apr 8942.50 55.3 17.6 29.84 724 44 253
2 Apr 8758.50 38.6 -25.65 29.67 434 -6 208
1 Apr 8895.50 64.5 7.25 29.96 461 44 213
30 Mar 8781.50 60.75 -30.85 31.48 274 59 165
27 Mar 8901.00 96.15 -24.45 31.27 171 38 105
25 Mar 9048.50 120.4 30.4 28.87 48 -6 64
24 Mar 8898.00 90 18.45 28.82 108 42 69
23 Mar 8776.00 73.1 -21.1 29.22 8 0 28
20 Mar 9051.00 95 22.35 23.23 34 6 28
19 Mar 8868.50 72.65 -61.3 24.86 40 11 22
18 Mar 9271.00 133.95 -25.6 22.49 9 0 3
17 Mar 9110.00 159.55 39 27.48 2 0 2
16 Mar 9073.00 120.55 -88.65 24.73 1 0 1
13 Mar 8875.00 209.2 -358.8 - 0 0 0
12 Mar 9162.00 209.2 -358.8 - 0 0 1
11 Mar 9327.50 209.2 -358.8 23.42 1 0 0
10 Mar 9610.00 568 0 0 0 0 0
9 Mar 9383.00 568 0 1.32 0 0 0
6 Mar 9816.00 568 0 - 0 0 0
5 Mar 9804.50 568 0 - 0 0 0
4 Mar 9652.50 568 0 0 0 0 0
2 Mar 9776.00 568 0 - 0 0 0
27 Feb 9972.50 568 0 - 0 0 0
26 Feb 10110.00 568 0 - 0 0 0
25 Feb 10097.00 568 0 - 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 28APR2026

Delta for 9700 CE is 0.3

Historical price for 9700 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 39.9, which was -11.850000000000001 lower than the previous day. The implied volatity was 20.23, the open interest changed by 249 which increased total open position to 759


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 53.9, which was -44.75000000000001 lower than the previous day. The implied volatity was 23.69, the open interest changed by -97 which decreased total open position to 508


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 93, which was -128.8 lower than the previous day. The implied volatity was 26.34, the open interest changed by 188 which increased total open position to 605


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 221.2, which was -22.950000000000017 lower than the previous day. The implied volatity was 29.69, the open interest changed by 12 which increased total open position to 418


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 211.1, which was -7.950000000000017 lower than the previous day. The implied volatity was 30.44, the open interest changed by -56 which decreased total open position to 406


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 213.35, which was -78.65 lower than the previous day. The implied volatity was 26.08, the open interest changed by 119 which increased total open position to 461


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 294, which was -29.19999999999999 lower than the previous day. The implied volatity was 28.65, the open interest changed by -2 which decreased total open position to 349


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 309.25, which was 5.449999999999989 higher than the previous day. The implied volatity was 27.46, the open interest changed by -108 which decreased total open position to 357


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 303.7, which was -9.199999999999989 lower than the previous day. The implied volatity was 28.99, the open interest changed by -30 which decreased total open position to 466


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 321.05, which was 157.4 higher than the previous day. The implied volatity was 26.67, the open interest changed by -41 which decreased total open position to 398


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 160.9, which was 50.85 higher than the previous day. The implied volatity was 25.28, the open interest changed by 203 which increased total open position to 440


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 110.35, which was 48.1 higher than the previous day. The implied volatity was 24.75, the open interest changed by -11 which decreased total open position to 238


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 64, which was 9.4 higher than the previous day. The implied volatity was 29.4, the open interest changed by 1 which increased total open position to 252


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 55.3, which was 17.6 higher than the previous day. The implied volatity was 29.84, the open interest changed by 44 which increased total open position to 253


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 38.6, which was -25.65 lower than the previous day. The implied volatity was 29.67, the open interest changed by -6 which decreased total open position to 208


