[--[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 8400 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 737.4 5.4 - 0 0 0
8 Dec 9026.00 737.4 5.4 - 0 0 48
5 Dec 9109.00 737.4 5.4 - 2 0 50
4 Dec 9085.00 732 80.05 - 3 0 52
3 Dec 9000.50 659.6 -75.85 - 2 0 50
2 Dec 9085.50 735.45 -2.6 - 3 -2 49
1 Dec 9096.00 738.05 33.2 - 11 -1 49
28 Nov 9073.50 704.85 22.15 - 25 13 49
27 Nov 9022.50 682.7 -167.05 - 13 1 36
26 Nov 9164.00 849.75 42.75 19.21 15 0 34
25 Nov 9048.00 807 112 30.12 19 2 32
24 Nov 9007.50 695 91.7 - 18 13 29
21 Nov 8892.00 603.3 -33.15 16.61 1 0 15
20 Nov 8979.50 636.45 -112.3 - 20 15 15
19 Nov 8884.50 748.75 0 - 0 0 0
18 Nov 8921.00 748.75 0 - 0 0 0
17 Nov 8945.50 748.75 0 - 0 0 0
14 Nov 8843.00 748.75 0 - 0 0 0
13 Nov 8867.50 748.75 0 - 0 0 0
12 Nov 8868.00 748.75 0 - 0 0 0
11 Nov 8895.00 748.75 0 - 0 0 0
10 Nov 8772.00 748.75 0 - 0 0 0
7 Nov 8721.50 748.75 0 - 0 0 0
6 Nov 8720.50 748.75 0 - 0 0 0
4 Nov 8751.00 748.75 0 - 0 0 0
3 Nov 8922.50 748.75 0 - 0 0 0
31 Oct 8892.50 748.75 0 - 0 0 0
30 Oct 8923.00 748.75 0 - 0 0 0
29 Oct 9034.00 748.75 0 - 0 0 0
28 Oct 9057.50 748.75 0 - 0 0 0
23 Oct 9047.00 748.75 0 - 0 0 0
17 Oct 9150.50 748.75 0 - 0 0 0
14 Oct 9102.50 748.75 0 - 0 0 0
13 Oct 9066.00 748.75 0 - 0 0 0
10 Oct 8946.50 748.75 0 - 0 0 0
9 Oct 8810.00 748.75 0 - 0 0 0
8 Oct 8792.00 748.75 0 - 0 0 0
7 Oct 8904.00 748.75 0 - 0 0 0


For Bajaj Auto Limited - strike price 8400 expiring on 30DEC2025

Delta for 8400 CE is -

Historical price for 8400 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 737.4, which was 5.4 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 737.4, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 48


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 737.4, which was 5.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 732, which was 80.05 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 52


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 659.6, which was -75.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 50


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 735.45, which was -2.6 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 49


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 738.05, which was 33.2 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 49


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 704.85, which was 22.15 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 49


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 682.7, which was -167.05 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 36


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 849.75, which was 42.75 higher than the previous day. The implied volatity was 19.21, the open interest changed by 0 which decreased total open position to 34


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 807, which was 112 higher than the previous day. The implied volatity was 30.12, the open interest changed by 2 which increased total open position to 32


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 695, which was 91.7 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 29


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 603.3, which was -33.15 lower than the previous day. The implied volatity was 16.61, the open interest changed by 0 which decreased total open position to 15


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 636.45, which was -112.3 lower than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 15


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 748.75, 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 28 Oct BAJAJ-AUTO was trading at 9057.50. The strike last trading price was 748.75, 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 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 748.75, 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 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 748.75, 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 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 748.75, 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 Oct BAJAJ-AUTO was trading at 9066.00. The strike last trading price was 748.75, 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 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 748.75, 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 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 748.75, 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 8 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 748.75, 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 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 748.75, 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 8400 PE
Delta: -0.09
Vega: 3.49
Theta: -1.54
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 19.5 5.15 21.23 720 72 764
8 Dec 9026.00 14.9 5.1 21.96 337 -10 696
5 Dec 9109.00 9.6 -4.2 20.38 433 34 719
4 Dec 9085.00 13.45 -6 20.90 290 -16 664
3 Dec 9000.50 20.3 4.4 21.04 328 54 683
2 Dec 9085.50 15.9 0.7 20.85 304 19 630
1 Dec 9096.00 15.95 -2.85 20.91 646 64 613
28 Nov 9073.50 20.55 -3.75 21.11 473 55 549
27 Nov 9022.50 23.8 5.75 20.83 406 49 493
26 Nov 9164.00 17.9 -17.1 21.33 354 -13 444
25 Nov 9048.00 33.15 -10.4 22.35 291 -66 456
24 Nov 9007.50 41.7 -26.45 23.01 719 217 523
21 Nov 8892.00 67 11.45 23.22 113 34 304
20 Nov 8979.50 55.6 -21.55 23.52 213 94 274
19 Nov 8884.50 78 0.6 23.73 131 66 179
18 Nov 8921.00 76.8 4.45 24.35 120 75 112
17 Nov 8945.50 75.1 -31.8 24.68 48 20 32
14 Nov 8843.00 100.4 -67.65 24.58 14 3 12
13 Nov 8867.50 168.05 48.05 - 0 0 0
12 Nov 8868.00 168.05 48.05 - 0 0 0
11 Nov 8895.00 168.05 48.05 - 0 0 0
10 Nov 8772.00 168.05 48.05 - 0 1 0
7 Nov 8721.50 168.05 48.05 26.61 4 0 8
6 Nov 8720.50 120 -20 - 0 0 0
4 Nov 8751.00 120 -20 - 0 0 0
3 Nov 8922.50 120 -20 26.33 1 0 8
31 Oct 8892.50 140 14 - 1 0 8
30 Oct 8923.00 126 -217.05 25.93 8 7 7
29 Oct 9034.00 343.05 0 5.26 0 0 0
28 Oct 9057.50 343.05 0 - 0 0 0
23 Oct 9047.00 343.05 0 5.09 0 0 0
17 Oct 9150.50 343.05 0 - 0 0 0
14 Oct 9102.50 343.05 0 - 0 0 0
13 Oct 9066.00 343.05 0 - 0 0 0
10 Oct 8946.50 343.05 0 - 0 0 0
9 Oct 8810.00 343.05 0 - 0 0 0
8 Oct 8792.00 343.05 0 3.42 0 0 0
7 Oct 8904.00 343.05 0 - 0 0 0


