Historical option data for BAJAJ-AUTO
26 May 2026 04:10 PM IST
| BAJAJ-AUTO 30-Jun-2026 (34d) 10400 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.13
Theta: -5.39
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 26 May | 10593.00 | 244.1 | 11.2 (4.81%) | 35.35 | 1,535 | 100 | 2,842 | |||||||||
| 25 May | 10491.00 | 236 | -51 (-17.77%) | 10.77 | 1,391 | 290 | 2,749 | |||||||||
| 22 May | 10549.50 | 295.85 | -52.15 (-14.99%) | 12.11 | 1,837 | 1,134 | 2,460 | |||||||||
| 21 May | 10667.00 | 336.75 | 40.75 (13.77%) | 31.83 | 1,509 | 760 | 1,327 | |||||||||
| 20 May | 10462.50 | 294.1 | 79.1 (36.79%) | 15.55 | 994 | 481 | 545 | |||||||||
| 19 May | 10205.00 | 215 | -4 (-1.83%) | 20.1 | 51 | 31 | 63 | |||||||||
| 18 May | 10198.50 | 218.55 | -123.45 (-36.10%) | 20.47 | 16 | 3 | 32 | |||||||||
| 15 May | 10377.50 | 342 | 0 (0.00%) | 18.42 | 0 | 0 | 29 | |||||||||
| 14 May | 10451.00 | 342 | 51.3 (17.65%) | 18.42 | 19 | -3 | 29 | |||||||||
| 13 May | 10262.00 | 290.7 | -49.7 (-14.60%) | 0 | 5 | 1 | 32 | |||||||||
| 12 May | 10397.00 | 329.2 | -140.8 (-29.96%) | 0 | 22 | -3 | 31 | |||||||||
| 11 May | 10595.50 | 470 | 0 (0.00%) | 0 | 0 | 0 | 34 | |||||||||
| 8 May | 10711.50 | 470 | 0 (0.00%) | 18.26 | 0 | 0 | 34 | |||||||||
| 7 May | 10605.00 | 470 | 93.45 (24.82%) | 18.26 | 43 | -21 | 35 | |||||||||
| 6 May | 10319.00 | 377 | 114 (43.35%) | 23.17 | 53 | 6 | 56 | |||||||||
| 5 May | 10046.00 | 263 | -28.6 (-9.81%) | 24.12 | 15 | 7 | 51 | |||||||||
| 4 May | 10132.00 | 291.6 | 21.6 (8.00%) | 23.41 | 15 | -1 | 38 | |||||||||
| 30 Apr | 9994.00 | 280 | 170.45 (155.59%) | 23.98 | 91 | 38 | 38 | |||||||||
| 13 Apr | 9816.00 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 9813.50 | 0 | 0 (0.00%) | 4.08 | 0 | 0 | 0 | |||||||||
| 9 Apr | 9517.00 | 0 | 0 (0.00%) | 3.4 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9366.00 | 0 | 0 (0.00%) | 3.71 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10400 expiring on 30JUN2026
Delta for 10400 CE is 0.61
Historical price for 10400 CE is as follows
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 244.1, which was 11.2 higher than the previous day. The implied volatity was 35.35, the open interest changed by 100 which increased total open position to 2842
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 236, which was -51 lower than the previous day. The implied volatity was 10.77, the open interest changed by 290 which increased total open position to 2749
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 295.85, which was -52.15 lower than the previous day. The implied volatity was 12.11, the open interest changed by 1134 which increased total open position to 2460
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 336.75, which was 40.75 higher than the previous day. The implied volatity was 31.83, the open interest changed by 760 which increased total open position to 1327
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 294.1, which was 79.1 higher than the previous day. The implied volatity was 15.55, the open interest changed by 481 which increased total open position to 545
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 215, which was -4 lower than the previous day. The implied volatity was 20.1, the open interest changed by 31 which increased total open position to 63
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 218.55, which was -123.45 lower than the previous day. The implied volatity was 20.47, the open interest changed by 3 which increased total open position to 32
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 342, which was 0 lower than the previous day. The implied volatity was 18.42, the open interest changed by 0 which decreased total open position to 29
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 342, which was 51.3 higher than the previous day. The implied volatity was 18.42, the open interest changed by -3 which decreased total open position to 29
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 290.7, which was -49.7 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 32
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 329.2, which was -140.8 lower than the previous day. The implied volatity was 0, the open interest changed by -3 which decreased total open position to 31
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 470, 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 34
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 470, which was 0 lower than the previous day. The implied volatity was 18.26, the open interest changed by 0 which decreased total open position to 34
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 470, which was 93.45 higher than the previous day. The implied volatity was 18.26, the open interest changed by -21 which decreased total open position to 35
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 377, which was 114 higher than the previous day. The implied volatity was 23.17, the open interest changed by 6 which increased total open position to 56
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 263, which was -28.6 lower than the previous day. The implied volatity was 24.12, the open interest changed by 7 which increased total open position to 51
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 291.6, which was 21.6 higher than the previous day. The implied volatity was 23.41, the open interest changed by -1 which decreased total open position to 38
