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Historical option data for BAJAJHLDNG

25 Jun 2026 04:10 PM IST
BAJAJHLDNG 30-Jun-2026 (4d) 10400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 10599.00 207.15 0 (0.00%) - 19 0 72
24 Jun 10583.00 207.15 0 (0.00%) 32.67 19 0 72
23 Jun 10615.00 207.15 -186.3 (-47.35%) 32.67 19 1 73
22 Jun 10895.00 406.8 135.65 (50.03%) 30.19 8 3 72
19 Jun 10677.00 271.15 0.35 (0.13%) 31.99 7 -3 68
18 Jun 10676.00 275.45 89.85 (48.41%) 29.02 31 -3 81
17 Jun 10500.00 185.6 -3.4 (-1.80%) 17.65 70 11 83
16 Jun 10464.00 187.2 54.2 (40.75%) 17.78 78 9 72
15 Jun 10286.00 139.65 30.65 (28.12%) 22.06 189 -19 64
12 Jun 10161.00 110.15 46.15 (72.11%) 21.34 9 -3 84
11 Jun 9863.00 64 -34 (-34.69%) 24.49 22 8 87
10 Jun 10035.00 107.85 -75.35 (-41.13%) 24.27 41 -16 76
9 Jun 10253.00 179.35 89.05 (98.62%) 22.82 151 9 93
8 Jun 9868.00 90 -98.6 (-52.28%) 26.99 88 -21 54
5 Jun 10199.00 181.35 12.95 (7.69%) 23.5 236 38 74
4 Jun 10127.00 163.1 -74.3 (-31.30%) 23.34 26 18 36
3 Jun 10190.00 237.4 0 (0.00%) 25.42 10 0 18
2 Jun 10240.00 235 -37.2 (-13.67%) 25.42 10 5 18
1 Jun 10270.00 265 -40.1 (-13.14%) 23.54 13 8 11
29 May 10361.00 305.1 -191.85 (-38.61%) 24 1 0 2
27 May 10556.00 496.95 0 (0.00%) 21.17 1 0 2
26 May 10705.00 496.95 -55.1 (-9.98%) 21.17 1 0 2
25 May 10642.00 552.05 0 (0.00%) 32.84 1 0 2
22 May 10483.00 552.05 232.05 (72.52%) 32.84 1 1 2
21 May 10402.00 320 0 (0.00%) - 1 0 1
20 May 10468.00 320 0 (0.00%) - 1 0 1
19 May 10313.00 320 0 (0.00%) - 1 0 1
18 May 10367.00 320 0 (0.00%) - 1 0 1
15 May 10308.00 320 0 (0.00%) - 0 0 1
14 May 10357.00 320 0 (0.00%) 0 0 0 1
13 May 10025.00 320 0 (0.00%) 0 0 0 1
12 May 10097.00 320 108.95 (51.62%) 28.44 1 1 1
11 May 10425.00 0 -211.05 (-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
29 Apr 10305.50 - - - 0 0 0
10 Apr 10035.00 0 0 (0.00%) 0.96 0 0 0
9 Apr 9912.50 0 0 (0.00%) 1.34 0 0 0
8 Apr 9970.00 0 0 (0.00%) 4.86 0 0 0


For Bajaj Holdings & Invs Ltd - strike price 10400 expiring on 30JUN2026

Delta for 10400 CE is -

Historical price for 10400 CE is as follows

On 25 Jun BAJAJHLDNG was trading at 10599.00. The strike last trading price was 207.15, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 72


On 24 Jun BAJAJHLDNG was trading at 10583.00. The strike last trading price was 207.15, which was 0 lower than the previous day. The implied volatity was 32.67, the open interest changed by 0 which decreased total open position to 72


On 23 Jun BAJAJHLDNG was trading at 10615.00. The strike last trading price was 207.15, which was -186.3 lower than the previous day. The implied volatity was 32.67, the open interest changed by 1 which increased total open position to 73


On 22 Jun BAJAJHLDNG was trading at 10895.00. The strike last trading price was 406.8, which was 135.65 higher than the previous day. The implied volatity was 30.19, the open interest changed by 3 which increased total open position to 72


On 19 Jun BAJAJHLDNG was trading at 10677.00. The strike last trading price was 271.15, which was 0.35 higher than the previous day. The implied volatity was 31.99, the open interest changed by -3 which decreased total open position to 68


On 18 Jun BAJAJHLDNG was trading at 10676.00. The strike last trading price was 275.45, which was 89.85 higher than the previous day. The implied volatity was 29.02, the open interest changed by -3 which decreased total open position to 81


On 17 Jun BAJAJHLDNG was trading at 10500.00. The strike last trading price was 185.6, which was -3.4 lower than the previous day. The implied volatity was 17.65, the open interest changed by 11 which increased total open position to 83


On 16 Jun BAJAJHLDNG was trading at 10464.00. The strike last trading price was 187.2, which was 54.2 higher than the previous day. The implied volatity was 17.78, the open interest changed by 9 which increased total open position to 72


