[--[65.84.65.76]--]

BAJAJHLDNG

Bajaj Holdings & Invs Ltd
10579 -116.00 (-1.08%)
L: 10485 H: 10674

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Historical option data for BAJAJHLDNG

04 Mar 2026 11:39 AM IST
BAJAJHLDNG 30-MAR-2026 11000 CE
Delta: 0.36
Vega: 10.58
Theta: -7.16
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 10570.00 202 -22.85 30.51 56 21 164
2 Mar 10695.00 227.6 -48 26.62 160 40 143
27 Feb 10804.00 276 -87.2 25.82 240 -14 104
26 Feb 10951.00 364.55 -104.15 28.47 182 96 118
25 Feb 11166.00 468.7 -183.8 25.4 5 1 22
24 Feb 11330.00 655 157 28.82 9 7 20
23 Feb 11501.00 498 13.25 6.1 6 1 8
20 Feb 11188.00 484.75 -16.15 25.12 18 4 5
19 Feb 11188.00 500.9 -14.55 - 0 0 1
18 Feb 11413.00 500.9 -14.55 9.94 1 0 0
17 Feb 11217.00 515.45 -409.1 - 0 0 0
16 Feb 11133.00 515.45 -409.1 25.97 3 1 1
13 Feb 10881.00 924.55 0 0.23 0 0 0
12 Feb 11040.00 924.55 0 - 0 0 0
11 Feb 11111.00 924.55 0 - 0 0 0
10 Feb 11081.00 924.55 0 - 0 0 0
9 Feb 11101.00 924.55 0 - 0 0 0
6 Feb 10999.00 924.55 0 0.11 0 0 0
5 Feb 10891.00 924.55 0 - 0 0 0
4 Feb 10889.00 924.55 0 - 0 0 0
3 Feb 10915.00 924.55 0 0.05 0 0 0
2 Feb 10661.00 924.55 0 1.14 0 0 0
1 Feb 10521.00 924.55 0 1.25 0 0 0
30 Jan 10800.00 924.55 0 0.16 0 0 0
29 Jan 10727.00 924.55 0 0.74 0 0 0
28 Jan 10704.00 - - - 0 0 0
27 Jan 10609.00 924.55 0 0.62 0 0 0
23 Jan 10668.00 924.55 0 1 0 0 0
22 Jan 10735.00 - - - 0 0 0
21 Jan 10613.00 - - - 0 0 0
20 Jan 10560.00 - - - 0 0 0
19 Jan 10648.00 - - - 0 0 0
16 Jan 10682.00 - - - 0 0 0
14 Jan 10741.00 - - - 0 0 0
13 Jan 10729.00 924.55 0 0.37 0 0 0
12 Jan 10745.00 924.55 0 0.43 0 0 0
9 Jan 11043.00 924.55 0 - 0 0 0
8 Jan 11209.00 924.55 0 - 0 0 0
7 Jan 11198.00 924.55 0 - 0 0 0
6 Jan 11202.00 924.55 0 - 0 0 0
5 Jan 11272.00 924.55 0 - 0 0 0
2 Jan 11181.00 924.55 0 - 0 0 0
1 Jan 11342.00 924.55 0 - 0 0 0
31 Dec 11328.00 924.55 0 - 0 0 0


For Bajaj Holdings & Invs Ltd - strike price 11000 expiring on 30MAR2026

Delta for 11000 CE is 0.36

Historical price for 11000 CE is as follows

On 4 Mar BAJAJHLDNG was trading at 10570.00. The strike last trading price was 202, which was -22.85 lower than the previous day. The implied volatity was 30.51, the open interest changed by 21 which increased total open position to 164


On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 227.6, which was -48 lower than the previous day. The implied volatity was 26.62, the open interest changed by 40 which increased total open position to 143


On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 276, which was -87.2 lower than the previous day. The implied volatity was 25.82, the open interest changed by -14 which decreased total open position to 104


On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 364.55, which was -104.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 96 which increased total open position to 118


On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 468.7, which was -183.8 lower than the previous day. The implied volatity was 25.4, the open interest changed by 1 which increased total open position to 22


On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 655, which was 157 higher than the previous day. The implied volatity was 28.82, the open interest changed by 7 which increased total open position to 20


On 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 498, which was 13.25 higher than the previous day. The implied volatity was 6.1, the open interest changed by 1 which increased total open position to 8


On 20 Feb BAJAJHLDNG was trading at 11188.00. The strike last trading price was 484.75, which was -16.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by 4 which increased total open position to 5


On 19 Feb BAJAJHLDNG was trading at 11188.00. The strike last trading price was 500.9, which was -14.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 18 Feb BAJAJHLDNG was trading at 11413.00. The strike last trading price was 500.9, which was -14.55 lower than the previous day. The implied volatity was 9.94, the open interest changed by 0 which decreased total open position to 0


