Historical option data for BAJAJ-AUTO
08 Jun 2026 11:34 AM IST
| BAJAJ-AUTO 30-Jun-2026 (22d) 10300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.49
Vega: 0.1
Theta: -4.98
Gamma: 0.00081
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 8 Jun | 10252.00 | 187.3 | -34.3 (-15.48%) | 19.37 | 642 | 197 | 1,143 | |||||||||
| 5 Jun | 10342.00 | 220.5 | -15.9 (-6.73%) | 15.9 | 997 | 127 | 948 | |||||||||
| 4 Jun | 10362.00 | 240 | 16.25 (7.26%) | 16.72 | 2,716 | 31 | 816 | |||||||||
| 3 Jun | 10259.00 | 216 | -7.3 (-3.27%) | 20.31 | 2,925 | 153 | 785 | |||||||||
| 2 Jun | 10281.00 | 222.35 | 60.7 (37.55%) | 18.23 | 2,289 | 82 | 628 | |||||||||
| 1 Jun | 10376.00 | 161 | -101.5 (-38.67%) | 42.84 | 1,439 | 1 | 546 | |||||||||
| 29 May | 10460.00 | 289.75 | -109.7 (-27.46%) | 15.72 | 975 | 196 | 547 | |||||||||
| 27 May | 10808.50 | 395.75 | 110.1 (38.54%) | 30.79 | 263 | 41 | 351 | |||||||||
| 26 May | 10593.00 | 290 | 15.8 (5.76%) | 34.46 | 882 | 78 | 313 | |||||||||
| 25 May | 10491.00 | 280.25 | -50.75 (-15.33%) | 31.77 | 525 | 71 | 235 | |||||||||
| 22 May | 10549.50 | 341.05 | -75.95 (-18.21%) | 9.62 | 263 | 122 | 165 | |||||||||
| 21 May | 10667.00 | 417 | 69 (19.83%) | 29.98 | 39 | 16 | 43 | |||||||||
| 20 May | 10462.50 | 352 | 86 (32.33%) | 15.56 | 85 | 16 | 27 | |||||||||
| 19 May | 10205.00 | 266.35 | 6.35 (2.44%) | 18.27 | 9 | 6 | 11 | |||||||||
| 18 May | 10198.50 | 260 | -140 (-35.00%) | 20.38 | 1 | 0 | 4 | |||||||||
| 15 May | 10377.50 | 400 | 0 (0.00%) | 16.79 | 0 | 0 | 4 | |||||||||
| 14 May | 10451.00 | 400 | 82.5 (25.98%) | 16.79 | 2 | 1 | 4 | |||||||||
| 13 May | 10262.00 | 325 | 217.6 (202.61%) | 0 | 3 | 1 | 3 | |||||||||
| 12 May | 10397.00 | 107.4 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 11 May | 10595.50 | 107.4 | 0 (0.00%) | 0 | 0 | 0 | 2 | |||||||||
| 8 May | 10711.50 | 107.4 | -292.3 (-73.13%) | - | 0 | 0 | 2 | |||||||||
| 7 May | 10605.00 | 107.4 | -292.3 (-73.13%) | - | 0 | 0 | 2 | |||||||||
| 6 May | 10319.00 | 107.4 | -292.3 (-73.13%) | - | 0 | 0 | 2 | |||||||||
| 5 May | 10046.00 | 107.4 | -292.3 (-73.13%) | - | 0 | 0 | 2 | |||||||||
| 4 May | 10132.00 | 107.4 | -292.3 (-73.13%) | - | 0 | 0 | 2 | |||||||||
| 30 Apr | 9994.00 | 107.4 | -100.1 (-48.24%) | 10.77 | 2 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10300 expiring on 30JUN2026
Delta for 10300 CE is 0.49
Historical price for 10300 CE is as follows
On 8 Jun BAJAJ-AUTO was trading at 10252.00. The strike last trading price was 187.3, which was -34.3 lower than the previous day. The implied volatity was 19.37, the open interest changed by 197 which increased total open position to 1143
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 220.5, which was -15.9 lower than the previous day. The implied volatity was 15.9, the open interest changed by 127 which increased total open position to 948
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 240, which was 16.25 higher than the previous day. The implied volatity was 16.72, the open interest changed by 31 which increased total open position to 816
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 216, which was -7.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by 153 which increased total open position to 785
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 222.35, which was 60.7 higher than the previous day. The implied volatity was 18.23, the open interest changed by 82 which increased total open position to 628
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 161, which was -101.5 lower than the previous day. The implied volatity was 42.84, the open interest changed by 1 which increased total open position to 546
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 289.75, which was -109.7 lower than the previous day. The implied volatity was 15.72, the open interest changed by 196 which increased total open position to 547
On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 395.75, which was 110.1 higher than the previous day. The implied volatity was 30.79, the open interest changed by 41 which increased total open position to 351
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 290, which was 15.8 higher than the previous day. The implied volatity was 34.46, the open interest changed by 78 which increased total open position to 313
