Historical option data for BAJAJHLDNG
27 May 2026 04:10 PM IST
| BAJAJHLDNG 30-Jun-2026 (33d) 10700 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.13
Theta: -5.16
Gamma: 0.00051
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 27 May | 10556.00 | 284.3 | -96.9 (-25.42%) | 24.01 | 74 | 62 | 72 | |||||||||
| 26 May | 10705.00 | 381.2 | -18.25 (-4.57%) | 25.75 | 14 | 3 | 10 | |||||||||
| 25 May | 10642.00 | 399.45 | -102.75 (-20.46%) | 30.28 | 14 | 4 | 4 | |||||||||
| 22 May | 10483.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 May | 10402.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 May | 10468.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 May | 10313.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 10367.00 | 0 | -502.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 10308.00 | 0 | -502.2 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -502.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -502.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -502.2 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -502.2 (-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 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10700 expiring on 30JUN2026
Delta for 10700 CE is 0.49
Historical price for 10700 CE is as follows
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 284.3, which was -96.9 lower than the previous day. The implied volatity was 24.01, the open interest changed by 62 which increased total open position to 72
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 381.2, which was -18.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 3 which increased total open position to 10
On 25 May BAJAJHLDNG was trading at 10642.00. The strike last trading price was 399.45, which was -102.75 lower than the previous day. The implied volatity was 30.28, the open interest changed by 4 which increased total open position to 4
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 21 May BAJAJHLDNG was trading at 10402.00. 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 May BAJAJHLDNG was trading at 10468.00. 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 19 May BAJAJHLDNG was trading at 10313.00. 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 -502.2 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 -502.2 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 -502.2 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 -502.2 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 -502.2 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 -502.2 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
| BAJAJHLDNG 30-Jun-2026 (33d) 10700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.51
Vega: 0.13
Theta: -5.06
Gamma: 0.00038
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 27 May | 10556.00 | 451 | 88 (24.24%) | 31.99 | 75 | 68 | 70 |
| 26 May | 10705.00 | 362.8 | -237.2 (-39.53%) | 34.72 | 1 | 1 | 2 |
| 25 May | 10642.00 | 600 | 0 (0.00%) | - | 0 | 0 | 1 |
| 22 May | 10483.00 | 600 | 0 (0.00%) | - | 0 | 0 | 1 |
| 21 May | 10402.00 | 600 | 0 (0.00%) | - | 0 | 0 | 1 |
| 20 May | 10468.00 | 600 | 0 (0.00%) | 29.94 | 0 | 0 | 1 |
| 19 May | 10313.00 | 600 | -249 (-29.33%) | 29.94 | 1 | 1 | 1 |
| 18 May | 10367.00 | 0 | -849.1 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 10308.00 | 0 | -849.1 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10357.00 | 0 | -849.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -849.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -849.1 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -849.1 (-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 |
For Bajaj Holdings & Invs Ltd - strike price 10700 expiring on 30JUN2026
Delta for 10700 PE is -0.51
Historical price for 10700 PE is as follows
On 27 May BAJAJHLDNG was trading at 10556.00. The strike last trading price was 451, which was 88 higher than the previous day. The implied volatity was 31.99, the open interest changed by 68 which increased total open position to 70
On 26 May BAJAJHLDNG was trading at 10705.00. The strike last trading price was 362.8, which was -237.2 lower than the previous day. The implied volatity was 34.72, 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 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 22 May BAJAJHLDNG was trading at 10483.00. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 21 May BAJAJHLDNG was trading at 10402.00. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May BAJAJHLDNG was trading at 10468.00. The strike last trading price was 600, which was 0 lower than the previous day. The implied volatity was 29.94, the open interest changed by 0 which decreased total open position to 1
On 19 May BAJAJHLDNG was trading at 10313.00. The strike last trading price was 600, which was -249 lower than the previous day. The implied volatity was 29.94, 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 -849.1 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 -849.1 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 -849.1 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 -849.1 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 -849.1 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 -849.1 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
