[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
8961 -65.00 (-0.72%)
L: 8880 H: 9034.5

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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