BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
30 Apr 2026 04:10 PM IST
| BAJAJHLDNG 26-May-2026 (25d) 10400 CE | ||||||||||||||||
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Delta: 0.47
Vega: 0.11
Theta: -8.27
Gamma: 0.00039
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 30 Apr | 10267.00 | 351.15 | -25.850000000000023 | 36.88 | 12 | 0 | 34 | |||||||||
| 29 Apr | 10305.50 | 377 | 107 | 35.55 | 35 | 4 | 35 | |||||||||
| 28 Apr | 10246.50 | 270 | -84.75 | 25.99 | 20 | 14 | 30 | |||||||||
| 27 Apr | 10333.50 | 350.8 | -14.199999999999989 | 30.67 | 9 | 1 | 15 | |||||||||
| 24 Apr | 10259.50 | 365 | -25 | 30.11 | 13 | 4 | 14 | |||||||||
| 23 Apr | 10376.50 | 390 | 280.55 | 28.19 | 7 | -1 | 10 | |||||||||
| 22 Apr | 10376.00 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 21 Apr | 10329.00 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 20 Apr | 10388.00 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 17 Apr | 10355.50 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 16 Apr | 10205.00 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 15 Apr | 10058.50 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 13 Apr | 9858.00 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 10 Apr | 9997.50 | 109.45 | -56.14999999999999 | - | 0 | 0 | 11 | |||||||||
| 9 Apr | 9912.50 | 109.45 | -1358.3 | - | 0 | 0 | 11 | |||||||||
| 8 Apr | 9970.00 | 109.45 | -1358.3 | - | 0 | 0 | 11 | |||||||||
| 7 Apr | 9237.00 | 109.45 | -1358.3 | 30.47 | 11 | 10 | 10 | |||||||||
| 30 Mar | 8746.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 27 Mar | 9150.00 | 0 | 0 | 4.11 | 0 | 0 | 0 | |||||||||
| 25 Mar | 9554.00 | 0 | 0 | 4.01 | 0 | 0 | 0 | |||||||||
| 24 Mar | 9337.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 9162.00 | 0 | 0 | 4.17 | 0 | 0 | 0 | |||||||||
| 20 Mar | 9512.00 | 0 | 0 | 3.96 | 0 | 0 | 0 | |||||||||
| 19 Mar | 9674.00 | 0 | 0 | 3.23 | 0 | 0 | 0 | |||||||||
| 18 Mar | 9859.00 | 0 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
| 17 Mar | 9663.00 | 0 | 0 | 3.08 | 0 | 0 | 0 | |||||||||
| 16 Mar | 9631.00 | 0 | 0 | 4.03 | 0 | 0 | 0 | |||||||||
| 13 Mar | 9506.00 | 0 | 0 | 3.76 | 0 | 0 | 0 | |||||||||
| 12 Mar | 9789.00 | 0 | 0 | 2.03 | 0 | 0 | 0 | |||||||||
| 11 Mar | 10177.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Mar | 10289.00 | 0 | 0 | 0.1 | 0 | 0 | 0 | |||||||||
| 9 Mar | 10250.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Mar | 10560.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Mar | 10663.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Mar | 10651.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Mar | 10695.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
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| 27 Feb | 10804.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10400 expiring on 26MAY2026
Delta for 10400 CE is 0.47
Historical price for 10400 CE is as follows
On 30 Apr BAJAJHLDNG was trading at 10267.00. The strike last trading price was 351.15, which was -25.850000000000023 lower than the previous day. The implied volatity was 36.88, the open interest changed by 0 which decreased total open position to 34
On 29 Apr BAJAJHLDNG was trading at 10305.50. The strike last trading price was 377, which was 107 higher than the previous day. The implied volatity was 35.55, the open interest changed by 4 which increased total open position to 35
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 270, which was -84.75 lower than the previous day. The implied volatity was 25.99, the open interest changed by 14 which increased total open position to 30
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 350.8, which was -14.199999999999989 lower than the previous day. The implied volatity was 30.67, the open interest changed by 1 which increased total open position to 15
On 24 Apr BAJAJHLDNG was trading at 10259.50. The strike last trading price was 365, which was -25 lower than the previous day. The implied volatity was 30.11, the open interest changed by 4 which increased total open position to 14
On 23 Apr BAJAJHLDNG was trading at 10376.50. The strike last trading price was 390, which was 280.55 higher than the previous day. The implied volatity was 28.19, the open interest changed by -1 which decreased total open position to 10
