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 8700 CE
Delta: 0.80 Vega: 6.07 Theta: -4.23 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	320 ₹ 24,000	-84.3 -6322.50	16.40	34 2,550	-3 -225	67 5,025
8 Dec	9026.00	404.3 ₹ 30,322.5	-93.7 -7027.50	14.61	25 1,875	-18 -1,350	71 5,325
5 Dec	9109.00	498 ₹ 37,350	41.1 3082.50	18.24	18 1,350	-3 -225	90 6,750
4 Dec	9085.00	456.9 ₹ 34,267.5	86.75 6506.25	14.18	10 750	-3 -225	93 6,975
3 Dec	9000.50	370.15 ₹ 27,761.25	-117.95 -8846.25	-	20 1,500	5 375	93 6,975
2 Dec	9085.50	488.1 ₹ 36,607.5	-16.9 -1267.50	19.98	32 2,400	-1 -75	87 6,525
1 Dec	9096.00	505 ₹ 37,875	32.55 2441.25	19.65	39 2,925	-5 -375	88 6,600
28 Nov	9073.50	459.35 ₹ 34,451.25	13.35 1001.25	9.57	171 12,825	54 4,050	95 7,125
27 Nov	9022.50	446 ₹ 33,450	-124 -9300.00	14.53	35 2,625	-7 -525	41 3,075
26 Nov	9164.00	570 ₹ 42,750	103.75 7781.25	17.90	19 1,425	3 225	48 3,600
25 Nov	9048.00	462.5 ₹ 34,687.5	12.4 930.00	15.48	35 2,625	9 675	45 3,375
24 Nov	9007.50	450.1 ₹ 33,757.5	103.3 7747.50	16.75	43 3,225	20 1,500	38 2,850
21 Nov	8892.00	346.8 ₹ 26,010	-83.15 -6236.25	14.85	27 2,025	7 525	19 1,425
20 Nov	8979.50	429.95 ₹ 32,246.25	53.55 4016.25	15.57	4 300	2 150	11 825
19 Nov	8884.50	376.4 ₹ 28,230	-51.9 -3892.50	18.46	2 150	0 0	8 600
18 Nov	8921.00	428.3 ₹ 32,122.5	65.8 4935.00	-	0 0	1 75	0 0
17 Nov	8945.50	428.3 ₹ 32,122.5	65.8 4935.00	17.26	10 750	0 0	7 525
14 Nov	8843.00	362.5 ₹ 27,187.5	-31.35 -2351.25	17.15	5 375	3 225	7 525
13 Nov	8867.50	393.85 ₹ 29,538.75	-0.65 -48.75	18.52	3 225	0 0	4 300
12 Nov	8868.00	394.5 ₹ 29,587.5	44.5 3337.50	-	0 0	0 0	0 0
11 Nov	8895.00	394.5 ₹ 29,587.5	44.5 3337.50	-	0 0	1 75	0 0
10 Nov	8772.00	394.5 ₹ 29,587.5	44.5 3337.50	22.70	2 150	0 0	3 225
7 Nov	8721.50	350 ₹ 26,250	-20 -1500.00	20.77	4 300	2 150	3 225
6 Nov	8720.50	370 ₹ 27,750	-328.6 -24645.00	22.11	1 75	0 0	0 0
4 Nov	8751.00	698.6 ₹ 52,395	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	698.6 ₹ 52,395	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	698.6 ₹ 52,395	0 0.00	-	0 0	0 0	0 0

30 Oct	8923.00	698.6 ₹ 52,395	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	698.6 ₹ 52,395	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8700 expiring on 30DEC2025

Delta for 8700 CE is 0.80

Historical price for 8700 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 320, which was -84.3 lower than the previous day. The implied volatity was 16.40, the open interest changed by -3 which decreased total open position to 67

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 404.3, which was -93.7 lower than the previous day. The implied volatity was 14.61, the open interest changed by -18 which decreased total open position to 71

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 498, which was 41.1 higher than the previous day. The implied volatity was 18.24, the open interest changed by -3 which decreased total open position to 90

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 456.9, which was 86.75 higher than the previous day. The implied volatity was 14.18, the open interest changed by -3 which decreased total open position to 93

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 370.15, which was -117.95 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 93

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 488.1, which was -16.9 lower than the previous day. The implied volatity was 19.98, the open interest changed by -1 which decreased total open position to 87

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 505, which was 32.55 higher than the previous day. The implied volatity was 19.65, the open interest changed by -5 which decreased total open position to 88

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 459.35, which was 13.35 higher than the previous day. The implied volatity was 9.57, the open interest changed by 54 which increased total open position to 95

