BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
10 Mar 2026 11:05 AM IST
| BAJAJ-AUTO 30-MAR-2026 9700 CE | ||||||||||||||||
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Delta: 0.45
Vega: 8.91
Theta: -6.36
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Mar | 9568.00 | 176 | 52.65 | 23.63 | 1,285 | -72 | 2,840 | |||||||||
| 9 Mar | 9383.00 | 124.6 | -164.4 | 25.02 | 5,377 | 2,565 | 2,912 | |||||||||
| 6 Mar | 9816.00 | 283.7 | 7.65 | 19.2 | 1,140 | -66 | 346 | |||||||||
| 5 Mar | 9804.50 | 278 | 48.95 | 17.06 | 2,532 | -52 | 412 | |||||||||
| 4 Mar | 9652.50 | 220 | -85.3 | 20.5 | 1,498 | 235 | 464 | |||||||||
| 2 Mar | 9776.00 | 302.85 | -132.8 | 20.88 | 667 | 160 | 235 | |||||||||
| 27 Feb | 9972.50 | 423.45 | -106.75 | 18.78 | 12 | -1 | 76 | |||||||||
| 26 Feb | 10110.00 | 530.35 | 0.9 | 14.83 | 39 | -15 | 83 | |||||||||
| 25 Feb | 10097.00 | 534.8 | 194.65 | 17.55 | 250 | -11 | 98 | |||||||||
| 24 Feb | 9829.00 | 341 | -37.7 | 16.75 | 746 | 22 | 110 | |||||||||
| 23 Feb | 9905.50 | 380.05 | 33.15 | 17.74 | 47 | 0 | 88 | |||||||||
| 20 Feb | 9807.00 | 342.6 | 51.35 | 17.63 | 292 | 64 | 89 | |||||||||
| 19 Feb | 9729.00 | 293.5 | -161.5 | 17.93 | 44 | 13 | 26 | |||||||||
| 18 Feb | 9980.00 | 455 | 80.25 | 13.99 | 3 | 1 | 12 | |||||||||
| 17 Feb | 9826.50 | 374.75 | 74.7 | 18.73 | 18 | 0 | 11 | |||||||||
| 16 Feb | 9697.50 | 300.05 | -70.95 | 18.88 | 16 | 4 | 11 | |||||||||
| 13 Feb | 9760.00 | 371 | -49 | 20.66 | 1 | 0 | 7 | |||||||||
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| 12 Feb | 9840.00 | 420 | 80.2 | - | 0 | 0 | 7 | |||||||||
| 11 Feb | 9869.50 | 420 | 80.2 | - | 0 | 0 | 7 | |||||||||
| 10 Feb | 9774.00 | 420 | 80.2 | 22.65 | 8 | -1 | 7 | |||||||||
| 9 Feb | 9590.00 | 339.8 | 2.05 | - | 0 | 0 | 8 | |||||||||
| 6 Feb | 9518.50 | 339.8 | 2.05 | - | 0 | 0 | 8 | |||||||||
| 5 Feb | 9647.00 | 339.8 | 2.05 | 19.68 | 8 | 0 | 7 | |||||||||
| 4 Feb | 9639.00 | 337.75 | 77.3 | 20.58 | 3 | 2 | 7 | |||||||||
| 3 Feb | 9595.50 | 260.45 | -124.7 | - | 0 | 0 | 5 | |||||||||
| 2 Feb | 9496.50 | 260.45 | -124.7 | 20.05 | 6 | 5 | 5 | |||||||||
| 1 Feb | 9499.50 | 385.15 | 0 | 0.38 | 0 | 0 | 0 | |||||||||
| 30 Jan | 9597.50 | 385.15 | 0 | 0.06 | 0 | 0 | 0 | |||||||||
| 29 Jan | 9512.00 | 385.15 | 0 | 0.28 | 0 | 0 | 0 | |||||||||
| 28 Jan | 9433.50 | 385.15 | 0 | 0.49 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9700 expiring on 30MAR2026
Delta for 9700 CE is 0.45
Historical price for 9700 CE is as follows
On 10 Mar BAJAJ-AUTO was trading at 9568.00. The strike last trading price was 176, which was 52.65 higher than the previous day. The implied volatity was 23.63, the open interest changed by -72 which decreased total open position to 2840
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 124.6, which was -164.4 lower than the previous day. The implied volatity was 25.02, the open interest changed by 2565 which increased total open position to 2912
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 283.7, which was 7.65 higher than the previous day. The implied volatity was 19.2, the open interest changed by -66 which decreased total open position to 346
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 278, which was 48.95 higher than the previous day. The implied volatity was 17.06, the open interest changed by -52 which decreased total open position to 412
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 220, which was -85.3 lower than the previous day. The implied volatity was 20.5, the open interest changed by 235 which increased total open position to 464
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 302.85, which was -132.8 lower than the previous day. The implied volatity was 20.88, the open interest changed by 160 which increased total open position to 235
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 423.45, which was -106.75 lower than the previous day. The implied volatity was 18.78, the open interest changed by -1 which decreased total open position to 76
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 530.35, which was 0.9 higher than the previous day. The implied volatity was 14.83, the open interest changed by -15 which decreased total open position to 83
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 534.8, which was 194.65 higher than the previous day. The implied volatity was 17.55, the open interest changed by -11 which decreased total open position to 98
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 341, which was -37.7 lower than the previous day. The implied volatity was 16.75, the open interest changed by 22 which increased total open position to 110
