[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9540 -10.50 (-0.11%)
L: 9540 H: 9663

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Historical option data for BAJAJ-AUTO

24 Apr 2026 01:39 PM IST
BAJAJ-AUTO 28-Apr-2026 (4d) 9900 CE
Delta: 0.08
Vega: 0.01
Theta: -4.07
Gamma: 0.0006
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 8.05 -5.699999999999999 22.78 3,815 -14 1,555
23 Apr 9550.50 14.9 -19.700000000000003 23.39 3,099 -58 1,570
22 Apr 9602.00 32.5 -78 25.17 2,832 102 1,629
21 Apr 9793.00 111.95 -16.450000000000003 27.37 3,182 59 1,529
20 Apr 9803.00 111.9 -7.25 29.74 3,471 51 1,471
17 Apr 9773.50 117.45 -54.60000000000001 25.52 1,857 72 1,420
16 Apr 9825.00 176.45 -23.350000000000023 27.68 3,325 300 1,347
15 Apr 9865.00 195 0.30000000000001137 27.1 5,651 526 1,049
13 Apr 9816.00 190.05 -7.899999999999977 28.51 3,238 172 532
10 Apr 9813.50 208.1 107.85 25.73 5,966 133 364
9 Apr 9517.00 98 35 25.63 2,139 61 236
8 Apr 9366.00 63.4 26.45 25 385 16 175
7 Apr 9049.50 36.4 3.5 29.32 101 7 160
6 Apr 8942.50 33.65 10.15 30.29 269 64 156
2 Apr 8758.50 23.65 -16.4 30.07 256 -42 91
1 Apr 8895.50 41.45 4.65 30.34 104 48 133
30 Mar 8781.50 36.9 -27.15 31.13 113 60 86
27 Mar 8901.00 66.4 -16.55 31.59 18 9 26
25 Mar 9048.50 82.95 22.95 29.15 8 2 17
24 Mar 8898.00 60 -39 28.96 1 0 15
23 Mar 8776.00 99 19.5 - 0 0 15
20 Mar 9051.00 99 19.5 - 0 0 15
19 Mar 8868.50 99 19.5 - 0 0 15
18 Mar 9271.00 99 19.5 - 0 0 15
17 Mar 9110.00 99 19.5 26.22 1 0 15
16 Mar 9073.00 79.5 4.6 25.16 12 10 14
13 Mar 8875.00 77.25 -386.25 27.52 4 3 3
12 Mar 9162.00 463.5 0 4.45 0 0 0
11 Mar 9327.50 463.5 0 3.21 0 0 0
10 Mar 9610.00 463.5 0 1.03 0 0 0
9 Mar 9383.00 463.5 0 2.58 0 0 0
6 Mar 9816.00 463.5 0 0.04 0 0 0
5 Mar 9804.50 463.5 0 0.15 0 0 0
4 Mar 9652.50 463.5 0 0.73 0 0 0
2 Mar 9776.00 463.5 0 0.13 0 0 0
27 Feb 9972.50 463.5 0 - 0 0 0
26 Feb 10110.00 463.5 0 - 0 0 0
25 Feb 10097.00 463.5 0 - 0 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 28APR2026

Delta for 9900 CE is 0.08

Historical price for 9900 CE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 8.05, which was -5.699999999999999 lower than the previous day. The implied volatity was 22.78, the open interest changed by -14 which decreased total open position to 1555


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 14.9, which was -19.700000000000003 lower than the previous day. The implied volatity was 23.39, the open interest changed by -58 which decreased total open position to 1570


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 32.5, which was -78 lower than the previous day. The implied volatity was 25.17, the open interest changed by 102 which increased total open position to 1629


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 111.95, which was -16.450000000000003 lower than the previous day. The implied volatity was 27.37, the open interest changed by 59 which increased total open position to 1529


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 111.9, which was -7.25 lower than the previous day. The implied volatity was 29.74, the open interest changed by 51 which increased total open position to 1471


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 117.45, which was -54.60000000000001 lower than the previous day. The implied volatity was 25.52, the open interest changed by 72 which increased total open position to 1420


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 176.45, which was -23.350000000000023 lower than the previous day. The implied volatity was 27.68, the open interest changed by 300 which increased total open position to 1347


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 195, which was 0.30000000000001137 higher than the previous day. The implied volatity was 27.1, the open interest changed by 526 which increased total open position to 1049


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 190.05, which was -7.899999999999977 lower than the previous day. The implied volatity was 28.51, the open interest changed by 172 which increased total open position to 532


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 208.1, which was 107.85 higher than the previous day. The implied volatity was 25.73, the open interest changed by 133 which increased total open position to 364


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 98, which was 35 higher than the previous day. The implied volatity was 25.63, the open interest changed by 61 which increased total open position to 236


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 63.4, which was 26.45 higher than the previous day. The implied volatity was 25, the open interest changed by 16 which increased total open position to 175


