BAJAJHLDNG

Bajaj Holdings & Invs Ltd

10741 +12.00 (0.11%)

L: 10600 H: 10820

Back to Option Chain

Historical option data for BAJAJHLDNG
14 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 27-JAN-2026 11000 CE
Delta: 0.4 Vega: 7.85 Theta: -9.82 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	10741.00	160.1 ₹ 8,005	-6.9 -345.00	28.8	516 25,800	53 2,650	328 16,400
13 Jan	10729.00	189.9 ₹ 9,495	-2 -100.00	30.9	920 46,000	74 3,700	275 13,750

12 Jan	10745.00	195 ₹ 9,750	-135.65 -6782.50	33.52	744 37,200	127 6,350	200 10,000
9 Jan	11043.00	319.9 ₹ 15,995	-180.2 -9010.00	26.56	89 4,450	29 1,450	74 3,700
8 Jan	11209.00	475.65 ₹ 23,782.5	19.65 982.50	34.83	72 3,600	28 1,400	46 2,300
7 Jan	11198.00	460 ₹ 23,000	40 2000.00	30.14	32 1,600	2 100	18 900
6 Jan	11202.00	420 ₹ 21,000	-92.35 -4617.50	26.65	12 600	-5 -250	17 850
5 Jan	11272.00	526.5 ₹ 26,325	66.85 3342.50	30.78	16 800	1 50	21 1,050
2 Jan	11181.00	470 ₹ 23,500	-72 -3600.00	27.32	57 2,850	2 100	19 950
1 Jan	11342.00	541.65 ₹ 27,082.5	-23.35 -1167.50	25.49	83 4,150	10 500	17 850
31 Dec	11328.00	565 ₹ 28,250	71.5 3575.00	27.99	23 1,150	7 350	7 350

For Bajaj Holdings & Invs Ltd - strike price 11000 expiring on 27JAN2026

Delta for 11000 CE is 0.4

Historical price for 11000 CE is as follows

On 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 160.1, which was -6.9 lower than the previous day. The implied volatity was 28.8, the open interest changed by 53 which increased total open position to 328

On 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 189.9, which was -2 lower than the previous day. The implied volatity was 30.9, the open interest changed by 74 which increased total open position to 275

On 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 195, which was -135.65 lower than the previous day. The implied volatity was 33.52, the open interest changed by 127 which increased total open position to 200

On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 319.9, which was -180.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by 29 which increased total open position to 74

On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 475.65, which was 19.65 higher than the previous day. The implied volatity was 34.83, the open interest changed by 28 which increased total open position to 46

On 7 Jan BAJAJHLDNG was trading at 11198.00. The strike last trading price was 460, which was 40 higher than the previous day. The implied volatity was 30.14, the open interest changed by 2 which increased total open position to 18

On 6 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 420, which was -92.35 lower than the previous day. The implied volatity was 26.65, the open interest changed by -5 which decreased total open position to 17

On 5 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 526.5, which was 66.85 higher than the previous day. The implied volatity was 30.78, the open interest changed by 1 which increased total open position to 21

On 2 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 470, which was -72 lower than the previous day. The implied volatity was 27.32, the open interest changed by 2 which increased total open position to 19

On 1 Jan BAJAJHLDNG was trading at 11342.00. The strike last trading price was 541.65, which was -23.35 lower than the previous day. The implied volatity was 25.49, the open interest changed by 10 which increased total open position to 17

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 565, which was 71.5 higher than the previous day. The implied volatity was 27.99, the open interest changed by 7 which increased total open position to 7

BAJAJHLDNG 27JAN2026 11000 PE
Delta: -0.58 Vega: 7.96 Theta: -8.93 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
14 Jan	10741.00	381.15 ₹ 19,057.5	7.25 362.50	35.14	128 6,400	40 2,000	311 15,550
13 Jan	10729.00	357.4 ₹ 17,870	-41.85 -2092.50	31.77	50 2,500	-2 -100	270 13,500
12 Jan	10745.00	417.75 ₹ 20,887.5	159.2 7960.00	33.26	646 32,300	-78 -3,900	271 13,550
9 Jan	11043.00	257.2 ₹ 12,860	11.85 592.50	31.9	752 37,600	67 3,350	351 17,550
8 Jan	11209.00	254.95 ₹ 12,747.5	49.65 2482.50	35.49	2,909 1,45,450	123 6,150	282 14,100
7 Jan	11198.00	199.1 ₹ 9,955	-52 -2600.00	30.27	72 3,600	-20 -1,000	160 8,000
6 Jan	11202.00	251.1 ₹ 12,555	63 3150.00	34	125 6,250	36 1,800	181 9,050
5 Jan	11272.00	190.15 ₹ 9,507.5	-25.85 -1292.50	30.36	81 4,050	14 700	147 7,350
2 Jan	11181.00	215.25 ₹ 10,762.5	64.5 3225.00	28.91	333 16,650	39 1,950	133 6,650
1 Jan	11342.00	144.1 ₹ 7,205	-17.4 -870.00	25.54	97 4,850	68 3,400	93 4,650
31 Dec	11328.00	161.5 ₹ 8,075	-299.65 -14982.50	26.38	32 1,600	24 1,200	24 1,200

For Bajaj Holdings & Invs Ltd - strike price 11000 expiring on 27JAN2026

Delta for 11000 PE is -0.58

Historical price for 11000 PE is as follows

On 14 Jan BAJAJHLDNG was trading at 10741.00. The strike last trading price was 381.15, which was 7.25 higher than the previous day. The implied volatity was 35.14, the open interest changed by 40 which increased total open position to 311

On 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 357.4, which was -41.85 lower than the previous day. The implied volatity was 31.77, the open interest changed by -2 which decreased total open position to 270

On 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 417.75, which was 159.2 higher than the previous day. The implied volatity was 33.26, the open interest changed by -78 which decreased total open position to 271

On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 257.2, which was 11.85 higher than the previous day. The implied volatity was 31.9, the open interest changed by 67 which increased total open position to 351

On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 254.95, which was 49.65 higher than the previous day. The implied volatity was 35.49, the open interest changed by 123 which increased total open position to 282

On 7 Jan BAJAJHLDNG was trading at 11198.00. The strike last trading price was 199.1, which was -52 lower than the previous day. The implied volatity was 30.27, the open interest changed by -20 which decreased total open position to 160

On 6 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 251.1, which was 63 higher than the previous day. The implied volatity was 34, the open interest changed by 36 which increased total open position to 181

On 5 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 190.15, which was -25.85 lower than the previous day. The implied volatity was 30.36, the open interest changed by 14 which increased total open position to 147

On 2 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 215.25, which was 64.5 higher than the previous day. The implied volatity was 28.91, the open interest changed by 39 which increased total open position to 133

On 1 Jan BAJAJHLDNG was trading at 11342.00. The strike last trading price was 144.1, which was -17.4 lower than the previous day. The implied volatity was 25.54, the open interest changed by 68 which increased total open position to 93

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 161.5, which was -299.65 lower than the previous day. The implied volatity was 26.38, the open interest changed by 24 which increased total open position to 24

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