BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
13 Mar 2026 04:14 PM IST
| BAJAJHLDNG 30-MAR-2026 10300 CE | ||||||||||||||||
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Delta: 0.15
Vega: 4.88
Theta: -5.17
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 13 Mar | 9506.00 | 53.4 | -52.9 | 33.34 | 46 | -17 | 77 | |||||||||
| 12 Mar | 9789.00 | 106.65 | -131.3 | 32.08 | 116 | 14 | 94 | |||||||||
| 11 Mar | 10177.00 | 207 | -68.25 | 28.45 | 96 | 57 | 79 | |||||||||
| 10 Mar | 10289.00 | 300 | 6.05 | 25.48 | 80 | 16 | 22 | |||||||||
| 9 Mar | 10250.00 | 277.55 | -604.9 | 29 | 11 | 1 | 1 | |||||||||
| 6 Mar | 10560.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 10663.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 10651.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 10695.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Feb | 10804.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Feb | 10951.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Feb | 11166.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Feb | 11330.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 11501.00 | 882.45 | 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 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 10661.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 10521.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 10800.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 29 Jan | 10727.00 | 882.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10300 expiring on 30MAR2026
Delta for 10300 CE is 0.15
Historical price for 10300 CE is as follows
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 53.4, which was -52.9 lower than the previous day. The implied volatity was 33.34, the open interest changed by -17 which decreased total open position to 77
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 106.65, which was -131.3 lower than the previous day. The implied volatity was 32.08, the open interest changed by 14 which increased total open position to 94
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 207, which was -68.25 lower than the previous day. The implied volatity was 28.45, the open interest changed by 57 which increased total open position to 79
On 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 300, which was 6.05 higher than the previous day. The implied volatity was 25.48, the open interest changed by 16 which increased total open position to 22
On 9 Mar BAJAJHLDNG was trading at 10250.00. The strike last trading price was 277.55, which was -604.9 lower than the previous day. The implied volatity was 29, the open interest changed by 1 which increased total open position to 1
On 6 Mar BAJAJHLDNG was trading at 10560.00. The strike last trading price was 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 882.45, 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 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 882.45, 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 882.45, 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 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 882.45, 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 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 882.45, 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 10300 PE | |||||||
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Delta: -0.83
Vega: 5.19
Theta: -3.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 13 Mar | 9506.00 | 811.95 | 235.85 | 35.41 | 18 | -5 | 56 |
| 12 Mar | 9789.00 | 576.1 | 186.1 | 30.66 | 13 | -6 | 62 |
| 11 Mar | 10177.00 | 400 | 143.8 | 36.17 | 40 | -3 | 69 |
| 10 Mar | 10289.00 | 234.7 | -84.6 | 29.48 | 19 | -11 | 73 |
| 9 Mar | 10250.00 | 319.3 | 125.05 | 31.95 | 48 | -14 | 84 |
| 6 Mar | 10560.00 | 194.25 | -25.75 | 31.32 | 8 | 2 | 97 |
| 5 Mar | 10663.00 | 220 | -0.45 | - | 48 | -13 | 0 |
| 4 Mar | 10651.00 | 220 | -0.45 | 34.65 | 48 | -13 | 95 |
| 2 Mar | 10695.00 | 220.45 | 82.3 | 36.52 | 27 | 8 | 109 |
| 27 Feb | 10804.00 | 138.15 | 32.3 | 29.34 | 9 | 4 | 101 |
| 26 Feb | 10951.00 | 108.9 | 10.05 | 28.19 | 101 | 38 | 97 |
| 25 Feb | 11166.00 | 98.5 | -24 | 31.66 | 138 | 56 | 57 |
| 24 Feb | 11330.00 | 122.5 | -343.25 | - | 0 | 0 | 1 |
| 23 Feb | 11501.00 | 122.5 | -343.25 | - | 0 | 0 | 1 |
| 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 | 0 | 0 |
| 2 Feb | 10661.00 | 0 | 0 | 3.02 | 0 | 0 | 0 |
| 1 Feb | 10521.00 | 0 | 0 | 2.85 | 0 | 0 | 0 |
| 30 Jan | 10800.00 | 0 | 0 | 3.76 | 0 | 0 | 0 |
| 29 Jan | 10727.00 | 0 | 0 | 3.32 | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10300 expiring on 30MAR2026
Delta for 10300 PE is -0.83
Historical price for 10300 PE is as follows
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 811.95, which was 235.85 higher than the previous day. The implied volatity was 35.41, the open interest changed by -5 which decreased total open position to 56
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 576.1, which was 186.1 higher than the previous day. The implied volatity was 30.66, the open interest changed by -6 which decreased total open position to 62
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 400, which was 143.8 higher than the previous day. The implied volatity was 36.17, the open interest changed by -3 which decreased total open position to 69
On 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 234.7, which was -84.6 lower than the previous day. The implied volatity was 29.48, the open interest changed by -11 which decreased total open position to 73
On 9 Mar BAJAJHLDNG was trading at 10250.00. The strike last trading price was 319.3, which was 125.05 higher than the previous day. The implied volatity was 31.95, the open interest changed by -14 which decreased total open position to 84
On 6 Mar BAJAJHLDNG was trading at 10560.00. The strike last trading price was 194.25, which was -25.75 lower than the previous day. The implied volatity was 31.32, the open interest changed by 2 which increased total open position to 97
On 5 Mar BAJAJHLDNG was trading at 10663.00. The strike last trading price was 220, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 0
On 4 Mar BAJAJHLDNG was trading at 10651.00. The strike last trading price was 220, which was -0.45 lower than the previous day. The implied volatity was 34.65, the open interest changed by -13 which decreased total open position to 95
On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 220.45, which was 82.3 higher than the previous day. The implied volatity was 36.52, the open interest changed by 8 which increased total open position to 109
On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 138.15, which was 32.3 higher than the previous day. The implied volatity was 29.34, the open interest changed by 4 which increased total open position to 101
On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 108.9, which was 10.05 higher than the previous day. The implied volatity was 28.19, the open interest changed by 38 which increased total open position to 97
On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 98.5, which was -24 lower than the previous day. The implied volatity was 31.66, the open interest changed by 56 which increased total open position to 57
On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 122.5, which was -343.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 122.5, which was -343.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
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 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 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 3.02, 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 2.85, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.76, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.32, the open interest changed by 0 which decreased total open position to 0
