BAJAJ-AUTO

Bajaj Auto Limited

8961 -65.00 (-0.72%)

L: 8880 H: 9034.5

Back to Option Chain

Historical option data for BAJAJ-AUTO
09 Dec 2025 04:11 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

BAJAJ-AUTO 30-DEC-2025 8100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
8 Dec	9026.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
5 Dec	9109.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
4 Dec	9085.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
3 Dec	9000.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
2 Dec	9085.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
1 Dec	9096.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
28 Nov	9073.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
27 Nov	9022.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
26 Nov	9164.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
25 Nov	9048.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
24 Nov	9007.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
21 Nov	8892.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
20 Nov	8979.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
19 Nov	8884.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0

18 Nov	8921.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	1133.9 ₹ 85,042.5	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8100 expiring on 30DEC2025

Delta for 8100 CE is -

Historical price for 8100 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 1133.9, 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 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 1133.9, 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 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 1133.9, 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 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 1133.9, 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 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 1133.9, 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 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 1133.9, 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 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 1133.9, 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 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 1133.9, 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 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 1133.9, 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 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 1133.9, 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 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 1133.9, 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 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 1133.9, 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 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 1133.9, 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 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 1133.9, 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 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1133.9, 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 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 1133.9, 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 1133.9, 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 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 1133.9, 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 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 1133.9, 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 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 1133.9, 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 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1133.9, 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 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 1133.9, 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 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 1133.9, 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 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 1133.9, 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 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 1133.9, 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 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 1133.9, 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 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 1133.9, 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 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 1133.9, 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 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 8100 PE
Delta: -0.02 Vega: 1.16 Theta: -0.54 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	4.05 ₹ 303.75	0.35 26.25	21.81	48 3,600	0 0	974 73,050
8 Dec	9026.00	3.5 ₹ 262.5	0.6 45.00	22.85	62 4,650	-3 -225	974 73,050
5 Dec	9109.00	3.2 ₹ 240	-0.8 -60.00	22.55	35 2,625	-7 -525	977 73,275
4 Dec	9085.00	4 ₹ 300	-2.85 -213.75	22.40	50 3,750	-47 -3,525	984 73,800
3 Dec	9000.50	6.85 ₹ 513.75	2.05 153.75	22.74	10 750	0 0	1,031 77,325
2 Dec	9085.50	4.8 ₹ 360	0.1 7.50	22.16	24 1,800	-20 -1,500	1,031 77,325
1 Dec	9096.00	4.8 ₹ 360	-0.2 -15.00	22.11	27 2,025	-23 -1,725	1,052 78,900
28 Nov	9073.50	6 ₹ 450	-2.85 -213.75	21.79	1,186 88,950	674 50,550	1,075 80,625
27 Nov	9022.50	8.05 ₹ 603.75	1.85 138.75	21.98	122 9,150	-13 -975	401 30,075
26 Nov	9164.00	5.7 ₹ 427.5	-9.65 -723.75	22.22	469 35,175	308 23,100	418 31,350
25 Nov	9048.00	14.6 ₹ 1,095	-4.75 -356.25	24.13	78 5,850	1 75	109 8,175
24 Nov	9007.50	20.2 ₹ 1,515	-8.85 -663.75	25.04	60 4,500	15 1,125	106 7,950
21 Nov	8892.00	28.7 ₹ 2,152.5	1.75 131.25	24.00	68 5,100	35 2,625	90 6,750
20 Nov	8979.50	25.6 ₹ 1,920	-9.95 -746.25	24.75	74 5,550	-4 -300	56 4,200
19 Nov	8884.50	34.9 ₹ 2,617.5	-1.25 -93.75	24.42	69 5,175	29 2,175	59 4,425
18 Nov	8921.00	35.4 ₹ 2,655	2.85 213.75	25.07	58 4,350	8 600	30 2,250
17 Nov	8945.50	32.55 ₹ 2,441.25	-57.45 -4308.75	24.89	39 2,925	21 1,575	22 1,650
14 Nov	8843.00	90 ₹ 6,750	-1.4 -105.00	-	0 0	0 0	0 0
13 Nov	8867.50	90 ₹ 6,750	-1.4 -105.00	-	0 0	0 0	0 0
12 Nov	8868.00	90 ₹ 6,750	-1.4 -105.00	-	0 0	0 0	0 0
11 Nov	8895.00	90 ₹ 6,750	-1.4 -105.00	-	0 0	0 0	0 0
10 Nov	8772.00	90 ₹ 6,750	-1.4 -105.00	-	0 0	1 75	0 0
7 Nov	8721.50	90 ₹ 6,750	-1.4 -105.00	26.60	1 75	0 0	0 0
6 Nov	8720.50	91.4 ₹ 6,855	0 0.00	5.50	0 0	0 0	0 0
4 Nov	8751.00	91.4 ₹ 6,855	0 0.00	5.71	0 0	0 0	0 0
3 Nov	8922.50	91.4 ₹ 6,855	0 0.00	6.75	0 0	0 0	0 0
31 Oct	8892.50	91.4 ₹ 6,855	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	91.4 ₹ 6,855	0 0.00	6.63	0 0	0 0	0 0
29 Oct	9034.00	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8100 expiring on 30DEC2025