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 280.25, which was -50.75 lower than the previous day. The implied volatity was 31.77, the open interest changed by 71 which increased total open position to 235
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 341.05, which was -75.95 lower than the previous day. The implied volatity was 9.62, the open interest changed by 122 which increased total open position to 165
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 417, which was 69 higher than the previous day. The implied volatity was 29.98, the open interest changed by 16 which increased total open position to 43
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 352, which was 86 higher than the previous day. The implied volatity was 15.56, the open interest changed by 16 which increased total open position to 27
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 266.35, which was 6.35 higher than the previous day. The implied volatity was 18.27, the open interest changed by 6 which increased total open position to 11
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 260, which was -140 lower than the previous day. The implied volatity was 20.38, the open interest changed by 0 which decreased total open position to 4
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 16.79, the open interest changed by 0 which decreased total open position to 4
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 400, which was 82.5 higher than the previous day. The implied volatity was 16.79, the open interest changed by 1 which increased total open position to 4
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 325, which was 217.6 higher than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 3
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 107.4, 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 2
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 107.4, 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 2
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 107.4, which was -292.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 107.4, which was -292.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 107.4, which was -292.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 107.4, which was -292.3 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 107.4, which was -292.3 lower than the previous day. The implied volatity was -, 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 107.4, which was -100.1 lower than the previous day. The implied volatity was 10.77, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30-Jun-2026 (22d) 10300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 0.1
Theta: -5.81
Gamma: 0.00052
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 8 Jun | 10252.00 | 309.9 | 37.9 (13.93%) | 29.86 | 462 | 128 | 844 |
| 5 Jun | 10342.00 | 270 | -7.8 (-2.81%) | 28.87 | 793 | 90 | 716 |
| 4 Jun | 10362.00 | 266.05 | -42.55 (-13.79%) | 28.42 | 728 | 35 | 631 |
| 3 Jun | 10259.00 | 309.7 | 9.25 (3.08%) | 27.02 | 634 | -39 | 598 |
| 2 Jun | 10281.00 | 300.95 | -124.35 (-29.24%) | 27.2 | 857 | -89 | 638 |
| 1 Jun | 10376.00 | 435.05 | 157.9 (56.97%) | 43 | 1,544 | 159 | 725 |
| 29 May | 10460.00 | 232.05 | 49.15 (26.87%) | 27.18 | 1,073 | 76 | 568 |
| 27 May | 10808.50 | 179.25 | -104.75 (-36.88%) | 30.77 | 628 | 157 | 493 |
| 26 May | 10593.00 | 287.9 | -28.5 (-9.01%) | 34.4 | 644 | 40 | 336 |
| 25 May | 10491.00 | 303.85 | 16.15 (5.61%) | 32.28 | 610 | 55 | 282 |
| 22 May | 10549.50 | 285.1 | 47.25 (19.87%) | 31.03 | 407 | 60 | 227 |
| 21 May | 10667.00 | 254.85 | -92.65 (-26.66%) | 31.06 | 374 | 107 | 168 |
| 20 May | 10462.50 | 345.8 | -154.2 (-30.84%) | 31.92 | 78 | 31 | 61 |
| 19 May | 10205.00 | 500 | 500 (19.05%) | 33.54 | 0 | 0 | 30 |
| 18 May | 10198.50 | 500 | 80 (19.05%) | 33.54 | 2 | 2 | 30 |
| 15 May | 10377.50 | 420 | 0 (0.00%) | - | 0 | 0 | 28 |
| 14 May | 10451.00 | 420 | 0 (0.00%) | 0 | 0 | 0 | 28 |
| 13 May | 10262.00 | 420 | 145 (52.73%) | 0 | 2 | 2 | 28 |
| 12 May | 10397.00 | 275 | 0 (0.00%) | 0 | 0 | 0 | 26 |
| 11 May | 10595.50 | 275 | 0 (0.00%) | 0 | 0 | 0 | 26 |
| 8 May | 10711.50 | 275 | -634.4 (-69.76%) | 29.91 | 26 | 22 | 22 |
| 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 |
For Bajaj Auto Limited - strike price 10300 expiring on 30JUN2026
