BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
15 May 2026 04:10 PM IST
| BAJAJHLDNG 26-May-2026 (9d) 10500 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.4
Vega: 0.07
Theta: -10.61
Gamma: 0.00065
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 May | 10308.00 | 160 | -33 (-17.10%) | 32.43 | 45 | 5 | 205 | |||||||||
| 14 May | 10357.00 | 176.75 | 78.75 (80.36%) | 30.54 | 323 | -53 | 202 | |||||||||
| 13 May | 10025.00 | 93.85 | -40.150000000000006 (-29.96%) | 35.35 | 139 | -28 | 256 | |||||||||
| 12 May | 10097.00 | 135.3 | -131.7 (-49.33%) | 0 | 193 | 40 | 282 | |||||||||
| 11 May | 10425.00 | 250 | -155 (-38.27%) | 0 | 209 | 29 | 241 | |||||||||
| 8 May | 10632.00 | 430 | 7.149999999999977 (1.69%) | 33.41 | 628 | 32 | 216 | |||||||||
| 7 May | 10597.00 | 433 | -24.55000000000001 (-5.37%) | 37.46 | 465 | 18 | 181 | |||||||||
| 6 May | 10612.00 | 447.5 | 55.60000000000002 (14.19%) | 36.62 | 378 | 56 | 165 | |||||||||
| 5 May | 10469.00 | 400 | 44.19999999999999 (12.42%) | 38.93 | 94 | 13 | 109 | |||||||||
| 4 May | 10376.00 | 372.55 | 54.94999999999999 (17.30%) | 39.12 | 573 | -4 | 96 | |||||||||
| 30 Apr | 10267.00 | 334 | 4.600000000000023 (1.40%) | 39.16 | 97 | -12 | 88 | |||||||||
| 29 Apr | 10305.50 | 335 | 95.9 (40.11%) | 36.06 | 173 | 68 | 100 | |||||||||
| 28 Apr | 10246.50 | 239.4 | -150.6 (-38.62%) | 27.06 | 45 | 29 | 31 | |||||||||
| 27 Apr | 10333.50 | 390 | 0 (0.00%) | - | 0 | 0 | 2 | |||||||||
| 24 Apr | 10259.50 | 390 | 0 (0.00%) | 33.64 | 0 | 0 | 2 | |||||||||
| 23 Apr | 10376.50 | 390 | 301.05 (338.45%) | 33.64 | 2 | 0 | 0 | |||||||||
| 22 Apr | 10376.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 10329.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 10388.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 10355.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 10205.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 10058.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 9858.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 9997.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 26MAY2026
Delta for 10500 CE is 0.4
Historical price for 10500 CE is as follows
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 160, which was -33 lower than the previous day. The implied volatity was 32.43, the open interest changed by 5 which increased total open position to 205
On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 176.75, which was 78.75 higher than the previous day. The implied volatity was 30.54, the open interest changed by -53 which decreased total open position to 202
On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 93.85, which was -40.150000000000006 lower than the previous day. The implied volatity was 35.35, the open interest changed by -28 which decreased total open position to 256
On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 135.3, which was -131.7 lower than the previous day. The implied volatity was 0, the open interest changed by 40 which increased total open position to 282
On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 250, which was -155 lower than the previous day. The implied volatity was 0, the open interest changed by 29 which increased total open position to 241
On 8 May BAJAJHLDNG was trading at 10632.00. The strike last trading price was 430, which was 7.149999999999977 higher than the previous day. The implied volatity was 33.41, the open interest changed by 32 which increased total open position to 216
On 7 May BAJAJHLDNG was trading at 10597.00. The strike last trading price was 433, which was -24.55000000000001 lower than the previous day. The implied volatity was 37.46, the open interest changed by 18 which increased total open position to 181
On 6 May BAJAJHLDNG was trading at 10612.00. The strike last trading price was 447.5, which was 55.60000000000002 higher than the previous day. The implied volatity was 36.62, the open interest changed by 56 which increased total open position to 165
On 5 May BAJAJHLDNG was trading at 10469.00. The strike last trading price was 400, which was 44.19999999999999 higher than the previous day. The implied volatity was 38.93, the open interest changed by 13 which increased total open position to 109
