BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
17 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 7900 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 17 Dec | 8895.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Dec | 9008.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 15 Dec | 8940.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Dec | 9015.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Dec | 9053.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Dec | 8991.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 Dec | 9109.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Dec | 9085.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Dec | 9000.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 9085.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 9073.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Nov | 9022.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 9164.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 9048.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 9007.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 8892.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 8979.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 8884.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 8921.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 8945.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 8843.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 8867.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 8868.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 8772.00 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 7 Nov | 8721.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 Nov | 8720.50 | 1301.25 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 8751.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 8922.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 8892.50 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 8923.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 9034.00 | 0 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 7900 expiring on 30DEC2025
Delta for 7900 CE is -
Historical price for 7900 CE is as follows
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1301.25, 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 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 1301.25, 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 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 1301.25, 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 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 1301.25, 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 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1301.25, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1301.25, 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 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1301.25, 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 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1301.25, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 1301.25, 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 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 1301.25, 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 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 1301.25, 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 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 1301.25, 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 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 1301.25, 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 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 1301.25, 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 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 1301.25, 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 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1301.25, 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 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1301.25, 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 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 1301.25, 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 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 1301.25, 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 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1301.25, 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 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 1301.25, 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 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 1301.25, 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 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 1301.25, 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 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 1301.25, 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 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 1301.25, 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 1301.25, 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 1301.25, 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 1301.25, 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 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 3 Nov BAJAJ-AUTO was trading at 8922.50. 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 31 Oct BAJAJ-AUTO was trading at 8892.50. 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 30 Oct BAJAJ-AUTO was trading at 8923.00. 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BAJAJ-AUTO 30DEC2025 7900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.51
Theta: -0.52
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 17 Dec | 8895.00 | 1.9 | 0.8 | 28.11 | 10 | 0 | 31 |
| 16 Dec | 9008.00 | 1.1 | -1.3 | 27.79 | 6 | 0 | 35 |
| 15 Dec | 8940.00 | 2.4 | 0.6 | - | 0 | 0 | 0 |
| 12 Dec | 9015.00 | 2.4 | 0.6 | 27.80 | 5 | 0 | 35 |
| 11 Dec | 9053.50 | 1.8 | 0 | - | 0 | 0 | 35 |
| 10 Dec | 8991.00 | 1.8 | 0 | 24.84 | 2 | 0 | 35 |
| 8 Dec | 9026.00 | 1.8 | -0.4 | - | 0 | 0 | 35 |
| 5 Dec | 9109.00 | 1.8 | -0.4 | 24.38 | 8 | -1 | 35 |
| 4 Dec | 9085.00 | 2 | -1 | 23.90 | 4 | -2 | 37 |
| 3 Dec | 9000.50 | 3 | 0.7 | 23.64 | 1 | 0 | 40 |
| 2 Dec | 9085.50 | 2.5 | -1.95 | 23.90 | 28 | 9 | 43 |
| 1 Dec | 9096.00 | 4.45 | 1.05 | 25.59 | 4 | -3 | 33 |
| 28 Nov | 9073.50 | 4 | -1.15 | 23.94 | 17 | -10 | 36 |
| 27 Nov | 9022.50 | 4.85 | 0.35 | 23.71 | 48 | -17 | 43 |
| 26 Nov | 9164.00 | 4.5 | -3 | 24.83 | 55 | -12 | 61 |
