BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
23 Mar 2026 04:14 PM IST
| BAJAJHLDNG 30-MAR-2026 10100 CE | ||||||||||||||||
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Delta: 0.06
Vega: 1.5
Theta: -4.84
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 23 Mar | 9162.00 | 13.9 | -101.1 | 43.66 | 14 | -12 | 34 | |||||||||
| 20 Mar | 9512.00 | 115 | 43.15 | - | 0 | 0 | 46 | |||||||||
| 19 Mar | 9674.00 | 115 | 43.15 | - | 6 | 0 | 46 | |||||||||
| 18 Mar | 9859.00 | 115 | 43.15 | 27.04 | 6 | 0 | 46 | |||||||||
| 17 Mar | 9663.00 | 71.7 | -11.25 | - | 50 | 0 | 46 | |||||||||
| 16 Mar | 9631.00 | 71.7 | -11.25 | 32.36 | 50 | 37 | 42 | |||||||||
| 13 Mar | 9506.00 | 83 | -83.5 | 32.62 | 16 | 1 | 4 | |||||||||
| 12 Mar | 9789.00 | 159.9 | -840.1 | 31.66 | 7 | 2 | 2 | |||||||||
| 11 Mar | 10177.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 10289.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Mar | 10250.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 10560.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
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| 5 Mar | 10663.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 10651.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 10695.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 10804.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10951.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 11166.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 11330.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 11501.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 11188.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 11188.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 11413.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 11217.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 11133.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 10881.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 11040.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 11 Feb | 11111.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 11081.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 11101.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 10999.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 10891.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 10889.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 10915.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 10661.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 10521.00 | 1000 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10100 expiring on 30MAR2026
Delta for 10100 CE is 0.06
Historical price for 10100 CE is as follows
On 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 13.9, which was -101.1 lower than the previous day. The implied volatity was 43.66, the open interest changed by -12 which decreased total open position to 34
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 115, which was 43.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 115, which was 43.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 115, which was 43.15 higher than the previous day. The implied volatity was 27.04, the open interest changed by 0 which decreased total open position to 46
On 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 71.7, which was -11.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 46
On 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 71.7, which was -11.25 lower than the previous day. The implied volatity was 32.36, the open interest changed by 37 which increased total open position to 42
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 83, which was -83.5 lower than the previous day. The implied volatity was 32.62, the open interest changed by 1 which increased total open position to 4
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 159.9, which was -840.1 lower than the previous day. The implied volatity was 31.66, the open interest changed by 2 which increased total open position to 2
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 10289.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 10250.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 10560.00. The strike last trading price was 1000, 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 Mar BAJAJHLDNG was trading at 10663.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 10651.00. The strike last trading price was 1000, 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 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 1000, 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 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 10951.00. The strike last trading price was 1000, 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 BAJAJHLDNG was trading at 11166.00. The strike last trading price was 1000, 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 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 1000, 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 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 1000, 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 Feb BAJAJHLDNG was trading at 11188.00. 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 19 Feb BAJAJHLDNG was trading at 11188.00. 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 18 Feb BAJAJHLDNG was trading at 11413.00. 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 17 Feb BAJAJHLDNG was trading at 11217.00. 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 16 Feb BAJAJHLDNG was trading at 11133.00. 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 13 Feb BAJAJHLDNG was trading at 10881.00. 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 12 Feb BAJAJHLDNG was trading at 11040.00. 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 11 Feb BAJAJHLDNG was trading at 11111.00. 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 10 Feb BAJAJHLDNG was trading at 11081.00. 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 Feb BAJAJHLDNG was trading at 11101.00. 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 Feb BAJAJHLDNG was trading at 10999.00. 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 Feb BAJAJHLDNG was trading at 10891.00. 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 4 Feb BAJAJHLDNG was trading at 10889.00. 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 3 Feb BAJAJHLDNG was trading at 10915.00. 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 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 1000, 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 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 1000, 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 30MAR2026 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 23 Mar | 9162.00 | 658.5 | 87 | - | 0 | 0 | 8 |
