Historical option data for BAJAJHLDNG
11 Jun 2026 04:15 PM IST
| BAJAJHLDNG 30-Jun-2026 (18d) 10200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.3
Vega: 0.08
Theta: -5.39
Gamma: 0.00064
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 11 Jun | 9863.00 | 100 | -53 (-34.64%) | 23.89 | 29 | 6 | 144 | |||||||||
| 10 Jun | 10035.00 | 168.35 | -94.5 (-35.95%) | 23.54 | 101 | 13 | 138 | |||||||||
| 9 Jun | 10253.00 | 260 | -7.05 (-2.64%) | 20.26 | 424 | -10 | 127 | |||||||||
| 8 Jun | 9868.00 | 267.05 | 0 (0.00%) | - | 83 | 0 | 137 | |||||||||
| 5 Jun | 10199.00 | 262.95 | 17.25 (7.02%) | 23.41 | 83 | 4 | 135 | |||||||||
| 4 Jun | 10127.00 | 241.7 | -57.2 (-19.14%) | 22.84 | 139 | 91 | 131 | |||||||||
| 3 Jun | 10190.00 | 305.8 | 56.1 (22.47%) | 26.74 | 51 | 39 | 39 | |||||||||
| 2 Jun | 10240.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 May | 10367.00 | 0 | -249.7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 10308.00 | 0 | -249.7 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 10357.00 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 10025.00 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 10097.00 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 10425.00 | 0 | -249.7 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 10632.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 10597.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 10612.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 10469.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 10376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 10305.50 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 10035.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 9912.50 | 0 | 0 (0.00%) | 0.33 | 0 | 0 | 0 | |||||||||
| 8 Apr | 9970.00 | 0 | 0 (0.00%) | 3.91 | 0 | 0 | 0 | |||||||||
| 7 Apr | 9237.00 | 0 | 0 (0.00%) | 3.94 | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10200 expiring on 30JUN2026
Delta for 10200 CE is 0.3
Historical price for 10200 CE is as follows
On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 100, which was -53 lower than the previous day. The implied volatity was 23.89, the open interest changed by 6 which increased total open position to 144
On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 168.35, which was -94.5 lower than the previous day. The implied volatity was 23.54, the open interest changed by 13 which increased total open position to 138
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 260, which was -7.05 lower than the previous day. The implied volatity was 20.26, the open interest changed by -10 which decreased total open position to 127
On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 267.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 137
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 262.95, which was 17.25 higher than the previous day. The implied volatity was 23.41, the open interest changed by 4 which increased total open position to 135
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 241.7, which was -57.2 lower than the previous day. The implied volatity was 22.84, the open interest changed by 91 which increased total open position to 131
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 305.8, which was 56.1 higher than the previous day. The implied volatity was 26.74, the open interest changed by 39 which increased total open position to 39
On 2 Jun BAJAJHLDNG was trading at 10240.00. 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 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 0, which was -249.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 0, which was -249.7 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 BAJAJHLDNG was trading at 10357.00. The strike last trading price was 0, which was -249.7 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 BAJAJHLDNG was trading at 10025.00. The strike last trading price was 0, which was -249.7 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 BAJAJHLDNG was trading at 10097.00. The strike last trading price was 0, which was -249.7 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 BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -249.7 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 BAJAJHLDNG was trading at 10632.00. 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 7 May BAJAJHLDNG was trading at 10597.00. 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 BAJAJHLDNG was trading at 10612.00. 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 BAJAJHLDNG was trading at 10469.00. 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 BAJAJHLDNG was trading at 10376.00. 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 29 Apr BAJAJHLDNG was trading at 10305.50. 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 BAJAJHLDNG was trading at 10035.00. 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 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJHLDNG was trading at 9970.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.91, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BAJAJHLDNG was trading at 9237.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
| BAJAJHLDNG 30-Jun-2026 (18d) 10200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 0.09
Theta: -7.18
Gamma: 0.00047