On 4 May BAJAJHLDNG was trading at 10376.00. The strike last trading price was 372.55, which was 54.94999999999999 higher than the previous day. The implied volatity was 39.12, the open interest changed by -4 which decreased total open position to 96
On 30 Apr BAJAJHLDNG was trading at 10267.00. The strike last trading price was 334, which was 4.600000000000023 higher than the previous day. The implied volatity was 39.16, the open interest changed by -12 which decreased total open position to 88
On 29 Apr BAJAJHLDNG was trading at 10305.50. The strike last trading price was 335, which was 95.9 higher than the previous day. The implied volatity was 36.06, the open interest changed by 68 which increased total open position to 100
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 239.4, which was -150.6 lower than the previous day. The implied volatity was 27.06, the open interest changed by 29 which increased total open position to 31
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 24 Apr BAJAJHLDNG was trading at 10259.50. The strike last trading price was 390, which was 0 lower than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 2
On 23 Apr BAJAJHLDNG was trading at 10376.50. The strike last trading price was 390, which was 301.05 higher than the previous day. The implied volatity was 33.64, the open interest changed by 0 which decreased total open position to 0
On 22 Apr 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 21 Apr BAJAJHLDNG was trading at 10329.00. 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 20 Apr BAJAJHLDNG was trading at 10388.00. 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 17 Apr BAJAJHLDNG was trading at 10355.50. 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 16 Apr BAJAJHLDNG was trading at 10205.00. 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 15 Apr BAJAJHLDNG was trading at 10058.50. 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 13 Apr BAJAJHLDNG was trading at 9858.00. 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 10 Apr BAJAJHLDNG was trading at 9997.50. 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
| BAJAJHLDNG 26-May-2026 (9d) 10500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.61
Vega: 0.07
Theta: -8.28
Gamma: 0.0007
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 May | 10308.00 | 318.65 | -10.75 (-3.26%) | 30.22 | 14 | -8 | 100 |
| 14 May | 10357.00 | 329.4 | -269.15 (-44.97%) | 34.34 | 51 | -20 | 108 |
| 13 May | 10025.00 | 598.55 | 54.14999999999998 (9.95%) | 0 | 47 | 8 | 127 |
| 12 May | 10097.00 | 540 | 227.89999999999998 (73.02%) | 0 | 121 | -10 | 119 |
| 11 May | 10425.00 | 334.75 | 107.4 (47.24%) | 0 | 154 | -38 | 129 |
| 8 May | 10632.00 | 210.15 | -74.04999999999998 (-26.06%) | 31.99 | 729 | -26 | 175 |
| 7 May | 10597.00 | 260 | -2.1000000000000227 (-0.80%) | 33.34 | 407 | 87 | 195 |
| 6 May | 10612.00 | 263.25 | -83.64999999999998 (-24.11%) | 33.63 | 99 | 50 | 104 |
| 5 May | 10469.00 | 346.9 | -79.55000000000001 (-18.65%) | 35.26 | 9 | 2 | 53 |
| 4 May | 10376.00 | 426.45 | -60.35000000000002 (-12.40%) | 35.56 | 73 | 20 | 51 |
| 30 Apr | 10267.00 | 492 | 51.55000000000001 (11.70%) | 34.63 | 17 | 6 | 37 |
| 29 Apr | 10305.50 | 440.45 | -11.900000000000034 (-2.63%) | 32.04 | 30 | 1 | 33 |
| 28 Apr | 10246.50 | 469.45 | 64.44999999999999 (15.91%) | 33.44 | 39 | 26 | 32 |
| 27 Apr | 10333.50 | 405 | -1321.8 (-76.55%) | 30.28 | 6 | 5 | 5 |
| 24 Apr | 10259.50 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 10376.50 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 10376.00 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 10329.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Apr | 10388.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Apr | 10355.50 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Apr | 10205.00 | 0 | 0 | - | 0 | 0 | 0 |
| 15 Apr | 10058.50 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Apr | 9858.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Apr | 9997.50 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Holdings & Invs Ltd - strike price 10500 expiring on 26MAY2026
Delta for 10500 PE is -0.61
Historical price for 10500 PE is as follows
