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BAJAJ-AUTO

Bajaj Auto Limited
9015 -38.50 (-0.43%)
L: 8960 H: 9089.5

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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