BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
30 Apr 2026 04:10 PM IST
| BAJAJ-AUTO 26-May-2026 (26d) 9700 CE | ||||||||||||||||
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Delta: 0.69
Vega: 0.09
Theta: -5.99
Gamma: 0.00043
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 9994.00 | 544.65 | 315.75 | 30.45 | 4,412 | 198 | 1,066 | |||||||||
| 29 Apr | 9543.50 | 220.6 | 1.6999999999999886 | 27.12 | 1,826 | 439 | 868 | |||||||||
| 28 Apr | 9495.50 | 222 | -84.35000000000002 | 27.88 | 843 | 42 | 426 | |||||||||
| 27 Apr | 9662.00 | 306 | 22.899999999999977 | 27.65 | 649 | 221 | 370 | |||||||||
| 24 Apr | 9576.00 | 280.15 | -7.4500000000000455 | 27.86 | 208 | 96 | 148 | |||||||||
| 23 Apr | 9550.50 | 287.6 | -29.399999999999977 | 29.27 | 33 | 17 | 53 | |||||||||
| 22 Apr | 9602.00 | 305 | -115 | 27.98 | 38 | 22 | 37 | |||||||||
| 21 Apr | 9793.00 | 420 | -27 | 27.3 | 1 | 0 | 14 | |||||||||
| 20 Apr | 9803.00 | 447 | 47 | 32.7 | 12 | 5 | 13 | |||||||||
| 17 Apr | 9773.50 | 400 | 250 | 27.07 | 2 | 0 | 7 | |||||||||
| 16 Apr | 9825.00 | 150 | -29.80000000000001 | - | 0 | 0 | 7 | |||||||||
| 15 Apr | 9865.00 | 150 | -29.80000000000001 | - | 0 | 0 | 7 | |||||||||
| 13 Apr | 9816.00 | 150 | -29.80000000000001 | - | 0 | 0 | 7 | |||||||||
| 10 Apr | 9813.50 | 150 | -29.80000000000001 | - | 0 | 0 | 7 | |||||||||
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| 9 Apr | 9517.00 | 150 | -19.3 | - | 0 | 0 | 7 | |||||||||
| 8 Apr | 9366.00 | 150 | -19.3 | - | 0 | 0 | 7 | |||||||||
| 7 Apr | 9049.50 | 150 | -19.3 | 26.03 | 1 | 0 | 6 | |||||||||
| 6 Apr | 8942.50 | 169.3 | 34.8 | 29.69 | 6 | 4 | 4 | |||||||||
| 2 Apr | 8758.50 | 134.5 | 0 | 6.09 | 0 | 0 | 0 | |||||||||
| 1 Apr | 8895.50 | 134.5 | 0 | 4.46 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9700 expiring on 26MAY2026
Delta for 9700 CE is 0.69
Historical price for 9700 CE is as follows
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 544.65, which was 315.75 higher than the previous day. The implied volatity was 30.45, the open interest changed by 198 which increased total open position to 1066
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 220.6, which was 1.6999999999999886 higher than the previous day. The implied volatity was 27.12, the open interest changed by 439 which increased total open position to 868
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 222, which was -84.35000000000002 lower than the previous day. The implied volatity was 27.88, the open interest changed by 42 which increased total open position to 426
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 306, which was 22.899999999999977 higher than the previous day. The implied volatity was 27.65, the open interest changed by 221 which increased total open position to 370
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 280.15, which was -7.4500000000000455 lower than the previous day. The implied volatity was 27.86, the open interest changed by 96 which increased total open position to 148
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 287.6, which was -29.399999999999977 lower than the previous day. The implied volatity was 29.27, the open interest changed by 17 which increased total open position to 53
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 305, which was -115 lower than the previous day. The implied volatity was 27.98, the open interest changed by 22 which increased total open position to 37
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 420, which was -27 lower than the previous day. The implied volatity was 27.3, the open interest changed by 0 which decreased total open position to 14
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 447, which was 47 higher than the previous day. The implied volatity was 32.7, the open interest changed by 5 which increased total open position to 13
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 400, which was 250 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 7
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 150, which was -29.80000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 150, which was -29.80000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 150, which was -29.80000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 150, which was -29.80000000000001 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 150, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 150, which was -19.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 150, which was -19.3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 0 which decreased total open position to 6
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 169.3, which was 34.8 higher than the previous day. The implied volatity was 29.69, the open interest changed by 4 which increased total open position to 4