On 15 Jun BAJAJHLDNG was trading at 10286.00. The strike last trading price was 139.65, which was 30.65 higher than the previous day. The implied volatity was 22.06, the open interest changed by -19 which decreased total open position to 64


On 12 Jun BAJAJHLDNG was trading at 10161.00. The strike last trading price was 110.15, which was 46.15 higher than the previous day. The implied volatity was 21.34, the open interest changed by -3 which decreased total open position to 84


On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 64, which was -34 lower than the previous day. The implied volatity was 24.49, the open interest changed by 8 which increased total open position to 87


On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 107.85, which was -75.35 lower than the previous day. The implied volatity was 24.27, the open interest changed by -16 which decreased total open position to 76


On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 179.35, which was 89.05 higher than the previous day. The implied volatity was 22.82, the open interest changed by 9 which increased total open position to 93


On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 90, which was -98.6 lower than the previous day. The implied volatity was 26.99, the open interest changed by -21 which decreased total open position to 54


On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 181.35, which was 12.95 higher than the previous day. The implied volatity was 23.5, the open interest changed by 38 which increased total open position to 74


On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 163.1, which was -74.3 lower than the previous day. The implied volatity was 23.34, the open interest changed by 18 which increased total open position to 36


On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 237.4, which was 0 lower than the previous day. The implied volatity was 25.42, the open interest changed by 0 which decreased total open position to 18


On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 235, which was -37.2 lower than the previous day. The implied volatity was 25.42, the open interest changed by 5 which increased total open position to 18


On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 265, which was -40.1 lower than the previous day. The implied volatity was 23.54, the open interest changed by 8 which increased total open position to 11


On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 305.1, which was -191.85 lower than the previous day. The implied volatity was 24, 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 496.95, which was 0 lower than the previous day. The implied volatity was 21.17, 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 496.95, which was -55.1 lower than the previous day. The implied volatity was 21.17, 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 552.05, which was 0 lower than the previous day. The implied volatity was 32.84, 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 552.05, which was 232.05 higher than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 2


On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 320, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 320, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 320, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 320, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 320, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 320, 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 1


On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 320, 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 1


On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 320, which was 108.95 higher than the previous day. The implied volatity was 28.44, the open interest changed by 1 which increased total open position to 1


On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -211.05 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


On 29 Apr BAJAJHLDNG was trading at 10305.50. 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 Apr BAJAJHLDNG was trading at 10035.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0


On 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.34, the open interest changed by 0 which decreased total open position to 0


On 8 Apr BAJAJHLDNG was trading at 9970.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.86, the open interest changed by 0 which decreased total open position to 0


BAJAJHLDNG 30-Jun-2026 (4d) 10400 PE
Delta: -0.29
Vega: 0.04
Theta: -11.94
Gamma: 0.00086
Date Close Ltp Change IV Volume OI Chg OI
25 Jun 10599.00 76 -1.25 (-1.62%) 31.31 34 -4 143
24 Jun 10583.00 77.25 -32.5 (-29.61%) 31.73 11 -5 147
23 Jun 10615.00 118.7 78.7 (196.75%) 35.63 36 -13 156
22 Jun 10895.00 33.95 -48.75 (-58.95%) 30.38 417 31 168
19 Jun 10677.00 82.4 -23.4 (-22.12%) 26.83 81 5 135
18 Jun 10676.00 94.75 -80 (-45.78%) 27.82 59 28 130
17 Jun 10500.00 172.45 -44.5 (-20.51%) 28.88 43 25 101
16 Jun 10464.00 219.95 -101.2 (-31.51%) 31.94 24 6 75
15 Jun 10286.00 333.45 -88.05 (-20.89%) 33.42 8 6 67
12 Jun 10161.00 418.15 -120.75 (-22.41%) 33.04 7 -3 61
11 Jun 9863.00 538.9 538.9 (27.63%) 37.46 5 0 64
10 Jun 10035.00 541.15 117.15 (27.63%) 37.46 5 -1 65
9 Jun 10253.00 423.9 423.9 - 16 0 66
8 Jun 9868.00 423.9 423.9 - 16 0 66
5 Jun 10199.00 434.85 -21.3 (-4.67%) 31.12 16 9 64
4 Jun 10127.00 456.15 -73.85 (-13.93%) 30.09 59 34 55
3 Jun 10190.00 530 83.6 (18.73%) 34.63 1 0 21
2 Jun 10240.00 446.4 20.65 (4.85%) 33.57 2 0 20
1 Jun 10270.00 453.25 61.35 (15.65%) 34.03 23 9 19
29 May 10361.00 394.95 96.75 (32.44%) 32.48 2 0 10
27 May 10556.00 298.2 -159.8 (-34.89%) 31.92 14 9 10
26 May 10705.00 458.2 458.2 - 1 0 1
25 May 10642.00 458.2 458.2 - 1 0 1
22 May 10483.00 458.2 458.2 (-72.71%) 35.22 1 0 1
21 May 10402.00 458.2 -1220.8 (-72.71%) 35.22 1 1 1
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 -1678.75 (-100.00%) - 0 0 0
14 May 10357.00 0 -1678.75 (-100.00%) 0 0 0 0
13 May 10025.00 0 -1678.75 (-100.00%) 0 0 0 0
12 May 10097.00 0 -1678.75 (-100.00%) 0 0 0 0
11 May 10425.00 0 -1678.75 (-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
29 Apr 10305.50 - - - 0 0 0
10 Apr 10035.00 0 0 (0.00%) - 0 0 0
9 Apr 9912.50 0 0 (0.00%) - 0 0 0
8 Apr 9970.00 0 0 (0.00%) - 0 0 0


