BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
11 Mar 2026 04:14 PM IST
| BAJAJHLDNG 30-MAR-2026 10500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.34
Vega: 8.44
Theta: -7.62
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Mar | 10177.00 | 151 | -38.4 | 30.26 | 176 | 50 | 283 | |||||||||
| 10 Mar | 10289.00 | 207 | 12.55 | 25.96 | 200 | 11 | 233 | |||||||||
| 9 Mar | 10250.00 | 182.1 | -162.65 | 27.83 | 354 | 183 | 221 | |||||||||
| 6 Mar | 10560.00 | 344.75 | -94.95 | 25.61 | 18 | 0 | 38 | |||||||||
| 5 Mar | 10663.00 | 430.35 | -39.3 | 26.75 | 11 | 1 | 38 | |||||||||
| 4 Mar | 10651.00 | 461.5 | 41.5 | 31.88 | 15 | -9 | 38 | |||||||||
| 2 Mar | 10695.00 | 420 | -123.75 | 20.95 | 42 | 26 | 47 | |||||||||
| 27 Feb | 10804.00 | 560 | -115 | 26.63 | 25 | 14 | 20 | |||||||||
| 26 Feb | 10951.00 | 680 | -220 | 30.63 | 7 | 3 | 5 | |||||||||
| 25 Feb | 11166.00 | 900 | 125.5 | 33.94 | 2 | 0 | 0 | |||||||||
| 24 Feb | 11330.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Feb | 11501.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Feb | 11188.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 19 Feb | 11188.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 18 Feb | 11413.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Feb | 11217.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Feb | 11133.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Feb | 10881.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 12 Feb | 11040.00 | - | - | - | 0 | 0 | 0 | |||||||||
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| 11 Feb | 11111.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Feb | 11081.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 9 Feb | 11101.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Feb | 10999.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 5 Feb | 10891.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 4 Feb | 10889.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Feb | 10915.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Feb | 10661.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Feb | 10521.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Jan | 10800.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Jan | 10727.00 | 774.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 30MAR2026
Delta for 10500 CE is 0.34
Historical price for 10500 CE is as follows
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 151, which was -38.4 lower than the previous day. The implied volatity was 30.26, the open interest changed by 50 which increased total open position to 283
On 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 207, which was 12.55 higher than the previous day. The implied volatity was 25.96, the open interest changed by 11 which increased total open position to 233
On 9 Mar BAJAJHLDNG was trading at 10250.00. The strike last trading price was 182.1, which was -162.65 lower than the previous day. The implied volatity was 27.83, the open interest changed by 183 which increased total open position to 221
On 6 Mar BAJAJHLDNG was trading at 10560.00. The strike last trading price was 344.75, which was -94.95 lower than the previous day. The implied volatity was 25.61, the open interest changed by 0 which decreased total open position to 38
On 5 Mar BAJAJHLDNG was trading at 10663.00. The strike last trading price was 430.35, which was -39.3 lower than the previous day. The implied volatity was 26.75, the open interest changed by 1 which increased total open position to 38
On 4 Mar BAJAJHLDNG was trading at 10651.00. The strike last trading price was 461.5, which was 41.5 higher than the previous day. The implied volatity was 31.88, the open interest changed by -9 which decreased total open position to 38
On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 420, which was -123.75 lower than the previous day. The implied volatity was 20.95, the open interest changed by 26 which increased total open position to 47
On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 560, which was -115 lower than the previous day. The implied volatity was 26.63, the open interest changed by 14 which increased total open position to 20
On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 680, which was -220 lower than the previous day. The implied volatity was 30.63, the open interest changed by 3 which increased total open position to 5
On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 900, which was 125.5 higher than the previous day. The implied volatity was 33.94, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 774.5, 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 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 774.5, 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 20 Feb BAJAJHLDNG was trading at 11188.00. 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 19 Feb BAJAJHLDNG was trading at 11188.00. 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 18 Feb BAJAJHLDNG was trading at 11413.00. 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 17 Feb BAJAJHLDNG was trading at 11217.00. 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 16 Feb BAJAJHLDNG was trading at 11133.00. 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 13 Feb BAJAJHLDNG was trading at 10881.00. 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 12 Feb BAJAJHLDNG was trading at 11040.00. 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 11 Feb BAJAJHLDNG was trading at 11111.00. 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 10 Feb BAJAJHLDNG was trading at 11081.00. 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 9 Feb BAJAJHLDNG was trading at 11101.00. 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 6 Feb BAJAJHLDNG was trading at 10999.00. 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 5 Feb BAJAJHLDNG was trading at 10891.00. 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 4 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 774.5, 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 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 774.5, 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 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 774.5, 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 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 774.5, 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 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 774.5, 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 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 774.5, 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
