BAJAJ-AUTO

Bajaj Auto Limited

8961 -65.00 (-0.72%)

L: 8880 H: 9034.5

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Historical option data for BAJAJ-AUTO
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJAJ-AUTO 30-DEC-2025 10000 CE
Delta: 0.03 Vega: 1.54 Theta: -0.95 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	6.25 ₹ 468.75	-3.1 -232.50	23.83	398 29,850	-92 -6,900	2,768 2,07,600
8 Dec	9026.00	9.75 ₹ 731.25	-3.45 -258.75	22.88	1,011 75,825	-4 -300	2,868 2,15,100
5 Dec	9109.00	13 ₹ 975	0.55 41.25	21.00	1,245 93,375	-93 -6,975	2,866 2,14,950
4 Dec	9085.00	13.05 ₹ 978.75	1.4 105.00	21.18	1,221 91,575	-199 -14,925	2,950 2,21,250
3 Dec	9000.50	10.9 ₹ 817.5	-4.55 -341.25	21.42	1,877 1,40,775	-184 -13,800	3,125 2,34,375
2 Dec	9085.50	15.4 ₹ 1,155	-2.95 -221.25	21.23	2,087 1,56,525	41 3,075	3,314 2,48,550
1 Dec	9096.00	18.35 ₹ 1,376.25	-2.1 -157.50	21.28	4,308 3,23,100	-17 -1,275	3,271 2,45,325
28 Nov	9073.50	19.65 ₹ 1,473.75	0.85 63.75	20.64	3,560 2,67,000	-64 -4,800	3,283 2,46,225
27 Nov	9022.50	18.9 ₹ 1,417.5	-7.55 -566.25	20.87	5,894 4,42,050	677 50,775	3,346 2,50,950
26 Nov	9164.00	26.2 ₹ 1,965	1.15 86.25	19.85	5,490 4,11,750	1,599 1,19,925	2,679 2,00,925
25 Nov	9048.00	25.95 ₹ 1,946.25	1.1 82.50	21.70	2,724 2,04,300	416 31,200	1,069 80,175
24 Nov	9007.50	24.9 ₹ 1,867.5	5.85 438.75	21.72	1,319 98,925	215 16,125	657 49,275
21 Nov	8892.00	18.85 ₹ 1,413.75	-7.5 -562.50	21.63	556 41,700	96 7,200	441 33,075
20 Nov	8979.50	26.75 ₹ 2,006.25	0.95 71.25	21.38	470 35,250	53 3,975	344 25,800
19 Nov	8884.50	25.7 ₹ 1,927.5	-6.4 -480.00	22.92	313 23,475	38 2,850	291 21,825
18 Nov	8921.00	32.95 ₹ 2,471.25	-4.2 -315.00	23.25	243 18,225	80 6,000	250 18,750
17 Nov	8945.50	37.15 ₹ 2,786.25	8.65 648.75	23.03	194 14,550	65 4,875	169 12,675
14 Nov	8843.00	28.5 ₹ 2,137.5	-11 -825.00	22.47	99 7,425	66 4,950	101 7,575
13 Nov	8867.50	39.5 ₹ 2,962.5	-125.95 -9446.25	23.83	48 3,600	35 2,625	35 2,625
12 Nov	8868.00	165.45 ₹ 12,408.75	0 0.00	7.12	0 0	0 0	0 0
11 Nov	8895.00	165.45 ₹ 12,408.75	0 0.00	6.76	0 0	0 0	0 0

10 Nov	8772.00	165.45 ₹ 12,408.75	0 0.00	7.45	0 0	0 0	0 0
4 Nov	8751.00	165.45 ₹ 12,408.75	0 0.00	7.05	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 10000 expiring on 30DEC2025

Delta for 10000 CE is 0.03

Historical price for 10000 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 6.25, which was -3.1 lower than the previous day. The implied volatity was 23.83, the open interest changed by -92 which decreased total open position to 2768

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 9.75, which was -3.45 lower than the previous day. The implied volatity was 22.88, the open interest changed by -4 which decreased total open position to 2868

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 13, which was 0.55 higher than the previous day. The implied volatity was 21.00, the open interest changed by -93 which decreased total open position to 2866

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 13.05, which was 1.4 higher than the previous day. The implied volatity was 21.18, the open interest changed by -199 which decreased total open position to 2950

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 10.9, which was -4.55 lower than the previous day. The implied volatity was 21.42, the open interest changed by -184 which decreased total open position to 3125

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 15.4, which was -2.95 lower than the previous day. The implied volatity was 21.23, the open interest changed by 41 which increased total open position to 3314

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 18.35, which was -2.1 lower than the previous day. The implied volatity was 21.28, the open interest changed by -17 which decreased total open position to 3271

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 19.65, which was 0.85 higher than the previous day. The implied volatity was 20.64, the open interest changed by -64 which decreased total open position to 3283

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 18.9, which was -7.55 lower than the previous day. The implied volatity was 20.87, the open interest changed by 677 which increased total open position to 3346

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 26.2, which was 1.15 higher than the previous day. The implied volatity was 19.85, the open interest changed by 1599 which increased total open position to 2679

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 25.95, which was 1.1 higher than the previous day. The implied volatity was 21.70, the open interest changed by 416 which increased total open position to 1069

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 24.9, which was 5.85 higher than the previous day. The implied volatity was 21.72, the open interest changed by 215 which increased total open position to 657

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 18.85, which was -7.5 lower than the previous day. The implied volatity was 21.63, the open interest changed by 96 which increased total open position to 441

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 26.75, which was 0.95 higher than the previous day. The implied volatity was 21.38, the open interest changed by 53 which increased total open position to 344

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 25.7, which was -6.4 lower than the previous day. The implied volatity was 22.92, the open interest changed by 38 which increased total open position to 291

