BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
12 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 10100 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 1.20
Theta: -0.89
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 9015.00 | 4.75 | -1.3 | 24.77 | 99 | 57 | 87 | |||||||||
| 11 Dec | 9053.50 | 5.15 | 1.2 | 23.50 | 31 | 30 | 31 | |||||||||
| 10 Dec | 8991.00 | 3.95 | -140.75 | 23.44 | 7 | 3 | 3 | |||||||||
| 9 Dec | 8961.00 | 144.7 | 0 | 11.45 | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 144.7 | 0 | 10.23 | 0 | 0 | 0 | |||||||||
| 5 Dec | 9109.00 | 144.7 | 0 | 8.96 | 0 | 0 | 0 | |||||||||
| 4 Dec | 9085.00 | 144.7 | 0 | 9.04 | 0 | 0 | 0 | |||||||||
| 3 Dec | 9000.50 | 144.7 | 0 | 9.50 | 0 | 0 | 0 | |||||||||
| 2 Dec | 9085.50 | 144.7 | 0 | 8.33 | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 144.7 | 0 | 8.04 | 0 | 0 | 0 | |||||||||
| 28 Nov | 9073.50 | 144.7 | 0 | 7.79 | 0 | 0 | 0 | |||||||||
| 27 Nov | 9022.50 | 144.7 | 0 | 7.89 | 0 | 0 | 0 | |||||||||
| 26 Nov | 9164.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 25 Nov | 9048.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 9007.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 8892.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 8979.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 8884.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 8921.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 8945.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 8843.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 8867.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 8868.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 8895.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 8772.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 8751.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 10100 expiring on 30DEC2025
Delta for 10100 CE is 0.03
Historical price for 10100 CE is as follows
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 4.75, which was -1.3 lower than the previous day. The implied volatity was 24.77, the open interest changed by 57 which increased total open position to 87
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 5.15, which was 1.2 higher than the previous day. The implied volatity was 23.50, the open interest changed by 30 which increased total open position to 31
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 3.95, which was -140.75 lower than the previous day. The implied volatity was 23.44, the open interest changed by 3 which increased total open position to 3
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 144.7, which was 0 lower than the previous day. The implied volatity was 11.45, the open interest changed by 0 which decreased total open position to 0
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 144.7, which was 0 lower than the previous day. The implied volatity was 10.23, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 144.7, which was 0 lower than the previous day. The implied volatity was 8.96, 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 144.7, which was 0 lower than the previous day. The implied volatity was 9.04, 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 144.7, which was 0 lower than the previous day. The implied volatity was 9.50, the open interest changed by 0 which decreased total open position to 0
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 144.7, which was 0 lower than the previous day. The implied volatity was 8.33, the open interest changed by 0 which decreased total open position to 0
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 144.7, which was 0 lower than the previous day. The implied volatity was 8.04, 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 144.7, which was 0 lower than the previous day. The implied volatity was 7.79, 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 144.7, which was 0 lower than the previous day. The implied volatity was 7.89, the open interest changed by 0 which decreased total open position to 0
On 26 Nov BAJAJ-AUTO was trading at 9164.00. 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 25 Nov BAJAJ-AUTO was trading at 9048.00. 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 24 Nov BAJAJ-AUTO was trading at 9007.50. 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 21 Nov BAJAJ-AUTO was trading at 8892.00. 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 Nov BAJAJ-AUTO was trading at 8979.50. 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 19 Nov BAJAJ-AUTO was trading at 8884.50. 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 18 Nov BAJAJ-AUTO was trading at 8921.00. 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 Nov BAJAJ-AUTO was trading at 8945.50. 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 14 Nov BAJAJ-AUTO was trading at 8843.00. 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 13 Nov BAJAJ-AUTO was trading at 8867.50. 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 12 Nov BAJAJ-AUTO was trading at 8868.00. 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 11 Nov BAJAJ-AUTO was trading at 8895.00. 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 Nov BAJAJ-AUTO was trading at 8772.00. 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 Nov BAJAJ-AUTO was trading at 8751.00. 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
| BAJAJ-AUTO 30DEC2025 10100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 9015.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 11 Dec | 9053.50 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 10 Dec | 8991.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 9 Dec | 8961.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 8 Dec | 9026.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 5 Dec | 9109.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 4 Dec | 9085.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 3 Dec | 9000.50 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 2 Dec | 9085.50 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 1 Dec | 9096.00 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 9073.50 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 9022.50 | 1081.25 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 9164.00 | 0 | 0 | - | 0 | 0 | 0 |
| 25 Nov | 9048.00 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Nov | 9007.50 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Nov | 8892.00 | 0 | 0 | - | 0 | 0 | 0 |
| 20 Nov | 8979.50 | 0 | 0 | - | 0 | 0 | 0 |
| 19 Nov | 8884.50 | 0 | 0 | - | 0 | 0 | 0 |
| 18 Nov | 8921.00 | 0 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 8945.50 | 0 | 0 | - | 0 | 0 | 0 |
| 14 Nov | 8843.00 | 0 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 8867.50 | 0 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 8868.00 | 0 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 8895.00 | 0 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 8772.00 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 8751.00 | 0 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 10100 expiring on 30DEC2025
Delta for 10100 PE is -
Historical price for 10100 PE is as follows
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1081.25, 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 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1081.25, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1081.25, 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 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1081.25, 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 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1081.25, 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 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1081.25, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 1081.25, 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 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 1081.25, 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 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 1081.25, 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 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 1081.25, 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 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 1081.25, 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 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 1081.25, 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 26 Nov BAJAJ-AUTO was trading at 9164.00. 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 25 Nov BAJAJ-AUTO was trading at 9048.00. 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 24 Nov BAJAJ-AUTO was trading at 9007.50. 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 21 Nov BAJAJ-AUTO was trading at 8892.00. 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 Nov BAJAJ-AUTO was trading at 8979.50. 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 19 Nov BAJAJ-AUTO was trading at 8884.50. 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 18 Nov BAJAJ-AUTO was trading at 8921.00. 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 Nov BAJAJ-AUTO was trading at 8945.50. 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 14 Nov BAJAJ-AUTO was trading at 8843.00. 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 13 Nov BAJAJ-AUTO was trading at 8867.50. 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 12 Nov BAJAJ-AUTO was trading at 8868.00. 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 11 Nov BAJAJ-AUTO was trading at 8895.00. 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 Nov BAJAJ-AUTO was trading at 8772.00. 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 Nov BAJAJ-AUTO was trading at 8751.00. 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































































































































































































































