Historical option data for BAJAJHLDNG
05 Jun 2026 12:14 PM IST
| BAJAJHLDNG 30-Jun-2026 (25d) 10400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.47
Vega: 0.11
Theta: -5.59
Gamma: 0.00063
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 10276.00 | 225.2 | 56.8 (33.73%) | 23.39 | 203 | 34 | 70 | |||||||||
| 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 0.47
Historical price for 10400 CE is as follows
On 5 Jun BAJAJHLDNG was trading at 10276.00. The strike last trading price was 225.2, which was 56.8 higher than the previous day. The implied volatity was 23.39, the open interest changed by 34 which increased total open position to 70
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 (25d) 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 0.11
Theta: -5.07
Gamma: 0.00047
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 10276.00 | 456.15 | 456.15 (-13.93%) | 30.09 | 59 | 0 | 55 |
| 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 -0.59
Historical price for 10400 PE is as follows
On 5 Jun BAJAJHLDNG was trading at 10276.00. The strike last trading price was 456.15, which was 456.15 higher than the previous day. The implied volatity was 30.09, the open interest changed by 0 which decreased total open position to 55
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
