[--[65.84.65.76]--]

BAJAJHLDNG

Bajaj Holdings & Invs Ltd
11328 +346.00 (3.15%)
L: 11020 H: 11500

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Historical option data for BAJAJHLDNG

31 Dec 2025 04:14 PM IST
BAJAJHLDNG 27-JAN-2026 11200 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
31 Dec 11328.00 453.25 50.55 - 116 13 13


For Bajaj Holdings & Invs Ltd - strike price 11200 expiring on 27JAN2026

Delta for 11200 CE is -

Historical price for 11200 CE is as follows

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 453.25, which was 50.55 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 13


BAJAJHLDNG 27JAN2026 11200 PE
Delta: -0.39
Vega: 11.77
Theta: -4.02
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
31 Dec 11328.00 210 -359.45 24.20 10 6 6


For Bajaj Holdings & Invs Ltd - strike price 11200 expiring on 27JAN2026

Delta for 11200 PE is -0.39

Historical price for 11200 PE is as follows

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 210, which was -359.45 lower than the previous day. The implied volatity was 24.20, the open interest changed by 6 which increased total open position to 6