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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) 9800 CE
Delta: 0.38
Vega: 0.1
Theta: -5.55
Gamma: 0.00053
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 9543.50 183.35 1.799999999999983 27.53 1,363 68 1,024
28 Apr 9495.50 182.9 -78.74999999999997 28.13 2,071 567 958
27 Apr 9662.00 259.25 9.25 27.16 520 172 383
24 Apr 9576.00 250 5.25 28.42 79 24 210
23 Apr 9550.50 251 -17.94999999999999 29.3 96 30 186
22 Apr 9602.00 267 -104.05000000000001 28.81 141 52 156
21 Apr 9793.00 373 -24.5 28.89 86 43 105
20 Apr 9803.00 370 29.649999999999977 30.45 101 34 61
17 Apr 9773.50 340.35 -79.64999999999998 25.68 6 1 26
16 Apr 9825.00 420 0 - 0 0 25
15 Apr 9865.00 420 0 - 0 0 25
13 Apr 9816.00 420 0 27.5 0 0 25
10 Apr 9813.50 420 130 27.5 4 2 25
9 Apr 9517.00 290 130 26.43 5 3 23
8 Apr 9366.00 160 9.3 - 0 0 20
7 Apr 9049.50 160 9.3 28.5 12 10 19
6 Apr 8942.50 150.7 -477.15 30 9 8 8
2 Apr 8758.50 627.85 0 6 0 0 0
1 Apr 8895.50 627.85 0 5.09 0 0 0
30 Mar 8781.50 627.85 0 5.61 0 0 0
27 Mar 8901.00 627.85 0 4.55 0 0 0
25 Mar 9048.50 627.85 0 3.75 0 0 0
24 Mar 8898.00 627.85 0 4.62 0 0 0
23 Mar 8776.00 627.85 0 5.32 0 0 0
20 Mar 9051.00 627.85 0 3.6 0 0 0
19 Mar 8868.50 627.85 0 4.69 0 0 0
18 Mar 9271.00 627.85 0 2.1 0 0 0
17 Mar 9110.00 627.85 0 3.1 0 0 0
16 Mar 9073.00 627.85 0 - 0 0 0
13 Mar 8875.00 627.85 0 - 0 0 0
12 Mar 9162.00 627.85 0 2.38 0 0 0
11 Mar 9327.50 627.85 0 1.5 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 9804.50 627.85 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 627.85 0 - 0 0 0


For Bajaj Auto Limited - strike price 9800 expiring on 26MAY2026

Delta for 9800 CE is 0.38

Historical price for 9800 CE is as follows

On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 183.35, which was 1.799999999999983 higher than the previous day. The implied volatity was 27.53, the open interest changed by 68 which increased total open position to 1024


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 182.9, which was -78.74999999999997 lower than the previous day. The implied volatity was 28.13, the open interest changed by 567 which increased total open position to 958


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 259.25, which was 9.25 higher than the previous day. The implied volatity was 27.16, the open interest changed by 172 which increased total open position to 383


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 250, which was 5.25 higher than the previous day. The implied volatity was 28.42, the open interest changed by 24 which increased total open position to 210


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 251, which was -17.94999999999999 lower than the previous day. The implied volatity was 29.3, the open interest changed by 30 which increased total open position to 186


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 267, which was -104.05000000000001 lower than the previous day. The implied volatity was 28.81, the open interest changed by 52 which increased total open position to 156


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 373, which was -24.5 lower than the previous day. The implied volatity was 28.89, the open interest changed by 43 which increased total open position to 105


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 370, which was 29.649999999999977 higher than the previous day. The implied volatity was 30.45, the open interest changed by 34 which increased total open position to 61


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 340.35, which was -79.64999999999998 lower than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 26


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 27.5, the open interest changed by 0 which decreased total open position to 25


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 420, which was 130 higher than the previous day. The implied volatity was 27.5, the open interest changed by 2 which increased total open position to 25


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 290, which was 130 higher than the previous day. The implied volatity was 26.43, the open interest changed by 3 which increased total open position to 23


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 160, which was 9.3 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 160, which was 9.3 higher than the previous day. The implied volatity was 28.5, the open interest changed by 10 which increased total open position to 19