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 64.5, which was 7.25 higher than the previous day. The implied volatity was 29.96, the open interest changed by 44 which increased total open position to 213


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 60.75, which was -30.85 lower than the previous day. The implied volatity was 31.48, the open interest changed by 59 which increased total open position to 165


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 96.15, which was -24.45 lower than the previous day. The implied volatity was 31.27, the open interest changed by 38 which increased total open position to 105


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 120.4, which was 30.4 higher than the previous day. The implied volatity was 28.87, the open interest changed by -6 which decreased total open position to 64


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 90, which was 18.45 higher than the previous day. The implied volatity was 28.82, the open interest changed by 42 which increased total open position to 69


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 73.1, which was -21.1 lower than the previous day. The implied volatity was 29.22, the open interest changed by 0 which decreased total open position to 28


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 95, which was 22.35 higher than the previous day. The implied volatity was 23.23, the open interest changed by 6 which increased total open position to 28


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 72.65, which was -61.3 lower than the previous day. The implied volatity was 24.86, the open interest changed by 11 which increased total open position to 22


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 133.95, which was -25.6 lower than the previous day. The implied volatity was 22.49, the open interest changed by 0 which decreased total open position to 3


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 159.55, which was 39 higher than the previous day. The implied volatity was 27.48, the open interest changed by 0 which decreased total open position to 2


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 120.55, which was -88.65 lower than the previous day. The implied volatity was 24.73, the open interest changed by 0 which decreased total open position to 1


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 209.2, which was -358.8 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 209.2, which was -358.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Mar BAJAJ-AUTO was trading at 9327.50. The strike last trading price was 209.2, which was -358.8 lower than the previous day. The implied volatity was 23.42, 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 568, which was 0 lower than the previous day. The implied volatity was 0, 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 568, which was 0 lower than the previous day. The implied volatity was 1.32, 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 568, 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 568, 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 568, which was 0 lower than the previous day. The implied volatity was 0, 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 568, 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 568, 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 568, 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 568, 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) 9700 PE
Delta: -0.68
Vega: 0.04
Theta: -7.35
Gamma: 0.00176
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9576.00 139.65 -43.900000000000006 19.31 884 -16 544
23 Apr 9550.50 179 13.800000000000011 11.99 646 -141 564
22 Apr 9602.00 170 72.15 23.51 2,003 145 710
21 Apr 9793.00 96 -20.25 26.26 1,196 29 570
20 Apr 9803.00 132.65 -20.400000000000006 26.88 1,437 23 556
17 Apr 9773.50 153 21.55000000000001 27 1,959 37 535
16 Apr 9825.00 128.95 -4.150000000000006 26.83 1,386 39 505
15 Apr 9865.00 132.05 -63.64999999999998 28.4 1,211 -32 464
13 Apr 9816.00 195 13.699999999999989 31.24 2,849 -10 499
10 Apr 9813.50 184.8 -162.84999999999997 29.5 3,441 447 502
9 Apr 9517.00 347.5 -86.65 31.73 213 21 56
8 Apr 9366.00 434.15 -361.1 31.29 42 16 35
7 Apr 9049.50 795.25 -203.75 - 0 0 19
6 Apr 8942.50 795.25 -203.75 - 0 0 19
2 Apr 8758.50 795.25 -203.75 - 0 0 19
1 Apr 8895.50 795.25 -203.75 27.9 10 7 19
30 Mar 8781.50 999 89 42.66 4 2 11
27 Mar 8901.00 910 174.05 42.52 4 3 8
25 Mar 9048.50 735.95 407.8 34.55 5 4 4
24 Mar 8898.00 328.15 0 - 0 0 0
23 Mar 8776.00 328.15 0 - 0 0 0
20 Mar 9051.00 328.15 0 - 0 0 0
19 Mar 8868.50 328.15 0 - 0 0 0
18 Mar 9271.00 328.15 0 - 0 0 0
17 Mar 9110.00 328.15 0 - 0 0 0
16 Mar 9073.00 328.15 0 - 0 0 0
13 Mar 8875.00 328.15 0 - 0 0 0
12 Mar 9162.00 328.15 0 - 0 0 0
11 Mar 9327.50 328.15 0 0.23 0 0 0
10 Mar 9610.00 328.15 0 0.46 0 0 0
9 Mar 9383.00 328.15 0 0.31 0 0 0
6 Mar 9816.00 328.15 0 1.56 0 0 0
5 Mar 9804.50 328.15 0 1.53 0 0 0
4 Mar 9652.50 328.15 0 0.68 0 0 0
2 Mar 9776.00 328.15 0 1.44 0 0 0
27 Feb 9972.50 328.15 0 2.59 0 0 0
26 Feb 10110.00 328.15 0 3.55 0 0 0
25 Feb 10097.00 328.15 0 3.42 0 0 0


