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BAJAJ-AUTO

Bajaj Auto Limited
8940 -75.00 (-0.83%)
L: 8884 H: 9042.5

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Historical option data for BAJAJ-AUTO

15 Dec 2025 04:11 PM IST
BAJAJ-AUTO 30-DEC-2025 7800 CE
Delta: 0.95
Vega: 1.89
Theta: -4.69
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 8940.00 1170 -134.7 42.82 1 0 2
12 Dec 9015.00 1304.7 179.7 - 0 0 2
11 Dec 9053.50 1304.7 179.7 - 0 0 2
10 Dec 8991.00 1304.7 179.7 - 0 0 2
8 Dec 9026.00 1304.7 179.7 - 0 0 2
5 Dec 9109.00 1304.7 179.7 - 0 0 0
4 Dec 9085.00 1304.7 179.7 - 0 0 0
3 Dec 9000.50 1304.7 179.7 - 0 0 0
2 Dec 9085.50 1304.7 179.7 - 0 0 0
1 Dec 9096.00 1304.7 179.7 - 0 0 0
28 Nov 9073.50 1304.7 179.7 - 0 0 0
27 Nov 9022.50 1304.7 179.7 - 0 0 0
26 Nov 9164.00 1304.7 179.7 - 0 1 0
25 Nov 9048.00 1304.7 179.7 - 1 0 1
24 Nov 9007.50 1125 -25.45 - 0 0 0
21 Nov 8892.00 1125 -25.45 - 0 0 0
20 Nov 8979.50 1125 -25.45 - 0 0 0
19 Nov 8884.50 1125 -25.45 - 0 0 0
18 Nov 8921.00 1125 -25.45 - 0 0 0
17 Nov 8945.50 1125 -25.45 - 0 0 0
14 Nov 8843.00 1125 -25.45 - 0 1 0
13 Nov 8867.50 1125 -25.45 - 2 1 1
12 Nov 8868.00 1150.45 0 - 0 0 0
10 Nov 8772.00 1150.45 0 - 0 0 0
7 Nov 8721.50 1150.45 0 - 0 0 0
6 Nov 8720.50 1150.45 0 - 0 0 0
4 Nov 8751.00 1150.45 0 - 0 0 0
3 Nov 8922.50 1150.45 0 - 0 0 0
31 Oct 8892.50 1150.45 0 - 0 0 0
30 Oct 8923.00 1150.45 0 - 0 0 0
29 Oct 9034.00 1150.45 0 - 0 0 0
28 Oct 9057.50 0 0 - 0 0 0
21 Oct 9118.00 0 0 - 0 0 0
20 Oct 9124.50 0 0 - 0 0 0
8 Oct 8792.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 7800 expiring on 30DEC2025

Delta for 7800 CE is 0.95

Historical price for 7800 CE is as follows

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 1170, which was -134.7 lower than the previous day. The implied volatity was 42.82, the open interest changed by 0 which decreased total open position to 2


On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 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 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1304.7, which was 179.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1125, which was -25.45 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 1125, which was -25.45 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 1125, which was -25.45 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 1125, which was -25.45 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 1125, which was -25.45 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 1125, which was -25.45 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 1125, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 1125, which was -25.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 1150.45, 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 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


On 8 Oct BAJAJ-AUTO was trading at 8792.00. 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