On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 134.5, which was 0 lower than the previous day. The implied volatity was 6.09, 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 134.5, which was 0 lower than the previous day. The implied volatity was 4.46, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 26-May-2026 (26d) 9700 PE | |||||||
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Delta: -0.31
Vega: 0.09
Theta: -4.68
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 9994.00 | 172.2 | -206.40000000000003 | 31.17 | 5,250 | 496 | 1,261 |
| 29 Apr | 9543.50 | 382.9 | -41.400000000000034 | 29.11 | 480 | 205 | 767 |
| 28 Apr | 9495.50 | 422.75 | 83 | 31.6 | 368 | -71 | 561 |
| 27 Apr | 9662.00 | 331.95 | -65.94999999999999 | 31.18 | 526 | 285 | 631 |
| 24 Apr | 9576.00 | 392 | -8 | 31.47 | 1,151 | 321 | 344 |
| 23 Apr | 9550.50 | 400 | 42.55000000000001 | 30.35 | 21 | 7 | 23 |
| 22 Apr | 9602.00 | 364.5 | 79.5 | 28.78 | 33 | 12 | 16 |
| 21 Apr | 9793.00 | 285 | 0 | 29.24 | 1 | 0 | 4 |
| 20 Apr | 9803.00 | 285 | -616.85 | 29.7 | 3 | 1 | 4 |
| 17 Apr | 9773.50 | 901.85 | 901.85 | - | 0 | 0 | 3 |
| 16 Apr | 9825.00 | 901.85 | 901.85 | - | 0 | 0 | 3 |
| 15 Apr | 9865.00 | 901.85 | 901.85 | - | 0 | 0 | 3 |
| 13 Apr | 9816.00 | 901.85 | 901.85 | - | 0 | 0 | 3 |
| 10 Apr | 9813.50 | 901.85 | 901.85 | - | 0 | 0 | 3 |
| 9 Apr | 9517.00 | 901.85 | -43.85 | - | 0 | 0 | 3 |
| 8 Apr | 9366.00 | 901.85 | -43.85 | - | 0 | 0 | 3 |
| 7 Apr | 9049.50 | 901.85 | -43.85 | 44.14 | 3 | 2 | 2 |
| 6 Apr | 8942.50 | 945.7 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 8758.50 | 945.7 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 8895.50 | 945.7 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9700 expiring on 26MAY2026
Delta for 9700 PE is -0.31
Historical price for 9700 PE is as follows
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 172.2, which was -206.40000000000003 lower than the previous day. The implied volatity was 31.17, the open interest changed by 496 which increased total open position to 1261
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 382.9, which was -41.400000000000034 lower than the previous day. The implied volatity was 29.11, the open interest changed by 205 which increased total open position to 767
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 422.75, which was 83 higher than the previous day. The implied volatity was 31.6, the open interest changed by -71 which decreased total open position to 561
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 331.95, which was -65.94999999999999 lower than the previous day. The implied volatity was 31.18, the open interest changed by 285 which increased total open position to 631
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 392, which was -8 lower than the previous day. The implied volatity was 31.47, the open interest changed by 321 which increased total open position to 344
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 400, which was 42.55000000000001 higher than the previous day. The implied volatity was 30.35, the open interest changed by 7 which increased total open position to 23
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 364.5, which was 79.5 higher than the previous day. The implied volatity was 28.78, the open interest changed by 12 which increased total open position to 16
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 285, which was 0 lower than the previous day. The implied volatity was 29.24, the open interest changed by 0 which decreased total open position to 4
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 285, which was -616.85 lower than the previous day. The implied volatity was 29.7, the open interest changed by 1 which increased total open position to 4
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 901.85, which was 901.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 901.85, which was 901.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 901.85, which was 901.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 901.85, which was 901.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 901.85, which was 901.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 901.85, which was -43.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 901.85, which was -43.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 901.85, which was -43.85 lower than the previous day. The implied volatity was 44.14, the open interest changed by 2 which increased total open position to 2
On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 945.7, 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 945.7, 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 945.7, 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
