BAJAJHLDNG

Bajaj Holdings & Invs Ltd

10727 +23.00 (0.21%)

L: 10641 H: 10775

Back to Option Chain

Historical option data for BAJAJHLDNG
29 Jan 2026 04:14 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJAJHLDNG 24-FEB-2026 10700 CE
Delta: 0.57 Vega: 11.27 Theta: -8.13 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	10727.00	403.1 ₹ 20,155	22.05 1102.50	30.33	32 1,600	6 300	14 700
28 Jan	10704.00	385.85 ₹ 19,292.5	-485.6 -24280.00	30.07	15 750	7 350	7 350
27 Jan	10609.00	871.45 ₹ 43,572.5	0 0.00	0.09	0 0	0 0	0 0
23 Jan	10668.00	871.45 ₹ 43,572.5	0 0.00	0.03	0 0	0 0	0 0
22 Jan	10735.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
21 Jan	10613.00	871.45 ₹ 43,572.5	0 0.00	0.12	0 0	0 0	0 0
20 Jan	10560.00	871.45 ₹ 43,572.5	0 0.00	0.39	0 0	0 0	0 0
19 Jan	10648.00	871.45 ₹ 43,572.5	0 0.00	0.08	0 0	0 0	0 0
16 Jan	10682.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
14 Jan	10741.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0

13 Jan	10729.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
12 Jan	10745.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
9 Jan	11043.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
8 Jan	11209.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
7 Jan	11198.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
6 Jan	11202.00	871.45 ₹ 43,572.5	- NaN	-	0 0	0 0	0 0
5 Jan	11272.00	871.45 ₹ 43,572.5	0 0.00	-	0 0	0 0	0 0
2 Jan	11181.00	871.45 ₹ 43,572.5	- NaN	-	0 0	0 0	0 0
1 Jan	11342.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	11328.00	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Bajaj Holdings & Invs Ltd - strike price 10700 expiring on 24FEB2026

Delta for 10700 CE is 0.57

Historical price for 10700 CE is as follows

On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 403.1, which was 22.05 higher than the previous day. The implied volatity was 30.33, the open interest changed by 6 which increased total open position to 14

On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 385.85, which was -485.6 lower than the previous day. The implied volatity was 30.07, the open interest changed by 7 which increased total open position to 7

On 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 871.45, which was 0 lower than the previous day. The implied volatity was 0.09, the open interest changed by 0 which decreased total open position to 0

On 23 Jan BAJAJHLDNG was trading at 10668.00. The strike last trading price was 871.45, which was 0 lower than the previous day. The implied volatity was 0.03, the open interest changed by 0 which decreased total open position to 0

On 22 Jan BAJAJHLDNG was trading at 10735.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 10613.00. The strike last trading price was 871.45, which was 0 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0

On 20 Jan BAJAJHLDNG was trading at 10560.00. The strike last trading price was 871.45, which was 0 lower than the previous day. The implied volatity was 0.39, the open interest changed by 0 which decreased total open position to 0

On 19 Jan BAJAJHLDNG was trading at 10648.00. The strike last trading price was 871.45, which was 0 lower than the previous day. The implied volatity was 0.08, the open interest changed by 0 which decreased total open position to 0

On 16 Jan BAJAJHLDNG was trading at 10682.00. The strike last trading price was 871.45, 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 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 871.45, 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 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 11198.00. 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 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 871.45, 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 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 871.45, 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 1 Jan BAJAJHLDNG was trading at 11342.00. 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 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

