BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
09 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 30-DEC-2025 8300 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 9 Dec | 8961.00 | 762.15 | 5.25 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 762.15 | 5.25 | - | 0 | 0 | 9 | |||||||||
| 5 Dec | 9109.00 | 762.15 | 5.25 | - | 0 | 1 | 0 | |||||||||
| 4 Dec | 9085.00 | 762.15 | 5.25 | - | 2 | 0 | 8 | |||||||||
| 3 Dec | 9000.50 | 756.9 | -15.9 | - | 9 | 6 | 7 | |||||||||
| 2 Dec | 9085.50 | 772.8 | -203.95 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 772.8 | -203.95 | - | 0 | 1 | 0 | |||||||||
| 28 Nov | 9073.50 | 772.8 | -203.95 | - | 1 | 0 | 0 | |||||||||
| 27 Nov | 9022.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 26 Nov | 9164.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 25 Nov | 9048.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Nov | 9007.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Nov | 8892.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Nov | 8979.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Nov | 8884.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 8921.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 8945.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 14 Nov | 8843.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 8867.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 8868.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 8895.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 10 Nov | 8772.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 8721.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
|
|
||||||||||||||||
| 6 Nov | 8720.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 8751.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 3 Nov | 8922.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 8892.50 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 8923.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 9034.00 | 976.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 8300 expiring on 30DEC2025
Delta for 8300 CE is -
Historical price for 8300 CE is as follows
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 762.15, which was 5.25 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 762.15, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 762.15, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 762.15, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 756.9, which was -15.9 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 7
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 772.8, which was -203.95 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 772.8, which was -203.95 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 772.8, which was -203.95 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 976.75, 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 8300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.06
Vega: 2.58
Theta: -1.17
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 9 Dec | 8961.00 | 12.35 | 3.2 | 21.57 | 282 | 9 | 925 |
| 8 Dec | 9026.00 | 9.5 | 2.95 | 22.29 | 261 | 0 | 915 |
| 5 Dec | 9109.00 | 6.5 | -2.05 | 21.01 | 141 | 6 | 915 |
| 4 Dec | 9085.00 | 8.95 | -3.95 | 21.34 | 389 | -14 | 909 |
| 3 Dec | 9000.50 | 13.25 | 2.45 | 21.27 | 258 | 8 | 923 |
| 2 Dec | 9085.50 | 10.4 | -0.15 | 21.12 | 276 | 9 | 913 |
| 1 Dec | 9096.00 | 10.5 | -2.1 | 21.18 | 281 | 46 | 905 |
| 28 Nov | 9073.50 | 14 | -3.15 | 21.36 | 609 | 63 | 859 |
| 27 Nov | 9022.50 | 16.25 | 3.05 | 21.05 | 1,045 | 354 | 796 |
| 26 Nov | 9164.00 | 13.15 | -12.7 | 21.88 | 632 | -15 | 442 |
| 25 Nov | 9048.00 | 24.65 | -8.8 | 22.79 | 742 | -42 | 456 |
| 24 Nov | 9007.50 | 33.4 | -18.7 | 23.80 | 388 | -43 | 499 |
| 21 Nov | 8892.00 | 52.85 | 6.85 | 23.74 | 529 | 142 | 542 |
| 20 Nov | 8979.50 | 42.3 | -17.75 | 23.77 | 282 | 53 | 401 |
| 19 Nov | 8884.50 | 60.15 | -0.5 | 23.92 | 219 | 39 | 344 |
| 18 Nov | 8921.00 | 60.9 | 4.05 | 24.72 | 218 | 75 | 304 |
| 17 Nov | 8945.50 | 57.6 | -25.4 | 24.72 | 231 | 22 | 213 |
| 14 Nov | 8843.00 | 79.1 | -0.15 | 24.68 | 165 | 63 | 192 |
| 13 Nov | 8867.50 | 79.25 | 12.85 | 24.87 | 129 | 92 | 123 |
| 12 Nov | 8868.00 | 65.85 | 6.8 | 22.82 | 25 | 9 | 31 |
| 11 Nov | 8895.00 | 59.05 | -39.95 | 22.70 | 14 | 8 | 21 |
| 10 Nov | 8772.00 | 99 | -18.85 | 24.50 | 16 | 7 | 11 |
| 7 Nov | 8721.50 | 117.85 | -7.1 | 24.65 | 8 | 2 | 3 |
| 6 Nov | 8720.50 | 124.95 | -7.2 | 25.12 | 1 | 0 | 0 |
| 4 Nov | 8751.00 | 132.15 | 0 | 4.29 | 0 | 0 | 0 |
| 3 Nov | 8922.50 | 132.15 | 0 | 5.38 | 0 | 0 | 0 |
| 31 Oct | 8892.50 | 132.15 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 8923.00 | 132.15 | 0 | 5.30 | 0 | 0 | 0 |
| 29 Oct | 9034.00 | 132.15 | 0 | 5.91 | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 8300 expiring on 30DEC2025
Delta for 8300 PE is -0.06
Historical price for 8300 PE is as follows
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 12.35, which was 3.2 higher than the previous day. The implied volatity was 21.57, the open interest changed by 9 which increased total open position to 925
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 9.5, which was 2.95 higher than the previous day. The implied volatity was 22.29, the open interest changed by 0 which decreased total open position to 915
