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 10400 CE
Delta: 0.01 Vega: 0.51 Theta: -0.33 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1.55 ₹ 116.25	-0.5 -37.50	25.38	183 13,725	-5 -375	1,711 1,28,325
8 Dec	9026.00	2.05 ₹ 153.75	-1.75 -131.25	23.82	185 13,875	-21 -1,575	1,720 1,29,000
5 Dec	9109.00	3.25 ₹ 243.75	0.3 22.50	22.38	584 43,800	20 1,500	1,741 1,30,575
4 Dec	9085.00	3.1 ₹ 232.5	0.65 48.75	22.25	100 7,500	-1 -75	1,721 1,29,075
3 Dec	9000.50	2.1 ₹ 157.5	-1.2 -90.00	21.81	439 32,925	-10 -750	1,723 1,29,225
2 Dec	9085.50	3.45 ₹ 258.75	-0.4 -30.00	21.82	389 29,175	2 150	1,733 1,29,975
1 Dec	9096.00	4.2 ₹ 315	-1.35 -101.25	21.74	852 63,900	18 1,350	1,731 1,29,825
28 Nov	9073.50	5.25 ₹ 393.75	-0.9 -67.50	21.46	380 28,500	-73 -5,475	1,713 1,28,475
27 Nov	9022.50	6.5 ₹ 487.5	-1.1 -82.50	22.47	1,642 1,23,150	676 50,700	1,788 1,34,100
26 Nov	9164.00	7.05 ₹ 528.75	-3.3 -247.50	20.55	1,317 98,775	928 69,600	1,112 83,400
25 Nov	9048.00	11.35 ₹ 851.25	1.1 82.50	23.90	213 15,975	50 3,750	184 13,800
24 Nov	9007.50	10.25 ₹ 768.75	1.1 82.50	23.57	134 10,050	27 2,025	133 9,975
21 Nov	8892.00	9.15 ₹ 686.25	-2.65 -198.75	24.02	68 5,100	37 2,775	106 7,950
20 Nov	8979.50	11.85 ₹ 888.75	-0.75 -56.25	23.31	47 3,525	4 300	69 5,175
19 Nov	8884.50	12.6 ₹ 945	-2.5 -187.50	24.98	43 3,225	5 375	65 4,875
18 Nov	8921.00	15.1 ₹ 1,132.5	-0.85 -63.75	24.86	20 1,500	0 0	60 4,500
17 Nov	8945.50	15.95 ₹ 1,196.25	13.4 1005.00	24.36	19 1,425	11 825	60 4,500
14 Nov	8843.00	2.55 ₹ 191.25	-13.65 -1023.75	18.58	11 825	10 750	49 3,675
13 Nov	8867.50	16.2 ₹ 1,215	0.65 48.75	24.44	5 375	1 75	39 2,925
12 Nov	8868.00	15.55 ₹ 1,166.25	-4.75 -356.25	24.23	5 375	-1 -75	38 2,850

11 Nov	8895.00	20.3 ₹ 1,522.5	-0.7 -52.50	24.42	2 150	0 0	38 2,850
10 Nov	8772.00	21 ₹ 1,575	0 0.00	26.32	6 450	2 150	38 2,850
4 Nov	8751.00	21 ₹ 1,575	-84.05 -6303.75	24.82	36 2,700	35 2,625	35 2,625

For Bajaj Auto Limited - strike price 10400 expiring on 30DEC2025

Delta for 10400 CE is 0.01

Historical price for 10400 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1.55, which was -0.5 lower than the previous day. The implied volatity was 25.38, the open interest changed by -5 which decreased total open position to 1711

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 2.05, which was -1.75 lower than the previous day. The implied volatity was 23.82, the open interest changed by -21 which decreased total open position to 1720

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 3.25, which was 0.3 higher than the previous day. The implied volatity was 22.38, the open interest changed by 20 which increased total open position to 1741

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 3.1, which was 0.65 higher than the previous day. The implied volatity was 22.25, the open interest changed by -1 which decreased total open position to 1721

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 2.1, which was -1.2 lower than the previous day. The implied volatity was 21.81, the open interest changed by -10 which decreased total open position to 1723

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 3.45, which was -0.4 lower than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 1733

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 4.2, which was -1.35 lower than the previous day. The implied volatity was 21.74, the open interest changed by 18 which increased total open position to 1731

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 5.25, which was -0.9 lower than the previous day. The implied volatity was 21.46, the open interest changed by -73 which decreased total open position to 1713

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 6.5, which was -1.1 lower than the previous day. The implied volatity was 22.47, the open interest changed by 676 which increased total open position to 1788

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 7.05, which was -3.3 lower than the previous day. The implied volatity was 20.55, the open interest changed by 928 which increased total open position to 1112

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 11.35, which was 1.1 higher than the previous day. The implied volatity was 23.90, the open interest changed by 50 which increased total open position to 184