Delta for 10300 PE is -0.49
Historical price for 10300 PE is as follows
On 8 Jun BAJAJ-AUTO was trading at 10252.00. The strike last trading price was 309.9, which was 37.9 higher than the previous day. The implied volatity was 29.86, the open interest changed by 128 which increased total open position to 844
On 5 Jun BAJAJ-AUTO was trading at 10342.00. The strike last trading price was 270, which was -7.8 lower than the previous day. The implied volatity was 28.87, the open interest changed by 90 which increased total open position to 716
On 4 Jun BAJAJ-AUTO was trading at 10362.00. The strike last trading price was 266.05, which was -42.55 lower than the previous day. The implied volatity was 28.42, the open interest changed by 35 which increased total open position to 631
On 3 Jun BAJAJ-AUTO was trading at 10259.00. The strike last trading price was 309.7, which was 9.25 higher than the previous day. The implied volatity was 27.02, the open interest changed by -39 which decreased total open position to 598
On 2 Jun BAJAJ-AUTO was trading at 10281.00. The strike last trading price was 300.95, which was -124.35 lower than the previous day. The implied volatity was 27.2, the open interest changed by -89 which decreased total open position to 638
On 1 Jun BAJAJ-AUTO was trading at 10376.00. The strike last trading price was 435.05, which was 157.9 higher than the previous day. The implied volatity was 43, the open interest changed by 159 which increased total open position to 725
On 29 May BAJAJ-AUTO was trading at 10460.00. The strike last trading price was 232.05, which was 49.15 higher than the previous day. The implied volatity was 27.18, the open interest changed by 76 which increased total open position to 568
On 27 May BAJAJ-AUTO was trading at 10808.50. The strike last trading price was 179.25, which was -104.75 lower than the previous day. The implied volatity was 30.77, the open interest changed by 157 which increased total open position to 493
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 287.9, which was -28.5 lower than the previous day. The implied volatity was 34.4, the open interest changed by 40 which increased total open position to 336
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 303.85, which was 16.15 higher than the previous day. The implied volatity was 32.28, the open interest changed by 55 which increased total open position to 282
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 285.1, which was 47.25 higher than the previous day. The implied volatity was 31.03, the open interest changed by 60 which increased total open position to 227
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 254.85, which was -92.65 lower than the previous day. The implied volatity was 31.06, the open interest changed by 107 which increased total open position to 168
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 345.8, which was -154.2 lower than the previous day. The implied volatity was 31.92, the open interest changed by 31 which increased total open position to 61
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 500, which was 500 higher than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 30
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 500, which was 80 higher than the previous day. The implied volatity was 33.54, the open interest changed by 2 which increased total open position to 30
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 420, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 420, 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 28
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 420, which was 145 higher than the previous day. The implied volatity was 0, the open interest changed by 2 which increased total open position to 28
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 275, 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 26
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 275, 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 26
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 275, which was -634.4 lower than the previous day. The implied volatity was 29.91, the open interest changed by 22 which increased total open position to 22
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
