Historical option data for BAJAJHLDNG
08 Jun 2026 11:07 AM IST
| BAJAJHLDNG 30-Jun-2026 (22d) 10500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.25
Vega: 0.08
Theta: -5.12
Gamma: 0.00048
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 9976.00 | 94 | -62.65 (-39.99%) | 26.78 | 193 | 60 | 305 | |||||||||
| 5 Jun | 10199.00 | 146.5 | 2.85 (1.98%) | 23.63 | 491 | 14 | 245 | |||||||||
| 4 Jun | 10127.00 | 137.95 | -55.95 (-28.86%) | 23.92 | 103 | 7 | 230 | |||||||||
| 3 Jun | 10190.00 | 193.9 | -8.15 (-4.03%) | 26.75 | 107 | 19 | 223 | |||||||||
| 2 Jun | 10240.00 | 208 | -22.15 (-9.62%) | 26.11 | 243 | 97 | 204 | |||||||||
| 1 Jun | 10270.00 | 203.55 | -65.4 (-24.32%) | 25.25 | 75 | 22 | 107 | |||||||||
| 29 May | 10361.00 | 256.05 | -121.45 (-32.17%) | 24.35 | 75 | 34 | 84 | |||||||||
| 27 May | 10556.00 | 365 | -136 (-27.15%) | 26.32 | 32 | 18 | 50 | |||||||||
| 26 May | 10705.00 | 501 | 39.9 (8.65%) | 24.87 | 29 | 17 | 32 | |||||||||
| 25 May | 10642.00 | 442.25 | -1.7 (-0.38%) | 23.76 | 11 | 1 | 15 | |||||||||
| 22 May | 10483.00 | 443.95 | -7.05 (-1.56%) | 28.38 | 1 | 0 | 14 | |||||||||
| 21 May | 10402.00 | 451 | 61.3 (15.73%) | 27.68 | 3 | 2 | 14 | |||||||||
| 20 May | 10468.00 | 395 | -5 (-1.25%) | 27.03 | 12 | 10 | 12 | |||||||||
| 19 May | 10313.00 | 400 | 5 (1.27%) | 31.17 | 2 | 1 | 2 | |||||||||
| 18 May | 10367.00 | 395 | -188.2 (-32.27%) | 29.43 | 1 | 1 | 1 | |||||||||
| 15 May | 10308.00 | 0 | -583.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -583.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -583.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -583.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -583.2 (-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 10500 expiring on 30JUN2026
Delta for 10500 CE is 0.25
Historical price for 10500 CE is as follows
On 8 Jun BAJAJHLDNG was trading at 9976.00. The strike last trading price was 94, which was -62.65 lower than the previous day. The implied volatity was 26.78, the open interest changed by 60 which increased total open position to 305
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 146.5, which was 2.85 higher than the previous day. The implied volatity was 23.63, the open interest changed by 14 which increased total open position to 245
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 137.95, which was -55.95 lower than the previous day. The implied volatity was 23.92, the open interest changed by 7 which increased total open position to 230
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 193.9, which was -8.15 lower than the previous day. The implied volatity was 26.75, the open interest changed by 19 which increased total open position to 223
On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 208, which was -22.15 lower than the previous day. The implied volatity was 26.11, the open interest changed by 97 which increased total open position to 204
On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 203.55, which was -65.4 lower than the previous day. The implied volatity was 25.25, the open interest changed by 22 which increased total open position to 107
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 256.05, which was -121.45 lower than the previous day. The implied volatity was 24.35, the open interest changed by 34 which increased total open position to 84
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 365, which was -136 lower than the previous day. The implied volatity was 26.32, the open interest changed by 18 which increased total open position to 50
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 501, which was 39.9 higher than the previous day. The implied volatity was 24.87, the open interest changed by 17 which increased total open position to 32
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 442.25, which was -1.7 lower than the previous day. The implied volatity was 23.76, the open interest changed by 1 which increased total open position to 15
On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 443.95, which was -7.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 14
On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 451, which was 61.3 higher than the previous day. The implied volatity was 27.68, the open interest changed by 2 which increased total open position to 14
On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 395, which was -5 lower than the previous day. The implied volatity was 27.03, the open interest changed by 10 which increased total open position to 12
On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 400, which was 5 higher than the previous day. The implied volatity was 31.17, the open interest changed by 1 which increased total open position to 2
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 395, which was -188.2 lower than the previous day. The implied volatity was 29.43, the open interest changed by 1 which increased total open position to 1
