BAJAJ-AUTO

Bajaj Auto Limited

8961 -65.00 (-0.72%)

L: 8880 H: 9034.5

Back to Option Chain

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 10200 CE
Delta: 0.02 Vega: 0.84 Theta: -0.52 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	2.85 ₹ 213.75	-1.55 -116.25	24.34	118 8,850	-75 -5,625	1,312 98,400
8 Dec	9026.00	4.7 ₹ 352.5	-1.8 -135.00	23.49	488 36,600	-4 -300	1,387 1,04,025
5 Dec	9109.00	6.5 ₹ 487.5	1.4 105.00	21.69	345 25,875	-2 -150	1,391 1,04,325
4 Dec	9085.00	5.5 ₹ 412.5	0.3 22.50	21.16	179 13,425	-38 -2,850	1,391 1,04,325
3 Dec	9000.50	5 ₹ 375	-2.4 -180.00	21.68	343 25,725	-6 -450	1,427 1,07,025
2 Dec	9085.50	7.05 ₹ 528.75	-1.5 -112.50	21.33	180 13,500	2 150	1,434 1,07,550
1 Dec	9096.00	8.85 ₹ 663.75	-0.9 -67.50	21.46	1,513 1,13,475	793 59,475	1,431 1,07,325
28 Nov	9073.50	9.2 ₹ 690	-123.1 -9232.50	20.62	1,400 1,05,000	638 47,850	638 47,850
27 Nov	9022.50	132.3 ₹ 9,922.5	0 0.00	8.57	0 0	0 0	0 0
26 Nov	9164.00	132.3 ₹ 9,922.5	0 0.00	7.54	0 0	0 0	0 0
25 Nov	9048.00	132.3 ₹ 9,922.5	0 0.00	8.28	0 0	0 0	0 0
24 Nov	9007.50	132.3 ₹ 9,922.5	0 0.00	8.37	0 0	0 0	0 0
21 Nov	8892.00	132.3 ₹ 9,922.5	0 0.00	8.90	0 0	0 0	0 0

20 Nov	8979.50	132.3 ₹ 9,922.5	0 0.00	8.14	0 0	0 0	0 0
19 Nov	8884.50	132.3 ₹ 9,922.5	0 0.00	8.78	0 0	0 0	0 0
18 Nov	8921.00	132.3 ₹ 9,922.5	0 0.00	8.40	0 0	0 0	0 0
17 Nov	8945.50	132.3 ₹ 9,922.5	0 0.00	8.13	0 0	0 0	0 0
14 Nov	8843.00	132.3 ₹ 9,922.5	0 0.00	8.46	0 0	0 0	0 0
13 Nov	8867.50	132.3 ₹ 9,922.5	0 0.00	8.27	0 0	0 0	0 0
12 Nov	8868.00	132.3 ₹ 9,922.5	0 0.00	8.27	0 0	0 0	0 0
11 Nov	8895.00	132.3 ₹ 9,922.5	0 0.00	7.91	0 0	0 0	0 0
10 Nov	8772.00	132.3 ₹ 9,922.5	0 0.00	8.56	0 0	0 0	0 0
4 Nov	8751.00	132.3 ₹ 9,922.5	0 0.00	8.12	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 10200 expiring on 30DEC2025

Delta for 10200 CE is 0.02

Historical price for 10200 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 2.85, which was -1.55 lower than the previous day. The implied volatity was 24.34, the open interest changed by -75 which decreased total open position to 1312

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 4.7, which was -1.8 lower than the previous day. The implied volatity was 23.49, the open interest changed by -4 which decreased total open position to 1387

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 6.5, which was 1.4 higher than the previous day. The implied volatity was 21.69, the open interest changed by -2 which decreased total open position to 1391

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 5.5, which was 0.3 higher than the previous day. The implied volatity was 21.16, the open interest changed by -38 which decreased total open position to 1391

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 5, which was -2.4 lower than the previous day. The implied volatity was 21.68, the open interest changed by -6 which decreased total open position to 1427

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 7.05, which was -1.5 lower than the previous day. The implied volatity was 21.33, the open interest changed by 2 which increased total open position to 1434

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 8.85, which was -0.9 lower than the previous day. The implied volatity was 21.46, the open interest changed by 793 which increased total open position to 1431

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 9.2, which was -123.1 lower than the previous day. The implied volatity was 20.62, the open interest changed by 638 which increased total open position to 638

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 132.3, which was 0 lower than the previous day. The implied volatity was 8.57, 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 132.3, which was 0 lower than the previous day. The implied volatity was 7.54, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.28, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.37, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.90, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.14, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.78, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.40, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.13, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.46, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.27, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.27, 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 132.3, which was 0 lower than the previous day. The implied volatity was 7.91, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.56, 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 132.3, which was 0 lower than the previous day. The implied volatity was 8.12, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 10200 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
8 Dec	9026.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	3 225
5 Dec	9109.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
4 Dec	9085.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
3 Dec	9000.50	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
2 Dec	9085.50	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
1 Dec	9096.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
28 Nov	9073.50	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
27 Nov	9022.50	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	0 0	0 0
26 Nov	9164.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	0 0	1 75	0 0
25 Nov	9048.00	1048.65 ₹ 78,648.75	-171.35 -12851.25	-	1 75	0 0	2 150
24 Nov	9007.50	1220 ₹ 91,500	-279.35 -20951.25	-	0 0	0 0	0 0
21 Nov	8892.00	1220 ₹ 91,500	-279.35 -20951.25	-	0 0	2 150	0 0
20 Nov	8979.50	1220 ₹ 91,500	-279.35 -20951.25	37.98	2 150	1 75	1 75
19 Nov	8884.50	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
18 Nov	8921.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	1499.35 ₹ 1,12,451.25	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 10200 expiring on 30DEC2025

Delta for 10200 PE is -

Historical price for 10200 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1048.65, which was -171.35 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 1048.65, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 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 1048.65, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1048.65, which was -171.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1220, which was -279.35 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 1220, which was -279.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 1220, which was -279.35 lower than the previous day. The implied volatity was 37.98, the open interest changed by 1 which increased total open position to 1

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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 1499.35, 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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