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 10600 CE
Delta: 0.01 Vega: 0.54 Theta: -0.39 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1.9 ₹ 142.5	-0.95 -71.25	28.97	16 1,200	-3 -225	18 1,350
8 Dec	9026.00	2.85 ₹ 213.75	0.05 3.75	27.95	6 450	4 300	21 1,575
5 Dec	9109.00	2.6 ₹ 195	0.1 7.50	-	25 1,875	-13 -975	19 1,425
4 Dec	9085.00	2.5 ₹ 187.5	0 0.00	24.31	1 75	0 0	32 2,400
3 Dec	9000.50	2.5 ₹ 187.5	0.15 11.25	24.96	35 2,625	-9 -675	30 2,250
2 Dec	9085.50	2.35 ₹ 176.25	-0.1 -7.50	23.09	30 2,250	-4 -300	38 2,850
1 Dec	9096.00	1.6 ₹ 120	-2.45 -183.75	21.52	42 3,150	10 750	44 3,300

28 Nov	9073.50	3.3 ₹ 247.5	0 0.00	22.54	69 5,175	34 2,550	35 2,625

For Bajaj Auto Limited - strike price 10600 expiring on 30DEC2025

Delta for 10600 CE is 0.01

Historical price for 10600 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1.9, which was -0.95 lower than the previous day. The implied volatity was 28.97, the open interest changed by -3 which decreased total open position to 18

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 2.85, which was 0.05 higher than the previous day. The implied volatity was 27.95, the open interest changed by 4 which increased total open position to 21

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 2.6, which was 0.1 higher than the previous day. The implied volatity was -, the open interest changed by -13 which decreased total open position to 19

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 2.5, which was 0 lower than the previous day. The implied volatity was 24.31, the open interest changed by 0 which decreased total open position to 32

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 2.5, which was 0.15 higher than the previous day. The implied volatity was 24.96, the open interest changed by -9 which decreased total open position to 30

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 2.35, which was -0.1 lower than the previous day. The implied volatity was 23.09, the open interest changed by -4 which decreased total open position to 38

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 1.6, which was -2.45 lower than the previous day. The implied volatity was 21.52, the open interest changed by 10 which increased total open position to 44

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 22.54, the open interest changed by 34 which increased total open position to 35

BAJAJ-AUTO 30DEC2025 10600 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
8 Dec	9026.00	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	1 75
5 Dec	9109.00	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
4 Dec	9085.00	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
3 Dec	9000.50	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
2 Dec	9085.50	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
1 Dec	9096.00	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	0 0	0 0
28 Nov	9073.50	1340 ₹ 1,00,500	-503.85 -37788.75	-	0 0	1 75	0 0

For Bajaj Auto Limited - strike price 10600 expiring on 30DEC2025

Delta for 10600 PE is -

Historical price for 10600 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1340, which was -503.85 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 1340, which was -503.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1340, which was -503.85 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 1340, which was -503.85 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 1340, which was -503.85 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 1340, which was -503.85 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 1340, which was -503.85 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 1340, which was -503.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

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