Historical option data for BAJAJ-AUTO
11 Jun 2026 04:12 PM IST
| BAJAJ-AUTO 30-Jun-2026 (18d) 10200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.47
Vega: 0.09
Theta: -5.54
Gamma: 0.00083
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 10114.00 | 170 | -18.4 (-9.77%) | 20.59 | 4,533 | 882 | 2,008 | |||||||||
| 10 Jun | 10144.00 | 188.65 | -34.75 (-15.56%) | 21.15 | 2,575 | 113 | 1,127 | |||||||||
| 9 Jun | 10184.00 | 229 | 12.7 (5.87%) | 21.61 | 1,295 | 19 | 1,013 | |||||||||
| 8 Jun | 10231.00 | 217 | -55.35 (-20.32%) | 20.9 | 1,868 | -60 | 1,014 | |||||||||
| 5 Jun | 10342.00 | 274.7 | -10.45 (-3.66%) | 14.78 | 552 | 191 | 1,075 | |||||||||
| 4 Jun | 10362.00 | 292 | 24.3 (9.08%) | 15.8 | 1,619 | 24 | 883 | |||||||||
| 3 Jun | 10259.00 | 261.5 | -7.25 (-2.70%) | 19.85 | 1,650 | 218 | 859 | |||||||||
| 2 Jun | 10281.00 | 270 | 75.75 (39.00%) | 18.09 | 1,882 | 138 | 641 | |||||||||
| 1 Jun | 10376.00 | 190.7 | -124.3 (-39.46%) | 40.74 | 1,605 | 271 | 500 | |||||||||
| 29 May | 10460.00 | 340.4 | -127.55 (-27.26%) | 9.34 | 212 | 20 | 232 | |||||||||
| 27 May | 10808.50 | 461 | 123.1 (36.43%) | 30.31 | 176 | 30 | 212 | |||||||||
| 26 May | 10593.00 | 340 | 15.65 (4.83%) | 32.84 | 114 | 14 | 180 | |||||||||
| 25 May | 10491.00 | 332.05 | -70.95 (-17.61%) | 31.16 | 257 | 75 | 165 | |||||||||
| 22 May | 10549.50 | 402.6 | -66.4 (-14.16%) | 30.5 | 49 | 6 | 71 | |||||||||
| 21 May | 10667.00 | 450.1 | 66.1 (17.21%) | 29.59 | 103 | 44 | 66 | |||||||||
| 20 May | 10462.50 | 383.95 | 78.95 (25.89%) | 14.29 | 38 | 7 | 22 | |||||||||
| 19 May | 10205.00 | 293.2 | -6.8 (-2.27%) | 18.19 | 16 | 10 | 15 | |||||||||
| 18 May | 10198.50 | 300 | -100 (-25.00%) | 18.98 | 5 | 2 | 5 | |||||||||
| 15 May | 10377.50 | 400 | 0 (0.00%) | - | 0 | 0 | 3 | |||||||||
| 14 May | 10451.00 | 400 | 0 (0.00%) | 0 | 0 | 0 | 3 | |||||||||
| 13 May | 10262.00 | 400 | 0 (0.00%) | 0 | 1 | -1 | 3 | |||||||||
| 12 May | 10397.00 | 400 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 11 May | 10595.50 | 400 | 0 (0.00%) | 0 | 0 | 0 | 4 | |||||||||
| 8 May | 10711.50 | 400 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 7 May | 10605.00 | 400 | 0 (0.00%) | - | 0 | 0 | 4 | |||||||||
| 6 May | 10319.00 | 400 | 0 (0.00%) | 24.65 | 0 | 0 | 4 | |||||||||
| 5 May | 10046.00 | 400 | -70 (-14.89%) | 24.65 | 1 | 0 | 3 | |||||||||
| 4 May | 10132.00 | 470 | 90 (23.68%) | 22.03 | 5 | 0 | 2 | |||||||||
| 30 Apr | 9994.00 | 380 | 241 (173.38%) | 25.07 | 3 | 2 | 2 | |||||||||
| 13 Apr | 9816.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | 3.11 | 0 | 0 | 0 | |||||||||
| 9 Apr | 9517.00 | 0 | 0 (0.00%) | 2.41 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9366.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10200 expiring on 30JUN2026
Delta for 10200 CE is 0.47
Historical price for 10200 CE is as follows
On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 170, which was -18.4 lower than the previous day. The implied volatity was 20.59, the open interest changed by 882 which increased total open position to 2008
On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 188.65, which was -34.75 lower than the previous day. The implied volatity was 21.15, the open interest changed by 113 which increased total open position to 1127
On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 229, which was 12.7 higher than the previous day. The implied volatity was 21.61, the open interest changed by 19 which increased total open position to 1013
On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 217, which was -55.35 lower than the previous day. The implied volatity was 20.9, the open interest changed by -60 which decreased total open position to 1014
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 274.7, which was -10.45 lower than the previous day. The implied volatity was 14.78, the open interest changed by 191 which increased total open position to 1075
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 292, which was 24.3 higher than the previous day. The implied volatity was 15.8, the open interest changed by 24 which increased total open position to 883
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 261.5, which was -7.25 lower than the previous day. The implied volatity was 19.85, the open interest changed by 218 which increased total open position to 859
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 270, which was 75.75 higher than the previous day. The implied volatity was 18.09, the open interest changed by 138 which increased total open position to 641
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 190.7, which was -124.3 lower than the previous day. The implied volatity was 40.74, the open interest changed by 271 which increased total open position to 500
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 340.4, which was -127.55 lower than the previous day. The implied volatity was 9.34, the open interest changed by 20 which increased total open position to 232
On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 461, which was 123.1 higher than the previous day. The implied volatity was 30.31, the open interest changed by 30 which increased total open position to 212