On 17 Feb BAJAJHLDNG was trading at 11217.00. The strike last trading price was 515.45, which was -409.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Feb BAJAJHLDNG was trading at 11133.00. The strike last trading price was 515.45, which was -409.1 lower than the previous day. The implied volatity was 25.97, the open interest changed by 1 which increased total open position to 1


On 13 Feb BAJAJHLDNG was trading at 10881.00. The strike last trading price was 924.55, 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 12 Feb BAJAJHLDNG was trading at 11040.00. The strike last trading price was 924.55, 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 11 Feb BAJAJHLDNG was trading at 11111.00. The strike last trading price was 924.55, 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 10 Feb BAJAJHLDNG was trading at 11081.00. The strike last trading price was 924.55, 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 Feb BAJAJHLDNG was trading at 11101.00. The strike last trading price was 924.55, 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 Feb BAJAJHLDNG was trading at 10999.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.11, the open interest changed by 0 which decreased total open position to 0


On 5 Feb BAJAJHLDNG was trading at 10891.00. The strike last trading price was 924.55, 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 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 924.55, 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 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.05, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 1.14, the open interest changed by 0 which decreased total open position to 0


On 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 1.25, the open interest changed by 0 which decreased total open position to 0


On 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.74, 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 -, 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 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.62, 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 924.55, which was 0 lower than the previous day. The implied volatity was 1, 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 -, 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 21 Jan BAJAJHLDNG was trading at 10613.00. 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 20 Jan BAJAJHLDNG was trading at 10560.00. 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 19 Jan BAJAJHLDNG was trading at 10648.00. 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 16 Jan BAJAJHLDNG was trading at 10682.00. 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 14 Jan BAJAJHLDNG was trading at 10741.00. 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 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 924.55, 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 12 Jan BAJAJHLDNG was trading at 10745.00. The strike last trading price was 924.55, which was 0 lower than the previous day. The implied volatity was 0.43, 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 924.55, 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 924.55, 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 924.55, 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 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 924.55, 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 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 924.55, 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 924.55, 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 1 Jan BAJAJHLDNG was trading at 11342.00. The strike last trading price was 924.55, 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 924.55, 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 30MAR2026 11000 PE
Delta: -0.62
Vega: 10.79
Theta: -5.26
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
4 Mar 10570.00 601.6 1.6 35.01 2 0 173
2 Mar 10695.00 600 198.15 41.28 28 -8 175
27 Feb 10804.00 418 82.6 28.78 142 -19 185
26 Feb 10951.00 349.65 85.3 27 223 42 203
25 Feb 11166.00 278.9 43.45 29.26 359 92 162
24 Feb 11330.00 240 45.85 31.58 42 -13 69
23 Feb 11501.00 189.5 -46.5 31.22 142 47 81
20 Feb 11188.00 236 -13.5 24.03 22 8 33
19 Feb 11188.00 270 90 26.29 25 13 25
18 Feb 11413.00 180 -91.1 25.95 3 2 11
17 Feb 11217.00 271.1 -28.9 27.45 4 0 9
16 Feb 11133.00 300 5 - 0 0 9
13 Feb 10881.00 300 5 - 0 0 9
12 Feb 11040.00 300 5 - 0 0 9
11 Feb 11111.00 300 5 26.32 1 0 8
10 Feb 11081.00 295 -28 25.37 2 1 8
9 Feb 11101.00 323 -86 26.2 2 1 6
6 Feb 10999.00 409 -20 - 0 0 5
5 Feb 10891.00 409 -20 25.88 2 1 4
4 Feb 10889.00 429 -350.65 27.42 3 1 1
3 Feb 10915.00 779.65 0 0.53 0 0 0
2 Feb 10661.00 779.65 0 - 0 0 0
1 Feb 10521.00 779.65 0 - 0 0 0
30 Jan 10800.00 779.65 0 - 0 0 0
29 Jan 10727.00 779.65 0 - 0 0 0
28 Jan 10704.00 - - - 0 0 0
27 Jan 10609.00 779.65 0 - 0 0 0
23 Jan 10668.00 779.65 0 - 0 0 0
22 Jan 10735.00 - - - 0 0 0
21 Jan 10613.00 - - - 0 0 0
20 Jan 10560.00 - - - 0 0 0
19 Jan 10648.00 - - - 0 0 0
16 Jan 10682.00 - - - 0 0 0
14 Jan 10741.00 - - - 0 0 0
13 Jan 10729.00 779.65 0 - 0 0 0
12 Jan 10745.00 779.65 0 0.49 0 0 0
9 Jan 11043.00 779.65 0 - 0 0 0
8 Jan 11209.00 779.65 0 - 0 0 0
7 Jan 11198.00 779.65 0 - 0 0 0
6 Jan 11202.00 779.65 0 - 0 0 0
5 Jan 11272.00 779.65 0 - 0 0 0
2 Jan 11181.00 779.65 0 2.1 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 30MAR2026

Delta for 11000 PE is -0.62

Historical price for 11000 PE is as follows

On 4 Mar BAJAJHLDNG was trading at 10570.00. The strike last trading price was 601.6, which was 1.6 higher than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 173