BAJAJ-AUTO 30DEC2025 7800 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
15 Dec 8940.00 2 -0.65 - 0 0 0
12 Dec 9015.00 2 -0.65 - 0 0 44
11 Dec 9053.50 2 -0.65 - 0 0 44
10 Dec 8991.00 2 -0.65 27.28 17 -8 45
8 Dec 9026.00 2.65 0.15 - 0 0 53
5 Dec 9109.00 2.65 0.15 - 0 5 0
4 Dec 9085.00 2.65 0.15 26.69 5 4 52
3 Dec 9000.50 2.45 -0.25 - 0 0 0
2 Dec 9085.50 2.45 -0.25 - 0 13 0
1 Dec 9096.00 2.45 -0.25 25.26 31 10 45
28 Nov 9073.50 2.7 -1.65 24.19 48 -23 34
27 Nov 9022.50 3.75 0.65 24.55 144 -6 57
26 Nov 9164.00 2.95 -3.7 25.02 584 8 65
25 Nov 9048.00 6.3 -1.2 25.95 380 -8 60
24 Nov 9007.50 7.5 -4.35 25.91 170 -2 68
21 Nov 8892.00 11.85 -0.05 25.16 1 0 70
20 Nov 8979.50 11.95 -5.85 26.39 1,398 68 70
19 Nov 8884.50 17.8 -136.05 26.43 2 1 1
18 Nov 8921.00 153.85 0 10.19 0 0 0
17 Nov 8945.50 153.85 0 10.33 0 0 0
14 Nov 8843.00 153.85 0 8.94 0 0 0
13 Nov 8867.50 153.85 0 8.98 0 0 0
12 Nov 8868.00 153.85 0 8.80 0 0 0
10 Nov 8772.00 153.85 0 8.21 0 0 0
7 Nov 8721.50 153.85 0 7.69 0 0 0
6 Nov 8720.50 153.85 0 7.63 0 0 0
4 Nov 8751.00 153.85 0 7.83 0 0 0
3 Nov 8922.50 153.85 0 8.77 0 0 0
31 Oct 8892.50 153.85 0 - 0 0 0
30 Oct 8923.00 153.85 0 8.55 0 0 0
29 Oct 9034.00 153.85 0 9.10 0 0 0
28 Oct 9057.50 153.85 0 9.12 0 0 0
21 Oct 9118.00 153.85 0 - 0 0 0
20 Oct 9124.50 153.85 0 - 0 0 0
8 Oct 8792.00 153.85 0 - 0 0 0


For Bajaj Auto Limited - strike price 7800 expiring on 30DEC2025

Delta for 7800 PE is -

Historical price for 7800 PE is as follows

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 44


On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 27.28, the open interest changed by -8 which decreased total open position to 45


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 53


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 2.65, which was 0.15 higher than the previous day. The implied volatity was 26.69, the open interest changed by 4 which increased total open position to 52


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 2.45, which was -0.25 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 2.45, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 25.26, the open interest changed by 10 which increased total open position to 45


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 2.7, which was -1.65 lower than the previous day. The implied volatity was 24.19, the open interest changed by -23 which decreased total open position to 34


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 3.75, which was 0.65 higher than the previous day. The implied volatity was 24.55, the open interest changed by -6 which decreased total open position to 57


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 2.95, which was -3.7 lower than the previous day. The implied volatity was 25.02, the open interest changed by 8 which increased total open position to 65


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 6.3, which was -1.2 lower than the previous day. The implied volatity was 25.95, the open interest changed by -8 which decreased total open position to 60


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 7.5, which was -4.35 lower than the previous day. The implied volatity was 25.91, the open interest changed by -2 which decreased total open position to 68


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 11.85, which was -0.05 lower than the previous day. The implied volatity was 25.16, the open interest changed by 0 which decreased total open position to 70


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 11.95, which was -5.85 lower than the previous day. The implied volatity was 26.39, the open interest changed by 68 which increased total open position to 70


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 17.8, which was -136.05 lower than the previous day. The implied volatity was 26.43, the open interest changed by 1 which increased total open position to 1


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 153.85, which was 0 lower than the previous day. The implied volatity was 10.19, 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 153.85, which was 0 lower than the previous day. The implied volatity was 10.33, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.94, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.98, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.80, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.21, 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 153.85, which was 0 lower than the previous day. The implied volatity was 7.69, 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 153.85, which was 0 lower than the previous day. The implied volatity was 7.63, 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 153.85, which was 0 lower than the previous day. The implied volatity was 7.83, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.77, 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 153.85, 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 153.85, which was 0 lower than the previous day. The implied volatity was 8.55, 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 153.85, which was 0 lower than the previous day. The implied volatity was 9.10, 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 153.85, which was 0 lower than the previous day. The implied volatity was 9.12, 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 153.85, 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 153.85, 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 8 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 153.85, 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