[--[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 8800 CE
Delta: 0.70
Vega: 7.50
Theta: -4.71
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 252.85 -73.95 17.25 105 6 186
8 Dec 9026.00 329.9 -82.45 16.29 134 -10 180
5 Dec 9109.00 410 27.15 17.39 64 -20 191
4 Dec 9085.00 385 63.3 16.62 184 -14 213
3 Dec 9000.50 322.25 -76.8 15.36 254 46 227
2 Dec 9085.50 399.05 -13.15 18.41 151 20 181
1 Dec 9096.00 412.2 13.7 17.70 127 -14 162
28 Nov 9073.50 380.1 1.5 12.49 240 22 174
27 Nov 9022.50 383.25 -97.65 16.90 81 -7 153
26 Nov 9164.00 478.7 91.7 16.68 62 -15 161
25 Nov 9048.00 397.2 21.65 17.22 115 -7 175
24 Nov 9007.50 374.5 83.25 16.78 469 16 182
21 Nov 8892.00 288 -76.8 15.84 128 42 164
20 Nov 8979.50 366 45.8 16.69 72 28 122
19 Nov 8884.50 318 -36.55 18.95 42 20 93
18 Nov 8921.00 354.55 -27.85 19.37 25 4 73
17 Nov 8945.50 371.7 83.05 18.50 54 15 69
14 Nov 8843.00 288.65 -66.25 16.24 32 21 53
13 Nov 8867.50 354.9 -1.5 20.51 11 4 32
12 Nov 8868.00 356.4 -11.9 21.21 23 3 28
11 Nov 8895.00 360.65 41.3 18.39 41 -3 22
10 Nov 8772.00 319.3 -219.7 21.13 35 24 24
7 Nov 8721.50 539 0 - 0 0 0
6 Nov 8720.50 539 0 - 0 0 0
4 Nov 8751.00 539 0 - 0 0 0
3 Nov 8922.50 539 0 - 0 0 0
31 Oct 8892.50 539 0 - 0 0 0
30 Oct 8923.00 539 0 - 0 0 0
29 Oct 9034.00 539 0 - 0 0 0
28 Oct 9057.50 539 0 - 0 0 0
23 Oct 9047.00 539 0 - 0 0 0
17 Oct 9150.50 539 0 - 0 0 0
14 Oct 9102.50 539 0 - 0 0 0
13 Oct 9066.00 539 0 - 0 0 0
10 Oct 8946.50 539 0 - 0 0 0
9 Oct 8810.00 539 0 - 0 0 0
8 Oct 8792.00 539 0 - 0 0 0
7 Oct 8904.00 539 0 - 0 0 0


For Bajaj Auto Limited - strike price 8800 expiring on 30DEC2025

Delta for 8800 CE is 0.70

Historical price for 8800 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 252.85, which was -73.95 lower than the previous day. The implied volatity was 17.25, the open interest changed by 6 which increased total open position to 186


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 329.9, which was -82.45 lower than the previous day. The implied volatity was 16.29, the open interest changed by -10 which decreased total open position to 180


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 410, which was 27.15 higher than the previous day. The implied volatity was 17.39, the open interest changed by -20 which decreased total open position to 191


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 385, which was 63.3 higher than the previous day. The implied volatity was 16.62, the open interest changed by -14 which decreased total open position to 213


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 322.25, which was -76.8 lower than the previous day. The implied volatity was 15.36, the open interest changed by 46 which increased total open position to 227


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 399.05, which was -13.15 lower than the previous day. The implied volatity was 18.41, the open interest changed by 20 which increased total open position to 181


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 412.2, which was 13.7 higher than the previous day. The implied volatity was 17.70, the open interest changed by -14 which decreased total open position to 162


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 380.1, which was 1.5 higher than the previous day. The implied volatity was 12.49, the open interest changed by 22 which increased total open position to 174


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 383.25, which was -97.65 lower than the previous day. The implied volatity was 16.90, the open interest changed by -7 which decreased total open position to 153


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 478.7, which was 91.7 higher than the previous day. The implied volatity was 16.68, the open interest changed by -15 which decreased total open position to 161


