Since their discovery, single-layer semiconducting transition metal dichalcogenides have attracted much attention, thanks to their outstanding optical and mechanical properties. Strain engineering in these two-dimensional materials aims to tune their bandgap energy and to modify their optoelectronic properties by the application of external strain. In this paper, we demonstrate that biaxial strain, both tensile and compressive, can be applied and released in a timescale of a few seconds in a reproducible way on transition metal dichalcogenides monolayers deposited on polymeric substrates. We can control the amount of biaxial strain applied by letting the substrate expand or compress. To do this, we change the substrate temperature and choose materials with a large thermal expansion coefficient. After the investigation of the substrate-dependent strain transfer, we performed micro-differential spectroscopy of four transition metal dichalcogenides monolayers (MoS2, MoSe2, WS2, WSe2) under the application of biaxial strain and measured their optical properties. For tensile strain, we observe a redshift of the bandgap that reaches a value as large as 95 meV/% in the case of single-layer WS2 deposited on polypropylene. The observed bandgap shifts as a function of substrate extension/compression follow the order MoSe2 < MoS2 < WSe2 < WS2. Theoretical calculations of these four materials under biaxial strain predict the same trend for the material-dependent rates of the shift and reproduce well the features observed in the measured reflectance spectra.