BAJAJHLDNG

Bajaj Holdings & Invs Ltd

11043 -166.00 (-1.48%)

L: 11016 H: 11272

Back to Option Chain

Historical option data for BAJAJHLDNG
09 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 11300 CE
Delta: 0.40 Vega: 9.51 Theta: -8.31 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11043.00	185 ₹ 9,250	-160.8 -8040.00	27.04	559 27,950	80 4,000	497 24,850
8 Jan	11209.00	315 ₹ 15,750	16.95 847.50	34.28	2,264 1,13,200	320 16,000	420 21,000

7 Jan	11198.00	291.35 ₹ 14,567.5	-8.65 -432.50	29.51	48 2,400	13 650	100 5,000
6 Jan	11202.00	300 ₹ 15,000	-41 -2050.00	30.48	30 1,500	-1 -50	87 4,350
5 Jan	11272.00	329.1 ₹ 16,455	29.05 1452.50	28.31	135 6,750	3 150	88 4,400
2 Jan	11181.00	305 ₹ 15,250	-83 -4150.00	27.16	117 5,850	52 2,600	85 4,250
1 Jan	11342.00	400 ₹ 20,000	14.65 732.50	28.50	79 3,950	7 350	33 1,650
31 Dec	11328.00	384 ₹ 19,200	21.9 1095.00	27.17	154 7,700	28 1,400	28 1,400

For Bajaj Holdings & Invs Ltd - strike price 11300 expiring on 27JAN2026

Delta for 11300 CE is 0.40

Historical price for 11300 CE is as follows

On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 185, which was -160.8 lower than the previous day. The implied volatity was 27.04, the open interest changed by 80 which increased total open position to 497

On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 315, which was 16.95 higher than the previous day. The implied volatity was 34.28, the open interest changed by 320 which increased total open position to 420

On 7 Jan BAJAJHLDNG was trading at 11198.00. The strike last trading price was 291.35, which was -8.65 lower than the previous day. The implied volatity was 29.51, the open interest changed by 13 which increased total open position to 100

On 6 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 300, which was -41 lower than the previous day. The implied volatity was 30.48, the open interest changed by -1 which decreased total open position to 87

On 5 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 329.1, which was 29.05 higher than the previous day. The implied volatity was 28.31, the open interest changed by 3 which increased total open position to 88

On 2 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 305, which was -83 lower than the previous day. The implied volatity was 27.16, the open interest changed by 52 which increased total open position to 85

On 1 Jan BAJAJHLDNG was trading at 11342.00. The strike last trading price was 400, which was 14.65 higher than the previous day. The implied volatity was 28.50, the open interest changed by 7 which increased total open position to 33

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 384, which was 21.9 higher than the previous day. The implied volatity was 27.17, the open interest changed by 28 which increased total open position to 28

BAJAJHLDNG 27JAN2026 11300 PE
Delta: -0.58 Vega: 9.61 Theta: -6.61 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	11043.00	414.65 ₹ 20,732.5	43.65 2182.50	31.77	50 2,500	-10 -500	242 12,100
8 Jan	11209.00	396.3 ₹ 19,815	-13.45 -672.50	35.26	558 27,900	221 11,050	253 12,650
7 Jan	11198.00	409.75 ₹ 20,487.5	18.4 920.00	37.36	2 100	0 0	32 1,600
6 Jan	11202.00	391.35 ₹ 19,567.5	41.35 2067.50	33.87	5 250	3 150	32 1,600
5 Jan	11272.00	350 ₹ 17,500	-13 -650.00	33.29	11 550	4 200	27 1,350
2 Jan	11181.00	363 ₹ 18,150	56 2800.00	29.90	38 1,900	13 650	23 1,150
1 Jan	11342.00	307 ₹ 15,350	20.65 1032.50	29.58	26 1,300	1 50	11 550
31 Dec	11328.00	294 ₹ 14,700	-334.4 -16720.00	-	38 1,900	11 550	11 550

For Bajaj Holdings & Invs Ltd - strike price 11300 expiring on 27JAN2026

Delta for 11300 PE is -0.58

Historical price for 11300 PE is as follows

On 9 Jan BAJAJHLDNG was trading at 11043.00. The strike last trading price was 414.65, which was 43.65 higher than the previous day. The implied volatity was 31.77, the open interest changed by -10 which decreased total open position to 242

On 8 Jan BAJAJHLDNG was trading at 11209.00. The strike last trading price was 396.3, which was -13.45 lower than the previous day. The implied volatity was 35.26, the open interest changed by 221 which increased total open position to 253

On 7 Jan BAJAJHLDNG was trading at 11198.00. The strike last trading price was 409.75, which was 18.4 higher than the previous day. The implied volatity was 37.36, the open interest changed by 0 which decreased total open position to 32

On 6 Jan BAJAJHLDNG was trading at 11202.00. The strike last trading price was 391.35, which was 41.35 higher than the previous day. The implied volatity was 33.87, the open interest changed by 3 which increased total open position to 32

On 5 Jan BAJAJHLDNG was trading at 11272.00. The strike last trading price was 350, which was -13 lower than the previous day. The implied volatity was 33.29, the open interest changed by 4 which increased total open position to 27

On 2 Jan BAJAJHLDNG was trading at 11181.00. The strike last trading price was 363, which was 56 higher than the previous day. The implied volatity was 29.90, the open interest changed by 13 which increased total open position to 23

On 1 Jan BAJAJHLDNG was trading at 11342.00. The strike last trading price was 307, which was 20.65 higher than the previous day. The implied volatity was 29.58, the open interest changed by 1 which increased total open position to 11

On 31 Dec BAJAJHLDNG was trading at 11328.00. The strike last trading price was 294, which was -334.4 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 11

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