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 397.2, which was 21.65 higher than the previous day. The implied volatity was 17.22, the open interest changed by -7 which decreased total open position to 175


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 374.5, which was 83.25 higher than the previous day. The implied volatity was 16.78, the open interest changed by 16 which increased total open position to 182


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 288, which was -76.8 lower than the previous day. The implied volatity was 15.84, the open interest changed by 42 which increased total open position to 164


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 366, which was 45.8 higher than the previous day. The implied volatity was 16.69, the open interest changed by 28 which increased total open position to 122


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 318, which was -36.55 lower than the previous day. The implied volatity was 18.95, the open interest changed by 20 which increased total open position to 93


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 354.55, which was -27.85 lower than the previous day. The implied volatity was 19.37, the open interest changed by 4 which increased total open position to 73


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 371.7, which was 83.05 higher than the previous day. The implied volatity was 18.50, the open interest changed by 15 which increased total open position to 69


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 288.65, which was -66.25 lower than the previous day. The implied volatity was 16.24, the open interest changed by 21 which increased total open position to 53


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 354.9, which was -1.5 lower than the previous day. The implied volatity was 20.51, the open interest changed by 4 which increased total open position to 32


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 356.4, which was -11.9 lower than the previous day. The implied volatity was 21.21, the open interest changed by 3 which increased total open position to 28


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 360.65, which was 41.3 higher than the previous day. The implied volatity was 18.39, the open interest changed by -3 which decreased total open position to 22


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 319.3, which was -219.7 lower than the previous day. The implied volatity was 21.13, the open interest changed by 24 which increased total open position to 24


On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 539, 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 8800 PE
Delta: -0.33
Vega: 7.75
Theta: -2.92
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 97 25.9 20.34 1,754 160 1,071
8 Dec 9026.00 71 22.8 20.60 2,293 -165 927
5 Dec 9109.00 49 -16 18.82 2,074 -22 1,092
4 Dec 9085.00 66.45 -24 20.13 1,418 5 1,114
3 Dec 9000.50 89.1 17.5 20.36 2,400 29 1,109
2 Dec 9085.50 71.25 3 19.92 2,219 -27 1,073
1 Dec 9096.00 69.6 -8.95 19.97 2,493 215 1,099
28 Nov 9073.50 81.5 -9.15 20.39 1,236 38 884
27 Nov 9022.50 87.25 27.25 19.66 1,180 -39 844
26 Nov 9164.00 60 -43.85 19.34 1,583 269 881
25 Nov 9048.00 99.55 -26 20.71 1,402 67 613
24 Nov 9007.50 122.2 -63.5 21.96 656 106 545
21 Nov 8892.00 183 31.6 23.08 150 60 439
20 Nov 8979.50 150.05 -48.6 22.87 390 167 379
19 Nov 8884.50 198 5.8 23.40 142 27 212
18 Nov 8921.00 191 11.15 24.00 132 48 185
17 Nov 8945.50 178.15 -87.1 23.74 391 7 135
14 Nov 8843.00 265.25 35.25 27.17 36 12 128
13 Nov 8867.50 230 -15 24.68 25 12 115
12 Nov 8868.00 245 50 25.14 23 15 101
11 Nov 8895.00 198 -74.55 22.88 90 81 86
10 Nov 8772.00 272.55 -20.45 24.49 2 1 5
7 Nov 8721.50 293 -234.25 - 0 4 0
6 Nov 8720.50 293 -234.25 23.53 4 2 2
4 Nov 8751.00 527.25 0 0.74 0 0 0
3 Nov 8922.50 527.25 0 1.90 0 0 0
31 Oct 8892.50 527.25 0 - 0 0 0
30 Oct 8923.00 527.25 0 1.90 0 0 0
29 Oct 9034.00 527.25 0 2.61 0 0 0
28 Oct 9057.50 527.25 0 2.72 0 0 0
23 Oct 9047.00 527.25 0 2.59 0 0 0
17 Oct 9150.50 527.25 0 3.22 0 0 0
14 Oct 9102.50 527.25 0 - 0 0 0
13 Oct 9066.00 527.25 0 - 0 0 0
10 Oct 8946.50 527.25 0 - 0 0 0
9 Oct 8810.00 527.25 0 - 0 0 0
8 Oct 8792.00 527.25 0 1.02 0 0 0
7 Oct 8904.00 527.25 0 - 0 0 0


