BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
06 Feb 2026 04:14 PM IST
| BAJAJHLDNG 24-FEB-2026 11000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.55
Vega: 9.68
Theta: -8.28
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 10999.00 | 270 | -0.2 | 24.95 | 433 | 43 | 704 | |||||||||
| 5 Feb | 10891.00 | 241.2 | -63.05 | 29.93 | 3,479 | -146 | 661 | |||||||||
| 4 Feb | 10889.00 | 280 | -51.75 | 30.58 | 841 | 35 | 775 | |||||||||
| 3 Feb | 10915.00 | 324 | 132.05 | 30.81 | 863 | 49 | 741 | |||||||||
| 2 Feb | 10661.00 | 197.9 | -11.6 | 30.66 | 335 | 29 | 691 | |||||||||
| 1 Feb | 10521.00 | 191.85 | -114.95 | 34.96 | 565 | 137 | 660 | |||||||||
| 30 Jan | 10800.00 | 280.45 | 8.7 | 30.37 | 1,234 | 24 | 530 | |||||||||
| 29 Jan | 10727.00 | 278 | 19.15 | 31.57 | 814 | 194 | 508 | |||||||||
| 28 Jan | 10704.00 | 264 | -4.55 | 31.15 | 536 | 234 | 325 | |||||||||
| 27 Jan | 10609.00 | 248.25 | -44.45 | 32.12 | 33 | 5 | 91 | |||||||||
| 23 Jan | 10668.00 | 294 | -42 | 29.99 | 75 | 34 | 85 | |||||||||
| 22 Jan | 10735.00 | 336 | 58 | 30.82 | 22 | 17 | 51 | |||||||||
| 21 Jan | 10613.00 | 278 | -2 | 30.46 | 22 | 13 | 32 | |||||||||
| 20 Jan | 10560.00 | 280 | -44.85 | 32.84 | 7 | 1 | 19 | |||||||||
| 19 Jan | 10648.00 | 314.7 | -35.3 | 32.79 | 9 | 2 | 18 | |||||||||
| 16 Jan | 10682.00 | 350 | -58.7 | 31.31 | 2 | -1 | 16 | |||||||||
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| 14 Jan | 10741.00 | 409 | 12 | 31.17 | 16 | 13 | 14 | |||||||||
| 13 Jan | 10729.00 | 397 | -318.5 | 29.58 | 1 | 0 | 0 | |||||||||
| 12 Jan | 10745.00 | 715.5 | 0 | 1.06 | 0 | 0 | 0 | |||||||||
| 9 Jan | 11043.00 | 715.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Jan | 11209.00 | 715.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Jan | 11198.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 6 Jan | 11202.00 | 715.5 | - | - | 0 | 0 | 0 | |||||||||
| 5 Jan | 11272.00 | 715.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Jan | 11181.00 | 715.5 | - | - | 0 | 0 | 0 | |||||||||
| 1 Jan | 11342.00 | 715.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Dec | 11328.00 | 715.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 11000 expiring on 24FEB2026
Delta for 11000 CE is 0.55
Historical price for 11000 CE is as follows
On 6 Feb BAJAJHLDNG was trading at 10999.00. The strike last trading price was 270, which was -0.2 lower than the previous day. The implied volatity was 24.95, the open interest changed by 43 which increased total open position to 704
On 5 Feb BAJAJHLDNG was trading at 10891.00. The strike last trading price was 241.2, which was -63.05 lower than the previous day. The implied volatity was 29.93, the open interest changed by -146 which decreased total open position to 661
On 4 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 280, which was -51.75 lower than the previous day. The implied volatity was 30.58, the open interest changed by 35 which increased total open position to 775
On 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 324, which was 132.05 higher than the previous day. The implied volatity was 30.81, the open interest changed by 49 which increased total open position to 741
On 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 197.9, which was -11.6 lower than the previous day. The implied volatity was 30.66, the open interest changed by 29 which increased total open position to 691
On 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 191.85, which was -114.95 lower than the previous day. The implied volatity was 34.96, the open interest changed by 137 which increased total open position to 660
On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 280.45, which was 8.7 higher than the previous day. The implied volatity was 30.37, the open interest changed by 24 which increased total open position to 530
On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 278, which was 19.15 higher than the previous day. The implied volatity was 31.57, the open interest changed by 194 which increased total open position to 508
On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 264, which was -4.55 lower than the previous day. The implied volatity was 31.15, the open interest changed by 234 which increased total open position to 325
