BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
12 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 7600 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 12 Dec | 9015.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 9053.50 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 8991.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 9109.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 9085.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 9000.50 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 9085.50 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 9073.50 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 9022.50 | 1483.1 | 224 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 9164.00 | 1483.1 | 224 | - | 0 | -3 | 0 | |||||||||
| 25 Nov | 9048.00 | 1483.1 | 224 | - | 3 | 0 | 3 | |||||||||
| 24 Nov | 9007.50 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 8892.00 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 8979.50 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 8884.50 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 8921.00 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 8945.50 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 8843.00 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 8867.50 | 1259.1 | -46.4 | - | 0 | 0 | 0 | |||||||||
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| 12 Nov | 8868.00 | 1259.1 | -46.4 | - | 0 | 3 | 0 | |||||||||
| 10 Nov | 8772.00 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 8721.50 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 8720.50 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 8751.00 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 8922.50 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 8892.50 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 8923.00 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 9034.00 | 1305.5 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Oct | 9057.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Oct | 9095.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Oct | 9118.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Oct | 9124.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 7600 expiring on 30DEC2025
Delta for 7600 CE is -
Historical price for 7600 CE is as follows
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1483.1, which was 224 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1483.1, which was 224 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1483.1, which was 224 higher 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 1483.1, which was 224 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1483.1, which was 224 higher 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 1483.1, which was 224 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 1483.1, which was 224 higher 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 1483.1, which was 224 higher 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 1483.1, which was 224 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 1483.1, which was 224 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 1483.1, which was 224 higher 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 1483.1, which was 224 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1483.1, which was 224 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1259.1, which was -46.4 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 1259.1, which was -46.4 lower 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 1259.1, which was -46.4 lower than the previous day. The implied volatity was -, 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 1259.1, which was -46.4 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 1259.1, which was -46.4 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 1259.1, which was -46.4 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 1259.1, which was -46.4 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 1259.1, which was -46.4 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 1259.1, which was -46.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 1305.5, 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 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 1305.5, 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 1305.5, 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 1305.5, 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 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 1305.5, 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 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 1305.5, 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 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 1305.5, 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 1305.5, 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 28 Oct BAJAJ-AUTO was trading at 9057.50. The strike last trading price was 0, 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 27 Oct BAJAJ-AUTO was trading at 9095.50. The strike last trading price was 0, 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 21 Oct BAJAJ-AUTO was trading at 9118.00. The strike last trading price was 0, 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 20 Oct BAJAJ-AUTO was trading at 9124.50. The strike last trading price was 0, 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 7600 PE | |||||||
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Delta: -0.00
Vega: 0.29
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 12 Dec | 9015.00 | 1 | -3.95 | 31.12 | 4 | 2 | 138 |
| 11 Dec | 9053.50 | 4.95 | 2.95 | - | 0 | 0 | 136 |
| 10 Dec | 8991.00 | 4.95 | 2.95 | - | 0 | 0 | 136 |
| 8 Dec | 9026.00 | 4.95 | 2.95 | - | 0 | 0 | 136 |
| 5 Dec | 9109.00 | 4.95 | 2.95 | 34.31 | 8 | -1 | 139 |
| 4 Dec | 9085.00 | 2 | 0.55 | 29.58 | 2 | 0 | 142 |
| 3 Dec | 9000.50 | 1.45 | -0.9 | 26.73 | 25 | -1 | 166 |
| 2 Dec | 9085.50 | 2.35 | -0.25 | 29.16 | 10 | -1 | 169 |
| 1 Dec | 9096.00 | 2.25 | -0.5 | 28.51 | 113 | -12 | 171 |
| 28 Nov | 9073.50 | 2.75 | 0.45 | 27.76 | 305 | -44 | 183 |
| 27 Nov | 9022.50 | 2.25 | -0.05 | 26.19 | 19 | 0 | 221 |
| 26 Nov | 9164.00 | 2.1 | -1.65 | 27.20 | 303 | -4 | 222 |
| 25 Nov | 9048.00 | 3.85 | -0.4 | 27.70 | 1,264 | 0 | 226 |
| 24 Nov | 9007.50 | 4.25 | -1.5 | 27.09 | 1,162 | 3 | 226 |
| 21 Nov | 8892.00 | 5.45 | -2.05 | 25.36 | 1,633 | -6 | 223 |
| 20 Nov | 8979.50 | 7.75 | -0.05 | 27.90 | 1,038 | 8 | 234 |
| 19 Nov | 8884.50 | 7.75 | 0.55 | 25.99 | 621 | -18 | 226 |
| 18 Nov | 8921.00 | 7.2 | 0.85 | 26.01 | 75 | -16 | 242 |
| 17 Nov | 8945.50 | 6.35 | -4.65 | 25.69 | 134 | -17 | 258 |
| 14 Nov | 8843.00 | 11.15 | 0.45 | 25.95 | 872 | 2 | 272 |
| 13 Nov | 8867.50 | 10.7 | -0.55 | 25.77 | 14 | -1 | 270 |
| 12 Nov | 8868.00 | 11.25 | -3.75 | 25.51 | 5 | 1 | 270 |
| 10 Nov | 8772.00 | 15 | -6 | 25.39 | 3 | -1 | 269 |
| 7 Nov | 8721.50 | 21 | -0.3 | 25.77 | 14 | 2 | 271 |
| 6 Nov | 8720.50 | 21.3 | 0.3 | 25.59 | 7 | 0 | 269 |
| 4 Nov | 8751.00 | 21 | 2.95 | 25.80 | 19 | 1 | 259 |
