Historical option data for BAJAJHLDNG
10 Jun 2026 11:19 AM IST
| BAJAJHLDNG 30-Jun-2026 (20d) 10300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.45
Vega: 0.1
Theta: -6
Gamma: 0.00071
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 10 Jun | 10210.00 | 184.4 | -31.2 (-14.47%) | 23.15 | 23 | 2 | 77 | |||||||||
| 9 Jun | 10253.00 | 200 | -32.25 (-13.89%) | 21.61 | 142 | -4 | 76 | |||||||||
| 8 Jun | 9868.00 | 232.25 | 0 (0.00%) | - | 63 | 0 | 80 | |||||||||
| 5 Jun | 10199.00 | 215.45 | 7.7 (3.71%) | 23.15 | 63 | 38 | 79 | |||||||||
| 4 Jun | 10127.00 | 220 | -453.55 (-67.34%) | 27.6 | 44 | 42 | 42 | |||||||||
| 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 | -673.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 10308.00 | 0 | -673.55 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -673.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -673.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -673.55 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -673.55 (-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 10300 expiring on 30JUN2026
Delta for 10300 CE is 0.45
Historical price for 10300 CE is as follows
On 10 Jun BAJAJHLDNG was trading at 10210.00. The strike last trading price was 184.4, which was -31.2 lower than the previous day. The implied volatity was 23.15, the open interest changed by 2 which increased total open position to 77
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 200, which was -32.25 lower than the previous day. The implied volatity was 21.61, the open interest changed by -4 which decreased total open position to 76
On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 232.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 215.45, which was 7.7 higher than the previous day. The implied volatity was 23.15, the open interest changed by 38 which increased total open position to 79
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 220, which was -453.55 lower than the previous day. The implied volatity was 27.6, the open interest changed by 42 which increased total open position to 42
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 -673.55 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 -673.55 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 -673.55 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 -673.55 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 -673.55 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 -673.55 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 (20d) 10300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.1
Theta: -7.04
Gamma: 0.00049
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 10 Jun | 10210.00 | 359.5 | 18.5 (5.43%) | 33.89 | 25 | -1 | 132 |
| 9 Jun | 10253.00 | 354.85 | -6.7 (-1.85%) | 34.91 | 51 | 18 | 131 |
| 8 Jun | 9868.00 | 361.55 | 361.55 | - | 92 | 0 | 113 |
| 5 Jun | 10199.00 | 376.25 | -43.45 (-10.35%) | 31.23 | 92 | 54 | 112 |
| 4 Jun | 10127.00 | 413.85 | 44.65 (12.09%) | 31.52 | 9 | 2 | 56 |
| 3 Jun | 10190.00 | 369.2 | 12.5 (3.50%) | 30.14 | 38 | 4 | 55 |
| 2 Jun | 10240.00 | 356.7 | -25.8 (-6.75%) | 31.93 | 43 | 21 | 50 |
| 1 Jun | 10270.00 | 397.65 | 100.9 (34.00%) | 33.94 | 26 | 9 | 27 |
| 29 May | 10361.00 | 296.75 | -48.95 (-14.16%) | 31.02 | 9 | 6 | 19 |
| 27 May | 10556.00 | 345.7 | -0.3 (-0.09%) | 41.1 | 1 | 0 | 13 |
| 26 May | 10705.00 | 345.7 | -74.3 (-17.69%) | 41.1 | 1 | 0 | 12 |
| 25 May | 10642.00 | 420 | 0 (0.00%) | - | 0 | 0 | 12 |
| 22 May | 10483.00 | 420 | 0 (0.00%) | - | 0 | 0 | 12 |
| 21 May | 10402.00 | 420 | 0 (0.00%) | - | 0 | 0 | 12 |
| 20 May | 10468.00 | 420 | 0 (0.00%) | 32.28 | 0 | 0 | 12 |
| 19 May | 10313.00 | 420 | -204 (-32.69%) | 32.28 | 12 | 12 | 12 |
| 18 May | 10367.00 | 0 | -624.45 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 10308.00 | 0 | -624.45 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10357.00 | 0 | -624.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -624.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -624.45 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -624.45 (-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 10300 expiring on 30JUN2026
Delta for 10300 PE is -0.51
Historical price for 10300 PE is as follows
On 10 Jun BAJAJHLDNG was trading at 10210.00. The strike last trading price was 359.5, which was 18.5 higher than the previous day. The implied volatity was 33.89, the open interest changed by -1 which decreased total open position to 132
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 354.85, which was -6.7 lower than the previous day. The implied volatity was 34.91, the open interest changed by 18 which increased total open position to 131
On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 361.55, which was 361.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 113
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 376.25, which was -43.45 lower than the previous day. The implied volatity was 31.23, the open interest changed by 54 which increased total open position to 112
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 413.85, which was 44.65 higher than the previous day. The implied volatity was 31.52, the open interest changed by 2 which increased total open position to 56
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 369.2, which was 12.5 higher than the previous day. The implied volatity was 30.14, the open interest changed by 4 which increased total open position to 55
On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 356.7, which was -25.8 lower than the previous day. The implied volatity was 31.93, the open interest changed by 21 which increased total open position to 50
On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 397.65, which was 100.9 higher than the previous day. The implied volatity was 33.94, the open interest changed by 9 which increased total open position to 27
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 296.75, which was -48.95 lower than the previous day. The implied volatity was 31.02, the open interest changed by 6 which increased total open position to 19
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 345.7, which was -0.3 lower than the previous day. The implied volatity was 41.1, the open interest changed by 0 which decreased total open position to 13
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 345.7, which was -74.3 lower than the previous day. The implied volatity was 41.1, the open interest changed by 0 which decreased total open position to 12
On 25 May BAJAJHLDNG was trading at 10642.00. 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 12
On 22 May BAJAJHLDNG was trading at 10483.00. 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 12
On 21 May BAJAJHLDNG was trading at 10402.00. 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 12
On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was 32.28, the open interest changed by 0 which decreased total open position to 12
On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 420, which was -204 lower than the previous day. The implied volatity was 32.28, the open interest changed by 12 which increased total open position to 12
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 0, which was -624.45 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 -624.45 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 -624.45 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 -624.45 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 -624.45 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 -624.45 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
