Historical option data for BAJAJHLDNG
29 May 2026 04:10 PM IST
| BAJAJHLDNG 30-Jun-2026 (31d) 10600 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.42
Vega: 0.12
Theta: -5.41
Gamma: 0.00049
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 May | 10361.00 | 230 | -99.1 (-30.11%) | 25.86 | 33 | 7 | 49 | |||||||||
| 27 May | 10556.00 | 330 | -120 (-26.67%) | 24.95 | 59 | 30 | 42 | |||||||||
| 26 May | 10705.00 | 450 | 40.35 (9.85%) | 24.83 | 4 | -3 | 12 | |||||||||
| 25 May | 10642.00 | 408 | 82.05 (25.17%) | 27.2 | 18 | 12 | 14 | |||||||||
| 22 May | 10483.00 | 344.05 | 166.15 (93.40%) | 26.32 | 3 | 1 | 1 | |||||||||
| 18 May | 10367.00 | 0 | -177.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 10308.00 | 0 | -177.9 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -177.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -177.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -177.9 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -177.9 (-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%) | 1.96 | 0 | 0 | 0 | |||||||||
| 9 Apr | 9912.50 | 0 | 0 (0.00%) | 2.32 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9970.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10600 expiring on 30JUN2026
Delta for 10600 CE is 0.42
Historical price for 10600 CE is as follows
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 230, which was -99.1 lower than the previous day. The implied volatity was 25.86, the open interest changed by 7 which increased total open position to 49
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 330, which was -120 lower than the previous day. The implied volatity was 24.95, the open interest changed by 30 which increased total open position to 42
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 450, which was 40.35 higher than the previous day. The implied volatity was 24.83, the open interest changed by -3 which decreased total open position to 12
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 408, which was 82.05 higher than the previous day. The implied volatity was 27.2, the open interest changed by 12 which increased total open position to 14
On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 344.05, which was 166.15 higher than the previous day. The implied volatity was 26.32, the open interest changed by 1 which increased total open position to 1
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 0, which was -177.9 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 -177.9 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 -177.9 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 -177.9 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 -177.9 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 -177.9 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 1.96, 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 2.32, 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
| BAJAJHLDNG 30-Jun-2026 (31d) 10600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.58
Vega: 0.12
Theta: -4.77
Gamma: 0.00041
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 May | 10361.00 | 523.85 | 117 (28.76%) | 31.13 | 25 | 5 | 42 |
| 27 May | 10556.00 | 398.1 | 105.1 (35.87%) | 31.85 | 35 | 33 | 35 |
| 26 May | 10705.00 | 292.9 | -107.1 (-26.78%) | 33.47 | 1 | 1 | 2 |
| 25 May | 10642.00 | 400 | -1442 (-78.28%) | 33.23 | 1 | 1 | 1 |
| 22 May | 10483.00 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 10367.00 | 0 | -1842.05 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 10308.00 | 0 | -1842.05 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10357.00 | 0 | -1842.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -1842.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -1842.05 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -1842.05 (-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 | 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 10600 expiring on 30JUN2026
Delta for 10600 PE is -0.58
Historical price for 10600 PE is as follows
On 29 May BAJAJHLDNG was trading at 10361.00. The strike last trading price was 523.85, which was 117 higher than the previous day. The implied volatity was 31.13, the open interest changed by 5 which increased total open position to 42
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 398.1, which was 105.1 higher than the previous day. The implied volatity was 31.85, the open interest changed by 33 which increased total open position to 35
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 292.9, which was -107.1 lower than the previous day. The implied volatity was 33.47, the open interest changed by 1 which increased total open position to 2
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 400, which was -1442 lower than the previous day. The implied volatity was 33.23, the open interest changed by 1 which increased total open position to 1
On 22 May BAJAJHLDNG was trading at 10483.00. 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 -1842.05 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 -1842.05 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 -1842.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 0, which was -1842.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 0, which was -1842.05 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -1842.05 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 -, 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