Delta for 8100 PE is -0.02

Historical price for 8100 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 4.05, which was 0.35 higher than the previous day. The implied volatity was 21.81, the open interest changed by 0 which decreased total open position to 974

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 3.5, which was 0.6 higher than the previous day. The implied volatity was 22.85, the open interest changed by -3 which decreased total open position to 974

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 3.2, which was -0.8 lower than the previous day. The implied volatity was 22.55, the open interest changed by -7 which decreased total open position to 977

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 4, which was -2.85 lower than the previous day. The implied volatity was 22.40, the open interest changed by -47 which decreased total open position to 984

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 6.85, which was 2.05 higher than the previous day. The implied volatity was 22.74, the open interest changed by 0 which decreased total open position to 1031

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 4.8, which was 0.1 higher than the previous day. The implied volatity was 22.16, the open interest changed by -20 which decreased total open position to 1031

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 4.8, which was -0.2 lower than the previous day. The implied volatity was 22.11, the open interest changed by -23 which decreased total open position to 1052

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 6, which was -2.85 lower than the previous day. The implied volatity was 21.79, the open interest changed by 674 which increased total open position to 1075

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 8.05, which was 1.85 higher than the previous day. The implied volatity was 21.98, the open interest changed by -13 which decreased total open position to 401

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 5.7, which was -9.65 lower than the previous day. The implied volatity was 22.22, the open interest changed by 308 which increased total open position to 418

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 14.6, which was -4.75 lower than the previous day. The implied volatity was 24.13, the open interest changed by 1 which increased total open position to 109

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 20.2, which was -8.85 lower than the previous day. The implied volatity was 25.04, the open interest changed by 15 which increased total open position to 106

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 28.7, which was 1.75 higher than the previous day. The implied volatity was 24.00, the open interest changed by 35 which increased total open position to 90

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 25.6, which was -9.95 lower than the previous day. The implied volatity was 24.75, the open interest changed by -4 which decreased total open position to 56

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 34.9, which was -1.25 lower than the previous day. The implied volatity was 24.42, the open interest changed by 29 which increased total open position to 59

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 35.4, which was 2.85 higher than the previous day. The implied volatity was 25.07, the open interest changed by 8 which increased total open position to 30

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 32.55, which was -57.45 lower than the previous day. The implied volatity was 24.89, the open interest changed by 21 which increased total open position to 22

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 90, which was -1.4 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 90, which was -1.4 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 90, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 90, which was -1.4 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 90, which was -1.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 90, which was -1.4 lower than the previous day. The implied volatity was 26.60, 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 91.4, which was 0 lower than the previous day. The implied volatity was 5.50, 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 91.4, which was 0 lower than the previous day. The implied volatity was 5.71, 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 91.4, which was 0 lower than the previous day. The implied volatity was 6.75, 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 91.4, 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 91.4, which was 0 lower than the previous day. The implied volatity was 6.63, the open interest changed by 0 which decreased total open position to 0

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