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 340, which was 15.65 higher than the previous day. The implied volatity was 32.84, the open interest changed by 14 which increased total open position to 180
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 332.05, which was -70.95 lower than the previous day. The implied volatity was 31.16, the open interest changed by 75 which increased total open position to 165
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 402.6, which was -66.4 lower than the previous day. The implied volatity was 30.5, the open interest changed by 6 which increased total open position to 71
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 450.1, which was 66.1 higher than the previous day. The implied volatity was 29.59, the open interest changed by 44 which increased total open position to 66
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 383.95, which was 78.95 higher than the previous day. The implied volatity was 14.29, the open interest changed by 7 which increased total open position to 22
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 293.2, which was -6.8 lower than the previous day. The implied volatity was 18.19, the open interest changed by 10 which increased total open position to 15
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 300, which was -100 lower than the previous day. The implied volatity was 18.98, the open interest changed by 2 which increased total open position to 5
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 3
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by -1 which decreased total open position to 3
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 4
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 400, which was 0 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 4
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 400, which was -70 lower than the previous day. The implied volatity was 24.65, the open interest changed by 0 which decreased total open position to 3
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 470, which was 90 higher than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 2
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 380, which was 241 higher than the previous day. The implied volatity was 25.07, the open interest changed by 2 which increased total open position to 2
On 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 10 Apr BAJAJ-AUTO was trading at 9813.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.11, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJ-AUTO was trading at 9517.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 2.41, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJ-AUTO was trading at 9366.00. 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
| BAJAJ-AUTO 30-Jun-2026 (18d) 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.53
Vega: 0.09
Theta: -4.72
Gamma: 0.00073
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 10114.00 | 247.05 | -5.85 (-2.31%) | 23.56 | 702 | 11 | 931 |
| 10 Jun | 10144.00 | 249.3 | 21.95 (9.65%) | 24.01 | 976 | 132 | 919 |
| 9 Jun | 10184.00 | 222.65 | -49.35 (-18.14%) | 24.3 | 655 | 42 | 787 |
| 8 Jun | 10231.00 | 272 | 51.05 (23.10%) | 27.76 | 513 | 33 | 745 |
| 5 Jun | 10342.00 | 218 | -9.4 (-4.13%) | 28.32 | 779 | -70 | 712 |
| 4 Jun | 10362.00 | 219 | -36.3 (-14.22%) | 28.25 | 1,143 | 103 | 784 |
| 3 Jun | 10259.00 | 263 | 15.6 (6.31%) | 26.91 | 934 | -5 | 681 |
| 2 Jun | 10281.00 | 252 | -106.1 (-29.63%) | 27.1 | 1,125 | 216 | 685 |
| 1 Jun | 10376.00 | 364.75 | 136.9 (60.08%) | 40.87 | 839 | 37 | 471 |
| 29 May | 10460.00 | 197.95 | 48.05 (32.05%) | 27.77 | 909 | 111 | 437 |
| 27 May | 10808.50 | 149.1 | -85.75 (-36.51%) | 30.46 | 574 | 134 | 328 |
| 26 May | 10593.00 | 235.3 | -31.65 (-11.86%) | 32.84 | 308 | 32 | 194 |
| 25 May | 10491.00 | 254.15 | 7.85 (3.19%) | 31.5 | 307 | 32 | 150 |
| 22 May | 10549.50 | 241.05 | 51.1 (26.90%) | 30.6 | 81 | 37 | 117 |
| 21 May | 10667.00 | 200.65 | -96.3 (-32.43%) | 30.09 | 70 | 31 | 80 |
| 20 May | 10462.50 | 295.15 | -107.7 (-26.73%) | 31.8 | 68 | 32 | 48 |
| 19 May | 10205.00 | 412.9 | 7.9 (1.95%) | 31.95 | 37 | 11 | 15 |
| 18 May | 10198.50 | 405 | -969.8 (-70.54%) | 30.92 | 4 | 2 | 2 |
| 15 May | 10377.50 | 0 | -1374.8 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10451.00 | 0 | -1374.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10262.00 | 0 | -1374.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10397.00 | 0 | -1374.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10595.50 | 0 | -1374.8 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 10711.50 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 10605.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 10319.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 10046.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 10132.00 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 9994.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 9816.00 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 9517.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 8 Apr | 9366.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10200 expiring on 30JUN2026
Delta for 10200 PE is -0.53
Historical price for 10200 PE is as follows