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 150.7, which was -477.15 lower than the previous day. The implied volatity was 30, 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 627.85, which was 0 lower than the previous day. The implied volatity was 6, 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 627.85, which was 0 lower than the previous day. The implied volatity was 5.09, 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 627.85, which was 0 lower than the previous day. The implied volatity was 5.61, 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 627.85, which was 0 lower than the previous day. The implied volatity was 4.55, 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 627.85, which was 0 lower than the previous day. The implied volatity was 3.75, 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 627.85, which was 0 lower than the previous day. The implied volatity was 4.62, 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 627.85, which was 0 lower than the previous day. The implied volatity was 5.32, 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 627.85, which was 0 lower than the previous day. The implied volatity was 3.6, 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 627.85, which was 0 lower than the previous day. The implied volatity was 4.69, 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 627.85, 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 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 627.85, which was 0 lower than the previous day. The implied volatity was 3.1, 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 627.85, 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 627.85, 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 627.85, which was 0 lower than the previous day. The implied volatity was 2.38, 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 627.85, which was 0 lower than the previous day. The implied volatity was 1.5, 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 627.85, 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 627.85, 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) 9800 PE
Delta: -0.6
Vega: 0.1
Theta: -4.69
Gamma: 0.00049
Date Close Ltp Change IV Volume OI Chg OI
29 Apr 9543.50 445.25 -32.89999999999998 30.31 87 10 127
28 Apr 9495.50 478.15 90.34999999999997 31.61 160 -24 116
27 Apr 9662.00 387.8 -98 30.71 61 6 139
24 Apr 9576.00 485.8 27.19999999999999 32 7 3 131
23 Apr 9550.50 467.55 54.75 30.54 92 57 126
22 Apr 9602.00 415 82.05000000000001 28.31 46 5 70
21 Apr 9793.00 324.4 -6.850000000000023 28.48 53 25 64
20 Apr 9803.00 353 -24.600000000000023 30.32 27 14 39
17 Apr 9773.50 377.6 44.60000000000002 30.51 13 -1 25
16 Apr 9825.00 333 -130.2 29.39 25 3 25
15 Apr 9865.00 463.2 463.2 - 0 0 22
13 Apr 9816.00 463.2 -473.65000000000003 36.56 1 0 21
10 Apr 9813.50 936.85 936.85 - 0 0 21
9 Apr 9517.00 936.85 499.35 - 0 0 21
8 Apr 9366.00 936.85 499.35 - 0 0 21
7 Apr 9049.50 936.85 499.35 41.56 21 18 18
6 Apr 8942.50 437.5 0 - 0 0 0
2 Apr 8758.50 437.5 0 - 0 0 0
1 Apr 8895.50 437.5 0 - 0 0 0
30 Mar 8781.50 437.5 0 - 0 0 0
27 Mar 8901.00 437.5 0 - 0 0 0
25 Mar 9048.50 437.5 0 - 0 0 0
24 Mar 8898.00 437.5 0 - 0 0 0
23 Mar 8776.00 437.5 0 - 0 0 0
20 Mar 9051.00 437.5 0 - 0 0 0
19 Mar 8868.50 437.5 0 - 0 0 0
18 Mar 9271.00 437.5 0 - 0 0 0
17 Mar 9110.00 437.5 0 - 0 0 0
16 Mar 9073.00 437.5 0 - 0 0 0
13 Mar 8875.00 437.5 0 - 0 0 0
12 Mar 9162.00 437.5 0 - 0 0 0
11 Mar 9327.50 437.5 0 0.09 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 9804.50 437.5 0 - 0 0 0
4 Mar 9652.50 - - - 0 0 0
2 Mar 9776.00 437.5 0 - 0 0 0


For Bajaj Auto Limited - strike price 9800 expiring on 26MAY2026

Delta for 9800 PE is -0.6

Historical price for 9800 PE is as follows

On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 445.25, which was -32.89999999999998 lower than the previous day. The implied volatity was 30.31, the open interest changed by 10 which increased total open position to 127


On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 478.15, which was 90.34999999999997 higher than the previous day. The implied volatity was 31.61, the open interest changed by -24 which decreased total open position to 116


On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 387.8, which was -98 lower than the previous day. The implied volatity was 30.71, the open interest changed by 6 which increased total open position to 139


On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 485.8, which was 27.19999999999999 higher than the previous day. The implied volatity was 32, the open interest changed by 3 which increased total open position to 131


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 467.55, which was 54.75 higher than the previous day. The implied volatity was 30.54, the open interest changed by 57 which increased total open position to 126


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 415, which was 82.05000000000001 higher than the previous day. The implied volatity was 28.31, the open interest changed by 5 which increased total open position to 70


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 324.4, which was -6.850000000000023 lower than the previous day. The implied volatity was 28.48, the open interest changed by 25 which increased total open position to 64


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 353, which was -24.600000000000023 lower than the previous day. The implied volatity was 30.32, the open interest changed by 14 which increased total open position to 39


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 377.6, which was 44.60000000000002 higher than the previous day. The implied volatity was 30.51, the open interest changed by -1 which decreased total open position to 25


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 333, which was -130.2 lower than the previous day. The implied volatity was 29.39, the open interest changed by 3 which increased total open position to 25


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 463.2, which was 463.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 463.2, which was -473.65000000000003 lower than the previous day. The implied volatity was 36.56, the open interest changed by 0 which decreased total open position to 21


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 936.85, which was 936.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 936.85, which was 499.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 936.85, which was 499.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 936.85, which was 499.35 higher than the previous day. The implied volatity was 41.56, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, 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 437.5, which was 0 lower than the previous day. The implied volatity was 0.09, 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 437.5, 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 437.5, 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