For Bajaj Auto Limited - strike price 9700 expiring on 28APR2026

Delta for 9700 PE is -0.68

Historical price for 9700 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 139.65, which was -43.900000000000006 lower than the previous day. The implied volatity was 19.31, the open interest changed by -16 which decreased total open position to 544


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 179, which was 13.800000000000011 higher than the previous day. The implied volatity was 11.99, the open interest changed by -141 which decreased total open position to 564


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 170, which was 72.15 higher than the previous day. The implied volatity was 23.51, the open interest changed by 145 which increased total open position to 710


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 96, which was -20.25 lower than the previous day. The implied volatity was 26.26, the open interest changed by 29 which increased total open position to 570


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 132.65, which was -20.400000000000006 lower than the previous day. The implied volatity was 26.88, the open interest changed by 23 which increased total open position to 556


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 153, which was 21.55000000000001 higher than the previous day. The implied volatity was 27, the open interest changed by 37 which increased total open position to 535


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 128.95, which was -4.150000000000006 lower than the previous day. The implied volatity was 26.83, the open interest changed by 39 which increased total open position to 505


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 132.05, which was -63.64999999999998 lower than the previous day. The implied volatity was 28.4, the open interest changed by -32 which decreased total open position to 464


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 195, which was 13.699999999999989 higher than the previous day. The implied volatity was 31.24, the open interest changed by -10 which decreased total open position to 499


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 184.8, which was -162.84999999999997 lower than the previous day. The implied volatity was 29.5, the open interest changed by 447 which increased total open position to 502


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 347.5, which was -86.65 lower than the previous day. The implied volatity was 31.73, the open interest changed by 21 which increased total open position to 56


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 434.15, which was -361.1 lower than the previous day. The implied volatity was 31.29, the open interest changed by 16 which increased total open position to 35


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 795.25, which was -203.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 795.25, which was -203.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 795.25, which was -203.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 795.25, which was -203.75 lower than the previous day. The implied volatity was 27.9, the open interest changed by 7 which increased total open position to 19


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 999, which was 89 higher than the previous day. The implied volatity was 42.66, the open interest changed by 2 which increased total open position to 11


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 910, which was 174.05 higher than the previous day. The implied volatity was 42.52, the open interest changed by 3 which increased total open position to 8


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 735.95, which was 407.8 higher than the previous day. The implied volatity was 34.55, the open interest changed by 4 which increased total open position to 4


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, 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 328.15, which was 0 lower than the previous day. The implied volatity was 0.23, 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 328.15, which was 0 lower than the previous day. The implied volatity was 0.46, 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 328.15, which was 0 lower than the previous day. The implied volatity was 0.31, 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 328.15, which was 0 lower than the previous day. The implied volatity was 1.56, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 328.15, which was 0 lower than the previous day. The implied volatity was 1.53, 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 328.15, which was 0 lower than the previous day. The implied volatity was 0.68, 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 328.15, 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 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 328.15, which was 0 lower than the previous day. The implied volatity was 2.59, 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 328.15, 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 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 328.15, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0