On 11 Jun BAJAJ-AUTO was trading at 10114.00. The strike last trading price was 247.05, which was -5.85 lower than the previous day. The implied volatity was 23.56, the open interest changed by 11 which increased total open position to 931
On 10 Jun BAJAJ-AUTO was trading at 10144.00. The strike last trading price was 249.3, which was 21.95 higher than the previous day. The implied volatity was 24.01, the open interest changed by 132 which increased total open position to 919
On 9 Jun BAJAJ-AUTO was trading at 10184.00. The strike last trading price was 222.65, which was -49.35 lower than the previous day. The implied volatity was 24.3, the open interest changed by 42 which increased total open position to 787
On 8 Jun BAJAJ-AUTO was trading at 10231.00. The strike last trading price was 272, which was 51.05 higher than the previous day. The implied volatity was 27.76, the open interest changed by 33 which increased total open position to 745
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 218, which was -9.4 lower than the previous day. The implied volatity was 28.32, the open interest changed by -70 which decreased total open position to 712
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 219, which was -36.3 lower than the previous day. The implied volatity was 28.25, the open interest changed by 103 which increased total open position to 784
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 263, which was 15.6 higher than the previous day. The implied volatity was 26.91, the open interest changed by -5 which decreased total open position to 681
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 252, which was -106.1 lower than the previous day. The implied volatity was 27.1, the open interest changed by 216 which increased total open position to 685
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 364.75, which was 136.9 higher than the previous day. The implied volatity was 40.87, the open interest changed by 37 which increased total open position to 471
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 197.95, which was 48.05 higher than the previous day. The implied volatity was 27.77, the open interest changed by 111 which increased total open position to 437
On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 149.1, which was -85.75 lower than the previous day. The implied volatity was 30.46, the open interest changed by 134 which increased total open position to 328
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 235.3, which was -31.65 lower than the previous day. The implied volatity was 32.84, the open interest changed by 32 which increased total open position to 194
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 254.15, which was 7.85 higher than the previous day. The implied volatity was 31.5, the open interest changed by 32 which increased total open position to 150
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 241.05, which was 51.1 higher than the previous day. The implied volatity was 30.6, the open interest changed by 37 which increased total open position to 117
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 200.65, which was -96.3 lower than the previous day. The implied volatity was 30.09, the open interest changed by 31 which increased total open position to 80
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 295.15, which was -107.7 lower than the previous day. The implied volatity was 31.8, the open interest changed by 32 which increased total open position to 48
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 412.9, which was 7.9 higher than the previous day. The implied volatity was 31.95, the open interest changed by 11 which increased total open position to 15
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 405, which was -969.8 lower than the previous day. The implied volatity was 30.92, the open interest changed by 2 which increased total open position to 2
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 0, which was -1374.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 0, which was -1374.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 0, which was -1374.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 0, which was -1374.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 0, which was -1374.8 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May BAJAJ-AUTO was trading at 10711.50. 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 7 May BAJAJ-AUTO was trading at 10605.00. 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 6 May BAJAJ-AUTO was trading at 10319.00. 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 5 May BAJAJ-AUTO was trading at 10046.00. 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 4 May BAJAJ-AUTO was trading at 10132.00. 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 30 Apr BAJAJ-AUTO was trading at 9994.00. 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 13 Apr BAJAJ-AUTO was trading at 9816.00. 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 10 Apr BAJAJ-AUTO was trading at 9813.50. 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 9 Apr BAJAJ-AUTO was trading at 9517.00. 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 8 Apr BAJAJ-AUTO was trading at 9366.00. 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