On 15 May BAJAJHLDNG was trading at 10308.00. The strike last trading price was 318.65, which was -10.75 lower than the previous day. The implied volatity was 30.22, the open interest changed by -8 which decreased total open position to 100
On 14 May BAJAJHLDNG was trading at 10357.00. The strike last trading price was 329.4, which was -269.15 lower than the previous day. The implied volatity was 34.34, the open interest changed by -20 which decreased total open position to 108
On 13 May BAJAJHLDNG was trading at 10025.00. The strike last trading price was 598.55, which was 54.14999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by 8 which increased total open position to 127
On 12 May BAJAJHLDNG was trading at 10097.00. The strike last trading price was 540, which was 227.89999999999998 higher than the previous day. The implied volatity was 0, the open interest changed by -10 which decreased total open position to 119
On 11 May BAJAJHLDNG was trading at 10425.00. The strike last trading price was 334.75, which was 107.4 higher than the previous day. The implied volatity was 0, the open interest changed by -38 which decreased total open position to 129
On 8 May BAJAJHLDNG was trading at 10632.00. The strike last trading price was 210.15, which was -74.04999999999998 lower than the previous day. The implied volatity was 31.99, the open interest changed by -26 which decreased total open position to 175
On 7 May BAJAJHLDNG was trading at 10597.00. The strike last trading price was 260, which was -2.1000000000000227 lower than the previous day. The implied volatity was 33.34, the open interest changed by 87 which increased total open position to 195
On 6 May BAJAJHLDNG was trading at 10612.00. The strike last trading price was 263.25, which was -83.64999999999998 lower than the previous day. The implied volatity was 33.63, the open interest changed by 50 which increased total open position to 104
On 5 May BAJAJHLDNG was trading at 10469.00. The strike last trading price was 346.9, which was -79.55000000000001 lower than the previous day. The implied volatity was 35.26, the open interest changed by 2 which increased total open position to 53
On 4 May BAJAJHLDNG was trading at 10376.00. The strike last trading price was 426.45, which was -60.35000000000002 lower than the previous day. The implied volatity was 35.56, the open interest changed by 20 which increased total open position to 51
On 30 Apr BAJAJHLDNG was trading at 10267.00. The strike last trading price was 492, which was 51.55000000000001 higher than the previous day. The implied volatity was 34.63, the open interest changed by 6 which increased total open position to 37
On 29 Apr BAJAJHLDNG was trading at 10305.50. The strike last trading price was 440.45, which was -11.900000000000034 lower than the previous day. The implied volatity was 32.04, the open interest changed by 1 which increased total open position to 33
On 28 Apr BAJAJHLDNG was trading at 10246.50. The strike last trading price was 469.45, which was 64.44999999999999 higher than the previous day. The implied volatity was 33.44, the open interest changed by 26 which increased total open position to 32
On 27 Apr BAJAJHLDNG was trading at 10333.50. The strike last trading price was 405, which was -1321.8 lower than the previous day. The implied volatity was 30.28, the open interest changed by 5 which increased total open position to 5
On 24 Apr BAJAJHLDNG was trading at 10259.50. 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 23 Apr BAJAJHLDNG was trading at 10376.50. 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 22 Apr 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 21 Apr BAJAJHLDNG was trading at 10329.00. 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 20 Apr BAJAJHLDNG was trading at 10388.00. 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 17 Apr BAJAJHLDNG was trading at 10355.50. 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 16 Apr BAJAJHLDNG was trading at 10205.00. 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 15 Apr BAJAJHLDNG was trading at 10058.50. 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 13 Apr BAJAJHLDNG was trading at 9858.00. 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 10 Apr BAJAJHLDNG was trading at 9997.50. 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
