BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
15 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 7800 CE | ||||||||||||||||
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Delta: 0.95
Vega: 1.89
Theta: -4.69
Gamma: 0.00
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| 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 | |||||||||
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| 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 | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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































































































































































































































