BAJAJHLDNG

Bajaj Holdings & Invs Ltd

10800 +73.00 (0.68%)

L: 10640 H: 10860

Back to Option Chain

Historical option data for BAJAJHLDNG
30 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 10900 CE
Delta: 0.5 Vega: 11.26 Theta: -8.58 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	10800.00	342.05 ₹ 17,102.5	-423.15 -21157.50	31.92	23 1,150	15 750	15 750
29 Jan	10727.00	765.2 ₹ 38,260	0 0.00	0.82	0 0	0 0	0 0
28 Jan	10704.00	765.2 ₹ 38,260	0 0.00	0.91	0 0	0 0	0 0
27 Jan	10609.00	765.2 ₹ 38,260	0 0.00	1.74	0 0	0 0	0 0
23 Jan	10668.00	765.2 ₹ 38,260	0 0.00	0.79	0 0	0 0	0 0
22 Jan	10735.00	765.2 ₹ 38,260	0 0.00	0.28	0 0	0 0	0 0
21 Jan	10613.00	765.2 ₹ 38,260	0 0.00	1.41	0 0	0 0	0 0
20 Jan	10560.00	765.2 ₹ 38,260	0 0.00	1.93	0 0	0 0	0 0
19 Jan	10648.00	765.2 ₹ 38,260	0 0.00	1.26	0 0	0 0	0 0
16 Jan	10682.00	765.2 ₹ 38,260	0 0.00	0.73	0 0	0 0	0 0
14 Jan	10741.00	765.2 ₹ 38,260	0 0.00	0.23	0 0	0 0	0 0
13 Jan	10729.00	765.2 ₹ 38,260	0 0.00	0.42	0 0	0 0	0 0
12 Jan	10745.00	765.2 ₹ 38,260	0 0.00	0.37	0 0	0 0	0 0
9 Jan	11043.00	765.2 ₹ 38,260	0 0.00	-	0 0	0 0	0 0

8 Jan	11209.00	765.2 ₹ 38,260	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	765.2 ₹ 38,260	- NaN	-	0 0	0 0	0 0
5 Jan	11272.00	765.2 ₹ 38,260	0 0.00	-	0 0	0 0	0 0
2 Jan	11181.00	765.2 ₹ 38,260	- NaN	-	0 0	0 0	0 0
1 Jan	11342.00	765.2 ₹ 38,260	0 0.00	-	0 0	0 0	0 0
31 Dec	11328.00	765.2 ₹ 38,260	0 0.00	-	0 0	0 0	0 0

For Bajaj Holdings & Invs Ltd - strike price 10900 expiring on 24FEB2026

Delta for 10900 CE is 0.5

Historical price for 10900 CE is as follows

On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 342.05, which was -423.15 lower than the previous day. The implied volatity was 31.92, the open interest changed by 15 which increased total open position to 15

On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 765.2, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0

On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 765.2, which was 0 lower than the previous day. The implied volatity was 0.91, the open interest changed by 0 which decreased total open position to 0

On 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 765.2, which was 0 lower than the previous day. The implied volatity was 1.74, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.79, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.28, 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 765.2, which was 0 lower than the previous day. The implied volatity was 1.41, 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 765.2, which was 0 lower than the previous day. The implied volatity was 1.93, 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 765.2, which was 0 lower than the previous day. The implied volatity was 1.26, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.73, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.23, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.42, 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 765.2, which was 0 lower than the previous day. The implied volatity was 0.37, 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 765.2, 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 765.2, 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 765.2, 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 765.2, 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 765.2, 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 765.2, 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 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 765.2, 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 24FEB2026 10900 PE
Delta: -0.5 Vega: 11.26 Theta: -6.59 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	10800.00	427.8 ₹ 21,390	-11.5 -575.00	36.28	100 5,000	90 4,500	92 4,600
29 Jan	10727.00	439.3 ₹ 21,965	-143.15 -7157.50	34.34	2 100	0 0	0 0
28 Jan	10704.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
27 Jan	10609.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
23 Jan	10668.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
22 Jan	10735.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
21 Jan	10613.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
20 Jan	10560.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
19 Jan	10648.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
16 Jan	10682.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
14 Jan	10741.00	582.45 ₹ 29,122.5	0 0.00	0.1	0 0	0 0	0 0
13 Jan	10729.00	582.45 ₹ 29,122.5	0 0.00	0.18	0 0	0 0	0 0
12 Jan	10745.00	582.45 ₹ 29,122.5	0 0.00	0.21	0 0	0 0	0 0
9 Jan	11043.00	582.45 ₹ 29,122.5	0 0.00	1.74	0 0	0 0	0 0
8 Jan	11209.00	582.45 ₹ 29,122.5	0 0.00	2.63	0 0	0 0	0 0
7 Jan	11198.00	- ₹ NaN	- NaN	-	0 0	0 0	0 0
6 Jan	11202.00	582.45 ₹ 29,122.5	- NaN	-	0 0	0 0	0 0
5 Jan	11272.00	582.45 ₹ 29,122.5	0 0.00	-	0 0	0 0	0 0
2 Jan	11181.00	0 ₹ 0	- NaN	-	0 0	0 0	0 0
1 Jan	11342.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
31 Dec	11328.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bajaj Holdings & Invs Ltd - strike price 10900 expiring on 24FEB2026

