[--[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 8600 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 490 37.7 - 0 0 0
8 Dec 9026.00 490 37.7 - 0 0 57
5 Dec 9109.00 490 37.7 - 0 0 0
4 Dec 9085.00 490 37.7 - 3 0 57
3 Dec 9000.50 452.3 -103.3 - 3 2 56
2 Dec 9085.50 555.6 -4.2 16.74 15 1 53
1 Dec 9096.00 559.8 5.25 10.73 11 3 51
28 Nov 9073.50 541.4 12 - 52 4 48
27 Nov 9022.50 529.4 -98.05 13.47 18 0 45
26 Nov 9164.00 627.45 103.7 - 0 12 0
25 Nov 9048.00 627.45 103.7 26.85 25 11 44
24 Nov 9007.50 523.75 105.75 15.31 14 9 32
21 Nov 8892.00 416.9 -86.35 13.95 24 7 23
20 Nov 8979.50 504.15 25.25 14.46 20 13 15
19 Nov 8884.50 478.9 -159.1 21.83 2 1 1
18 Nov 8921.00 638 0 - 0 0 0
17 Nov 8945.50 638 0 - 0 0 0
14 Nov 8843.00 638 0 - 0 0 0
13 Nov 8867.50 638 0 - 0 0 0
12 Nov 8868.00 638 0 - 0 0 0
11 Nov 8895.00 638 0 - 0 0 0
10 Nov 8772.00 638 0 - 0 0 0
7 Nov 8721.50 638 0 - 0 0 0
6 Nov 8720.50 638 0 - 0 0 0
4 Nov 8751.00 638 0 - 0 0 0
3 Nov 8922.50 638 0 - 0 0 0
31 Oct 8892.50 638 0 - 0 0 0
30 Oct 8923.00 638 0 - 0 0 0
29 Oct 9034.00 638 0 - 0 0 0
28 Oct 9057.50 638 0 - 0 0 0
24 Oct 9076.50 638 0 - 0 0 0
23 Oct 9047.00 638 0 - 0 0 0
17 Oct 9150.50 638 0 - 0 0 0
14 Oct 9102.50 638 0 - 0 0 0
13 Oct 9066.00 638 0 - 0 0 0
10 Oct 8946.50 638 0 - 0 0 0
9 Oct 8810.00 638 0 - 0 0 0
8 Oct 8792.00 638 0 - 0 0 0
7 Oct 8904.00 638 0 - 0 0 0


For Bajaj Auto Limited - strike price 8600 expiring on 30DEC2025

Delta for 8600 CE is -

Historical price for 8600 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 490, which was 37.7 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 490, which was 37.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 490, which was 37.7 higher 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 490, which was 37.7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 57


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 452.3, which was -103.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 56


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 555.6, which was -4.2 lower than the previous day. The implied volatity was 16.74, the open interest changed by 1 which increased total open position to 53


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 559.8, which was 5.25 higher than the previous day. The implied volatity was 10.73, the open interest changed by 3 which increased total open position to 51


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 541.4, which was 12 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 48


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 529.4, which was -98.05 lower than the previous day. The implied volatity was 13.47, the open interest changed by 0 which decreased total open position to 45


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 627.45, which was 103.7 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 0


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 627.45, which was 103.7 higher than the previous day. The implied volatity was 26.85, the open interest changed by 11 which increased total open position to 44


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 523.75, which was 105.75 higher than the previous day. The implied volatity was 15.31, the open interest changed by 9 which increased total open position to 32


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 416.9, which was -86.35 lower than the previous day. The implied volatity was 13.95, the open interest changed by 7 which increased total open position to 23


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 504.15, which was 25.25 higher than the previous day. The implied volatity was 14.46, the open interest changed by 13 which increased total open position to 15


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 478.9, which was -159.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by 1 which increased total open position to 1


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 638, 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 8600 PE
Delta: -0.18
Vega: 5.70
Theta: -2.34
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 45.45 12.4 20.63 759 77 1,232
8 Dec 9026.00 33.45 11.4 21.15 1,003 99 1,149
5 Dec 9109.00 22.35 -8.6 19.55 1,247 64 1,048
4 Dec 9085.00 30.95 -13.3 20.38 905 -71 981
3 Dec 9000.50 44.35 8.8 20.61 1,010 -30 1,053
2 Dec 9085.50 34.95 1.55 20.32 720 36 1,064
1 Dec 9096.00 33.8 -5.55 20.25 602 40 1,028
28 Nov 9073.50 42 -9.65 20.62 1,157 266 987
27 Nov 9022.50 47 14.35 20.22 422 -71 720
26 Nov 9164.00 32.85 -25.55 20.25 1,558 443 794
25 Nov 9048.00 58.05 -15.45 21.44 932 35 351
24 Nov 9007.50 72.55 -42.1 22.37 627 72 312
21 Nov 8892.00 112.85 17.8 22.95 173 82 239
20 Nov 8979.50 91.95 -33.25 22.97 255 -8 157
19 Nov 8884.50 125.35 1.2 23.29 108 26 166
18 Nov 8921.00 121.2 6.55 23.84 154 86 141
17 Nov 8945.50 121.65 -5 24.56 79 33 56
14 Nov 8843.00 126.65 -21.45 21.96 4 1 22
13 Nov 8867.50 148.1 3.1 24.02 17 -10 20
12 Nov 8868.00 145 -59.75 23.08 8 6 30
11 Nov 8895.00 204.75 -7.3 - 0 0 0
10 Nov 8772.00 204.75 -7.3 25.80 2 0 24
7 Nov 8721.50 208 -22 24.03 9 1 23
6 Nov 8720.50 230 41.5 - 0 4 0
4 Nov 8751.00 230 41.5 26.27 4 2 20
3 Nov 8922.50 188 8.05 - 0 13 0
31 Oct 8892.50 188 8.05 - 13 12 17
30 Oct 8923.00 179.95 19.95 26.00 3 2 4
29 Oct 9034.00 160 -7.15 - 0 0 0
28 Oct 9057.50 160 -7.15 - 0 0 0
24 Oct 9076.50 160 -7.15 27.02 2 0 2
23 Oct 9047.00 167.15 -262.1 26.30 2 0 0
17 Oct 9150.50 429.25 0 4.42 0 0 0
14 Oct 9102.50 429.25 0 - 0 0 0
13 Oct 9066.00 429.25 0 - 0 0 0
10 Oct 8946.50 429.25 0 - 0 0 0
9 Oct 8810.00 429.25 0 - 0 0 0
8 Oct 8792.00 429.25 0 2.21 0 0 0
7 Oct 8904.00 429.25 0 - 0 0 0


