Historical option data for BAJAJ-AUTO
29 Jun 2026 10:49 AM IST
| BAJAJ-AUTO 28-Jul-2026 (27d) 9800 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.5
Vega: 0.11
Theta: -4.67
Gamma: 0.00066
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 9729.00 | 228.95 | -66.05 (-22.39%) | 21.84 | 791 | 37 | 343 | |||||||||
| 25 Jun | 9843.00 | 298 | 79 (36.07%) | 20.86 | 1,196 | -63 | 305 | |||||||||
| 24 Jun | 9750.00 | 218 | -132 (-37.71%) | 18.04 | 1,325 | 311 | 369 | |||||||||
| 23 Jun | 10025.00 | 350 | 0 (0.00%) | 41.34 | 57 | 0 | 58 | |||||||||
| 22 Jun | 10191.00 | 350 | 15 (4.48%) | 41.34 | 57 | 30 | 57 | |||||||||
| 19 Jun | 10066.00 | 341.3 | 31.3 (10.10%) | 38.27 | 24 | 7 | 29 | |||||||||
| 18 Jun | 10077.00 | 310 | -19 (-5.78%) | 34.89 | 2 | 0 | 20 | |||||||||
| 17 Jun | 10042.00 | 310 | -182 (-36.99%) | 9.23 | 37 | 9 | 20 | |||||||||
| 16 Jun | 9939.00 | 491.8 | -0.2 (-0.04%) | - | 11 | 0 | 11 | |||||||||
| 15 Jun | 9943.00 | 491.8 | -0.2 (-0.04%) | - | 11 | 0 | 11 | |||||||||
| 12 Jun | 10063.00 | 491.8 | -0.2 (-0.04%) | - | 11 | 0 | 11 | |||||||||
| 11 Jun | 10114.00 | 491.8 | -0.2 (-0.04%) | 15.54 | 11 | 0 | 11 | |||||||||
| 10 Jun | 10144.00 | 491.8 | 9.8 (2.03%) | 15.54 | 11 | 10 | 10 | |||||||||
| 9 Jun | 10184.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jun | 10231.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 10342.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 10362.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 10259.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 10281.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 10376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 10460.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 May | 10595.50 | 0 | 0 | - | 0 | 10 | 10 | |||||||||
| 8 May | 10711.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9800 expiring on 28JUL2026
Delta for 9800 CE is 0.5
Historical price for 9800 CE is as follows
On 29 Jun BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 228.95, which was -66.05 lower than the previous day. The implied volatity was 21.84, the open interest changed by 37 which increased total open position to 343
On 25 Jun BAJAJ-AUTO was trading at 9843.00. The strike last trading price was 298, which was 79 higher than the previous day. The implied volatity was 20.86, the open interest changed by -63 which decreased total open position to 305
On 24 Jun BAJAJ-AUTO was trading at 9750.00. The strike last trading price was 218, which was -132 lower than the previous day. The implied volatity was 18.04, the open interest changed by 311 which increased total open position to 369
On 23 Jun BAJAJ-AUTO was trading at 10025.00. The strike last trading price was 350, which was 0 lower than the previous day. The implied volatity was 41.34, the open interest changed by 0 which decreased total open position to 58
On 22 Jun BAJAJ-AUTO was trading at 10191.00. The strike last trading price was 350, which was 15 higher than the previous day. The implied volatity was 41.34, the open interest changed by 30 which increased total open position to 57
On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 341.3, which was 31.3 higher than the previous day. The implied volatity was 38.27, the open interest changed by 7 which increased total open position to 29
On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 310, which was -19 lower than the previous day. The implied volatity was 34.89, the open interest changed by 0 which decreased total open position to 20
On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 310, which was -182 lower than the previous day. The implied volatity was 9.23, the open interest changed by 9 which increased total open position to 20
On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 491.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 491.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 491.8, which was -0.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 491.8, which was -0.2 lower than the previous day. The implied volatity was 15.54, the open interest changed by 0 which decreased total open position to 11
On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 491.8, which was 9.8 higher than the previous day. The implied volatity was 15.54, the open interest changed by 10 which increased total open position to 10
On 9 Jun BAJAJ-AUTO was trading at 10184.00. 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 8 Jun BAJAJ-AUTO was trading at 10231.00. 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 5 Jun BAJAJ-AUTO was trading at 10342.00. 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 4 Jun BAJAJ-AUTO was trading at 10362.00. 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 3 Jun BAJAJ-AUTO was trading at 10259.00. 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 2 Jun BAJAJ-AUTO was trading at 10281.00. 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 1 Jun BAJAJ-AUTO was trading at 10376.00. 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 29 May BAJAJ-AUTO was trading at 10460.00. 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 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May BAJAJ-AUTO was trading at 10711.50. 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
| BAJAJ-AUTO 28-Jul-2026 (27d) 9800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 0.11
Theta: -4.5
Gamma: 0.0005
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 9729.00 | 330 | 51.25 (18.39%) | 28.77 | 350 | 20 | 356 |