| BAJAJHLDNG 30MAR2026 10500 PE | |||||||
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Delta: -0.65
Vega: 8.56
Theta: -5.39
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Mar | 10177.00 | 491.85 | 0 | 32.54 | 8 | -1 | 63 |
| 10 Mar | 10289.00 | 491.85 | 70.1 | 45.6 | 16 | -3 | 64 |
| 9 Mar | 10250.00 | 451 | 185 | 33.84 | 40 | -9 | 68 |
| 6 Mar | 10560.00 | 245 | 9.2 | 28.46 | 55 | 5 | 77 |
| 5 Mar | 10663.00 | 248.8 | -31.1 | 32.36 | 28 | 3 | 73 |
| 4 Mar | 10651.00 | 279.9 | 46.75 | 32.88 | 82 | -28 | 70 |
| 2 Mar | 10695.00 | 230 | 33.35 | 30.71 | 128 | 20 | 98 |
| 27 Feb | 10804.00 | 195 | 38 | 28.95 | 123 | 13 | 78 |
| 26 Feb | 10951.00 | 155 | 33.2 | 27.57 | 75 | 36 | 65 |
| 25 Feb | 11166.00 | 125 | -13 | 29.9 | 51 | 27 | 28 |
| 24 Feb | 11330.00 | 138 | -417.7 | 34.54 | 1 | 0 | 0 |
| 23 Feb | 11501.00 | 555.7 | 0 | 7.57 | 0 | 0 | 0 |
| 20 Feb | 11188.00 | - | - | - | 0 | 0 | 0 |
| 19 Feb | 11188.00 | - | - | - | 0 | 0 | 0 |
| 18 Feb | 11413.00 | - | - | - | 0 | 0 | 0 |
| 17 Feb | 11217.00 | - | - | - | 0 | 0 | 0 |
| 16 Feb | 11133.00 | - | - | - | 0 | 0 | 0 |
| 13 Feb | 10881.00 | - | - | - | 0 | 0 | 0 |
| 12 Feb | 11040.00 | - | - | - | 0 | 0 | 0 |
| 11 Feb | 11111.00 | - | - | - | 0 | 0 | 0 |
| 10 Feb | 11081.00 | - | - | - | 0 | 0 | 0 |
| 9 Feb | 11101.00 | - | - | - | 0 | 0 | 0 |
| 6 Feb | 10999.00 | - | - | - | 0 | 0 | 0 |
| 5 Feb | 10891.00 | - | - | - | 0 | 0 | 0 |
| 4 Feb | 10889.00 | 555.7 | 0 | 3.42 | 0 | 0 | 0 |
| 3 Feb | 10915.00 | 555.7 | 0 | 3.45 | 0 | 0 | 0 |
| 2 Feb | 10661.00 | 0 | 0 | 1.82 | 0 | 0 | 0 |
| 1 Feb | 10521.00 | 0 | 0 | 1.66 | 0 | 0 | 0 |
| 30 Jan | 10800.00 | 0 | 0 | 2.62 | 0 | 0 | 0 |
| 29 Jan | 10727.00 | 0 | 0 | 2.18 | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 30MAR2026
Delta for 10500 PE is -0.65
Historical price for 10500 PE is as follows
On 11 Mar BAJAJHLDNG was trading at 10177.00. The strike last trading price was 491.85, which was 0 lower than the previous day. The implied volatity was 32.54, the open interest changed by -1 which decreased total open position to 63
On 10 Mar BAJAJHLDNG was trading at 10289.00. The strike last trading price was 491.85, which was 70.1 higher than the previous day. The implied volatity was 45.6, the open interest changed by -3 which decreased total open position to 64
On 9 Mar BAJAJHLDNG was trading at 10250.00. The strike last trading price was 451, which was 185 higher than the previous day. The implied volatity was 33.84, the open interest changed by -9 which decreased total open position to 68
On 6 Mar BAJAJHLDNG was trading at 10560.00. The strike last trading price was 245, which was 9.2 higher than the previous day. The implied volatity was 28.46, the open interest changed by 5 which increased total open position to 77
On 5 Mar BAJAJHLDNG was trading at 10663.00. The strike last trading price was 248.8, which was -31.1 lower than the previous day. The implied volatity was 32.36, the open interest changed by 3 which increased total open position to 73
On 4 Mar BAJAJHLDNG was trading at 10651.00. The strike last trading price was 279.9, which was 46.75 higher than the previous day. The implied volatity was 32.88, the open interest changed by -28 which decreased total open position to 70
On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 230, which was 33.35 higher than the previous day. The implied volatity was 30.71, the open interest changed by 20 which increased total open position to 98
On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 195, which was 38 higher than the previous day. The implied volatity was 28.95, the open interest changed by 13 which increased total open position to 78
On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 155, which was 33.2 higher than the previous day. The implied volatity was 27.57, the open interest changed by 36 which increased total open position to 65
On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 125, which was -13 lower than the previous day. The implied volatity was 29.9, the open interest changed by 27 which increased total open position to 28
On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 138, which was -417.7 lower than the previous day. The implied volatity was 34.54, the open interest changed by 0 which decreased total open position to 0
On 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 555.7, which was 0 lower than the previous day. The implied volatity was 7.57, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BAJAJHLDNG was trading at 11188.00. 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 19 Feb BAJAJHLDNG was trading at 11188.00. 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 18 Feb BAJAJHLDNG was trading at 11413.00. 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 17 Feb BAJAJHLDNG was trading at 11217.00. 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 16 Feb BAJAJHLDNG was trading at 11133.00. 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 13 Feb BAJAJHLDNG was trading at 10881.00. 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 12 Feb BAJAJHLDNG was trading at 11040.00. 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 11 Feb BAJAJHLDNG was trading at 11111.00. 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 10 Feb BAJAJHLDNG was trading at 11081.00. 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 9 Feb BAJAJHLDNG was trading at 11101.00. 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 6 Feb BAJAJHLDNG was trading at 10999.00. 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 5 Feb BAJAJHLDNG was trading at 10891.00. 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 4 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 555.7, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 555.7, which was 0 lower than the previous day. The implied volatity was 3.45, the open interest changed by 0 which decreased total open position to 0
On 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.82, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0
On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.62, the open interest changed by 0 which decreased total open position to 0
On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