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 446, which was -124 lower than the previous day. The implied volatity was 14.53, the open interest changed by -7 which decreased total open position to 41

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 570, which was 103.75 higher than the previous day. The implied volatity was 17.90, the open interest changed by 3 which increased total open position to 48

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 462.5, which was 12.4 higher than the previous day. The implied volatity was 15.48, the open interest changed by 9 which increased total open position to 45

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 450.1, which was 103.3 higher than the previous day. The implied volatity was 16.75, the open interest changed by 20 which increased total open position to 38

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 346.8, which was -83.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by 7 which increased total open position to 19

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 429.95, which was 53.55 higher than the previous day. The implied volatity was 15.57, the open interest changed by 2 which increased total open position to 11

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 376.4, which was -51.9 lower than the previous day. The implied volatity was 18.46, the open interest changed by 0 which decreased total open position to 8

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 428.3, which was 65.8 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 428.3, which was 65.8 higher than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 7

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 362.5, which was -31.35 lower than the previous day. The implied volatity was 17.15, the open interest changed by 3 which increased total open position to 7

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 393.85, which was -0.65 lower than the previous day. The implied volatity was 18.52, the open interest changed by 0 which decreased total open position to 4

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 394.5, which was 44.5 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 394.5, which was 44.5 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 394.5, which was 44.5 higher than the previous day. The implied volatity was 22.70, the open interest changed by 0 which decreased total open position to 3

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 350, which was -20 lower than the previous day. The implied volatity was 20.77, 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 370, which was -328.6 lower than the previous day. The implied volatity was 22.11, 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 698.6, 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 698.6, 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 698.6, 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 698.6, 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 698.6, 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 8700 PE
Delta: -0.25 Vega: 6.82 Theta: -2.69 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	67.25 ₹ 5,043.75	18.3 1372.50	20.44	895 67,125	6 450	621 46,575
8 Dec	9026.00	49 ₹ 3,675	16.05 1203.75	20.81	1,140 85,500	6 450	617 46,275
5 Dec	9109.00	33 ₹ 2,475	-12.25 -918.75	19.10	1,042 78,150	-22 -1,650	612 45,900
4 Dec	9085.00	45.35 ₹ 3,401.25	-18.7 -1402.50	20.14	929 69,675	12 900	617 46,275
3 Dec	9000.50	63.9 ₹ 4,792.5	13.05 978.75	20.51	1,555 1,16,625	-37 -2,775	604 45,300
2 Dec	9085.50	50.75 ₹ 3,806.25	3.2 240.00	20.15	1,215 91,125	-47 -3,525	643 48,225
1 Dec	9096.00	49 ₹ 3,675	-7.1 -532.50	20.09	1,819 1,36,425	-3 -225	673 50,475
28 Nov	9073.50	59.35 ₹ 4,451.25	-7.55 -566.25	20.52	1,695 1,27,125	136 10,200	675 50,625
27 Nov	9022.50	64.25 ₹ 4,818.75	20.15 1511.25	19.89	1,018 76,350	-104 -7,800	534 40,050
26 Nov	9164.00	44 ₹ 3,300	-33.8 -2535.00	19.70	1,361 1,02,075	206 15,450	638 47,850
25 Nov	9048.00	76 ₹ 5,700	-18.25 -1368.75	21.02	1,648 1,23,600	-120 -9,000	433 32,475
24 Nov	9007.50	95.95 ₹ 7,196.25	-52.25 -3918.75	22.29	1,240 93,000	180 13,500	553 41,475
21 Nov	8892.00	147.5 ₹ 11,062.5	25.8 1935.00	23.25	216 16,200	87 6,525	377 28,275
20 Nov	8979.50	117.4 ₹ 8,805	-41.3 -3097.50	22.81	194 14,550	65 4,875	289 21,675
19 Nov	8884.50	158.4 ₹ 11,880	3.25 243.75	23.30	80 6,000	17 1,275	221 16,575
18 Nov	8921.00	156.7 ₹ 11,752.5	15.25 1143.75	24.22	99 7,425	48 3,600	205 15,375
17 Nov	8945.50	140.6 ₹ 10,545	-77.6 -5820.00	23.48	265 19,875	138 10,350	154 11,550
14 Nov	8843.00	218.2 ₹ 16,365	29 2175.00	26.98	1 75	0 0	16 1,200
13 Nov	8867.50	188.35 ₹ 14,126.25	13.35 1001.25	24.52	7 525	2 150	17 1,275
12 Nov	8868.00	175 ₹ 13,125	-25 -1875.00	22.93	11 825	4 300	15 1,125
11 Nov	8895.00	200 ₹ 15,000	-65.7 -4927.50	-	0 0	0 0	0 0
10 Nov	8772.00	200 ₹ 15,000	-65.7 -4927.50	22.23	1 75	0 0	11 825
7 Nov	8721.50	265.7 ₹ 19,927.5	4.7 352.50	25.27	7 525	3 225	9 675
6 Nov	8720.50	261 ₹ 19,575	11 825.00	24.63	1 75	0 0	6 450
4 Nov	8751.00	250 ₹ 18,750	20.2 1515.00	24.67	6 450	-4 -300	6 450
3 Nov	8922.50	231.8 ₹ 17,385	-18 -1350.00	-	0 0	0 0	0 0
31 Oct	8892.50	231.8 ₹ 17,385	-18 -1350.00	-	0 0	10 750	0 0
30 Oct	8923.00	231.8 ₹ 17,385	-18 -1350.00	27.02	11 825	6 450	6 450
29 Oct	9034.00	249.8 ₹ 18,735	0 0.00	3.27	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8700 expiring on 30DEC2025