| 25 Nov | 9048.00 | 7.5 | -3.65 | 24.87 | 43 | -6 | 75 |
| 24 Nov | 9007.50 | 11.15 | -5.85 | 25.88 | 30 | 19 | 81 |
| 21 Nov | 8892.00 | 17 | 0.6 | 25.08 | 43 | 12 | 62 |
| 20 Nov | 8979.50 | 16.25 | -4.4 | 26.11 | 51 | 10 | 45 |
| 19 Nov | 8884.50 | 20.45 | -40.45 | 25.25 | 53 | 32 | 32 |
| 18 Nov | 8921.00 | 60.9 | 0 | - | 0 | 0 | 0 |
| 17 Nov | 8945.50 | 60.9 | 0 | 9.58 | 0 | 0 | 0 |
| 14 Nov | 8843.00 | 60.9 | 0 | 8.26 | 0 | 0 | 0 |
| 13 Nov | 8867.50 | 60.9 | 0 | 8.26 | 0 | 0 | 0 |
| 12 Nov | 8868.00 | 60.9 | 0 | 8.14 | 0 | 0 | 0 |
| 10 Nov | 8772.00 | 60.9 | 0 | 7.49 | 0 | 0 | 0 |
| 7 Nov | 8721.50 | 60.9 | 0 | 6.99 | 0 | 0 | 0 |
| 6 Nov | 8720.50 | 60.9 | 0 | 6.94 | 0 | 0 | 0 |
| 4 Nov | 8751.00 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 8922.50 | 0 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 8892.50 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 8923.00 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 9034.00 | 0 | 0 | 0.00 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 7900 expiring on 30DEC2025
Delta for 7900 PE is -0.01
Historical price for 7900 PE is as follows
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1.9, which was 0.8 higher than the previous day. The implied volatity was 28.11, the open interest changed by 0 which decreased total open position to 31
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 1.1, which was -1.3 lower than the previous day. The implied volatity was 27.79, the open interest changed by 0 which decreased total open position to 35
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 2.4, which was 0.6 higher 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 2.4, which was 0.6 higher than the previous day. The implied volatity was 27.80, the open interest changed by 0 which decreased total open position to 35
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 1.8, which was 0 lower than the previous day. The implied volatity was 24.84, the open interest changed by 0 which decreased total open position to 35
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 35
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1.8, which was -0.4 lower than the previous day. The implied volatity was 24.38, the open interest changed by -1 which decreased total open position to 35
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 2, which was -1 lower than the previous day. The implied volatity was 23.90, the open interest changed by -2 which decreased total open position to 37
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 3, which was 0.7 higher than the previous day. The implied volatity was 23.64, the open interest changed by 0 which decreased total open position to 40
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 2.5, which was -1.95 lower than the previous day. The implied volatity was 23.90, the open interest changed by 9 which increased total open position to 43
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 4.45, which was 1.05 higher than the previous day. The implied volatity was 25.59, the open interest changed by -3 which decreased total open position to 33
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 4, which was -1.15 lower than the previous day. The implied volatity was 23.94, the open interest changed by -10 which decreased total open position to 36
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 4.85, which was 0.35 higher than the previous day. The implied volatity was 23.71, the open interest changed by -17 which decreased total open position to 43
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 4.5, which was -3 lower than the previous day. The implied volatity was 24.83, the open interest changed by -12 which decreased total open position to 61
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 7.5, which was -3.65 lower than the previous day. The implied volatity was 24.87, the open interest changed by -6 which decreased total open position to 75
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 11.15, which was -5.85 lower than the previous day. The implied volatity was 25.88, the open interest changed by 19 which increased total open position to 81
On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 17, which was 0.6 higher than the previous day. The implied volatity was 25.08, the open interest changed by 12 which increased total open position to 62
On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 16.25, which was -4.4 lower than the previous day. The implied volatity was 26.11, the open interest changed by 10 which increased total open position to 45
On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 20.45, which was -40.45 lower than the previous day. The implied volatity was 25.25, the open interest changed by 32 which increased total open position to 32
On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 60.9, 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 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 60.9, which was 0 lower than the previous day. The implied volatity was 9.58, 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 60.9, which was 0 lower than the previous day. The implied volatity was 8.26, 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 60.9, which was 0 lower than the previous day. The implied volatity was 8.26, 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 60.9, which was 0 lower than the previous day. The implied volatity was 8.14, 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 60.9, which was 0 lower than the previous day. The implied volatity was 7.49, 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 60.9, which was 0 lower than the previous day. The implied volatity was 6.99, 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 60.9, which was 0 lower than the previous day. The implied volatity was 6.94, 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 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 3 Nov BAJAJ-AUTO was trading at 8922.50. 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 31 Oct BAJAJ-AUTO was trading at 8892.50. 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 30 Oct BAJAJ-AUTO was trading at 8923.00. 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0































































































































































































































