Historical option data for BAJAJHLDNG
12 Jun 2026 04:10 PM IST
| BAJAJHLDNG 30-Jun-2026 (17d) 10100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.62
Vega: 0.09
Theta: -4.71
Gamma: 0.00096
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Jun | 10161.00 | 219.85 | 78.85 (55.92%) | 17.41 | 55 | 12 | 29 | |||||||||
| 11 Jun | 9863.00 | 141.15 | -40.85 (-22.45%) | 25.07 | 8 | -2 | 14 | |||||||||
| 10 Jun | 10035.00 | 206.5 | -90.45 (-30.46%) | 22.8 | 36 | 8 | 15 | |||||||||
| 9 Jun | 10253.00 | 296.95 | -476.6 (-61.61%) | 21.68 | 23 | 8 | 8 | |||||||||
| 8 Jun | 9868.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Jun | 10199.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Jun | 10127.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Jun | 10190.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jun | 10240.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Jun | 10270.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 May | 10361.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 May | 10556.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 May | 10705.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 May | 10642.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 May | 10483.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 10402.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 10468.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 10313.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 10367.00 | 0 | 0 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 10308.00 | 0 | -773.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -773.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -773.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -773.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -773.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 10632.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 10597.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 10612.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 10469.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 10376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10100 expiring on 30JUN2026
Delta for 10100 CE is 0.62
Historical price for 10100 CE is as follows
On 12 Jun BAJAJHLDNG was trading at 10161.00. The strike last trading price was 219.85, which was 78.85 higher than the previous day. The implied volatity was 17.41, the open interest changed by 12 which increased total open position to 29
On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 141.15, which was -40.85 lower than the previous day. The implied volatity was 25.07, the open interest changed by -2 which decreased total open position to 14
On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 206.5, which was -90.45 lower than the previous day. The implied volatity was 22.8, the open interest changed by 8 which increased total open position to 15
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 296.95, which was -476.6 lower than the previous day. The implied volatity was 21.68, the open interest changed by 8 which increased total open position to 8
On 8 Jun BAJAJHLDNG was trading at 9868.00. 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 BAJAJHLDNG was trading at 10199.00. 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 BAJAJHLDNG was trading at 10127.00. 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 BAJAJHLDNG was trading at 10190.00. 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 BAJAJHLDNG was trading at 10240.00. 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 BAJAJHLDNG was trading at 10270.00. 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 BAJAJHLDNG was trading at 10361.00. 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 27 May BAJAJHLDNG was trading at 10556.00. 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 26 May BAJAJHLDNG was trading at 10705.00. 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 25 May BAJAJHLDNG was trading at 10642.00. 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 22 May BAJAJHLDNG was trading at 10483.00. 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 21 May BAJAJHLDNG was trading at 10402.00. 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 20 May BAJAJHLDNG was trading at 10468.00. 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 19 May BAJAJHLDNG was trading at 10313.00. 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 18 May BAJAJHLDNG was trading at 10367.00. 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 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 0, which was -773.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 0, which was -773.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 0, which was -773.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 0, which was -773.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -773.55 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BAJAJHLDNG was trading at 10632.00. 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 7 May BAJAJHLDNG was trading at 10597.00. 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 6 May BAJAJHLDNG was trading at 10612.00. 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 May BAJAJHLDNG was trading at 10469.00. 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 May BAJAJHLDNG 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
| BAJAJHLDNG 30-Jun-2026 (17d) 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.43
Vega: 0.09
Theta: -7.1
Gamma: 0.00053
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Jun | 10161.00 | 250.45 | -178.45 (-41.61%) | 32.8 | 11 | 3 | 39 |
| 11 Jun | 9863.00 | 428.9 | 91.6 (27.16%) | 34.14 | 5 | -1 | 37 |
| 10 Jun | 10035.00 | 329.55 | 87.55 (36.18%) | 33.78 | 16 | -2 | 38 |
| 9 Jun | 10253.00 | 249 | -115.4 (-31.67%) | 33.75 | 78 | 36 | 41 |
| 8 Jun | 9868.00 | 364.4 | 0 (0.00%) | - | 5 | 0 | 5 |
| 5 Jun | 10199.00 | 364.4 | 0 (0.00%) | - | 5 | 0 | 5 |
| 4 Jun | 10127.00 | 364.4 | 0 (0.00%) | 34.05 | 5 | 0 | 5 |
| 3 Jun | 10190.00 | 364.4 | 128 (54.15%) | 34.05 | 5 | 3 | 5 |
| 2 Jun | 10240.00 | 236.4 | -170.6 (-41.92%) | 30.38 | 2 | 1 | 3 |
| 1 Jun | 10270.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 29 May | 10361.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 27 May | 10556.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 26 May | 10705.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 25 May | 10642.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 22 May | 10483.00 | 407 | 0 (0.00%) | - | 1 | 0 | 2 |
| 21 May | 10402.00 | 407 | 0 (0.00%) | 36.21 | 1 | 0 | 2 |
| 20 May | 10468.00 | 407 | 14.45 (3.68%) | 36.21 | 1 | 0 | 2 |
| 19 May | 10313.00 | 393 | 0 (0.00%) | 38.91 | 0 | 0 | 2 |
| 18 May | 10367.00 | 393 | -133 (-25.29%) | 38.91 | 2 | 2 | 2 |
| 15 May | 10308.00 | 0 | -526.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10357.00 | 0 | -526.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -526.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -526.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -526.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 10632.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 10597.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 10612.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 10469.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 10376.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10100 expiring on 30JUN2026
Delta for 10100 PE is -0.43
Historical price for 10100 PE is as follows
On 12 Jun BAJAJHLDNG was trading at 10161.00. The strike last trading price was 250.45, which was -178.45 lower than the previous day. The implied volatity was 32.8, the open interest changed by 3 which increased total open position to 39
On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 428.9, which was 91.6 higher than the previous day. The implied volatity was 34.14, the open interest changed by -1 which decreased total open position to 37
On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 329.55, which was 87.55 higher than the previous day. The implied volatity was 33.78, the open interest changed by -2 which decreased total open position to 38
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 249, which was -115.4 lower than the previous day. The implied volatity was 33.75, the open interest changed by 36 which increased total open position to 41
On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 364.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 364.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 364.4, which was 0 lower than the previous day. The implied volatity was 34.05, the open interest changed by 0 which decreased total open position to 5
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 364.4, which was 128 higher than the previous day. The implied volatity was 34.05, the open interest changed by 3 which increased total open position to 5
On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 236.4, which was -170.6 lower than the previous day. The implied volatity was 30.38, the open interest changed by 1 which increased total open position to 3
On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 407, which was 0 lower than the previous day. The implied volatity was 36.21, the open interest changed by 0 which decreased total open position to 2
On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 407, which was 14.45 higher than the previous day. The implied volatity was 36.21, the open interest changed by 0 which decreased total open position to 2
On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 393, which was 0 lower than the previous day. The implied volatity was 38.91, the open interest changed by 0 which decreased total open position to 2
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 393, which was -133 lower than the previous day. The implied volatity was 38.91, the open interest changed by 2 which increased total open position to 2
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 0, which was -526.45 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 0, which was -526.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 0, which was -526.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 0, which was -526.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -526.45 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BAJAJHLDNG was trading at 10632.00. 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 7 May BAJAJHLDNG was trading at 10597.00. 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 6 May BAJAJHLDNG was trading at 10612.00. 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 May BAJAJHLDNG was trading at 10469.00. 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 May BAJAJHLDNG 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