| 3 Nov | 8922.50 | 18.05 | -1.8 | 27.10 | 12 | 2 | 257 |
| 31 Oct | 8892.50 | 19.55 | 0.5 | - | 20 | 0 | 255 |
| 30 Oct | 8923.00 | 19.05 | 3.6 | 26.43 | 62 | 42 | 255 |
| 29 Oct | 9034.00 | 15.45 | -0.55 | 26.68 | 6 | 0 | 213 |
| 28 Oct | 9057.50 | 16 | 1 | 26.71 | 131 | 111 | 193 |
| 27 Oct | 9095.50 | 15 | 0.1 | 26.90 | 40 | 0 | 42 |
| 21 Oct | 9118.00 | 14.9 | 0 | - | 2 | 1 | 41 |
| 20 Oct | 9124.50 | 14.9 | -97.05 | - | 40 | 20 | 20 |
For Bajaj Auto Limited - strike price 7600 expiring on 30DEC2025
Delta for 7600 PE is -0.00
Historical price for 7600 PE is as follows
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1, which was -3.95 lower than the previous day. The implied volatity was 31.12, the open interest changed by 2 which increased total open position to 138
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 136
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 4.95, which was 2.95 higher than the previous day. The implied volatity was 34.31, the open interest changed by -1 which decreased total open position to 139
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 2, which was 0.55 higher than the previous day. The implied volatity was 29.58, the open interest changed by 0 which decreased total open position to 142
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 1.45, which was -0.9 lower than the previous day. The implied volatity was 26.73, the open interest changed by -1 which decreased total open position to 166
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 29.16, the open interest changed by -1 which decreased total open position to 169
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 2.25, which was -0.5 lower than the previous day. The implied volatity was 28.51, the open interest changed by -12 which decreased total open position to 171
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 27.76, the open interest changed by -44 which decreased total open position to 183
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 2.25, which was -0.05 lower than the previous day. The implied volatity was 26.19, the open interest changed by 0 which decreased total open position to 221
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 2.1, which was -1.65 lower than the previous day. The implied volatity was 27.20, the open interest changed by -4 which decreased total open position to 222
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 3.85, which was -0.4 lower than the previous day. The implied volatity was 27.70, the open interest changed by 0 which decreased total open position to 226
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 4.25, which was -1.5 lower than the previous day. The implied volatity was 27.09, the open interest changed by 3 which increased total open position to 226
On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 5.45, which was -2.05 lower than the previous day. The implied volatity was 25.36, the open interest changed by -6 which decreased total open position to 223
On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 7.75, which was -0.05 lower than the previous day. The implied volatity was 27.90, the open interest changed by 8 which increased total open position to 234
On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 7.75, which was 0.55 higher than the previous day. The implied volatity was 25.99, the open interest changed by -18 which decreased total open position to 226
On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 7.2, which was 0.85 higher than the previous day. The implied volatity was 26.01, the open interest changed by -16 which decreased total open position to 242
On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 6.35, which was -4.65 lower than the previous day. The implied volatity was 25.69, the open interest changed by -17 which decreased total open position to 258
On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 11.15, which was 0.45 higher than the previous day. The implied volatity was 25.95, the open interest changed by 2 which increased total open position to 272
On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 10.7, which was -0.55 lower than the previous day. The implied volatity was 25.77, the open interest changed by -1 which decreased total open position to 270
On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 11.25, which was -3.75 lower than the previous day. The implied volatity was 25.51, the open interest changed by 1 which increased total open position to 270
On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 15, which was -6 lower than the previous day. The implied volatity was 25.39, the open interest changed by -1 which decreased total open position to 269
On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 21, which was -0.3 lower than the previous day. The implied volatity was 25.77, the open interest changed by 2 which increased total open position to 271
On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 21.3, which was 0.3 higher than the previous day. The implied volatity was 25.59, the open interest changed by 0 which decreased total open position to 269
On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 21, which was 2.95 higher than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 259
On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 18.05, which was -1.8 lower than the previous day. The implied volatity was 27.10, the open interest changed by 2 which increased total open position to 257
On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 19.55, which was 0.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 255
On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 19.05, which was 3.6 higher than the previous day. The implied volatity was 26.43, the open interest changed by 42 which increased total open position to 255
On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 15.45, which was -0.55 lower than the previous day. The implied volatity was 26.68, the open interest changed by 0 which decreased total open position to 213
On 28 Oct BAJAJ-AUTO was trading at 9057.50. The strike last trading price was 16, which was 1 higher than the previous day. The implied volatity was 26.71, the open interest changed by 111 which increased total open position to 193
On 27 Oct BAJAJ-AUTO was trading at 9095.50. The strike last trading price was 15, which was 0.1 higher than the previous day. The implied volatity was 26.90, the open interest changed by 0 which decreased total open position to 42
On 21 Oct BAJAJ-AUTO was trading at 9118.00. The strike last trading price was 14.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 41
On 20 Oct BAJAJ-AUTO was trading at 9124.50. The strike last trading price was 14.9, which was -97.05 lower than the previous day. The implied volatity was -, the open interest changed by 20 which increased total open position to 20































































































































































































