On 22 Apr BAJAJHLDNG was trading at 10376.00. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 21 Apr BAJAJHLDNG was trading at 10329.00. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 20 Apr BAJAJHLDNG was trading at 10388.00. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 17 Apr BAJAJHLDNG was trading at 10355.50. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 16 Apr BAJAJHLDNG was trading at 10205.00. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 15 Apr BAJAJHLDNG was trading at 10058.50. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 13 Apr BAJAJHLDNG was trading at 9858.00. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 10 Apr BAJAJHLDNG was trading at 9997.50. The strike last trading price was 109.45, which was -56.14999999999999 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 109.45, which was -1358.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 8 Apr BAJAJHLDNG was trading at 9970.00. The strike last trading price was 109.45, which was -1358.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 11
On 7 Apr BAJAJHLDNG was trading at 9237.00. The strike last trading price was 109.45, which was -1358.3 lower than the previous day. The implied volatity was 30.47, the open interest changed by 10 which increased total open position to 10
On 30 Mar BAJAJHLDNG was trading at 8746.00. 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 27 Mar BAJAJHLDNG was trading at 9150.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.11, the open interest changed by 0 which decreased total open position to 0
On 25 Mar BAJAJHLDNG was trading at 9554.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.01, the open interest changed by 0 which decreased total open position to 0
On 24 Mar BAJAJHLDNG was trading at 9337.00. 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 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.17, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.96, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.23, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.08, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 4.03, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJHLDNG was trading at 9506.00. 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 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.03, the open interest changed by 0 which decreased total open position to 0
On 11 Mar BAJAJHLDNG was trading at 10177.00. 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 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, 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 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 Mar BAJAJHLDNG was trading at 10560.00. 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 Mar BAJAJHLDNG was trading at 10663.00. 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 Mar BAJAJHLDNG was trading at 10651.00. 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 Mar BAJAJHLDNG was trading at 10695.00. 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 Feb BAJAJHLDNG was trading at 10804.00. 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 26-May-2026 (25d) 10400 PE | |||||||
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Delta: -0.52
Vega: 0.11
Theta: -6.27
Gamma: 0.00042
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 30 Apr | 10267.00 | 427.65 | 32.25 | 34.55 | 19 | -1 | 41 |
| 29 Apr | 10305.50 | 395.4 | 45.39999999999998 | 32.47 | 47 | 40 | 42 |
| 28 Apr | 10246.50 | 350 | 30 | 29.89 | 1 | 0 | 1 |
| 27 Apr | 10333.50 | 320 | 320 | - | 0 | 0 | 1 |
| 24 Apr | 10259.50 | 320 | 320 | 25.74 | 0 | 0 | 1 |
| 23 Apr | 10376.50 | 320 | -46.5 | 25.74 | 3 | 2 | 2 |
| 22 Apr | 10376.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 10329.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 10388.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 10355.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 10205.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 10058.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 9858.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 9997.50 | 0 | 0 | - | 0 | 0 | 0 |
| 9 Apr | 9912.50 | 366.5 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 9970.00 | 366.5 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 9237.00 | 366.5 | 0 | - | 0 | 0 | 0 |
| 30 Mar | 8746.00 | - | - | - | 0 | 0 | 0 |
| 27 Mar | 9150.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Mar | 9554.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Mar | 9337.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Mar | 9162.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Mar | 9512.00 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Mar | 9674.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Mar | 9859.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Mar | 9663.00 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Mar | 9631.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Mar | 9506.00 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Mar | 9789.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Mar | 10177.00 | 0 | 0 | 0.12 | 0 | 0 | 0 |
| 10 Mar | 10289.00 | 0 | 0 | 0.16 | 0 | 0 | 0 |
| 9 Mar | 10250.00 | 0 | 0 | 0.68 | 0 | 0 | 0 |
| 6 Mar | 10560.00 | 0 | 0 | 1.95 | 0 | 0 | 0 |
| 5 Mar | 10663.00 | 0 | 0 | 2.42 | 0 | 0 | 0 |