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 32.95, which was -4.2 lower than the previous day. The implied volatity was 23.25, the open interest changed by 80 which increased total open position to 250

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 37.15, which was 8.65 higher than the previous day. The implied volatity was 23.03, the open interest changed by 65 which increased total open position to 169

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 28.5, which was -11 lower than the previous day. The implied volatity was 22.47, the open interest changed by 66 which increased total open position to 101

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 39.5, which was -125.95 lower than the previous day. The implied volatity was 23.83, the open interest changed by 35 which increased total open position to 35

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 165.45, which was 0 lower than the previous day. The implied volatity was 7.12, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 165.45, which was 0 lower than the previous day. The implied volatity was 6.76, the open interest changed by 0 which decreased total open position to 0

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 165.45, which was 0 lower than the previous day. The implied volatity was 7.45, the open interest changed by 0 which decreased total open position to 0

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 165.45, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 10000 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	981.85 ₹ 73,638.75	33.35 2501.25	-	3 225	1 75	176 13,200
8 Dec	9026.00	948.5 ₹ 71,137.5	-26.5 -1987.50	32.69	10 750	-4 -300	175 13,125
5 Dec	9109.00	975 ₹ 73,125	86.05 6453.75	-	0 0	0 0	0 0
4 Dec	9085.00	975 ₹ 73,125	86.05 6453.75	-	0 0	0 0	0 0
3 Dec	9000.50	975 ₹ 73,125	86.05 6453.75	32.28	1 75	0 0	179 13,425
2 Dec	9085.50	888.95 ₹ 66,671.25	-18.05 -1353.75	26.52	3 225	1 75	179 13,425
1 Dec	9096.00	907 ₹ 68,025	112.7 8452.50	-	0 0	0 0	0 0
28 Nov	9073.50	907 ₹ 68,025	112.7 8452.50	-	0 0	0 0	0 0
27 Nov	9022.50	907 ₹ 68,025	112.7 8452.50	24.88	13 975	2 150	180 13,500
26 Nov	9164.00	797.35 ₹ 59,801.25	-117.45 -8808.75	23.44	48 3,600	29 2,175	177 13,275
25 Nov	9048.00	915 ₹ 68,625	-55 -4125.00	26.94	72 5,400	62 4,650	151 11,325
24 Nov	9007.50	970 ₹ 72,750	-90 -6750.00	31.15	39 2,925	27 2,025	89 6,675
21 Nov	8892.00	1060 ₹ 79,500	58 4350.00	28.79	27 2,025	4 300	62 4,650
20 Nov	8979.50	1002 ₹ 75,150	-8 -600.00	31.54	42 3,150	32 2,400	57 4,275
19 Nov	8884.50	1010 ₹ 75,750	-11.8 -885.00	-	0 0	2 150	0 0
18 Nov	8921.00	1010 ₹ 75,750	-11.8 -885.00	24.40	4 300	1 75	24 1,800
17 Nov	8945.50	1030.25 ₹ 77,268.75	-111.6 -8370.00	31.22	20 1,500	9 675	22 1,650
14 Nov	8843.00	1145 ₹ 85,875	5 375.00	34.53	8 600	6 450	13 975
13 Nov	8867.50	1140 ₹ 85,500	39 2925.00	-	0 0	3 225	0 0
12 Nov	8868.00	1140 ₹ 85,500	39 2925.00	33.74	3 225	2 150	6 450
11 Nov	8895.00	1101 ₹ 82,575	-114 -8550.00	34.09	2 150	0 0	4 300
10 Nov	8772.00	1215 ₹ 91,125	-120.5 -9037.50	-	0 0	4 300	0 0
4 Nov	8751.00	1335.5 ₹ 1,00,162.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 10000 expiring on 30DEC2025

Delta for 10000 PE is -

Historical price for 10000 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 981.85, which was 33.35 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 176

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 948.5, which was -26.5 lower than the previous day. The implied volatity was 32.69, the open interest changed by -4 which decreased total open position to 175

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 975, which was 86.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 975, which was 86.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 975, which was 86.05 higher than the previous day. The implied volatity was 32.28, the open interest changed by 0 which decreased total open position to 179

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 888.95, which was -18.05 lower than the previous day. The implied volatity was 26.52, the open interest changed by 1 which increased total open position to 179

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 907, which was 112.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 907, which was 112.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 907, which was 112.7 higher than the previous day. The implied volatity was 24.88, the open interest changed by 2 which increased total open position to 180

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 797.35, which was -117.45 lower than the previous day. The implied volatity was 23.44, the open interest changed by 29 which increased total open position to 177

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 915, which was -55 lower than the previous day. The implied volatity was 26.94, the open interest changed by 62 which increased total open position to 151

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 970, which was -90 lower than the previous day. The implied volatity was 31.15, the open interest changed by 27 which increased total open position to 89

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 1060, which was 58 higher than the previous day. The implied volatity was 28.79, the open interest changed by 4 which increased total open position to 62

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 1002, which was -8 lower than the previous day. The implied volatity was 31.54, the open interest changed by 32 which increased total open position to 57

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1010, which was -11.8 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 1010, which was -11.8 lower than the previous day. The implied volatity was 24.40, the open interest changed by 1 which increased total open position to 24

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 1030.25, which was -111.6 lower than the previous day. The implied volatity was 31.22, the open interest changed by 9 which increased total open position to 22

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 1145, which was 5 higher than the previous day. The implied volatity was 34.53, the open interest changed by 6 which increased total open position to 13

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 1140, which was 39 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 1140, which was 39 higher than the previous day. The implied volatity was 33.74, the open interest changed by 2 which increased total open position to 6

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1101, which was -114 lower than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 4

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 1215, which was -120.5 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 1335.5, 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

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