Historical option data for BAJAJ-AUTO
19 May 2026 04:10 PM IST
| BAJAJ-AUTO 26-May-2026 (7d) 9900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.81
Vega: 0.04
Theta: -7.06
Gamma: 0.00075
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 19 May | 10205.00 | 345 | -16.5 (-4.56%) | 24.94 | 30 | 7 | 257 | |||||||||
| 18 May | 10198.50 | 361.5 | -156.1 (-30.16%) | 27.77 | 87 | -2 | 251 | |||||||||
| 15 May | 10377.50 | 530 | -55 (-9.40%) | 26.98 | 98 | -16 | 251 | |||||||||
| 14 May | 10451.00 | 590 | 106.85 (22.12%) | 23.36 | 143 | -3 | 265 | |||||||||
| 13 May | 10262.00 | 490 | -88.8 (-15.34%) | 30.44 | 178 | 3 | 270 | |||||||||
| 12 May | 10397.00 | 560 | -205.85 (-26.88%) | 24 | 72 | 8 | 267 | |||||||||
| 11 May | 10595.50 | 755 | -82.55 (-9.86%) | 0 | 64 | -2 | 259 | |||||||||
| 8 May | 10711.50 | 835.15 | 67.15 (8.74%) | 20.61 | 50 | 4 | 260 | |||||||||
| 7 May | 10605.00 | 765.8 | 198.9 (35.09%) | 28.19 | 121 | -15 | 258 | |||||||||
| 6 May | 10319.00 | 597.7 | 185.9 (45.14%) | 29.3 | 241 | 21 | 274 | |||||||||
| 5 May | 10046.00 | 420.65 | -43.8 (-9.43%) | 32.45 | 156 | 7 | 251 | |||||||||
| 4 May | 10132.00 | 475 | 73.7 (18.37%) | 31.72 | 539 | 57 | 245 | |||||||||
| 30 Apr | 9994.00 | 422.8 | 270.35 (177.34%) | 30.53 | 6,581 | 170 | 358 | |||||||||
| 29 Apr | 9543.50 | 151.8 | 1 (0.66%) | 27.45 | 311 | 71 | 189 | |||||||||
| 28 Apr | 9495.50 | 149.8 | -70 (-31.85%) | 27.58 | 293 | 44 | 116 | |||||||||
| 27 Apr | 9662.00 | 222.55 | 12.45 (5.93%) | 27.77 | 111 | 30 | 72 | |||||||||
| 24 Apr | 9576.00 | 210.1 | 30.1 (16.72%) | 28.84 | 36 | 19 | 41 | |||||||||
| 23 Apr | 9550.50 | 180 | -53.45 (-22.90%) | 27.81 | 7 | 1 | 21 | |||||||||
| 22 Apr | 9602.00 | 233.45 | -86.6 (-27.06%) | 29.07 | 13 | 5 | 19 | |||||||||
| 21 Apr | 9793.00 | 320.05 | -41.95 (-11.59%) | 28.33 | 14 | 7 | 15 | |||||||||
| 20 Apr | 9803.00 | 362 | -53.9 (-12.96%) | 29.24 | 8 | 6 | 8 | |||||||||
| 17 Apr | 9773.50 | 415.9 | 6.1 (1.49%) | - | 0 | 0 | 2 | |||||||||
| 16 Apr | 9825.00 | 415.9 | 6.1 (1.49%) | 30.45 | 0 | 0 | 2 | |||||||||
| 15 Apr | 9865.00 | 415.9 | 317.1 (320.95%) | 30.45 | 2 | 1 | 1 | |||||||||
| 13 Apr | 9816.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | 0.7 | 0 | 0 | 0 | |||||||||
| 9 Apr | 9517.00 | 98.8 | 0 (0.00%) | 1.83 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9366.00 | 98.8 | 0 (0.00%) | 2.81 | 0 | 0 | 0 | |||||||||
| 7 Apr | 9049.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 6 Apr | 8942.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 2 Apr | 8758.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 1 Apr | 8895.50 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9900 expiring on 26MAY2026
Delta for 9900 CE is 0.81
Historical price for 9900 CE is as follows
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 345, which was -16.5 lower than the previous day. The implied volatity was 24.94, the open interest changed by 7 which increased total open position to 257
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 361.5, which was -156.1 lower than the previous day. The implied volatity was 27.77, the open interest changed by -2 which decreased total open position to 251
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 530, which was -55 lower than the previous day. The implied volatity was 26.98, the open interest changed by -16 which decreased total open position to 251
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 590, which was 106.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by -3 which decreased total open position to 265
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 490, which was -88.8 lower than the previous day. The implied volatity was 30.44, the open interest changed by 3 which increased total open position to 270
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 560, which was -205.85 lower than the previous day. The implied volatity was 24, the open interest changed by 8 which increased total open position to 267
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 755, which was -82.55 lower than the previous day. The implied volatity was 0, the open interest changed by -2 which decreased total open position to 259
