BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
28 Apr 2026 04:10 PM IST
| BAJAJHLDNG 26-May-2026 (27d) 10500 CE | ||||||||||||||||
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Delta: 0.43
Vega: 0.11
Theta: -6
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 28 Apr | 10246.50 | 239.4 | -150.6 | 27.06 | 45 | 29 | 31 | |||||||||
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| 27 Apr | 10333.50 | 390 | 0 | - | 0 | 0 | 2 | |||||||||
| 24 Apr | 10259.50 | 390 | 0 | 33.64 | 0 | 0 | 2 | |||||||||
| 23 Apr | 10376.50 | 390 | 301.05 | 33.64 | 2 | 0 | 0 | |||||||||
| 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 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 26MAY2026
Delta for 10500 CE is 0.43
Historical price for 10500 CE is as follows
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 239.4, which was -150.6 lower than the previous day. The implied volatity was 27.06, the open interest changed by 29 which increased total open position to 31
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr BAJAJHLDNG was trading at 10259.50. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 2
On 23 Apr BAJAJHLDNG was trading at 10376.50. The strike last trading price was 390, which was 301.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 0
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
| BAJAJHLDNG 26-May-2026 (27d) 10500 PE | |||||||
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Delta: -0.55
Vega: 0.11
Theta: -5.75
Gamma: 0.00041
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 28 Apr | 10246.50 | 469.45 | 64.44999999999999 | 33.44 | 39 | 26 | 32 |
| 27 Apr | 10333.50 | 405 | -1321.8 | 30.28 | 6 | 5 | 5 |
| 24 Apr | 10259.50 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 10376.50 | 0 | 0 | - | 0 | 0 | 0 |
| 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 |
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 26MAY2026
Delta for 10500 PE is -0.55
Historical price for 10500 PE is as follows
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 469.45, which was 64.44999999999999 higher than the previous day. The implied volatity was 33.44, the open interest changed by 26 which increased total open position to 32
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 405, which was -1321.8 lower than the previous day. The implied volatity was 30.28, the open interest changed by 5 which increased total open position to 5
On 24 Apr BAJAJHLDNG was trading at 10259.50. 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 23 Apr BAJAJHLDNG was trading at 10376.50. 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 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