For Bajaj Auto Limited - strike price 8800 expiring on 30DEC2025

Delta for 8800 PE is -0.33

Historical price for 8800 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 97, which was 25.9 higher than the previous day. The implied volatity was 20.34, the open interest changed by 160 which increased total open position to 1071


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 71, which was 22.8 higher than the previous day. The implied volatity was 20.60, the open interest changed by -165 which decreased total open position to 927


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 49, which was -16 lower than the previous day. The implied volatity was 18.82, the open interest changed by -22 which decreased total open position to 1092


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 66.45, which was -24 lower than the previous day. The implied volatity was 20.13, the open interest changed by 5 which increased total open position to 1114


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 89.1, which was 17.5 higher than the previous day. The implied volatity was 20.36, the open interest changed by 29 which increased total open position to 1109


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 71.25, which was 3 higher than the previous day. The implied volatity was 19.92, the open interest changed by -27 which decreased total open position to 1073


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 69.6, which was -8.95 lower than the previous day. The implied volatity was 19.97, the open interest changed by 215 which increased total open position to 1099


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 81.5, which was -9.15 lower than the previous day. The implied volatity was 20.39, the open interest changed by 38 which increased total open position to 884


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 87.25, which was 27.25 higher than the previous day. The implied volatity was 19.66, the open interest changed by -39 which decreased total open position to 844


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 60, which was -43.85 lower than the previous day. The implied volatity was 19.34, the open interest changed by 269 which increased total open position to 881


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 99.55, which was -26 lower than the previous day. The implied volatity was 20.71, the open interest changed by 67 which increased total open position to 613


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 122.2, which was -63.5 lower than the previous day. The implied volatity was 21.96, the open interest changed by 106 which increased total open position to 545


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 183, which was 31.6 higher than the previous day. The implied volatity was 23.08, the open interest changed by 60 which increased total open position to 439


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 150.05, which was -48.6 lower than the previous day. The implied volatity was 22.87, the open interest changed by 167 which increased total open position to 379


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 198, which was 5.8 higher than the previous day. The implied volatity was 23.40, the open interest changed by 27 which increased total open position to 212


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 191, which was 11.15 higher than the previous day. The implied volatity was 24.00, the open interest changed by 48 which increased total open position to 185


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 178.15, which was -87.1 lower than the previous day. The implied volatity was 23.74, the open interest changed by 7 which increased total open position to 135


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 265.25, which was 35.25 higher than the previous day. The implied volatity was 27.17, the open interest changed by 12 which increased total open position to 128


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 230, which was -15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 12 which increased total open position to 115


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 245, which was 50 higher than the previous day. The implied volatity was 25.14, the open interest changed by 15 which increased total open position to 101


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 198, which was -74.55 lower than the previous day. The implied volatity was 22.88, the open interest changed by 81 which increased total open position to 86


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 272.55, which was -20.45 lower than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 5


On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 293, which was -234.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 293, which was -234.25 lower than the previous day. The implied volatity was 23.53, the open interest changed by 2 which increased total open position to 2


On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 527.25, which was 0 lower than the previous day. The implied volatity was 0.74, 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 527.25, which was 0 lower than the previous day. The implied volatity was 1.90, 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 527.25, 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 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 527.25, which was 0 lower than the previous day. The implied volatity was 1.90, 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 527.25, which was 0 lower than the previous day. The implied volatity was 2.61, 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 527.25, which was 0 lower than the previous day. The implied volatity was 2.72, 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 527.25, which was 0 lower than the previous day. The implied volatity was 2.59, 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 527.25, which was 0 lower than the previous day. The implied volatity was 3.22, 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 527.25, 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 527.25, 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 527.25, 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 527.25, 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 527.25, which was 0 lower than the previous day. The implied volatity was 1.02, 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 527.25, 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