BAJAJHLDNG
Bajaj Holdings & Invs Ltd
Historical option data for BAJAJHLDNG
01 Apr 2026 04:14 PM IST
| BAJAJHLDNG 28-Apr-2026 (27d) 9000 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.5
Vega: 9.66
Theta: -7.29
Gamma: 0
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 1 Apr | 8907.00 | 315.65 | -3.45 | 34.38 | 494 | 60 | 140 | |||||||||
| 30 Mar | 8746.00 | 321 | -266 | 40.73 | 141 | 74 | 80 | |||||||||
| 27 Mar | 9150.00 | 587 | -133.05 | 44.23 | 2 | 0 | 5 | |||||||||
| 25 Mar | 9554.00 | 720 | -1198.6 | 28.99 | 6 | 1 | 1 | |||||||||
| 24 Mar | 9337.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Mar | 9162.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Mar | 9512.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Mar | 9674.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Mar | 9859.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Mar | 9663.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Mar | 9631.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 13 Mar | 9506.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Mar | 9789.00 | 1918.6 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Holdings & Invs Ltd - strike price 9000 expiring on 28APR2026
Delta for 9000 CE is 0.5
Historical price for 9000 CE is as follows
On 1 Apr BAJAJHLDNG was trading at 8907.00. The strike last trading price was 315.65, which was -3.45 lower than the previous day. The implied volatity was 34.38, the open interest changed by 60 which increased total open position to 140
On 30 Mar BAJAJHLDNG was trading at 8746.00. The strike last trading price was 321, which was -266 lower than the previous day. The implied volatity was 40.73, the open interest changed by 74 which increased total open position to 80
On 27 Mar BAJAJHLDNG was trading at 9150.00. The strike last trading price was 587, which was -133.05 lower than the previous day. The implied volatity was 44.23, the open interest changed by 0 which decreased total open position to 5
On 25 Mar BAJAJHLDNG was trading at 9554.00. The strike last trading price was 720, which was -1198.6 lower than the previous day. The implied volatity was 28.99, the open interest changed by 1 which increased total open position to 1
On 24 Mar BAJAJHLDNG was trading at 9337.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 1918.6, 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 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 1918.6, 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 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 1918.6, 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 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 1918.6, 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 28-Apr-2026 (27d) 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.5
Vega: 9.66
Theta: -5.32
Gamma: 0
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 1 Apr | 8907.00 | 376.05 | -165.8 | 37.09 | 220 | 46 | 158 |
| 30 Mar | 8746.00 | 545 | 193 | 45.25 | 103 | 16 | 115 |
| 27 Mar | 9150.00 | 353 | 199.4 | 42.47 | 81 | 45 | 98 |
| 25 Mar | 9554.00 | 153.6 | -48 | 34.32 | 9 | 5 | 52 |
| 24 Mar | 9337.00 | 201.6 | -135.4 | 33.9 | 44 | 29 | 47 |
| 23 Mar | 9162.00 | 340 | 128.05 | 38.94 | 17 | 5 | 13 |
| 20 Mar | 9512.00 | 211.95 | 61.95 | 38.71 | 1 | 0 | 8 |
| 19 Mar | 9674.00 | 150 | -21.8 | - | 0 | 0 | 8 |
| 18 Mar | 9859.00 | 150 | -21.8 | - | 0 | 0 | 8 |
| 17 Mar | 9663.00 | 150 | -21.8 | - | 0 | 0 | 8 |
| 16 Mar | 9631.00 | 150 | -21.8 | - | 0 | 0 | 0 |
| 13 Mar | 9506.00 | 150 | -21.8 | - | 8 | 8 | 6 |
| 12 Mar | 9789.00 | 150 | -21.8 | 34.83 | 8 | 6 | 6 |
For Bajaj Holdings & Invs Ltd - strike price 9000 expiring on 28APR2026
Delta for 9000 PE is -0.5
Historical price for 9000 PE is as follows
On 1 Apr BAJAJHLDNG was trading at 8907.00. The strike last trading price was 376.05, which was -165.8 lower than the previous day. The implied volatity was 37.09, the open interest changed by 46 which increased total open position to 158
On 30 Mar BAJAJHLDNG was trading at 8746.00. The strike last trading price was 545, which was 193 higher than the previous day. The implied volatity was 45.25, the open interest changed by 16 which increased total open position to 115
On 27 Mar BAJAJHLDNG was trading at 9150.00. The strike last trading price was 353, which was 199.4 higher than the previous day. The implied volatity was 42.47, the open interest changed by 45 which increased total open position to 98
On 25 Mar BAJAJHLDNG was trading at 9554.00. The strike last trading price was 153.6, which was -48 lower than the previous day. The implied volatity was 34.32, the open interest changed by 5 which increased total open position to 52
On 24 Mar BAJAJHLDNG was trading at 9337.00. The strike last trading price was 201.6, which was -135.4 lower than the previous day. The implied volatity was 33.9, the open interest changed by 29 which increased total open position to 47
On 23 Mar BAJAJHLDNG was trading at 9162.00. The strike last trading price was 340, which was 128.05 higher than the previous day. The implied volatity was 38.94, the open interest changed by 5 which increased total open position to 13
On 20 Mar BAJAJHLDNG was trading at 9512.00. The strike last trading price was 211.95, which was 61.95 higher than the previous day. The implied volatity was 38.71, the open interest changed by 0 which decreased total open position to 8
On 19 Mar BAJAJHLDNG was trading at 9674.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 18 Mar BAJAJHLDNG was trading at 9859.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 17 Mar BAJAJHLDNG was trading at 9663.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 16 Mar BAJAJHLDNG was trading at 9631.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Mar BAJAJHLDNG was trading at 9506.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 6
On 12 Mar BAJAJHLDNG was trading at 9789.00. The strike last trading price was 150, which was -21.8 lower than the previous day. The implied volatity was 34.83, the open interest changed by 6 which increased total open position to 6
