BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 7400 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -0.00
Vega: 0.12
Theta: -0.15
Gamma: 0.00
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| 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































































































































































































































