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 8500 CE
Delta: 0.84 Vega: 5.14 Theta: -4.79 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	520 ₹ 39,000	-56.5 -4237.50	23.41	28 2,100	4 300	98 7,350
8 Dec	9026.00	578 ₹ 43,350	-97 -7275.00	-	27 2,025	-1 -75	94 7,050
5 Dec	9109.00	675 ₹ 50,625	37.6 2820.00	17.02	11 825	5 375	95 7,125
4 Dec	9085.00	636.55 ₹ 47,741.25	107.95 8096.25	-	23 1,725	-1 -75	93 6,975
3 Dec	9000.50	528.6 ₹ 39,645	-125.25 -9393.75	-	17 1,275	4 300	93 6,975
2 Dec	9085.50	653.85 ₹ 49,038.75	7 525.00	18.83	6 450	0 0	89 6,675
1 Dec	9096.00	646.85 ₹ 48,513.75	2.8 210.00	-	31 2,325	-9 -675	88 6,600
28 Nov	9073.50	638.1 ₹ 47,857.5	40.25 3018.75	-	43 3,225	26 1,950	96 7,200
27 Nov	9022.50	597.85 ₹ 44,838.75	-150.45 -11283.75	-	31 2,325	5 375	71 5,325
26 Nov	9164.00	749 ₹ 56,175	33.1 2482.50	18.09	27 2,025	6 450	66 4,950
25 Nov	9048.00	715.9 ₹ 53,692.5	106.45 7983.75	28.41	20 1,500	4 300	59 4,425
24 Nov	9007.50	608.85 ₹ 45,663.75	115.7 8677.50	14.21	56 4,200	42 3,150	54 4,050
21 Nov	8892.00	493.15 ₹ 36,986.25	-101.6 -7620.00	12.19	2 150	1 75	12 900
20 Nov	8979.50	594.75 ₹ 44,606.25	69.15 5186.25	14.98	10 750	6 450	11 825
19 Nov	8884.50	525.6 ₹ 39,420	-69.4 -5205.00	18.76	4 300	3 225	4 300
18 Nov	8921.00	595 ₹ 44,625	-236.1 -17707.50	22.48	1 75	0 0	0 0
17 Nov	8945.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0

3 Nov	8922.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	831.1 ₹ 62,332.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8500 expiring on 30DEC2025

Delta for 8500 CE is 0.84

Historical price for 8500 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 520, which was -56.5 lower than the previous day. The implied volatity was 23.41, the open interest changed by 4 which increased total open position to 98

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 578, which was -97 lower than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 94

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 675, which was 37.6 higher than the previous day. The implied volatity was 17.02, the open interest changed by 5 which increased total open position to 95

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 636.55, which was 107.95 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 93

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 528.6, which was -125.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 93

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 653.85, which was 7 higher than the previous day. The implied volatity was 18.83, the open interest changed by 0 which decreased total open position to 89

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 646.85, which was 2.8 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 88

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 638.1, which was 40.25 higher than the previous day. The implied volatity was -, the open interest changed by 26 which increased total open position to 96

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 597.85, which was -150.45 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 71

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 749, which was 33.1 higher than the previous day. The implied volatity was 18.09, the open interest changed by 6 which increased total open position to 66

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 715.9, which was 106.45 higher than the previous day. The implied volatity was 28.41, the open interest changed by 4 which increased total open position to 59

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 608.85, which was 115.7 higher than the previous day. The implied volatity was 14.21, the open interest changed by 42 which increased total open position to 54

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 493.15, which was -101.6 lower than the previous day. The implied volatity was 12.19, the open interest changed by 1 which increased total open position to 12

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 594.75, which was 69.15 higher than the previous day. The implied volatity was 14.98, the open interest changed by 6 which increased total open position to 11

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 525.6, which was -69.4 lower than the previous day. The implied volatity was 18.76, the open interest changed by 3 which increased total open position to 4

