BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
16 Apr 2026 04:11 PM IST
| BAJAJHLDNG 28-Apr-2026 (11d) 9500 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.04
Theta: -7.25
Gamma: 0.00033
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 16 Apr | 10205.00 | 735 | 183.5 | 38.16 | 10 | -1 | 96 | |||||||||
| 15 Apr | 10058.50 | 556.4 | 4.899999999999977 | - | 0 | 0 | 97 | |||||||||
| 13 Apr | 9858.00 | 556.4 | -77.35000000000002 | 40.98 | 10 | 7 | 98 | |||||||||
| 10 Apr | 9997.50 | 633.75 | 23.899999999999977 | - | 0 | 0 | 91 | |||||||||
| 9 Apr | 9912.50 | 633.75 | -19 | 41.5 | 5 | 2 | 91 | |||||||||
| 8 Apr | 9970.00 | 675 | 446.95 | 36.11 | 138 | 17 | 89 | |||||||||
| 7 Apr | 9237.00 | 241.1 | 35.7 | 34.52 | 79 | -13 | 72 | |||||||||
| 6 Apr | 9131.00 | 205 | 13.65 | 35.62 | 36 | 5 | 87 | |||||||||
| 2 Apr | 8992.50 | 188.7 | 23.9 | 36.44 | 56 | 27 | 82 | |||||||||
| 1 Apr | 8907.00 | 155.45 | -3.25 | 36.25 | 133 | 12 | 53 | |||||||||
| 30 Mar | 8746.00 | 160 | -132.65 | 40.45 | 62 | 19 | 42 | |||||||||
| 27 Mar | 9150.00 | 290 | -99.95 | 37.9 | 23 | 19 | 21 | |||||||||
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| 25 Mar | 9554.00 | 380.9 | -1645.6 | 27.62 | 2 | 1 | 1 | |||||||||
| 24 Mar | 9337.00 | 2026.5 | 0 | 0.5 | 0 | 0 | 0 | |||||||||
| 23 Mar | 9162.00 | 2026.5 | 0 | 2.38 | 0 | 0 | 0 | |||||||||
| 20 Mar | 9512.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 9674.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 9859.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 9663.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 9631.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Mar | 9506.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 9789.00 | 2026.5 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 9500 expiring on 28APR2026
Delta for 9500 CE is 0.84
Historical price for 9500 CE is as follows
On 16 Apr BAJAJHLDNG was trading at 10205.00. The strike last trading price was 735, which was 183.5 higher than the previous day. The implied volatity was 38.16, the open interest changed by -1 which decreased total open position to 96
On 15 Apr BAJAJHLDNG was trading at 10058.50. The strike last trading price was 556.4, which was 4.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 97
On 13 Apr BAJAJHLDNG was trading at 9858.00. The strike last trading price was 556.4, which was -77.35000000000002 lower than the previous day. The implied volatity was 40.98, the open interest changed by 7 which increased total open position to 98
On 10 Apr BAJAJHLDNG was trading at 9997.50. The strike last trading price was 633.75, which was 23.899999999999977 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 91
On 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 633.75, which was -19 lower than the previous day. The implied volatity was 41.5, the open interest changed by 2 which increased total open position to 91
On 8 Apr BAJAJHLDNG was trading at 9970.00. The strike last trading price was 675, which was 446.95 higher than the previous day. The implied volatity was 36.11, the open interest changed by 17 which increased total open position to 89
On 7 Apr BAJAJHLDNG was trading at 9237.00. The strike last trading price was 241.1, which was 35.7 higher than the previous day. The implied volatity was 34.52, the open interest changed by -13 which decreased total open position to 72
On 6 Apr BAJAJHLDNG was trading at 9131.00. The strike last trading price was 205, which was 13.65 higher than the previous day. The implied volatity was 35.62, the open interest changed by 5 which increased total open position to 87
On 2 Apr BAJAJHLDNG was trading at 8992.50. The strike last trading price was 188.7, which was 23.9 higher than the previous day. The implied volatity was 36.44, the open interest changed by 27 which increased total open position to 82
On 1 Apr BAJAJHLDNG was trading at 8907.00. The strike last trading price was 155.45, which was -3.25 lower than the previous day. The implied volatity was 36.25, the open interest changed by 12 which increased total open position to 53
On 30 Mar BAJAJHLDNG was trading at 8746.00. The strike last trading price was 160, which was -132.65 lower than the previous day. The implied volatity was 40.45, the open interest changed by 19 which increased total open position to 42
On 27 Mar BAJAJHLDNG was trading at 9150.00. The strike last trading price was 290, which was -99.95 lower than the previous day. The implied volatity was 37.9, the open interest changed by 19 which increased total open position to 21
On 25 Mar BAJAJHLDNG was trading at 9554.00. The strike last trading price was 380.9, which was -1645.6 lower than the previous day. The implied volatity was 27.62, the open interest changed by 1 which increased total open position to 1
On 24 Mar BAJAJHLDNG was trading at 9337.00. The strike last trading price was 2026.5, which was 0 lower than the previous day. The implied volatity was 0.5, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 2026.5, which was 0 lower than the previous day. The implied volatity was 2.38, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 2026.5, 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 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 2026.5, 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 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 2026.5, 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 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 2026.5, 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 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 2026.5, 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 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 2026.5, 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 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 2026.5, 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 28-Apr-2026 (11d) 9500 PE | |||||||