Delta for 8700 PE is -0.25

Historical price for 8700 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 67.25, which was 18.3 higher than the previous day. The implied volatity was 20.44, the open interest changed by 6 which increased total open position to 621

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 49, which was 16.05 higher than the previous day. The implied volatity was 20.81, the open interest changed by 6 which increased total open position to 617

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 33, which was -12.25 lower than the previous day. The implied volatity was 19.10, the open interest changed by -22 which decreased total open position to 612

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 45.35, which was -18.7 lower than the previous day. The implied volatity was 20.14, the open interest changed by 12 which increased total open position to 617

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 63.9, which was 13.05 higher than the previous day. The implied volatity was 20.51, the open interest changed by -37 which decreased total open position to 604

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 50.75, which was 3.2 higher than the previous day. The implied volatity was 20.15, the open interest changed by -47 which decreased total open position to 643

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 49, which was -7.1 lower than the previous day. The implied volatity was 20.09, the open interest changed by -3 which decreased total open position to 673

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 59.35, which was -7.55 lower than the previous day. The implied volatity was 20.52, the open interest changed by 136 which increased total open position to 675

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 64.25, which was 20.15 higher than the previous day. The implied volatity was 19.89, the open interest changed by -104 which decreased total open position to 534

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 44, which was -33.8 lower than the previous day. The implied volatity was 19.70, the open interest changed by 206 which increased total open position to 638

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 76, which was -18.25 lower than the previous day. The implied volatity was 21.02, the open interest changed by -120 which decreased total open position to 433

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 95.95, which was -52.25 lower than the previous day. The implied volatity was 22.29, the open interest changed by 180 which increased total open position to 553

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 147.5, which was 25.8 higher than the previous day. The implied volatity was 23.25, the open interest changed by 87 which increased total open position to 377

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 117.4, which was -41.3 lower than the previous day. The implied volatity was 22.81, the open interest changed by 65 which increased total open position to 289

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 158.4, which was 3.25 higher than the previous day. The implied volatity was 23.30, the open interest changed by 17 which increased total open position to 221

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 156.7, which was 15.25 higher than the previous day. The implied volatity was 24.22, the open interest changed by 48 which increased total open position to 205

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 140.6, which was -77.6 lower than the previous day. The implied volatity was 23.48, the open interest changed by 138 which increased total open position to 154

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 218.2, which was 29 higher than the previous day. The implied volatity was 26.98, the open interest changed by 0 which decreased total open position to 16

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 188.35, which was 13.35 higher than the previous day. The implied volatity was 24.52, the open interest changed by 2 which increased total open position to 17

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 175, which was -25 lower than the previous day. The implied volatity was 22.93, the open interest changed by 4 which increased total open position to 15

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 200, which was -65.7 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 200, which was -65.7 lower than the previous day. The implied volatity was 22.23, the open interest changed by 0 which decreased total open position to 11

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 265.7, which was 4.7 higher than the previous day. The implied volatity was 25.27, the open interest changed by 3 which increased total open position to 9

On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 261, which was 11 higher than the previous day. The implied volatity was 24.63, the open interest changed by 0 which decreased total open position to 6

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 250, which was 20.2 higher than the previous day. The implied volatity was 24.67, the open interest changed by -4 which decreased total open position to 6

On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 231.8, which was -18 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 231.8, which was -18 lower than the previous day. The implied volatity was -, the open interest changed by 10 which increased total open position to 0

On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 231.8, which was -18 lower than the previous day. The implied volatity was 27.02, 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 249.8, which was 0 lower than the previous day. The implied volatity was 3.27, the open interest changed by 0 which decreased total open position to 0

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