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 595, which was -236.1 lower than the previous day. The implied volatity was 22.48, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 831.1, 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 8500 PE
Delta: -0.13 Vega: 4.55 Theta: -1.93 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	30 ₹ 2,250	8.45 633.75	20.89	967 72,525	-101 -7,575	1,111 83,325
8 Dec	9026.00	22 ₹ 1,650	7.65 573.75	21.41	1,008 75,600	123 9,225	1,215 91,125
5 Dec	9109.00	14.65 ₹ 1,098.75	-6.05 -453.75	19.92	825 61,875	47 3,525	1,092 81,900
4 Dec	9085.00	20.65 ₹ 1,548.75	-9.45 -708.75	20.64	687 51,525	-10 -750	1,012 75,900
3 Dec	9000.50	30.1 ₹ 2,257.5	5.5 412.50	20.77	612 45,900	19 1,425	1,022 76,650
2 Dec	9085.50	23.5 ₹ 1,762.5	0.65 48.75	20.51	823 61,725	28 2,100	1,003 75,225
1 Dec	9096.00	24.05 ₹ 1,803.75	-3.25 -243.75	20.73	536 40,200	42 3,150	975 73,125
28 Nov	9073.50	29 ₹ 2,175	-5.3 -397.50	20.73	889 66,675	167 12,525	932 69,900
27 Nov	9022.50	33 ₹ 2,475	8.85 663.75	20.39	622 46,650	44 3,300	770 57,750
26 Nov	9164.00	24.2 ₹ 1,815	-20.95 -1571.25	20.76	1,046 78,450	68 5,100	726 54,450
25 Nov	9048.00	44.3 ₹ 3,322.5	-11.9 -892.50	21.93	1,066 79,950	-66 -4,950	657 49,275
24 Nov	9007.50	55.05 ₹ 4,128.75	-32.4 -2430.00	22.65	784 58,800	63 4,725	722 54,150
21 Nov	8892.00	86.6 ₹ 6,495	13 975.00	22.97	392 29,400	177 13,275	650 48,750
20 Nov	8979.50	71.5 ₹ 5,362.5	-28.05 -2103.75	23.19	374 28,050	115 8,625	472 35,400
19 Nov	8884.50	99.15 ₹ 7,436.25	1.1 82.50	23.47	145 10,875	30 2,250	359 26,925
18 Nov	8921.00	97.85 ₹ 7,338.75	7.45 558.75	24.19	188 14,100	21 1,575	328 24,600
17 Nov	8945.50	95.4 ₹ 7,155	-30.6 -2295.00	24.52	438 32,850	-7 -525	308 23,100
14 Nov	8843.00	124.25 ₹ 9,318.75	1.3 97.50	24.34	103 7,725	47 3,525	314 23,550
13 Nov	8867.50	124.1 ₹ 9,307.5	16.35 1226.25	24.58	74 5,550	14 1,050	266 19,950
12 Nov	8868.00	110 ₹ 8,250	11.5 862.50	22.56	223 16,725	93 6,975	246 18,450
11 Nov	8895.00	99.95 ₹ 7,496.25	-38.05 -2853.75	22.68	277 20,775	119 8,925	168 12,600
10 Nov	8772.00	138 ₹ 10,350	-39.15 -2936.25	22.99	24 1,800	17 1,275	48 3,600
7 Nov	8721.50	172.9 ₹ 12,967.5	2.9 217.50	24.17	19 1,425	7 525	31 2,325
6 Nov	8720.50	170 ₹ 12,750	-10.3 -772.50	23.71	6 450	0 0	28 2,100
4 Nov	8751.00	180.55 ₹ 13,541.25	27.55 2066.25	25.22	24 1,800	10 750	27 2,025
3 Nov	8922.50	153 ₹ 11,475	-2 -150.00	26.87	2 150	0 0	15 1,125
31 Oct	8892.50	155 ₹ 11,625	1.25 93.75	-	18 1,350	7 525	14 1,050
30 Oct	8923.00	150.35 ₹ 11,276.25	-34.05 -2553.75	25.73	7 525	6 450	6 450
29 Oct	9034.00	184.4 ₹ 13,830	0 0.00	4.60	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8500 expiring on 30DEC2025