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 835.15, which was 67.15 higher than the previous day. The implied volatity was 20.61, the open interest changed by 4 which increased total open position to 260
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 765.8, which was 198.9 higher than the previous day. The implied volatity was 28.19, the open interest changed by -15 which decreased total open position to 258
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 597.7, which was 185.9 higher than the previous day. The implied volatity was 29.3, the open interest changed by 21 which increased total open position to 274
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 420.65, which was -43.8 lower than the previous day. The implied volatity was 32.45, the open interest changed by 7 which increased total open position to 251
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 475, which was 73.7 higher than the previous day. The implied volatity was 31.72, the open interest changed by 57 which increased total open position to 245
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 422.8, which was 270.35 higher than the previous day. The implied volatity was 30.53, the open interest changed by 170 which increased total open position to 358
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 151.8, which was 1 higher than the previous day. The implied volatity was 27.45, the open interest changed by 71 which increased total open position to 189
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 149.8, which was -70 lower than the previous day. The implied volatity was 27.58, the open interest changed by 44 which increased total open position to 116
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 222.55, which was 12.45 higher than the previous day. The implied volatity was 27.77, the open interest changed by 30 which increased total open position to 72
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 210.1, which was 30.1 higher than the previous day. The implied volatity was 28.84, the open interest changed by 19 which increased total open position to 41
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 180, which was -53.45 lower than the previous day. The implied volatity was 27.81, the open interest changed by 1 which increased total open position to 21
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 233.45, which was -86.6 lower than the previous day. The implied volatity was 29.07, the open interest changed by 5 which increased total open position to 19
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 320.05, which was -41.95 lower than the previous day. The implied volatity was 28.33, the open interest changed by 7 which increased total open position to 15
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 362, which was -53.9 lower than the previous day. The implied volatity was 29.24, the open interest changed by 6 which increased total open position to 8
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 415.9, which was 6.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 16 Apr BAJAJ-AUTO was trading at 9825.00. The strike last trading price was 415.9, which was 6.1 higher than the previous day. The implied volatity was 30.45, the open interest changed by 0 which decreased total open position to 2
On 15 Apr BAJAJ-AUTO was trading at 9865.00. The strike last trading price was 415.9, which was 317.1 higher than the previous day. The implied volatity was 30.45, the open interest changed by 1 which increased total open position to 1
On 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.7, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 98.8, which was 0 lower than the previous day. The implied volatity was 1.83, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 98.8, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJAJ-AUTO was trading at 9049.50. 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
On 6 Apr BAJAJ-AUTO was trading at 8942.50. 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
On 2 Apr BAJAJ-AUTO was trading at 8758.50. 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
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 0, 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