On 2 Mar BAJAJHLDNG was trading at 10695.00. The strike last trading price was 600, which was 198.15 higher than the previous day. The implied volatity was 41.28, the open interest changed by -8 which decreased total open position to 175


On 27 Feb BAJAJHLDNG was trading at 10804.00. The strike last trading price was 418, which was 82.6 higher than the previous day. The implied volatity was 28.78, the open interest changed by -19 which decreased total open position to 185


On 26 Feb BAJAJHLDNG was trading at 10951.00. The strike last trading price was 349.65, which was 85.3 higher than the previous day. The implied volatity was 27, the open interest changed by 42 which increased total open position to 203


On 25 Feb BAJAJHLDNG was trading at 11166.00. The strike last trading price was 278.9, which was 43.45 higher than the previous day. The implied volatity was 29.26, the open interest changed by 92 which increased total open position to 162


On 24 Feb BAJAJHLDNG was trading at 11330.00. The strike last trading price was 240, which was 45.85 higher than the previous day. The implied volatity was 31.58, the open interest changed by -13 which decreased total open position to 69


On 23 Feb BAJAJHLDNG was trading at 11501.00. The strike last trading price was 189.5, which was -46.5 lower than the previous day. The implied volatity was 31.22, the open interest changed by 47 which increased total open position to 81


On 20 Feb BAJAJHLDNG was trading at 11188.00. The strike last trading price was 236, which was -13.5 lower than the previous day. The implied volatity was 24.03, the open interest changed by 8 which increased total open position to 33


On 19 Feb BAJAJHLDNG was trading at 11188.00. The strike last trading price was 270, which was 90 higher than the previous day. The implied volatity was 26.29, the open interest changed by 13 which increased total open position to 25


On 18 Feb BAJAJHLDNG was trading at 11413.00. The strike last trading price was 180, which was -91.1 lower than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 11


On 17 Feb BAJAJHLDNG was trading at 11217.00. The strike last trading price was 271.1, which was -28.9 lower than the previous day. The implied volatity was 27.45, the open interest changed by 0 which decreased total open position to 9


On 16 Feb BAJAJHLDNG was trading at 11133.00. The strike last trading price was 300, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 13 Feb BAJAJHLDNG was trading at 10881.00. The strike last trading price was 300, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 12 Feb BAJAJHLDNG was trading at 11040.00. The strike last trading price was 300, which was 5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9


On 11 Feb BAJAJHLDNG was trading at 11111.00. The strike last trading price was 300, which was 5 higher than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 8


On 10 Feb BAJAJHLDNG was trading at 11081.00. The strike last trading price was 295, which was -28 lower than the previous day. The implied volatity was 25.37, the open interest changed by 1 which increased total open position to 8


On 9 Feb BAJAJHLDNG was trading at 11101.00. The strike last trading price was 323, which was -86 lower than the previous day. The implied volatity was 26.2, the open interest changed by 1 which increased total open position to 6


On 6 Feb BAJAJHLDNG was trading at 10999.00. The strike last trading price was 409, which was -20 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5


On 5 Feb BAJAJHLDNG was trading at 10891.00. The strike last trading price was 409, which was -20 lower than the previous day. The implied volatity was 25.88, the open interest changed by 1 which increased total open position to 4


On 4 Feb BAJAJHLDNG was trading at 10889.00. The strike last trading price was 429, which was -350.65 lower than the previous day. The implied volatity was 27.42, the open interest changed by 1 which increased total open position to 1


On 3 Feb BAJAJHLDNG was trading at 10915.00. The strike last trading price was 779.65, which was 0 lower than the previous day. The implied volatity was 0.53, the open interest changed by 0 which decreased total open position to 0


On 2 Feb BAJAJHLDNG was trading at 10661.00. The strike last trading price was 779.65, 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 1 Feb BAJAJHLDNG was trading at 10521.00. The strike last trading price was 779.65, 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 30 Jan BAJAJHLDNG was trading at 10800.00. The strike last trading price was 779.65, 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 29 Jan BAJAJHLDNG was trading at 10727.00. The strike last trading price was 779.65, 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 28 Jan BAJAJHLDNG was trading at 10704.00. 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 27 Jan BAJAJHLDNG was trading at 10609.00. The strike last trading price was 779.65, 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 779.65, 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 -, 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 21 Jan BAJAJHLDNG was trading at 10613.00. 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 20 Jan BAJAJHLDNG was trading at 10560.00. 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 19 Jan BAJAJHLDNG was trading at 10648.00. 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 16 Jan BAJAJHLDNG was trading at 10682.00. 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 14 Jan BAJAJHLDNG was trading at 10741.00. 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 13 Jan BAJAJHLDNG was trading at 10729.00. The strike last trading price was 779.65, 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 779.65, which was 0 lower than the previous day. The implied volatity was 0.49, 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 779.65, 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 779.65, 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 779.65, 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 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 779.65, 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 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 779.65, 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 779.65, which was 0 lower than the previous day. The implied volatity was 2.1, 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