For Bajaj Auto Limited - strike price 8600 expiring on 30DEC2025

Delta for 8600 PE is -0.18

Historical price for 8600 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 45.45, which was 12.4 higher than the previous day. The implied volatity was 20.63, the open interest changed by 77 which increased total open position to 1232


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 33.45, which was 11.4 higher than the previous day. The implied volatity was 21.15, the open interest changed by 99 which increased total open position to 1149


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 22.35, which was -8.6 lower than the previous day. The implied volatity was 19.55, the open interest changed by 64 which increased total open position to 1048


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 30.95, which was -13.3 lower than the previous day. The implied volatity was 20.38, the open interest changed by -71 which decreased total open position to 981


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 44.35, which was 8.8 higher than the previous day. The implied volatity was 20.61, the open interest changed by -30 which decreased total open position to 1053


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 34.95, which was 1.55 higher than the previous day. The implied volatity was 20.32, the open interest changed by 36 which increased total open position to 1064


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 33.8, which was -5.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 40 which increased total open position to 1028


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 42, which was -9.65 lower than the previous day. The implied volatity was 20.62, the open interest changed by 266 which increased total open position to 987


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 47, which was 14.35 higher than the previous day. The implied volatity was 20.22, the open interest changed by -71 which decreased total open position to 720


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 32.85, which was -25.55 lower than the previous day. The implied volatity was 20.25, the open interest changed by 443 which increased total open position to 794


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 58.05, which was -15.45 lower than the previous day. The implied volatity was 21.44, the open interest changed by 35 which increased total open position to 351


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 72.55, which was -42.1 lower than the previous day. The implied volatity was 22.37, the open interest changed by 72 which increased total open position to 312


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 112.85, which was 17.8 higher than the previous day. The implied volatity was 22.95, the open interest changed by 82 which increased total open position to 239


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 91.95, which was -33.25 lower than the previous day. The implied volatity was 22.97, the open interest changed by -8 which decreased total open position to 157


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 125.35, which was 1.2 higher than the previous day. The implied volatity was 23.29, the open interest changed by 26 which increased total open position to 166


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 121.2, which was 6.55 higher than the previous day. The implied volatity was 23.84, the open interest changed by 86 which increased total open position to 141


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 121.65, which was -5 lower than the previous day. The implied volatity was 24.56, the open interest changed by 33 which increased total open position to 56


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 126.65, which was -21.45 lower than the previous day. The implied volatity was 21.96, the open interest changed by 1 which increased total open position to 22


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 148.1, which was 3.1 higher than the previous day. The implied volatity was 24.02, the open interest changed by -10 which decreased total open position to 20


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 145, which was -59.75 lower than the previous day. The implied volatity was 23.08, the open interest changed by 6 which increased total open position to 30


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 204.75, which was -7.3 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 204.75, which was -7.3 lower than the previous day. The implied volatity was 25.80, the open interest changed by 0 which decreased total open position to 24


On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 208, which was -22 lower than the previous day. The implied volatity was 24.03, the open interest changed by 1 which increased total open position to 23


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 230, which was 41.5 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 230, which was 41.5 higher than the previous day. The implied volatity was 26.27, the open interest changed by 2 which increased total open position to 20


On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 188, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 188, which was 8.05 higher than the previous day. The implied volatity was -, the open interest changed by 12 which increased total open position to 17


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 179.95, which was 19.95 higher than the previous day. The implied volatity was 26.00, the open interest changed by 2 which increased total open position to 4


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 160, which was -7.15 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 160, which was -7.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 24 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 160, which was -7.15 lower than the previous day. The implied volatity was 27.02, the open interest changed by 0 which decreased total open position to 2


On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 167.15, which was -262.1 lower than the previous day. The implied volatity was 26.30, 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 429.25, which was 0 lower than the previous day. The implied volatity was 4.42, 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 429.25, 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 429.25, 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 429.25, 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 429.25, 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 429.25, which was 0 lower than the previous day. The implied volatity was 2.21, 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 429.25, 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