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 36.4, which was 3.5 higher than the previous day. The implied volatity was 29.32, the open interest changed by 7 which increased total open position to 160


On 6 Apr BAJAJ-AUTO was trading at 8942.50. The strike last trading price was 33.65, which was 10.15 higher than the previous day. The implied volatity was 30.29, the open interest changed by 64 which increased total open position to 156


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 23.65, which was -16.4 lower than the previous day. The implied volatity was 30.07, the open interest changed by -42 which decreased total open position to 91


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 41.45, which was 4.65 higher than the previous day. The implied volatity was 30.34, the open interest changed by 48 which increased total open position to 133


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 36.9, which was -27.15 lower than the previous day. The implied volatity was 31.13, the open interest changed by 60 which increased total open position to 86


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 66.4, which was -16.55 lower than the previous day. The implied volatity was 31.59, the open interest changed by 9 which increased total open position to 26


On 25 Mar BAJAJ-AUTO was trading at 9048.50. The strike last trading price was 82.95, which was 22.95 higher than the previous day. The implied volatity was 29.15, the open interest changed by 2 which increased total open position to 17


On 24 Mar BAJAJ-AUTO was trading at 8898.00. The strike last trading price was 60, which was -39 lower than the previous day. The implied volatity was 28.96, the open interest changed by 0 which decreased total open position to 15


On 23 Mar BAJAJ-AUTO was trading at 8776.00. The strike last trading price was 99, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 20 Mar BAJAJ-AUTO was trading at 9051.00. The strike last trading price was 99, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 19 Mar BAJAJ-AUTO was trading at 8868.50. The strike last trading price was 99, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 18 Mar BAJAJ-AUTO was trading at 9271.00. The strike last trading price was 99, which was 19.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15


On 17 Mar BAJAJ-AUTO was trading at 9110.00. The strike last trading price was 99, which was 19.5 higher than the previous day. The implied volatity was 26.22, the open interest changed by 0 which decreased total open position to 15


On 16 Mar BAJAJ-AUTO was trading at 9073.00. The strike last trading price was 79.5, which was 4.6 higher than the previous day. The implied volatity was 25.16, the open interest changed by 10 which increased total open position to 14


On 13 Mar BAJAJ-AUTO was trading at 8875.00. The strike last trading price was 77.25, which was -386.25 lower than the previous day. The implied volatity was 27.52, the open interest changed by 3 which increased total open position to 3


On 12 Mar BAJAJ-AUTO was trading at 9162.00. The strike last trading price was 463.5, which was 0 lower than the previous day. The implied volatity was 4.45, 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 463.5, which was 0 lower than the previous day. The implied volatity was 3.21, 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 463.5, which was 0 lower than the previous day. The implied volatity was 1.03, 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 463.5, which was 0 lower than the previous day. The implied volatity was 2.58, 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 463.5, which was 0 lower than the previous day. The implied volatity was 0.04, 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 463.5, 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 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 463.5, 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 2 Mar BAJAJ-AUTO was trading at 9776.00. The strike last trading price was 463.5, which was 0 lower than the previous day. The implied volatity was 0.13, 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 463.5, 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 26 Feb BAJAJ-AUTO was trading at 10110.00. The strike last trading price was 463.5, 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 Feb BAJAJ-AUTO was trading at 10097.00. The strike last trading price was 463.5, 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


BAJAJ-AUTO 28-Apr-2026 (4d) 9900 PE
Delta: -0.94
Vega: 0.01
Theta: -1.63
Gamma: 0.00054
Date Close Ltp Change IV Volume OI Chg OI
24 Apr 9545.00 357.5 14.399999999999977 20.98 141 -20 788
23 Apr 9550.50 338.55 37.900000000000034 17.09 62 -8 808
22 Apr 9602.00 302.2 115.6 18.06 469 1 816
21 Apr 9793.00 183.5 -22.650000000000006 23.45 640 24 818
20 Apr 9803.00 222.3 -31.849999999999994 24.18 621 -22 806
17 Apr 9773.50 252.8 39.70000000000002 25.85 565 -45 828
16 Apr 9825.00 207 -3.8499999999999943 24.49 1,688 177 877
15 Apr 9865.00 210 -74.89999999999998 26.88 1,900 250 699
13 Apr 9816.00 286.6 17.850000000000023 30.93 1,338 203 452
10 Apr 9813.50 269.5 -239.2 28.14 613 158 168
9 Apr 9517.00 508.7 -55.35 35.9 2 0 9
8 Apr 9366.00 564.05 -538.95 29.6 5 2 8
7 Apr 9049.50 1103 681.65 - 0 0 6
6 Apr 8942.50 1103 681.65 - 0 0 6
2 Apr 8758.50 1103 681.65 - 0 0 6
1 Apr 8895.50 1103 681.65 - 0 0 6
30 Mar 8781.50 1103 681.65 - 0 0 6
27 Mar 8901.00 1103 681.65 47.31 6 0 0
25 Mar 9048.50 421.35 0 - 0 0 0
24 Mar 8898.00 421.35 0 - 0 0 0
23 Mar 8776.00 421.35 0 - 0 0 0
20 Mar 9051.00 421.35 0 - 0 0 0
19 Mar 8868.50 421.35 0 - 0 0 0
18 Mar 9271.00 421.35 0 - 0 0 0
17 Mar 9110.00 421.35 0 - 0 0 0
16 Mar 9073.00 421.35 0 - 0 0 0
13 Mar 8875.00 421.35 0 - 0 0 0
12 Mar 9162.00 421.35 0 - 0 0 0
11 Mar 9327.50 421.35 0 - 0 0 0
10 Mar 9610.00 421.35 0 - 0 0 0
9 Mar 9383.00 421.35 0 - 0 0 0
6 Mar 9816.00 421.35 0 0.33 0 0 0
5 Mar 9804.50 421.35 0 0.23 0 0 0
4 Mar 9652.50 421.35 0 0.19 0 0 0
2 Mar 9776.00 421.35 0 0.17 0 0 0
27 Feb 9972.50 421.35 0 1.36 0 0 0
26 Feb 10110.00 421.35 0 2.35 0 0 0
25 Feb 10097.00 421.35 0 2.23 0 0 0