Delta for 8500 PE is -0.13

Historical price for 8500 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 30, which was 8.45 higher than the previous day. The implied volatity was 20.89, the open interest changed by -101 which decreased total open position to 1111

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 22, which was 7.65 higher than the previous day. The implied volatity was 21.41, the open interest changed by 123 which increased total open position to 1215

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 14.65, which was -6.05 lower than the previous day. The implied volatity was 19.92, the open interest changed by 47 which increased total open position to 1092

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 20.65, which was -9.45 lower than the previous day. The implied volatity was 20.64, the open interest changed by -10 which decreased total open position to 1012

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 30.1, which was 5.5 higher than the previous day. The implied volatity was 20.77, the open interest changed by 19 which increased total open position to 1022

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 23.5, which was 0.65 higher than the previous day. The implied volatity was 20.51, the open interest changed by 28 which increased total open position to 1003

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 24.05, which was -3.25 lower than the previous day. The implied volatity was 20.73, the open interest changed by 42 which increased total open position to 975

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 29, which was -5.3 lower than the previous day. The implied volatity was 20.73, the open interest changed by 167 which increased total open position to 932

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 33, which was 8.85 higher than the previous day. The implied volatity was 20.39, the open interest changed by 44 which increased total open position to 770

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 24.2, which was -20.95 lower than the previous day. The implied volatity was 20.76, the open interest changed by 68 which increased total open position to 726

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 44.3, which was -11.9 lower than the previous day. The implied volatity was 21.93, the open interest changed by -66 which decreased total open position to 657

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 55.05, which was -32.4 lower than the previous day. The implied volatity was 22.65, the open interest changed by 63 which increased total open position to 722

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 86.6, which was 13 higher than the previous day. The implied volatity was 22.97, the open interest changed by 177 which increased total open position to 650

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 71.5, which was -28.05 lower than the previous day. The implied volatity was 23.19, the open interest changed by 115 which increased total open position to 472

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 99.15, which was 1.1 higher than the previous day. The implied volatity was 23.47, the open interest changed by 30 which increased total open position to 359

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 97.85, which was 7.45 higher than the previous day. The implied volatity was 24.19, the open interest changed by 21 which increased total open position to 328

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 95.4, which was -30.6 lower than the previous day. The implied volatity was 24.52, the open interest changed by -7 which decreased total open position to 308

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 124.25, which was 1.3 higher than the previous day. The implied volatity was 24.34, the open interest changed by 47 which increased total open position to 314

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 124.1, which was 16.35 higher than the previous day. The implied volatity was 24.58, the open interest changed by 14 which increased total open position to 266

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 110, which was 11.5 higher than the previous day. The implied volatity was 22.56, the open interest changed by 93 which increased total open position to 246

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 99.95, which was -38.05 lower than the previous day. The implied volatity was 22.68, the open interest changed by 119 which increased total open position to 168

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 138, which was -39.15 lower than the previous day. The implied volatity was 22.99, the open interest changed by 17 which increased total open position to 48

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 172.9, which was 2.9 higher than the previous day. The implied volatity was 24.17, the open interest changed by 7 which increased total open position to 31

On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 170, which was -10.3 lower than the previous day. The implied volatity was 23.71, the open interest changed by 0 which decreased total open position to 28

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 180.55, which was 27.55 higher than the previous day. The implied volatity was 25.22, the open interest changed by 10 which increased total open position to 27

On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 153, which was -2 lower than the previous day. The implied volatity was 26.87, the open interest changed by 0 which decreased total open position to 15

On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 155, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 14

On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 150.35, which was -34.05 lower than the previous day. The implied volatity was 25.73, the open interest changed by 6 which increased total open position to 6

On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 184.4, which was 0 lower than the previous day. The implied volatity was 4.60, the open interest changed by 0 which decreased total open position to 0

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