For Bajaj Auto Limited - strike price 8400 expiring on 30DEC2025

Delta for 8400 PE is -0.09

Historical price for 8400 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 19.5, which was 5.15 higher than the previous day. The implied volatity was 21.23, the open interest changed by 72 which increased total open position to 764


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 14.9, which was 5.1 higher than the previous day. The implied volatity was 21.96, the open interest changed by -10 which decreased total open position to 696


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 9.6, which was -4.2 lower than the previous day. The implied volatity was 20.38, the open interest changed by 34 which increased total open position to 719


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 13.45, which was -6 lower than the previous day. The implied volatity was 20.90, the open interest changed by -16 which decreased total open position to 664


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 20.3, which was 4.4 higher than the previous day. The implied volatity was 21.04, the open interest changed by 54 which increased total open position to 683


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 15.9, which was 0.7 higher than the previous day. The implied volatity was 20.85, the open interest changed by 19 which increased total open position to 630


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 15.95, which was -2.85 lower than the previous day. The implied volatity was 20.91, the open interest changed by 64 which increased total open position to 613


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 20.55, which was -3.75 lower than the previous day. The implied volatity was 21.11, the open interest changed by 55 which increased total open position to 549


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 23.8, which was 5.75 higher than the previous day. The implied volatity was 20.83, the open interest changed by 49 which increased total open position to 493


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 17.9, which was -17.1 lower than the previous day. The implied volatity was 21.33, the open interest changed by -13 which decreased total open position to 444


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 33.15, which was -10.4 lower than the previous day. The implied volatity was 22.35, the open interest changed by -66 which decreased total open position to 456


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 41.7, which was -26.45 lower than the previous day. The implied volatity was 23.01, the open interest changed by 217 which increased total open position to 523


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 67, which was 11.45 higher than the previous day. The implied volatity was 23.22, the open interest changed by 34 which increased total open position to 304


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 55.6, which was -21.55 lower than the previous day. The implied volatity was 23.52, the open interest changed by 94 which increased total open position to 274


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 78, which was 0.6 higher than the previous day. The implied volatity was 23.73, the open interest changed by 66 which increased total open position to 179


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 76.8, which was 4.45 higher than the previous day. The implied volatity was 24.35, the open interest changed by 75 which increased total open position to 112


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 75.1, which was -31.8 lower than the previous day. The implied volatity was 24.68, the open interest changed by 20 which increased total open position to 32


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 100.4, which was -67.65 lower than the previous day. The implied volatity was 24.58, the open interest changed by 3 which increased total open position to 12


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 168.05, which was 48.05 higher 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 168.05, which was 48.05 higher 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 168.05, which was 48.05 higher 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 168.05, which was 48.05 higher 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 168.05, which was 48.05 higher than the previous day. The implied volatity was 26.61, the open interest changed by 0 which decreased total open position to 8


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 120, which was -20 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 120, which was -20 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 120, which was -20 lower than the previous day. The implied volatity was 26.33, the open interest changed by 0 which decreased total open position to 8


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 140, which was 14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 8


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 126, which was -217.05 lower than the previous day. The implied volatity was 25.93, the open interest changed by 7 which increased total open position to 7


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 343.05, which was 0 lower than the previous day. The implied volatity was 5.26, 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 343.05, 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 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 343.05, which was 0 lower than the previous day. The implied volatity was 5.09, the open interest changed by 0 which decreased total open position to 0


On 17 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 343.05, 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 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 343.05, 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 Oct BAJAJ-AUTO was trading at 9066.00. The strike last trading price was 343.05, 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 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 343.05, 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 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 343.05, 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 343.05, which was 0 lower than the previous day. The implied volatity was 3.42, the open interest changed by 0 which decreased total open position to 0


On 7 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 343.05, 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