For Bajaj Holdings & Invs Ltd - strike price 10400 expiring on 30JUN2026

Delta for 10400 PE is -0.29

Historical price for 10400 PE is as follows

On 25 Jun BAJAJHLDNG was trading at 10599.00. The strike last trading price was 76, which was -1.25 lower than the previous day. The implied volatity was 31.31, the open interest changed by -4 which decreased total open position to 143


On 24 Jun BAJAJHLDNG was trading at 10583.00. The strike last trading price was 77.25, which was -32.5 lower than the previous day. The implied volatity was 31.73, the open interest changed by -5 which decreased total open position to 147


On 23 Jun BAJAJHLDNG was trading at 10615.00. The strike last trading price was 118.7, which was 78.7 higher than the previous day. The implied volatity was 35.63, the open interest changed by -13 which decreased total open position to 156


On 22 Jun BAJAJHLDNG was trading at 10895.00. The strike last trading price was 33.95, which was -48.75 lower than the previous day. The implied volatity was 30.38, the open interest changed by 31 which increased total open position to 168


On 19 Jun BAJAJHLDNG was trading at 10677.00. The strike last trading price was 82.4, which was -23.4 lower than the previous day. The implied volatity was 26.83, the open interest changed by 5 which increased total open position to 135


On 18 Jun BAJAJHLDNG was trading at 10676.00. The strike last trading price was 94.75, which was -80 lower than the previous day. The implied volatity was 27.82, the open interest changed by 28 which increased total open position to 130


On 17 Jun BAJAJHLDNG was trading at 10500.00. The strike last trading price was 172.45, which was -44.5 lower than the previous day. The implied volatity was 28.88, the open interest changed by 25 which increased total open position to 101


On 16 Jun BAJAJHLDNG was trading at 10464.00. The strike last trading price was 219.95, which was -101.2 lower than the previous day. The implied volatity was 31.94, the open interest changed by 6 which increased total open position to 75


On 15 Jun BAJAJHLDNG was trading at 10286.00. The strike last trading price was 333.45, which was -88.05 lower than the previous day. The implied volatity was 33.42, the open interest changed by 6 which increased total open position to 67


On 12 Jun BAJAJHLDNG was trading at 10161.00. The strike last trading price was 418.15, which was -120.75 lower than the previous day. The implied volatity was 33.04, the open interest changed by -3 which decreased total open position to 61


On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 538.9, which was 538.9 higher than the previous day. The implied volatity was 37.46, the open interest changed by 0 which decreased total open position to 64


On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 541.15, which was 117.15 higher than the previous day. The implied volatity was 37.46, the open interest changed by -1 which decreased total open position to 65


On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 423.9, which was 423.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 423.9, which was 423.9 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 66


On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 434.85, which was -21.3 lower than the previous day. The implied volatity was 31.12, the open interest changed by 9 which increased total open position to 64


On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 456.15, which was -73.85 lower than the previous day. The implied volatity was 30.09, the open interest changed by 34 which increased total open position to 55


On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 530, which was 83.6 higher than the previous day. The implied volatity was 34.63, the open interest changed by 0 which decreased total open position to 21


On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 446.4, which was 20.65 higher than the previous day. The implied volatity was 33.57, the open interest changed by 0 which decreased total open position to 20


On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 453.25, which was 61.35 higher than the previous day. The implied volatity was 34.03, the open interest changed by 9 which increased total open position to 19


On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 394.95, which was 96.75 higher than the previous day. The implied volatity was 32.48, the open interest changed by 0 which decreased total open position to 10


On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 298.2, which was -159.8 lower than the previous day. The implied volatity was 31.92, the open interest changed by 9 which increased total open position to 10


On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 458.2, which was 458.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 458.2, which was 458.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 458.2, which was 458.2 higher than the previous day. The implied volatity was 35.22, the open interest changed by 0 which decreased total open position to 1


On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 458.2, which was -1220.8 lower than the previous day. The implied volatity was 35.22, the open interest changed by 1 which increased total open position to 1


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 -1678.75 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 -1678.75 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 -1678.75 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 -1678.75 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 -1678.75 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


On 29 Apr BAJAJHLDNG was trading at 10305.50. 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 Apr BAJAJHLDNG was trading at 10035.00. 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 9 Apr BAJAJHLDNG was trading at 9912.50. 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 8 Apr BAJAJHLDNG was trading at 9970.00. 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