| BAJAJ-AUTO 26-May-2026 (7d) 9900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.19
Vega: 0.04
Theta: -5.41
Gamma: 0.00076
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 19 May | 10205.00 | 36.9 | -10.1 (-21.49%) | 24.46 | 828 | -13 | 704 |
| 18 May | 10198.50 | 49.7 | 13.7 (38.06%) | 25.79 | 1,343 | -32 | 718 |
| 15 May | 10377.50 | 38.3 | 3.85 (11.18%) | 27.03 | 620 | -85 | 750 |
| 14 May | 10451.00 | 34.5 | -31.15 (-47.45%) | 27.46 | 720 | 20 | 835 |
| 13 May | 10262.00 | 65.5 | 11.25 (20.74%) | 27.1 | 1,114 | -6 | 819 |
| 12 May | 10397.00 | 56.2 | 23.7 (72.92%) | 0 | 516 | -36 | 825 |
| 11 May | 10595.50 | 34 | 4.15 (13.90%) | 0 | 354 | 65 | 861 |
| 8 May | 10711.50 | 29.25 | -8.15 (-21.79%) | 27.62 | 1,152 | -61 | 794 |
| 7 May | 10605.00 | 37.35 | -84.9 (-69.45%) | 26.26 | 2,674 | 244 | 855 |
| 6 May | 10319.00 | 114.65 | -98.7 (-46.26%) | 31.34 | 1,879 | 94 | 737 |
| 5 May | 10046.00 | 207.45 | 9.4 (4.75%) | 30.87 | 424 | 18 | 633 |
| 4 May | 10132.00 | 187.6 | -80.3 (-29.97%) | 31.28 | 2,023 | 564 | 615 |
| 30 Apr | 9994.00 | 253.05 | -244.7 (-49.16%) | 31.4 | 1,617 | 351 | 402 |
| 29 Apr | 9543.50 | 497.75 | -40.25 (-7.48%) | 31.45 | 27 | 2 | 51 |
| 28 Apr | 9495.50 | 538 | 92.35 (20.72%) | 31.14 | 121 | -26 | 50 |
| 27 Apr | 9662.00 | 445.65 | -64.35 (-12.62%) | 31.47 | 47 | 36 | 76 |
| 24 Apr | 9576.00 | 510 | 109 (27.18%) | 30.71 | 8 | 4 | 36 |
| 23 Apr | 9550.50 | 401 | 401 (6.68%) | 28.62 | 0 | 0 | 32 |
| 22 Apr | 9602.00 | 401 | 25.1 (6.68%) | 28.62 | 16 | 14 | 32 |
| 21 Apr | 9793.00 | 375.9 | 6.1 (1.65%) | 29.4 | 16 | 10 | 18 |
| 20 Apr | 9803.00 | 369.8 | -15.2 (-3.95%) | 30.13 | 1 | 0 | 7 |
| 17 Apr | 9773.50 | 385 | 385 | - | 0 | 0 | 7 |
| 16 Apr | 9825.00 | 385 | 385 (-65.25%) | 30.11 | 0 | 0 | 7 |
| 15 Apr | 9865.00 | 385 | -722.8 (-65.25%) | 30.11 | 7 | 6 | 6 |
| 13 Apr | 9816.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 9517.00 | 1107.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 1107.8 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 9049.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 6 Apr | 8942.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 2 Apr | 8758.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 1 Apr | 8895.50 | 0 | 0 (0.00%) | 0 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9900 expiring on 26MAY2026
Delta for 9900 PE is -0.19
Historical price for 9900 PE is as follows
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 36.9, which was -10.1 lower than the previous day. The implied volatity was 24.46, the open interest changed by -13 which decreased total open position to 704
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 49.7, which was 13.7 higher than the previous day. The implied volatity was 25.79, the open interest changed by -32 which decreased total open position to 718
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 38.3, which was 3.85 higher than the previous day. The implied volatity was 27.03, the open interest changed by -85 which decreased total open position to 750
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 34.5, which was -31.15 lower than the previous day. The implied volatity was 27.46, the open interest changed by 20 which increased total open position to 835
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 65.5, which was 11.25 higher than the previous day. The implied volatity was 27.1, the open interest changed by -6 which decreased total open position to 819
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 56.2, which was 23.7 higher than the previous day. The implied volatity was 0, the open interest changed by -36 which decreased total open position to 825
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 34, which was 4.15 higher than the previous day. The implied volatity was 0, the open interest changed by 65 which increased total open position to 861
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 29.25, which was -8.15 lower than the previous day. The implied volatity was 27.62, the open interest changed by -61 which decreased total open position to 794