Delta for 10900 PE is -0.5

Historical price for 10900 PE is as follows

On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 427.8, which was -11.5 lower than the previous day. The implied volatity was 36.28, the open interest changed by 90 which increased total open position to 92

On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 439.3, which was -143.15 lower than the previous day. The implied volatity was 34.34, the open interest changed by 0 which decreased total open position to 0

On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 582.45, 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 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 582.45, 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 23 Jan BAJAJHLDNG was trading at 10668.00. The strike last trading price was 582.45, 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 22 Jan BAJAJHLDNG was trading at 10735.00. The strike last trading price was 582.45, 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 582.45, 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 20 Jan BAJAJHLDNG was trading at 10560.00. The strike last trading price was 582.45, 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 19 Jan BAJAJHLDNG was trading at 10648.00. The strike last trading price was 582.45, 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 16 Jan BAJAJHLDNG was trading at 10682.00. The strike last trading price was 582.45, 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 582.45, which was 0 lower than the previous day. The implied volatity was 0.1, 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 582.45, which was 0 lower than the previous day. The implied volatity was 0.18, 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 582.45, which was 0 lower than the previous day. The implied volatity was 0.21, 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 582.45, which was 0 lower than the previous day. The implied volatity was 1.74, 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 582.45, which was 0 lower than the previous day. The implied volatity was 2.63, 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 582.45, 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 582.45, 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 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

On 1 Jan BAJAJHLDNG was trading at 11342.00. 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 31 Dec BAJAJHLDNG was trading at 11328.00. 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

Related Pages for BAJAJHLDNG

BAJAJHLDNG

360ONE

ABB

ABCAPITAL

ADANIENSOL

ADANIENT

ADANIGREEN

ADANIPORTS

ALKEM

AMBER

AMBUJACEM

ANGELONE

APLAPOLLO

APOLLOHOSP

ASHOKLEY

ASIANPAINT

ASTRAL

AUBANK

AUROPHARMA

AXISBANK

BAJAJ-AUTO

BAJAJFINSV

BAJAJHLDNG

BAJFINANCE

BANDHANBNK

BANKBARODA

BANKEX

BANKINDIA

BANKNIFTY

BDL

BEL

BHARATFORG

BHARTIARTL

BHEL

BIOCON

BLUESTARCO

BOSCHLTD

BPCL

BRITANNIA

BSE

CAMS

CANBK

CDSL

CGPOWER

CHOLAFIN

CIPLA

COALINDIA

COFORGE

COLPAL

CONCOR

COPPER

CROMPTON

CRUDEOIL

CRUDEOILM

CUMMINSIND

DABUR

DALBHARAT

DELHIVERY

DIVISLAB

DIXON

DLF

DMART

DRREDDY

EICHERMOT

ETERNAL

EURINR

EURUSD

EXIDEIND

FEDERALBNK

FINNIFTY

FORTIS

GAIL

GBPINR

GBPUSD

GLENMARK

GMRAIRPORT

GODREJCP

GODREJPROP

GOLD