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BAJAJ-AUTO

Bajaj Auto Limited
8895 -113.00 (-1.25%)
L: 8859 H: 9009

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Historical option data for BAJAJ-AUTO

17 Dec 2025 04:11 PM IST
BAJAJ-AUTO 30-DEC-2025 7400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 8895.00 1540 -10 - 0 0 0
16 Dec 9008.00 1540 -10 - 0 0 0
15 Dec 8940.00 1540 -10 - 1 0 1
12 Dec 9015.00 1550 80.4 - 0 0 1
11 Dec 9053.50 1550 80.4 - 0 0 1
10 Dec 8991.00 1550 80.4 - 0 0 1
8 Dec 9026.00 1550 80.4 - 0 0 1
4 Dec 9085.00 1550 80.4 - 0 0 0
3 Dec 9000.50 1550 80.4 - 0 0 0
28 Nov 9073.50 1550 80.4 - 0 0 0
27 Nov 9022.50 1550 80.4 - 0 0 0
25 Nov 9048.00 1550 80.4 - 0 0 0
24 Nov 9007.50 1550 80.4 - 0 0 0
21 Nov 8892.00 1550 80.4 - 0 0 0
20 Nov 8979.50 1550 80.4 - 0 1 0
19 Nov 8884.50 1550 80.4 - 1 0 0
14 Nov 8843.00 1469.6 0 - 0 0 0
6 Nov 8720.50 1469.6 0 - 0 0 0


For Bajaj Auto Limited - strike price 7400 expiring on 30DEC2025

Delta for 7400 CE is -

Historical price for 7400 CE is as follows

On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1540, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 1540, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 1540, which was -10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1550, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1550, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1550, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1550, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 1550, which was 80.4 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher 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 1550, which was 80.4 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1550, which was 80.4 higher 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 1469.6, 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 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 1469.6, 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 7400 PE
Delta: -0.00
Vega: 0.12
Theta: -0.15
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 8895.00 0.4 -0.6 34.88 10 0 40
16 Dec 9008.00 1 0.25 39.40 13 0 40
15 Dec 8940.00 0.75 0.2 35.74 1 0 40
12 Dec 9015.00 0.55 -0.6 - 0 0 40
11 Dec 9053.50 0.55 -0.6 - 0 0 40
10 Dec 8991.00 0.55 -0.6 - 0 0 40
8 Dec 9026.00 0.55 -0.6 - 0 0 40
4 Dec 9085.00 0.55 -0.6 28.78 4 0 40
3 Dec 9000.50 1.15 0.1 29.51 4 0 40
28 Nov 9073.50 1.05 -0.05 27.80 5 -2 40
27 Nov 9022.50 1.1 -2.35 27.02 3 0 42
25 Nov 9048.00 3.45 -2.05 30.47 21 -3 42
24 Nov 9007.50 5.5 2.55 31.62 7 0 40
21 Nov 8892.00 2.95 -1.4 26.40 21 0 40
20 Nov 8979.50 4.35 -0.7 28.80 8 1 41
19 Nov 8884.50 5.05 -2.55 27.63 8 -1 40
14 Nov 8843.00 7 -4 27.21 10 1 42
6 Nov 8720.50 11 -68.05 25.62 76 41 41


For Bajaj Auto Limited - strike price 7400 expiring on 30DEC2025

Delta for 7400 PE is -0.00

Historical price for 7400 PE is as follows

On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 0.4, which was -0.6 lower than the previous day. The implied volatity was 34.88, the open interest changed by 0 which decreased total open position to 40


On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 1, which was 0.25 higher than the previous day. The implied volatity was 39.40, the open interest changed by 0 which decreased total open position to 40


On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 0.75, which was 0.2 higher than the previous day. The implied volatity was 35.74, the open interest changed by 0 which decreased total open position to 40


On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 40


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 0.55, which was -0.6 lower than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 40


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 1.15, which was 0.1 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 40


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 1.05, which was -0.05 lower than the previous day. The implied volatity was 27.80, the open interest changed by -2 which decreased total open position to 40


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 1.1, which was -2.35 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 42


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 3.45, which was -2.05 lower than the previous day. The implied volatity was 30.47, the open interest changed by -3 which decreased total open position to 42


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 5.5, which was 2.55 higher than the previous day. The implied volatity was 31.62, the open interest changed by 0 which decreased total open position to 40


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 2.95, which was -1.4 lower than the previous day. The implied volatity was 26.40, the open interest changed by 0 which decreased total open position to 40


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 4.35, which was -0.7 lower than the previous day. The implied volatity was 28.80, the open interest changed by 1 which increased total open position to 41


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 5.05, which was -2.55 lower than the previous day. The implied volatity was 27.63, the open interest changed by -1 which decreased total open position to 40


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 7, which was -4 lower than the previous day. The implied volatity was 27.21, the open interest changed by 1 which increased total open position to 42


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 11, which was -68.05 lower than the previous day. The implied volatity was 25.62, the open interest changed by 41 which increased total open position to 41