| 4 Mar | 10651.00 | 0 | 0 | 2.41 | 0 | 0 | 0 |
| 2 Mar | 10695.00 | 0 | 0 | 2.65 | 0 | 0 | 0 |
| 27 Feb | 10804.00 | 0 | 0 | 3.17 | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10400 expiring on 26MAY2026
Delta for 10400 PE is -0.52
Historical price for 10400 PE is as follows
On 30 Apr BAJAJHLDNG was trading at 10267.00. The strike last trading price was 427.65, which was 32.25 higher than the previous day. The implied volatity was 34.55, the open interest changed by -1 which decreased total open position to 41
On 29 Apr BAJAJHLDNG was trading at 10305.50. The strike last trading price was 395.4, which was 45.39999999999998 higher than the previous day. The implied volatity was 32.47, the open interest changed by 40 which increased total open position to 42
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 350, which was 30 higher than the previous day. The implied volatity was 29.89, the open interest changed by 0 which decreased total open position to 1
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 320, which was 320 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 24 Apr BAJAJHLDNG was trading at 10259.50. The strike last trading price was 320, which was 320 higher than the previous day. The implied volatity was 25.74, the open interest changed by 0 which decreased total open position to 1
On 23 Apr BAJAJHLDNG was trading at 10376.50. The strike last trading price was 320, which was -46.5 lower than the previous day. The implied volatity was 25.74, the open interest changed by 2 which increased total open position to 2
On 22 Apr 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 21 Apr BAJAJHLDNG was trading at 10329.00. 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 Apr BAJAJHLDNG was trading at 10388.00. 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 17 Apr BAJAJHLDNG was trading at 10355.50. 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 16 Apr BAJAJHLDNG was trading at 10205.00. 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 Apr BAJAJHLDNG was trading at 10058.50. 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 13 Apr BAJAJHLDNG was trading at 9858.00. 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 10 Apr BAJAJHLDNG was trading at 9997.50. 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 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 366.5, 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 366.5, 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 Apr BAJAJHLDNG was trading at 9237.00. The strike last trading price was 366.5, 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 Mar BAJAJHLDNG was trading at 8746.00. 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 27 Mar BAJAJHLDNG was trading at 9150.00. 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 Mar BAJAJHLDNG was trading at 9554.00. 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 24 Mar BAJAJHLDNG was trading at 9337.00. 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 23 Mar BAJAJHLDNG was trading at 9162.00. 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 Mar BAJAJHLDNG was trading at 9512.00. 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 Mar BAJAJHLDNG was trading at 9674.00. 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 Mar BAJAJHLDNG was trading at 9859.00. 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 17 Mar BAJAJHLDNG was trading at 9663.00. 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 16 Mar BAJAJHLDNG was trading at 9631.00. 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 13 Mar BAJAJHLDNG was trading at 9506.00. 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 12 Mar BAJAJHLDNG was trading at 9789.00. 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 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.12, 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 0, which was 0 lower than the previous day. The implied volatity was 0.16, 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 0, which was 0 lower than the previous day. The implied volatity was 0.68, 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 0, which was 0 lower than the previous day. The implied volatity was 1.95, 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 0, which was 0 lower than the previous day. The implied volatity was 2.42, 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 0, which was 0 lower than the previous day. The implied volatity was 2.41, 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 0, which was 0 lower than the previous day. The implied volatity was 2.65, 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 0, which was 0 lower than the previous day. The implied volatity was 3.17, the open interest changed by 0 which decreased total open position to 0