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 380.05, which was 33.15 higher than the previous day. The implied volatity was 17.74, the open interest changed by 0 which decreased total open position to 88
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 342.6, which was 51.35 higher than the previous day. The implied volatity was 17.63, the open interest changed by 64 which increased total open position to 89
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 293.5, which was -161.5 lower than the previous day. The implied volatity was 17.93, the open interest changed by 13 which increased total open position to 26
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 455, which was 80.25 higher than the previous day. The implied volatity was 13.99, the open interest changed by 1 which increased total open position to 12
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 374.75, which was 74.7 higher than the previous day. The implied volatity was 18.73, the open interest changed by 0 which decreased total open position to 11
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 300.05, which was -70.95 lower than the previous day. The implied volatity was 18.88, the open interest changed by 4 which increased total open position to 11
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 371, which was -49 lower than the previous day. The implied volatity was 20.66, the open interest changed by 0 which decreased total open position to 7
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 420, which was 80.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 420, which was 80.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 420, which was 80.2 higher than the previous day. The implied volatity was 22.65, the open interest changed by -1 which decreased total open position to 7
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 339.8, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 339.8, which was 2.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 339.8, which was 2.05 higher than the previous day. The implied volatity was 19.68, the open interest changed by 0 which decreased total open position to 7
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 337.75, which was 77.3 higher than the previous day. The implied volatity was 20.58, the open interest changed by 2 which increased total open position to 7
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 260.45, which was -124.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 260.45, which was -124.7 lower than the previous day. The implied volatity was 20.05, the open interest changed by 5 which increased total open position to 5
On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 385.15, which was 0 lower than the previous day. The implied volatity was 0.38, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 385.15, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 385.15, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0
On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 385.15, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30MAR2026 9700 PE | |||||||
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Delta: -0.53
Vega: 8.94
Theta: -5.04
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Mar | 9568.00 | 307.7 | -128.8 | 29.47 | 77 | 5 | 812 |
| 9 Mar | 9383.00 | 423.85 | 222.8 | 30.94 | 1,542 | 70 | 807 |
| 6 Mar | 9816.00 | 201.9 | 10.9 | 27.77 | 2,446 | 41 | 737 |
| 5 Mar | 9804.50 | 193 | -94.5 | 26.97 | 1,538 | -14 | 696 |
| 4 Mar | 9652.50 | 305 | 79.65 | 30.63 | 1,232 | 66 | 710 |
| 2 Mar | 9776.00 | 230.15 | 96.85 | 27.67 | 2,345 | 85 | 645 |
| 27 Feb | 9972.50 | 136.65 | 36.1 | 24.09 | 865 | 54 | 561 |
| 26 Feb | 10110.00 | 101 | -4.3 | 24.45 | 986 | 38 | 507 |
| 25 Feb | 10097.00 | 107 | -84.85 | 24.27 | 1,345 | 143 | 469 |
| 24 Feb | 9829.00 | 187.3 | 17.4 | 24.63 | 812 | 120 | 326 |
| 23 Feb | 9905.50 | 171.65 | -36.95 | 24.04 | 94 | 24 | 206 |
| 20 Feb | 9807.00 | 209.1 | -63.25 | 24.31 | 376 | 93 | 183 |
| 19 Feb | 9729.00 | 274 | 108 | 26.41 | 115 | 55 | 83 |
| 18 Feb | 9980.00 | 164.4 | -68.15 | 25.47 | 9 | 6 | 26 |
| 17 Feb | 9826.50 | 233.45 | -8.25 | 25.88 | 28 | 14 | 16 |
| 16 Feb | 9697.50 | 241.7 | -250 | 22.19 | 2 | 1 | 1 |
| 13 Feb | 9760.00 | 491.7 | 0 | 1.31 | 0 | 0 | 0 |
| 12 Feb | 9840.00 | 491.7 | 0 | 1.89 | 0 | 0 | 0 |
| 11 Feb | 9869.50 | 491.7 | 0 | 2.1 | 0 | 0 | 0 |
| 10 Feb | 9774.00 | 491.7 | 0 | 1.35 | 0 | 0 | 0 |
| 9 Feb | 9590.00 | 491.7 | 0 | 0.08 | 0 | 0 | 0 |
| 6 Feb | 9518.50 | 491.7 | 0 | 0.15 | 0 | 0 | 0 |
| 5 Feb | 9647.00 | 491.7 | 0 | 0.73 | 0 | 0 | 0 |
| 4 Feb | 9639.00 | 491.7 | 0 | 0.49 | 0 | 0 | 0 |
| 3 Feb | 9595.50 | 491.7 | 0 | 0.27 | 0 | 0 | 0 |
| 2 Feb | 9496.50 | 491.7 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 9499.50 | 491.7 | 0 | 0.03 | 0 | 0 | 0 |