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 6.5, which was -2.05 lower than the previous day. The implied volatity was 21.01, the open interest changed by 6 which increased total open position to 915
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 8.95, which was -3.95 lower than the previous day. The implied volatity was 21.34, the open interest changed by -14 which decreased total open position to 909
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 13.25, which was 2.45 higher than the previous day. The implied volatity was 21.27, the open interest changed by 8 which increased total open position to 923
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 10.4, which was -0.15 lower than the previous day. The implied volatity was 21.12, the open interest changed by 9 which increased total open position to 913
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 10.5, which was -2.1 lower than the previous day. The implied volatity was 21.18, the open interest changed by 46 which increased total open position to 905
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 14, which was -3.15 lower than the previous day. The implied volatity was 21.36, the open interest changed by 63 which increased total open position to 859
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 16.25, which was 3.05 higher than the previous day. The implied volatity was 21.05, the open interest changed by 354 which increased total open position to 796
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 13.15, which was -12.7 lower than the previous day. The implied volatity was 21.88, the open interest changed by -15 which decreased total open position to 442
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 24.65, which was -8.8 lower than the previous day. The implied volatity was 22.79, the open interest changed by -42 which decreased total open position to 456
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 33.4, which was -18.7 lower than the previous day. The implied volatity was 23.80, the open interest changed by -43 which decreased total open position to 499
On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 52.85, which was 6.85 higher than the previous day. The implied volatity was 23.74, the open interest changed by 142 which increased total open position to 542
On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 42.3, which was -17.75 lower than the previous day. The implied volatity was 23.77, the open interest changed by 53 which increased total open position to 401
On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 60.15, which was -0.5 lower than the previous day. The implied volatity was 23.92, the open interest changed by 39 which increased total open position to 344
On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 60.9, which was 4.05 higher than the previous day. The implied volatity was 24.72, the open interest changed by 75 which increased total open position to 304
On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 57.6, which was -25.4 lower than the previous day. The implied volatity was 24.72, the open interest changed by 22 which increased total open position to 213
On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 79.1, which was -0.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 63 which increased total open position to 192
On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 79.25, which was 12.85 higher than the previous day. The implied volatity was 24.87, the open interest changed by 92 which increased total open position to 123
On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 65.85, which was 6.8 higher than the previous day. The implied volatity was 22.82, the open interest changed by 9 which increased total open position to 31
On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 59.05, which was -39.95 lower than the previous day. The implied volatity was 22.70, the open interest changed by 8 which increased total open position to 21
On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 99, which was -18.85 lower than the previous day. The implied volatity was 24.50, the open interest changed by 7 which increased total open position to 11
On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 117.85, which was -7.1 lower than the previous day. The implied volatity was 24.65, the open interest changed by 2 which increased total open position to 3
On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 124.95, which was -7.2 lower than the previous day. The implied volatity was 25.12, 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 132.15, which was 0 lower than the previous day. The implied volatity was 4.29, 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 132.15, which was 0 lower than the previous day. The implied volatity was 5.38, 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 132.15, 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 132.15, which was 0 lower than the previous day. The implied volatity was 5.30, 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 132.15, which was 0 lower than the previous day. The implied volatity was 5.91, the open interest changed by 0 which decreased total open position to 0































































































































































































