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Delta: -0.14
Vega: 0.04
Theta: -5.17
Gamma: 0.00031
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 16 Apr | 10205.00 | 50.15 | -42.85 | 37.83 | 50 | 11 | 120 |
| 15 Apr | 10058.50 | 93 | -62.44999999999999 | 39.66 | 1 | 0 | 109 |
| 13 Apr | 9858.00 | 145 | 32.2 | 37.76 | 70 | 26 | 110 |
| 10 Apr | 9997.50 | 113.35 | -46.80000000000001 | 35.1 | 66 | 17 | 90 |
| 9 Apr | 9912.50 | 160.1 | 20.95 | 38.48 | 91 | 14 | 73 |
| 8 Apr | 9970.00 | 125 | -755 | 36.38 | 116 | 54 | 59 |
| 7 Apr | 9237.00 | 880 | 179.6 | - | 0 | 0 | 5 |
| 6 Apr | 9131.00 | 880 | 179.6 | - | 0 | 0 | 5 |
| 2 Apr | 8992.50 | 880 | 179.6 | 66.58 | 1 | 0 | 5 |
| 1 Apr | 8907.00 | 700.4 | -35.75 | 37.97 | 3 | 2 | 6 |
| 30 Mar | 8746.00 | 736.15 | 149 | 27.05 | 4 | 0 | 5 |
| 27 Mar | 9150.00 | 587.15 | 267.65 | 39.52 | 3 | 2 | 6 |
| 25 Mar | 9554.00 | 319.5 | 231.6 | 32.58 | 5 | 3 | 3 |
| 24 Mar | 9337.00 | 87.9 | 0 | 0.06 | 0 | 0 | 0 |
| 23 Mar | 9162.00 | 87.9 | 0 | 0.95 | 0 | 0 | 0 |
| 20 Mar | 9512.00 | 87.9 | 0 | 1.3 | 0 | 0 | 0 |
| 19 Mar | 9674.00 | 87.9 | 0 | 2.46 | 0 | 0 | 0 |
| 18 Mar | 9859.00 | 87.9 | 0 | 3.57 | 0 | 0 | 0 |
| 17 Mar | 9663.00 | 87.9 | 0 | 2.18 | 0 | 0 | 0 |
| 16 Mar | 9631.00 | 87.9 | 0 | 0.85 | 0 | 0 | 0 |
| 13 Mar | 9506.00 | 87.9 | 0 | 0.97 | 0 | 0 | 0 |
| 12 Mar | 9789.00 | 87.9 | 0 | 3.61 | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 9500 expiring on 28APR2026
Delta for 9500 PE is -0.14
Historical price for 9500 PE is as follows
On 16 Apr BAJAJHLDNG was trading at 10205.00. The strike last trading price was 50.15, which was -42.85 lower than the previous day. The implied volatity was 37.83, the open interest changed by 11 which increased total open position to 120
On 15 Apr BAJAJHLDNG was trading at 10058.50. The strike last trading price was 93, which was -62.44999999999999 lower than the previous day. The implied volatity was 39.66, the open interest changed by 0 which decreased total open position to 109
On 13 Apr BAJAJHLDNG was trading at 9858.00. The strike last trading price was 145, which was 32.2 higher than the previous day. The implied volatity was 37.76, the open interest changed by 26 which increased total open position to 110
On 10 Apr BAJAJHLDNG was trading at 9997.50. The strike last trading price was 113.35, which was -46.80000000000001 lower than the previous day. The implied volatity was 35.1, the open interest changed by 17 which increased total open position to 90
On 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 160.1, which was 20.95 higher than the previous day. The implied volatity was 38.48, the open interest changed by 14 which increased total open position to 73
On 8 Apr BAJAJHLDNG was trading at 9970.00. The strike last trading price was 125, which was -755 lower than the previous day. The implied volatity was 36.38, the open interest changed by 54 which increased total open position to 59
On 7 Apr BAJAJHLDNG was trading at 9237.00. The strike last trading price was 880, which was 179.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 6 Apr BAJAJHLDNG was trading at 9131.00. The strike last trading price was 880, which was 179.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 5
On 2 Apr BAJAJHLDNG was trading at 8992.50. The strike last trading price was 880, which was 179.6 higher than the previous day. The implied volatity was 66.58, the open interest changed by 0 which decreased total open position to 5
On 1 Apr BAJAJHLDNG was trading at 8907.00. The strike last trading price was 700.4, which was -35.75 lower than the previous day. The implied volatity was 37.97, the open interest changed by 2 which increased total open position to 6
On 30 Mar BAJAJHLDNG was trading at 8746.00. The strike last trading price was 736.15, which was 149 higher than the previous day. The implied volatity was 27.05, the open interest changed by 0 which decreased total open position to 5
On 27 Mar BAJAJHLDNG was trading at 9150.00. The strike last trading price was 587.15, which was 267.65 higher than the previous day. The implied volatity was 39.52, the open interest changed by 2 which increased total open position to 6
On 25 Mar BAJAJHLDNG was trading at 9554.00. The strike last trading price was 319.5, which was 231.6 higher than the previous day. The implied volatity was 32.58, the open interest changed by 3 which increased total open position to 3
On 24 Mar BAJAJHLDNG was trading at 9337.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 0.06, the open interest changed by 0 which decreased total open position to 0
On 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 0.95, the open interest changed by 0 which decreased total open position to 0
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 1.3, the open interest changed by 0 which decreased total open position to 0
On 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 2.46, the open interest changed by 0 which decreased total open position to 0
On 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 3.57, the open interest changed by 0 which decreased total open position to 0
On 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 2.18, the open interest changed by 0 which decreased total open position to 0
On 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 0.85, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 0.97, the open interest changed by 0 which decreased total open position to 0
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 87.9, which was 0 lower than the previous day. The implied volatity was 3.61, the open interest changed by 0 which decreased total open position to 0