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 37.35, which was -84.9 lower than the previous day. The implied volatity was 26.26, the open interest changed by 244 which increased total open position to 855
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 114.65, which was -98.7 lower than the previous day. The implied volatity was 31.34, the open interest changed by 94 which increased total open position to 737
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 207.45, which was 9.4 higher than the previous day. The implied volatity was 30.87, the open interest changed by 18 which increased total open position to 633
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 187.6, which was -80.3 lower than the previous day. The implied volatity was 31.28, the open interest changed by 564 which increased total open position to 615
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 253.05, which was -244.7 lower than the previous day. The implied volatity was 31.4, the open interest changed by 351 which increased total open position to 402
On 29 Apr BAJAJ-AUTO was trading at 9543.50. The strike last trading price was 497.75, which was -40.25 lower than the previous day. The implied volatity was 31.45, the open interest changed by 2 which increased total open position to 51
On 28 Apr BAJAJ-AUTO was trading at 9495.50. The strike last trading price was 538, which was 92.35 higher than the previous day. The implied volatity was 31.14, the open interest changed by -26 which decreased total open position to 50
On 27 Apr BAJAJ-AUTO was trading at 9662.00. The strike last trading price was 445.65, which was -64.35 lower than the previous day. The implied volatity was 31.47, the open interest changed by 36 which increased total open position to 76
On 24 Apr BAJAJ-AUTO was trading at 9576.00. The strike last trading price was 510, which was 109 higher than the previous day. The implied volatity was 30.71, the open interest changed by 4 which increased total open position to 36
On 23 Apr BAJAJ-AUTO was trading at 9550.50. The strike last trading price was 401, which was 401 higher than the previous day. The implied volatity was 28.62, the open interest changed by 0 which decreased total open position to 32
On 22 Apr BAJAJ-AUTO was trading at 9602.00. The strike last trading price was 401, which was 25.1 higher than the previous day. The implied volatity was 28.62, the open interest changed by 14 which increased total open position to 32
On 21 Apr BAJAJ-AUTO was trading at 9793.00. The strike last trading price was 375.9, which was 6.1 higher than the previous day. The implied volatity was 29.4, the open interest changed by 10 which increased total open position to 18
On 20 Apr BAJAJ-AUTO was trading at 9803.00. The strike last trading price was 369.8, which was -15.2 lower than the previous day. The implied volatity was 30.13, the open interest changed by 0 which decreased total open position to 7
On 17 Apr BAJAJ-AUTO was trading at 9773.50. The strike last trading price was 385, which was 385 higher than the previous day. The implied volatity was -, 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 385, which was 385 higher than the previous day. The implied volatity was 30.11, 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 385, which was -722.8 lower than the previous day. The implied volatity was 30.11, the open interest changed by 6 which increased total open position to 6
On 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 10 Apr BAJAJ-AUTO was trading at 9813.50. 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
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 1107.8, 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 Apr BAJAJ-AUTO was trading at 9366.00. The strike last trading price was 1107.8, 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 7 Apr BAJAJ-AUTO was trading at 9049.50. 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
On 6 Apr BAJAJ-AUTO was trading at 8942.50. 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
On 2 Apr BAJAJ-AUTO was trading at 8758.50. 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
On 1 Apr BAJAJ-AUTO was trading at 8895.50. The strike last trading price was 0, 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