On 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 248.25, which was -44.45 lower than the previous day. The implied volatity was 32.12, the open interest changed by 5 which increased total open position to 91
On 23 Jan BAJAJHLDNG was trading at 10668.00. The strike last trading price was 294, which was -42 lower than the previous day. The implied volatity was 29.99, the open interest changed by 34 which increased total open position to 85
On 22 Jan BAJAJHLDNG was trading at 10735.00. The strike last trading price was 336, which was 58 higher than the previous day. The implied volatity was 30.82, the open interest changed by 17 which increased total open position to 51
On 21 Jan BAJAJHLDNG was trading at 10613.00. The strike last trading price was 278, which was -2 lower than the previous day. The implied volatity was 30.46, the open interest changed by 13 which increased total open position to 32
On 20 Jan BAJAJHLDNG was trading at 10560.00. The strike last trading price was 280, which was -44.85 lower than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 19
On 19 Jan BAJAJHLDNG was trading at 10648.00. The strike last trading price was 314.7, which was -35.3 lower than the previous day. The implied volatity was 32.79, the open interest changed by 2 which increased total open position to 18
On 16 Jan BAJAJHLDNG was trading at 10682.00. The strike last trading price was 350, which was -58.7 lower than the previous day. The implied volatity was 31.31, the open interest changed by -1 which decreased total open position to 16
On 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 409, which was 12 higher than the previous day. The implied volatity was 31.17, the open interest changed by 13 which increased total open position to 14
On 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 397, which was -318.5 lower than the previous day. The implied volatity was 29.58, 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 715.5, which was 0 lower than the previous day. The implied volatity was 1.06, 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 715.5, 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 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 715.5, 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 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 715.5, 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 715.5, 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 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 715.5, 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 715.5, 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 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 715.5, 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 24FEB2026 11000 PE | |||||||
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Delta: -0.46
Vega: 9.69
Theta: -6.34
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 10999.00 | 255.5 | -82.3 | 28.94 | 142 | -83 | 100 |
| 5 Feb | 10891.00 | 323 | -29.5 | 26.23 | 772 | 57 | 179 |
| 4 Feb | 10889.00 | 354 | -14.9 | 31.47 | 173 | -8 | 113 |
| 3 Feb | 10915.00 | 365 | -295.8 | 35.03 | 216 | 109 | 122 |
| 2 Feb | 10661.00 | 660.8 | 97.7 | 47.37 | 6 | 0 | 12 |
| 1 Feb | 10521.00 | 563.1 | 86.2 | 26.41 | 2 | 0 | 12 |
| 30 Jan | 10800.00 | 476.9 | -42.05 | 35.77 | 16 | 3 | 12 |
| 29 Jan | 10727.00 | 518.95 | -21.05 | 36.34 | 6 | 0 | 9 |
| 28 Jan | 10704.00 | 540 | 0 | - | 0 | 0 | 9 |
| 27 Jan | 10609.00 | 540 | 0 | - | 0 | 0 | 9 |
| 23 Jan | 10668.00 | 540 | 0 | 34.23 | 1 | 0 | 8 |
| 22 Jan | 10735.00 | 540 | -47.9 | 36.26 | 3 | 2 | 7 |
| 21 Jan | 10613.00 | 587.9 | -2.1 | - | 0 | 0 | 5 |
| 20 Jan | 10560.00 | 587.9 | -2.1 | - | 0 | 0 | 5 |
| 19 Jan | 10648.00 | 587.9 | -2.1 | - | 0 | 0 | 5 |
| 16 Jan | 10682.00 | 587.9 | -2.1 | - | 0 | 0 | 5 |
| 14 Jan | 10741.00 | 587.9 | -2.1 | 36.12 | 6 | 0 | 11 |
| 13 Jan | 10729.00 | 590 | 184.4 | 38.08 | 5 | 4 | 11 |
| 12 Jan | 10745.00 | 405.6 | -14.4 | - | 0 | 0 | 7 |
| 9 Jan | 11043.00 | 405.6 | -14.4 | 32.11 | 2 | 0 | 7 |
| 8 Jan | 11209.00 | 420 | -211.9 | 35.85 | 23 | 7 | 7 |
| 7 Jan | 11198.00 | - | - | - | 0 | 0 | 0 |
| 6 Jan | 11202.00 | 631.9 | - | - | 0 | 0 | 0 |
| 5 Jan | 11272.00 | 631.9 | 0 | - | 0 | 0 | 0 |
| 2 Jan | 11181.00 | 0 | - | - | 0 | 0 | 0 |