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 11 Jun | 9863.00 | 479 | 74.85 (18.52%) | 35.96 | 7 | 0 | 26 |
| 10 Jun | 10035.00 | 393.3 | 101.3 (34.69%) | 34.56 | 18 | 1 | 27 |
| 9 Jun | 10253.00 | 281.45 | -73.15 (-20.63%) | 33.25 | 20 | 11 | 25 |
| 8 Jun | 9868.00 | 354.6 | 354.6 | - | 19 | 0 | 14 |
| 5 Jun | 10199.00 | 354.6 | 354.6 (34.57%) | 35.6 | 19 | 0 | 14 |
| 4 Jun | 10127.00 | 392 | 100.7 (34.57%) | 35.6 | 19 | 12 | 13 |
| 3 Jun | 10190.00 | 376.35 | 0 (0.00%) | 27.68 | 1 | 0 | 1 |
| 2 Jun | 10240.00 | 291.3 | -1229.7 (-80.85%) | 27.68 | 1 | 1 | 1 |
| 18 May | 10367.00 | 0 | -1521 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 10308.00 | 0 | -1521 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 10357.00 | 0 | -1521 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 10025.00 | 0 | -1521 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 10097.00 | 0 | -1521 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 10425.00 | 0 | -1521 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 10632.00 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 10597.00 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 10612.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 10469.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 10376.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 10305.50 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 10035.00 | 0 | 0 (0.00%) | 0.1 | 0 | 0 | 0 |
| 9 Apr | 9912.50 | 0 | 0 (0.00%) | 0.1 | 0 | 0 | 0 |
| 8 Apr | 9970.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 7 Apr | 9237.00 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10200 expiring on 30JUN2026
Delta for 10200 PE is -0.61
Historical price for 10200 PE is as follows
On 11 Jun BAJAJHLDNG was trading at 9863.00. The strike last trading price was 479, which was 74.85 higher than the previous day. The implied volatity was 35.96, the open interest changed by 0 which decreased total open position to 26
On 10 Jun BAJAJHLDNG was trading at 10035.00. The strike last trading price was 393.3, which was 101.3 higher than the previous day. The implied volatity was 34.56, the open interest changed by 1 which increased total open position to 27
On 9 Jun BAJAJHLDNG was trading at 10253.00. The strike last trading price was 281.45, which was -73.15 lower than the previous day. The implied volatity was 33.25, the open interest changed by 11 which increased total open position to 25
On 8 Jun BAJAJHLDNG was trading at 9868.00. The strike last trading price was 354.6, which was 354.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 5 Jun BAJAJHLDNG was trading at 10199.00. The strike last trading price was 354.6, which was 354.6 higher than the previous day. The implied volatity was 35.6, the open interest changed by 0 which decreased total open position to 14
On 4 Jun BAJAJHLDNG was trading at 10127.00. The strike last trading price was 392, which was 100.7 higher than the previous day. The implied volatity was 35.6, the open interest changed by 12 which increased total open position to 13
On 3 Jun BAJAJHLDNG was trading at 10190.00. The strike last trading price was 376.35, which was 0 lower than the previous day. The implied volatity was 27.68, the open interest changed by 0 which decreased total open position to 1
On 2 Jun BAJAJHLDNG was trading at 10240.00. The strike last trading price was 291.3, which was -1229.7 lower than the previous day. The implied volatity was 27.68, the open interest changed by 1 which increased total open position to 1
On 18 May BAJAJHLDNG was trading at 10367.00. The strike last trading price was 0, which was -1521 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 0, which was -1521 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 BAJAJHLDNG was trading at 10357.00. The strike last trading price was 0, which was -1521 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 BAJAJHLDNG was trading at 10025.00. The strike last trading price was 0, which was -1521 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 BAJAJHLDNG was trading at 10097.00. The strike last trading price was 0, which was -1521 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 BAJAJHLDNG was trading at 10425.00. The strike last trading price was 0, which was -1521 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 BAJAJHLDNG was trading at 10632.00. 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 7 May BAJAJHLDNG was trading at 10597.00. 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 BAJAJHLDNG was trading at 10612.00. 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 BAJAJHLDNG was trading at 10469.00. 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 BAJAJHLDNG was trading at 10376.00. 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 29 Apr BAJAJHLDNG was trading at 10305.50. 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 BAJAJHLDNG was trading at 10035.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BAJAJHLDNG was trading at 9912.50. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.1, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BAJAJHLDNG was trading at 9970.00. 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 7 Apr BAJAJHLDNG was trading at 9237.00. 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
