Historical option data for BAJAJHLDNG
22 Jun 2026 01:19 PM IST
| BAJAJHLDNG 28-Jul-2026 (36d) 10500 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.12
Theta: -4.42
Gamma: 0.00047
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 10726.00 | 475 | 50 (11.76%) | 22.65 | 1 | 0 | 3 | |||||||||
| 19 Jun | 10677.00 | 425.3 | 40.3 (10.47%) | 16.64 | 2 | 1 | 3 | |||||||||
| 18 Jun | 10676.00 | 385 | 0 (0.00%) | 23.9 | 2 | 0 | 2 | |||||||||
| 17 Jun | 10500.00 | 385 | 35 (10.00%) | 23.9 | 2 | 1 | 2 | |||||||||
| 16 Jun | 10464.00 | 350 | -471 (-57.37%) | 23.93 | 1 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 28JUL2026
Delta for 10500 CE is 0.67
Historical price for 10500 CE is as follows
On 22 Jun BAJAJHLDNG was trading at 10726.00. The strike last trading price was 475, which was 50 higher than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 3
On 19 Jun BAJAJHLDNG was trading at 10677.00. The strike last trading price was 425.3, which was 40.3 higher than the previous day. The implied volatity was 16.64, the open interest changed by 1 which increased total open position to 3
On 18 Jun BAJAJHLDNG was trading at 10676.00. The strike last trading price was 385, which was 0 lower than the previous day. The implied volatity was 23.9, the open interest changed by 0 which decreased total open position to 2
On 17 Jun BAJAJHLDNG was trading at 10500.00. The strike last trading price was 385, which was 35 higher than the previous day. The implied volatity was 23.9, the open interest changed by 1 which increased total open position to 2
On 16 Jun BAJAJHLDNG was trading at 10464.00. The strike last trading price was 350, which was -471 lower than the previous day. The implied volatity was 23.93, the open interest changed by 0 which decreased total open position to 0
| BAJAJHLDNG 28-Jul-2026 (36d) 10500 PE | |||||||
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Delta: -0.36
Vega: 0.13
Theta: -4.31
Gamma: 0.00036
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 10726.00 | 269.45 | -15.55 (-5.46%) | 30.26 | 1 | 0 | 5 |
| 19 Jun | 10677.00 | 285 | -54.9 (-16.15%) | 29.06 | 1 | 0 | 5 |
| 18 Jun | 10676.00 | 279.75 | -126.25 (-31.10%) | 28.53 | 2 | 1 | 5 |
| 17 Jun | 10500.00 | 406 | 406 (-20.20%) | 29.35 | 4 | 0 | 4 |
| 16 Jun | 10464.00 | 406 | -102.8 (-20.20%) | 29.35 | 4 | 3 | 3 |
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 28JUL2026
Delta for 10500 PE is -0.36
Historical price for 10500 PE is as follows
On 22 Jun BAJAJHLDNG was trading at 10726.00. The strike last trading price was 269.45, which was -15.55 lower than the previous day. The implied volatity was 30.26, the open interest changed by 0 which decreased total open position to 5
On 19 Jun BAJAJHLDNG was trading at 10677.00. The strike last trading price was 285, which was -54.9 lower than the previous day. The implied volatity was 29.06, the open interest changed by 0 which decreased total open position to 5
On 18 Jun BAJAJHLDNG was trading at 10676.00. The strike last trading price was 279.75, which was -126.25 lower than the previous day. The implied volatity was 28.53, the open interest changed by 1 which increased total open position to 5
On 17 Jun BAJAJHLDNG was trading at 10500.00. The strike last trading price was 406, which was 406 higher than the previous day. The implied volatity was 29.35, the open interest changed by 0 which decreased total open position to 4
On 16 Jun BAJAJHLDNG was trading at 10464.00. The strike last trading price was 406, which was -102.8 lower than the previous day. The implied volatity was 29.35, the open interest changed by 3 which increased total open position to 3