| 1 Jan | 11342.00 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Dec | 11328.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 11000 expiring on 24FEB2026
Delta for 11000 PE is -0.46
Historical price for 11000 PE is as follows
On 6 Feb BAJAJHLDNG was trading at 10999.00. The strike last trading price was 255.5, which was -82.3 lower than the previous day. The implied volatity was 28.94, the open interest changed by -83 which decreased total open position to 100
On 5 Feb BAJAJHLDNG was trading at 10891.00. The strike last trading price was 323, which was -29.5 lower than the previous day. The implied volatity was 26.23, the open interest changed by 57 which increased total open position to 179
On 4 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 354, which was -14.9 lower than the previous day. The implied volatity was 31.47, the open interest changed by -8 which decreased total open position to 113
On 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 365, which was -295.8 lower than the previous day. The implied volatity was 35.03, the open interest changed by 109 which increased total open position to 122
On 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 660.8, which was 97.7 higher than the previous day. The implied volatity was 47.37, the open interest changed by 0 which decreased total open position to 12
On 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 563.1, which was 86.2 higher than the previous day. The implied volatity was 26.41, the open interest changed by 0 which decreased total open position to 12
On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 476.9, which was -42.05 lower than the previous day. The implied volatity was 35.77, the open interest changed by 3 which increased total open position to 12
On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 518.95, which was -21.05 lower than the previous day. The implied volatity was 36.34, the open interest changed by 0 which decreased total open position to 9
On 28 Jan BAJAJHLDNG was trading at 10704.00. The strike last trading price was 540, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 540, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 23 Jan BAJAJHLDNG was trading at 10668.00. The strike last trading price was 540, which was 0 lower than the previous day. The implied volatity was 34.23, the open interest changed by 0 which decreased total open position to 8
On 22 Jan BAJAJHLDNG was trading at 10735.00. The strike last trading price was 540, which was -47.9 lower than the previous day. The implied volatity was 36.26, the open interest changed by 2 which increased total open position to 7
On 21 Jan BAJAJHLDNG was trading at 10613.00. The strike last trading price was 587.9, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 20 Jan BAJAJHLDNG was trading at 10560.00. The strike last trading price was 587.9, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 19 Jan BAJAJHLDNG was trading at 10648.00. The strike last trading price was 587.9, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 16 Jan BAJAJHLDNG was trading at 10682.00. The strike last trading price was 587.9, which was -2.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 587.9, which was -2.1 lower than the previous day. The implied volatity was 36.12, the open interest changed by 0 which decreased total open position to 11
On 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 590, which was 184.4 higher than the previous day. The implied volatity was 38.08, the open interest changed by 4 which increased total open position to 11
On 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 405.6, which was -14.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 405.6, which was -14.4 lower than the previous day. The implied volatity was 32.11, the open interest changed by 0 which decreased total open position to 7
On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 420, which was -211.9 lower than the previous day. The implied volatity was 35.85, the open interest changed by 7 which increased total open position to 7
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 631.9, 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 631.9, 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