| 20 Mar | 9512.00 | 658.5 | 87 | - | 0 | 0 | 8 |
| 19 Mar | 9674.00 | 658.5 | 87 | - | 0 | 0 | 8 |
| 18 Mar | 9859.00 | 658.5 | 87 | - | 0 | 0 | 8 |
| 17 Mar | 9663.00 | 658.5 | 87 | - | 3 | 0 | 8 |
| 16 Mar | 9631.00 | 658.5 | 87 | 44.93 | 3 | 0 | 8 |
| 13 Mar | 9506.00 | 571.5 | 162.4 | 20.88 | 4 | -3 | 7 |
| 12 Mar | 9789.00 | 409.1 | 188.1 | 27.77 | 28 | -5 | 11 |
| 11 Mar | 10177.00 | 221 | -164.35 | 28.05 | 18 | 8 | 8 |
| 10 Mar | 10289.00 | 385.35 | 0 | 3.13 | 0 | 0 | 0 |
| 9 Mar | 10250.00 | 385.35 | 0 | 2.09 | 0 | 0 | 0 |
| 6 Mar | 10560.00 | 385.35 | 0 | 4.84 | 0 | 0 | 0 |
| 5 Mar | 10663.00 | 385.35 | 0 | 5.66 | 0 | 0 | 0 |
| 4 Mar | 10651.00 | 385.35 | 0 | 5.17 | 0 | 0 | 0 |
| 2 Mar | 10695.00 | 385.35 | 0 | 5.78 | 0 | 0 | 0 |
| 27 Feb | 10804.00 | 385.35 | 0 | 6.19 | 0 | 0 | 0 |
| 26 Feb | 10951.00 | 385.35 | 0 | 6.79 | 0 | 0 | 0 |
| 25 Feb | 11166.00 | 385.35 | 0 | 8.25 | 0 | 0 | 0 |
| 24 Feb | 11330.00 | 385.35 | 0 | 9.2 | 0 | 0 | 0 |
| 23 Feb | 11501.00 | 385.35 | 0 | 10.62 | 0 | 0 | 0 |
| 20 Feb | 11188.00 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 11188.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 11413.00 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 11217.00 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 11133.00 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 10881.00 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 11040.00 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 11111.00 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 11081.00 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 11101.00 | - | - | - | 0 | 0 | 0 |
| 6 Feb | 10999.00 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 10891.00 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 10889.00 | - | - | - | 0 | 0 | 0 |
| 3 Feb | 10915.00 | - | - | - | 0 | 0 | 0 |
| 2 Feb | 10661.00 | 0 | 0 | 3.86 | 0 | 0 | 0 |
| 1 Feb | 10521.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10100 expiring on 30MAR2026
Delta for 10100 PE is -
Historical price for 10100 PE is as follows
On 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 658.5, which was 87 higher than the previous day. The implied volatity was 44.93, the open interest changed by 0 which decreased total open position to 8
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 571.5, which was 162.4 higher than the previous day. The implied volatity was 20.88, the open interest changed by -3 which decreased total open position to 7
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 409.1, which was 188.1 higher than the previous day. The implied volatity was 27.77, the open interest changed by -5 which decreased total open position to 11
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 221, which was -164.35 lower than the previous day. The implied volatity was 28.05, the open interest changed by 8 which increased total open position to 8
On 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 3.13, the open interest changed by 0 which decreased total open position to 0
On 9 Mar BAJAJHLDNG was trading at 10250.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 2.09, the open interest changed by 0 which decreased total open position to 0
On 6 Mar BAJAJHLDNG was trading at 10560.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 4.84, the open interest changed by 0 which decreased total open position to 0
On 5 Mar BAJAJHLDNG was trading at 10663.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 5.66, the open interest changed by 0 which decreased total open position to 0
On 4 Mar BAJAJHLDNG was trading at 10651.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 5.17, the open interest changed by 0 which decreased total open position to 0
On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 6.19, the open interest changed by 0 which decreased total open position to 0
On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 6.79, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 9.2, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 385.35, which was 0 lower than the previous day. The implied volatity was 10.62, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BAJAJHLDNG was trading at 11188.00. 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 19 Feb BAJAJHLDNG was trading at 11188.00. 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 18 Feb BAJAJHLDNG was trading at 11413.00. 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 17 Feb BAJAJHLDNG was trading at 11217.00. 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 16 Feb BAJAJHLDNG was trading at 11133.00. 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 13 Feb BAJAJHLDNG was trading at 10881.00. 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 12 Feb BAJAJHLDNG was trading at 11040.00. 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 11 Feb BAJAJHLDNG was trading at 11111.00. 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 10 Feb BAJAJHLDNG was trading at 11081.00. 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 Feb BAJAJHLDNG was trading at 11101.00. 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 Feb BAJAJHLDNG was trading at 10999.00. 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 Feb BAJAJHLDNG was trading at 10891.00. 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 4 Feb BAJAJHLDNG was trading at 10889.00. 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 3 Feb BAJAJHLDNG was trading at 10915.00. 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 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJHLDNG was trading at 10521.00. 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