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 280, which was 170.45 higher than the previous day. The implied volatity was 23.98, the open interest changed by 38 which increased total open position to 38
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 4.08, 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 3.4, 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 3.71, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30-Jun-2026 (34d) 10400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 0.13
Theta: -5.37
Gamma: 0.00033
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 26 May | 10593.00 | 341.75 | -33.75 (-8.99%) | 35.23 | 679 | 73 | 300 |
| 25 May | 10491.00 | 359.2 | 19.05 (5.60%) | 33.16 | 871 | 17 | 229 |
| 22 May | 10549.50 | 336.2 | 40.4 (13.66%) | 31.73 | 691 | 144 | 212 |
| 21 May | 10667.00 | 304.05 | -96.4 (-24.07%) | 31.72 | 62 | 19 | 68 |
| 20 May | 10462.50 | 402.6 | -125.4 (-23.75%) | 32.81 | 46 | 20 | 48 |
| 19 May | 10205.00 | 528 | 25.8 (5.14%) | 33.04 | 1 | 0 | 27 |
| 18 May | 10198.50 | 502.2 | -3.15 (-0.62%) | 33.02 | 6 | 3 | 27 |
| 15 May | 10377.50 | 505.35 | 0 (0.00%) | - | 0 | 0 | 24 |
| 14 May | 10451.00 | 505.35 | 0 (0.00%) | 0 | 0 | 0 | 24 |
| 13 May | 10262.00 | 505.35 | 125.35 (32.99%) | 0 | 3 | 3 | 24 |
| 12 May | 10397.00 | 380 | 0 (0.00%) | 0 | 0 | 0 | 21 |
| 11 May | 10595.50 | 380 | 0 (0.00%) | 0 | 0 | 0 | 21 |
| 8 May | 10711.50 | 380 | 380 (-46.48%) | 32.69 | 0 | 0 | 21 |
| 7 May | 10605.00 | 380 | -330 (-46.48%) | 32.69 | 3 | 0 | 22 |
| 6 May | 10319.00 | 710 | 710 | - | 0 | 0 | 22 |
| 5 May | 10046.00 | 710 | 710 | - | 0 | 0 | 22 |
| 4 May | 10132.00 | 710 | 710 | - | 0 | 0 | 22 |
| 30 Apr | 9994.00 | 710 | -831.75 (-53.95%) | 34.14 | 29 | 24 | 24 |
| 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 10400 expiring on 30JUN2026
Delta for 10400 PE is -0.39
Historical price for 10400 PE is as follows
On 26 May BAJAJ-AUTO was trading at 10593.00. The strike last trading price was 341.75, which was -33.75 lower than the previous day. The implied volatity was 35.23, the open interest changed by 73 which increased total open position to 300
On 25 May BAJAJ-AUTO was trading at 10491.00. The strike last trading price was 359.2, which was 19.05 higher than the previous day. The implied volatity was 33.16, the open interest changed by 17 which increased total open position to 229
On 22 May BAJAJ-AUTO was trading at 10549.50. The strike last trading price was 336.2, which was 40.4 higher than the previous day. The implied volatity was 31.73, the open interest changed by 144 which increased total open position to 212
On 21 May BAJAJ-AUTO was trading at 10667.00. The strike last trading price was 304.05, which was -96.4 lower than the previous day. The implied volatity was 31.72, the open interest changed by 19 which increased total open position to 68
On 20 May BAJAJ-AUTO was trading at 10462.50. The strike last trading price was 402.6, which was -125.4 lower than the previous day. The implied volatity was 32.81, the open interest changed by 20 which increased total open position to 48
On 19 May BAJAJ-AUTO was trading at 10205.00. The strike last trading price was 528, which was 25.8 higher than the previous day. The implied volatity was 33.04, the open interest changed by 0 which decreased total open position to 27
On 18 May BAJAJ-AUTO was trading at 10198.50. The strike last trading price was 502.2, which was -3.15 lower than the previous day. The implied volatity was 33.02, the open interest changed by 3 which increased total open position to 27
On 15 May BAJAJ-AUTO was trading at 10377.50. The strike last trading price was 505.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 14 May BAJAJ-AUTO was trading at 10451.00. The strike last trading price was 505.35, 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 24
On 13 May BAJAJ-AUTO was trading at 10262.00. The strike last trading price was 505.35, which was 125.35 higher than the previous day. The implied volatity was 0, the open interest changed by 3 which increased total open position to 24
On 12 May BAJAJ-AUTO was trading at 10397.00. The strike last trading price was 380, 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 21
On 11 May BAJAJ-AUTO was trading at 10595.50. The strike last trading price was 380, 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 21
On 8 May BAJAJ-AUTO was trading at 10711.50. The strike last trading price was 380, which was 380 higher than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 21
On 7 May BAJAJ-AUTO was trading at 10605.00. The strike last trading price was 380, which was -330 lower than the previous day. The implied volatity was 32.69, the open interest changed by 0 which decreased total open position to 22
On 6 May BAJAJ-AUTO was trading at 10319.00. The strike last trading price was 710, which was 710 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 5 May BAJAJ-AUTO was trading at 10046.00. The strike last trading price was 710, which was 710 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 4 May BAJAJ-AUTO was trading at 10132.00. The strike last trading price was 710, which was 710 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 22
On 30 Apr BAJAJ-AUTO was trading at 9994.00. The strike last trading price was 710, which was -831.75 lower than the previous day. The implied volatity was 34.14, the open interest changed by 24 which increased total open position to 24
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