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 0, which was -583.2 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 -583.2 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 -583.2 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 -583.2 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 -583.2 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 (22d) 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 9976.00 | 570 | 570 | - | 49 | 0 | 101 |
| 5 Jun | 10199.00 | 570 | 570 (0.62%) | 35.96 | 49 | 0 | 101 |
| 4 Jun | 10127.00 | 570 | 3.5 (0.62%) | 35.96 | 49 | 24 | 100 |
| 3 Jun | 10190.00 | 566.5 | 70.9 (14.31%) | 34.26 | 1 | 0 | 76 |
| 2 Jun | 10240.00 | 495.6 | 495.6 (20.09%) | 33.71 | 26 | 0 | 76 |
| 1 Jun | 10270.00 | 513.2 | 85.85 (20.09%) | 33.71 | 26 | 3 | 75 |
| 29 May | 10361.00 | 430 | 68.9 (19.08%) | 30.61 | 44 | -8 | 72 |
| 27 May | 10556.00 | 355 | 25 (7.58%) | 31.47 | 61 | 52 | 79 |
| 26 May | 10705.00 | 330 | -17.1 (-4.93%) | 33.75 | 15 | 8 | 26 |
| 25 May | 10642.00 | 347.1 | -57.9 (-14.30%) | 34.53 | 26 | 11 | 18 |
| 22 May | 10483.00 | 405 | 405 (-18.02%) | 33.15 | 2 | 0 | 7 |
| 21 May | 10402.00 | 405 | -89 (-18.02%) | 33.15 | 2 | 0 | 5 |
| 20 May | 10468.00 | 494 | 494 | - | 0 | 0 | 5 |
| 19 May | 10313.00 | 494 | 494 (0.00%) | - | 0 | 0 | 5 |
| 18 May | 10367.00 | 494 | 0 (0.00%) | - | 0 | 0 | 5 |
| 15 May | 10308.00 | 494 | -238.15 (-32.53%) | 29.32 | 5 | 5 | 5 |
| 14 May | 10357.00 | 0 | -732.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -732.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -732.15 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -732.15 (-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 10500 expiring on 30JUN2026
Delta for 10500 PE is -
Historical price for 10500 PE is as follows
On 8 Jun BAJAJHLDNG was trading at 9976.00. The strike last trading price was 570, which was 570 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 101
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 570, which was 570 higher than the previous day. The implied volatity was 35.96, the open interest changed by 0 which decreased total open position to 101
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 570, which was 3.5 higher than the previous day. The implied volatity was 35.96, the open interest changed by 24 which increased total open position to 100
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 566.5, which was 70.9 higher than the previous day. The implied volatity was 34.26, the open interest changed by 0 which decreased total open position to 76
On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 495.6, which was 495.6 higher than the previous day. The implied volatity was 33.71, the open interest changed by 0 which decreased total open position to 76
On 1 Jun BAJAJHLDNG was trading at 10270.00. The strike last trading price was 513.2, which was 85.85 higher than the previous day. The implied volatity was 33.71, the open interest changed by 3 which increased total open position to 75
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 430, which was 68.9 higher than the previous day. The implied volatity was 30.61, the open interest changed by -8 which decreased total open position to 72
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 355, which was 25 higher than the previous day. The implied volatity was 31.47, the open interest changed by 52 which increased total open position to 79
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 330, which was -17.1 lower than the previous day. The implied volatity was 33.75, the open interest changed by 8 which increased total open position to 26
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 347.1, which was -57.9 lower than the previous day. The implied volatity was 34.53, the open interest changed by 11 which increased total open position to 18
On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 405, which was 405 higher than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 7
On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 405, which was -89 lower than the previous day. The implied volatity was 33.15, the open interest changed by 0 which decreased total open position to 5
On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 494, which was 494 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 494, which was 494 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 494, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 494, which was -238.15 lower than the previous day. The implied volatity was 29.32, the open interest changed by 5 which increased total open position to 5
On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 0, which was -732.15 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 -732.15 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 -732.15 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 -732.15 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