BAJAJHLDNG 24FEB2026 10700 PE
Delta: -0.44 Vega: 11.29 Theta: -6.45 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
29 Jan	10727.00	357 ₹ 17,850	2.95 147.50	36.08	69 3,450	-11 -550	41 2,050
28 Jan	10704.00	351 ₹ 17,550	-99 -4950.00	33.46	56 2,800	38 1,900	51 2,550
27 Jan	10609.00	450 ₹ 22,500	54.15 2707.50	38.04	2 100	0 0	12 600
23 Jan	10668.00	395.85 ₹ 19,792.5	33.85 1692.50	35.45	9 450	1 50	9 450
22 Jan	10735.00	351.65 ₹ 17,582.5	-48.35 -2417.50	33.5	10 500	1 50	4 200
21 Jan	10613.00	400 ₹ 20,000	10 500.00	-	0 0	0 0	3 150
20 Jan	10560.00	400 ₹ 20,000	10 500.00	30.64	1 50	0 0	2 100
19 Jan	10648.00	390 ₹ 19,500	-21.95 -1097.50	-	0 0	0 0	2 100
16 Jan	10682.00	390 ₹ 19,500	-21.95 -1097.50	-	0 0	0 0	2 100
14 Jan	10741.00	390 ₹ 19,500	-21.95 -1097.50	32.97	1 50	0 0	1 50
13 Jan	10729.00	411.95 ₹ 20,597.5	-78.65 -3932.50	35.63	1 50	0 0	0 0
12 Jan	10745.00	490.6 ₹ 24,530	0 0.00	1.05	0 0	0 0	0 0
9 Jan	11043.00	490.6 ₹ 24,530	0 0.00	3.18	0 0	0 0	0 0
8 Jan	11209.00	490.6 ₹ 24,530	0 0.00	3.86	0 0	0 0	0 0
7 Jan	11198.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
6 Jan	11202.00	490.6 ₹ 24,530	- NaN	-	0 0	0 0	0 0
5 Jan	11272.00	490.6 ₹ 24,530	0 0.00	4.32	0 0	0 0	0 0
2 Jan	11181.00	0 ₹ 0	- NaN	-	0 0	0 0	0 0
1 Jan	11342.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
31 Dec	11328.00	0 ₹ 0	- NaN	-	0 0	0 0	0 0

For Bajaj Holdings & Invs Ltd - strike price 10700 expiring on 24FEB2026

Delta for 10700 PE is -0.44

Historical price for 10700 PE is as follows

On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 357, which was 2.95 higher than the previous day. The implied volatity was 36.08, the open interest changed by -11 which decreased total open position to 41

On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 351, which was -99 lower than the previous day. The implied volatity was 33.46, the open interest changed by 38 which increased total open position to 51

On 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 450, which was 54.15 higher than the previous day. The implied volatity was 38.04, the open interest changed by 0 which decreased total open position to 12

On 23 Jan BAJAJHLDNG was trading at 10668.00. The strike last trading price was 395.85, which was 33.85 higher than the previous day. The implied volatity was 35.45, the open interest changed by 1 which increased total open position to 9

On 22 Jan BAJAJHLDNG was trading at 10735.00. The strike last trading price was 351.65, which was -48.35 lower than the previous day. The implied volatity was 33.5, the open interest changed by 1 which increased total open position to 4

On 21 Jan BAJAJHLDNG was trading at 10613.00. The strike last trading price was 400, which was 10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 20 Jan BAJAJHLDNG was trading at 10560.00. The strike last trading price was 400, which was 10 higher than the previous day. The implied volatity was 30.64, the open interest changed by 0 which decreased total open position to 2

On 19 Jan BAJAJHLDNG was trading at 10648.00. The strike last trading price was 390, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 16 Jan BAJAJHLDNG was trading at 10682.00. The strike last trading price was 390, which was -21.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 390, which was -21.95 lower than the previous day. The implied volatity was 32.97, the open interest changed by 0 which decreased total open position to 1

On 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 411.95, which was -78.65 lower than the previous day. The implied volatity was 35.63, the open interest changed by 0 which decreased total open position to 0

On 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 490.6, which was 0 lower than the previous day. The implied volatity was 1.05, the open interest changed by 0 which decreased total open position to 0

On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 490.6, which was 0 lower than the previous day. The implied volatity was 3.18, the open interest changed by 0 which decreased total open position to 0

On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 490.6, which was 0 lower than the previous day. The implied volatity was 3.86, the open interest changed by 0 which decreased total open position to 0

On 6 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 490.6, 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 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 490.6, which was 0 lower than the previous day. The implied volatity was 4.32, the open interest changed by 0 which decreased total open position to 0

On 2 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 0, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

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