For Bajaj Auto Limited - strike price 9900 expiring on 28APR2026

Delta for 9900 PE is -0.94

Historical price for 9900 PE is as follows

On 24 Apr BAJAJ-AUTO was trading at 9545.00. The strike last trading price was 357.5, which was 14.399999999999977 higher than the previous day. The implied volatity was 20.98, the open interest changed by -20 which decreased total open position to 788


On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 338.55, which was 37.900000000000034 higher than the previous day. The implied volatity was 17.09, the open interest changed by -8 which decreased total open position to 808


On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 302.2, which was 115.6 higher than the previous day. The implied volatity was 18.06, the open interest changed by 1 which increased total open position to 816


On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 183.5, which was -22.650000000000006 lower than the previous day. The implied volatity was 23.45, the open interest changed by 24 which increased total open position to 818


On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 222.3, which was -31.849999999999994 lower than the previous day. The implied volatity was 24.18, the open interest changed by -22 which decreased total open position to 806


On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 252.8, which was 39.70000000000002 higher than the previous day. The implied volatity was 25.85, the open interest changed by -45 which decreased total open position to 828


On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 207, which was -3.8499999999999943 lower than the previous day. The implied volatity was 24.49, the open interest changed by 177 which increased total open position to 877


On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 210, which was -74.89999999999998 lower than the previous day. The implied volatity was 26.88, the open interest changed by 250 which increased total open position to 699


On 13 Apr BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 286.6, which was 17.850000000000023 higher than the previous day. The implied volatity was 30.93, the open interest changed by 203 which increased total open position to 452


On 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 269.5, which was -239.2 lower than the previous day. The implied volatity was 28.14, the open interest changed by 158 which increased total open position to 168


On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 508.7, which was -55.35 lower than the previous day. The implied volatity was 35.9, the open interest changed by 0 which decreased total open position to 9


On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 564.05, which was -538.95 lower than the previous day. The implied volatity was 29.6, the open interest changed by 2 which increased total open position to 8


On 7 Apr BAJAJ-AUTO was trading at 9049.50. The strike last trading price was 1103, which was 681.65 higher than the previous day. The implied volatity was -, 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 1103, which was 681.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 2 Apr BAJAJ-AUTO was trading at 8758.50. The strike last trading price was 1103, which was 681.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 1103, which was 681.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 30 Mar BAJAJ-AUTO was trading at 8781.50. The strike last trading price was 1103, which was 681.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6


On 27 Mar BAJAJ-AUTO was trading at 8901.00. The strike last trading price was 1103, which was 681.65 higher than the previous day. The implied volatity was 47.31, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 421.35, 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 10 Mar BAJAJ-AUTO was trading at 9610.00. The strike last trading price was 421.35, 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 9 Mar BAJAJ-AUTO was trading at 9383.00. The strike last trading price was 421.35, 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 6 Mar BAJAJ-AUTO was trading at 9816.00. The strike last trading price was 421.35, which was 0 lower than the previous day. The implied volatity was 0.33, 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 421.35, 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 4 Mar BAJAJ-AUTO was trading at 9652.50. The strike last trading price was 421.35, which was 0 lower than the previous day. The implied volatity was 0.19, 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 421.35, which was 0 lower than the previous day. The implied volatity was 0.17, 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 421.35, which was 0 lower than the previous day. The implied volatity was 1.36, 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 421.35, which was 0 lower than the previous day. The implied volatity was 2.35, 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 421.35, which was 0 lower than the previous day. The implied volatity was 2.23, the open interest changed by 0 which decreased total open position to 0