| 30 Jan | 9597.50 | 491.7 | 0 | 0.3 | 0 | 0 | 0 |
| 29 Jan | 9512.00 | 491.7 | 0 | - | 0 | 0 | 0 |
| 28 Jan | 9433.50 | 491.7 | 0 | 0 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9700 expiring on 30MAR2026
Delta for 9700 PE is -0.53
Historical price for 9700 PE is as follows
On 10 Mar BAJAJ-AUTO was trading at 9568.00. The strike last trading price was 307.7, which was -128.8 lower than the previous day. The implied volatity was 29.47, the open interest changed by 5 which increased total open position to 812
On 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 423.85, which was 222.8 higher than the previous day. The implied volatity was 30.94, the open interest changed by 70 which increased total open position to 807
On 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 201.9, which was 10.9 higher than the previous day. The implied volatity was 27.77, the open interest changed by 41 which increased total open position to 737
On 5 Mar BAJAJ-AUTO was trading at 9804.50. The strike last trading price was 193, which was -94.5 lower than the previous day. The implied volatity was 26.97, the open interest changed by -14 which decreased total open position to 696
On 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 305, which was 79.65 higher than the previous day. The implied volatity was 30.63, the open interest changed by 66 which increased total open position to 710
On 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 230.15, which was 96.85 higher than the previous day. The implied volatity was 27.67, the open interest changed by 85 which increased total open position to 645
On 27 Feb BAJAJ-AUTO was trading at 9972.50. The strike last trading price was 136.65, which was 36.1 higher than the previous day. The implied volatity was 24.09, the open interest changed by 54 which increased total open position to 561
On 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 101, which was -4.3 lower than the previous day. The implied volatity was 24.45, the open interest changed by 38 which increased total open position to 507
On 25 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 107, which was -84.85 lower than the previous day. The implied volatity was 24.27, the open interest changed by 143 which increased total open position to 469
On 24 Feb BAJAJ-AUTO was trading at 9829.00. The strike last trading price was 187.3, which was 17.4 higher than the previous day. The implied volatity was 24.63, the open interest changed by 120 which increased total open position to 326
On 23 Feb BAJAJ-AUTO was trading at 9905.50. The strike last trading price was 171.65, which was -36.95 lower than the previous day. The implied volatity was 24.04, the open interest changed by 24 which increased total open position to 206
On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 209.1, which was -63.25 lower than the previous day. The implied volatity was 24.31, the open interest changed by 93 which increased total open position to 183
On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 274, which was 108 higher than the previous day. The implied volatity was 26.41, the open interest changed by 55 which increased total open position to 83
On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 164.4, which was -68.15 lower than the previous day. The implied volatity was 25.47, the open interest changed by 6 which increased total open position to 26
On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 233.45, which was -8.25 lower than the previous day. The implied volatity was 25.88, the open interest changed by 14 which increased total open position to 16
On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 241.7, which was -250 lower than the previous day. The implied volatity was 22.19, the open interest changed by 1 which increased total open position to 1
On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 1.31, the open interest changed by 0 which decreased total open position to 0
On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 1.89, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 2.1, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.15, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.73, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.27, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 491.7, 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 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 491.7, which was 0 lower than the previous day. The implied volatity was 0.3, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 491.7, 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 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 491.7, 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