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 10.25, which was 1.1 higher than the previous day. The implied volatity was 23.57, the open interest changed by 27 which increased total open position to 133

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 9.15, which was -2.65 lower than the previous day. The implied volatity was 24.02, the open interest changed by 37 which increased total open position to 106

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 11.85, which was -0.75 lower than the previous day. The implied volatity was 23.31, the open interest changed by 4 which increased total open position to 69

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 12.6, which was -2.5 lower than the previous day. The implied volatity was 24.98, the open interest changed by 5 which increased total open position to 65

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 15.1, which was -0.85 lower than the previous day. The implied volatity was 24.86, the open interest changed by 0 which decreased total open position to 60

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 15.95, which was 13.4 higher than the previous day. The implied volatity was 24.36, the open interest changed by 11 which increased total open position to 60

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 2.55, which was -13.65 lower than the previous day. The implied volatity was 18.58, the open interest changed by 10 which increased total open position to 49

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 16.2, which was 0.65 higher than the previous day. The implied volatity was 24.44, the open interest changed by 1 which increased total open position to 39

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 15.55, which was -4.75 lower than the previous day. The implied volatity was 24.23, the open interest changed by -1 which decreased total open position to 38

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 20.3, which was -0.7 lower than the previous day. The implied volatity was 24.42, the open interest changed by 0 which decreased total open position to 38

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 21, which was 0 lower than the previous day. The implied volatity was 26.32, the open interest changed by 2 which increased total open position to 38

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 21, which was -84.05 lower than the previous day. The implied volatity was 24.82, the open interest changed by 35 which increased total open position to 35

BAJAJ-AUTO 30DEC2025 10400 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1250 ₹ 93,750	-100 -7500.00	-	0 0	0 0	0 0
8 Dec	9026.00	1250 ₹ 93,750	-100 -7500.00	-	0 0	0 0	27 2,025
5 Dec	9109.00	1250 ₹ 93,750	-100 -7500.00	34.04	1 75	0 0	27 2,025
4 Dec	9085.00	1350 ₹ 1,01,250	135.3 10147.50	-	0 0	0 0	0 0
3 Dec	9000.50	1350 ₹ 1,01,250	135.3 10147.50	35.74	1 75	0 0	27 2,025
2 Dec	9085.50	1214.7 ₹ 91,102.5	-66.3 -4972.50	-	0 0	16 1,200	0 0
1 Dec	9096.00	1214.7 ₹ 91,102.5	-66.3 -4972.50	-	19 1,425	15 1,125	26 1,950
28 Nov	9073.50	1281 ₹ 96,075	61 4575.00	-	0 0	-8 -600	0 0
27 Nov	9022.50	1281 ₹ 96,075	61 4575.00	26.17	10 750	-6 -450	13 975
26 Nov	9164.00	1220 ₹ 91,500	13.35 1001.25	35.71	4 300	2 150	19 1,425
25 Nov	9048.00	1206.65 ₹ 90,498.75	-128.35 -9626.25	-	5 375	2 150	16 1,200
24 Nov	9007.50	1335 ₹ 1,00,125	-165 -12375.00	33.94	6 450	5 375	13 975
21 Nov	8892.00	1500 ₹ 1,12,500	130 9750.00	42.58	1 75	0 0	7 525
20 Nov	8979.50	1370 ₹ 1,02,750	-90 -6750.00	35.13	6 450	5 375	6 450
19 Nov	8884.50	1460 ₹ 1,09,500	-209.1 -15682.50	-	1 75	0 0	0 0
18 Nov	8921.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	1669.1 ₹ 1,25,182.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 10400 expiring on 30DEC2025

Delta for 10400 PE is -

Historical price for 10400 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1250, which was -100 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 1250, which was -100 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1250, which was -100 lower than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 27

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 1350, which was 135.3 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 1350, which was 135.3 higher than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 27

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 1214.7, which was -66.3 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 1214.7, which was -66.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 26

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 1281, which was 61 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 0

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 1281, which was 61 higher than the previous day. The implied volatity was 26.17, the open interest changed by -6 which decreased total open position to 13

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 1220, which was 13.35 higher than the previous day. The implied volatity was 35.71, the open interest changed by 2 which increased total open position to 19

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1206.65, which was -128.35 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 16

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1335, which was -165 lower than the previous day. The implied volatity was 33.94, the open interest changed by 5 which increased total open position to 13

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 1500, which was 130 higher than the previous day. The implied volatity was 42.58, the open interest changed by 0 which decreased total open position to 7

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 1370, which was -90 lower than the previous day. The implied volatity was 35.13, the open interest changed by 5 which increased total open position to 6

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1460, which was -209.1 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 1669.1, 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 1669.1, 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 1669.1, 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 1669.1, 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 1669.1, 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 1669.1, 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 1669.1, 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 1669.1, 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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