| 25 Jun | 9843.00 | 273 | -133.85 (-32.90%) | 27.07 | 637 | 96 | 335 |
| 24 Jun | 9750.00 | 409.65 | 44.05 (12.05%) | 34.58 | 600 | 169 | 238 |
| 23 Jun | 10025.00 | 366.05 | 28.1 (8.31%) | 37.66 | 14 | 2 | 74 |
| 22 Jun | 10191.00 | 350 | 5.25 (1.52%) | 43.27 | 43 | 23 | 72 |
| 19 Jun | 10066.00 | 342 | 10 (3.01%) | 37.75 | 35 | -1 | 49 |
| 18 Jun | 10077.00 | 332 | 18.05 (5.75%) | 35.31 | 11 | 3 | 49 |
| 17 Jun | 10042.00 | 328.4 | 18.4 (5.94%) | 34.31 | 35 | 14 | 45 |
| 16 Jun | 9939.00 | 310 | 310 (8.01%) | 31.25 | 2 | 0 | 31 |
| 15 Jun | 9943.00 | 310 | 23 (8.01%) | 31.25 | 2 | 1 | 31 |
| 12 Jun | 10063.00 | 292 | 32 (12.31%) | 31.06 | 26 | 20 | 29 |
| 11 Jun | 10114.00 | 260 | 11 (4.42%) | 30.06 | 1 | 1 | 9 |
| 10 Jun | 10144.00 | 249 | 9 (3.75%) | 29.74 | 5 | 0 | 7 |
| 9 Jun | 10184.00 | 240 | -9.8 (-3.92%) | 32.17 | 1 | 0 | 7 |
| 8 Jun | 10231.00 | 249.8 | -10.2 (-3.92%) | 31.01 | 4 | 4 | 7 |
| 5 Jun | 10342.00 | 260 | 0 (0.00%) | - | 1 | 0 | 3 |
| 4 Jun | 10362.00 | 260 | 0 (0.00%) | - | 1 | 0 | 3 |
| 3 Jun | 10259.00 | 260 | 0 (0.00%) | - | 1 | 0 | 3 |
| 2 Jun | 10281.00 | 260 | 0 (0.00%) | 32.99 | 1 | 0 | 3 |
| 1 Jun | 10376.00 | 260 | 42 (19.27%) | 32.99 | 1 | 0 | 2 |
| 29 May | 10460.00 | 218 | -427.5 (-66.23%) | 30.83 | 2 | 2 | 2 |
| 11 May | 10595.50 | 0 | 0 | - | 0 | 10 | 10 |
| 8 May | 10711.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9800 expiring on 28JUL2026
Delta for 9800 PE is -0.5
Historical price for 9800 PE is as follows
On 29 Jun BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 330, which was 51.25 higher than the previous day. The implied volatity was 28.77, the open interest changed by 20 which increased total open position to 356
On 25 Jun BAJAJ-AUTO was trading at 9843.00. The strike last trading price was 273, which was -133.85 lower than the previous day. The implied volatity was 27.07, the open interest changed by 96 which increased total open position to 335
On 24 Jun BAJAJ-AUTO was trading at 9750.00. The strike last trading price was 409.65, which was 44.05 higher than the previous day. The implied volatity was 34.58, the open interest changed by 169 which increased total open position to 238
On 23 Jun BAJAJ-AUTO was trading at 10025.00. The strike last trading price was 366.05, which was 28.1 higher than the previous day. The implied volatity was 37.66, the open interest changed by 2 which increased total open position to 74
On 22 Jun BAJAJ-AUTO was trading at 10191.00. The strike last trading price was 350, which was 5.25 higher than the previous day. The implied volatity was 43.27, the open interest changed by 23 which increased total open position to 72
On 19 Jun BAJAJ-AUTO was trading at 10066.00. The strike last trading price was 342, which was 10 higher than the previous day. The implied volatity was 37.75, the open interest changed by -1 which decreased total open position to 49
On 18 Jun BAJAJ-AUTO was trading at 10077.00. The strike last trading price was 332, which was 18.05 higher than the previous day. The implied volatity was 35.31, the open interest changed by 3 which increased total open position to 49
On 17 Jun BAJAJ-AUTO was trading at 10042.00. The strike last trading price was 328.4, which was 18.4 higher than the previous day. The implied volatity was 34.31, the open interest changed by 14 which increased total open position to 45
On 16 Jun BAJAJ-AUTO was trading at 9939.00. The strike last trading price was 310, which was 310 higher than the previous day. The implied volatity was 31.25, the open interest changed by 0 which decreased total open position to 31
On 15 Jun BAJAJ-AUTO was trading at 9943.00. The strike last trading price was 310, which was 23 higher than the previous day. The implied volatity was 31.25, the open interest changed by 1 which increased total open position to 31
On 12 Jun BAJAJ-AUTO was trading at 10063.00. The strike last trading price was 292, which was 32 higher than the previous day. The implied volatity was 31.06, the open interest changed by 20 which increased total open position to 29
On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 260, which was 11 higher than the previous day. The implied volatity was 30.06, the open interest changed by 1 which increased total open position to 9
On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 249, which was 9 higher than the previous day. The implied volatity was 29.74, the open interest changed by 0 which decreased total open position to 7
On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 240, which was -9.8 lower than the previous day. The implied volatity was 32.17, the open interest changed by 0 which decreased total open position to 7
On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 249.8, which was -10.2 lower than the previous day. The implied volatity was 31.01, the open interest changed by 4 which increased total open position to 7
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 3
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 260, which was 42 higher than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 2
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 218, which was -427.5 lower than the previous day. The implied volatity was 30.83, the open interest changed by 2 which increased total open position to 2
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 10
On 8 May BAJAJ-AUTO was trading at 10711.50. 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
