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 8900 CE
Delta: 0.59 Vega: 8.30 Theta: -4.81 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	190 ₹ 14,250	-66.8 -5010.00	17.23	1,115 83,625	116 8,700	659 49,425
8 Dec	9026.00	258.3 ₹ 19,372.5	-77.4 -5805.00	16.56	423 31,725	21 1,575	549 41,175

5 Dec	9109.00	326.95 ₹ 24,521.25	17.5 1312.50	16.60	525 39,375	-67 -5,025	530 39,750
4 Dec	9085.00	308.5 ₹ 23,137.5	53.85 4038.75	16.52	643 48,225	-68 -5,100	600 45,000
3 Dec	9000.50	252.45 ₹ 18,933.75	-70.75 -5306.25	15.53	823 61,725	190 14,250	670 50,250
2 Dec	9085.50	322 ₹ 24,150	-23 -1725.00	17.86	375 28,125	30 2,250	485 36,375
1 Dec	9096.00	341.75 ₹ 25,631.25	14.2 1065.00	18.14	620 46,500	-66 -4,950	455 34,125
28 Nov	9073.50	323.1 ₹ 24,232.5	11.8 885.00	15.40	999 74,925	110 8,250	522 39,150
27 Nov	9022.50	333.05 ₹ 24,978.75	-70.25 -5268.75	19.05	225 16,875	-10 -750	412 30,900
26 Nov	9164.00	403 ₹ 30,225	77.8 5835.00	17.05	219 16,425	-52 -3,900	422 31,650
25 Nov	9048.00	337.2 ₹ 25,290	25.65 1923.75	18.29	1,135 85,125	-33 -2,475	474 35,550
24 Nov	9007.50	312 ₹ 23,400	73.3 5497.50	17.40	1,321 99,075	-31 -2,325	509 38,175
21 Nov	8892.00	235 ₹ 17,625	-69.65 -5223.75	16.44	984 73,800	260 19,500	535 40,125
20 Nov	8979.50	306.05 ₹ 22,953.75	36.45 2733.75	17.27	783 58,725	-3 -225	275 20,625
19 Nov	8884.50	263.55 ₹ 19,766.25	-34.9 -2617.50	19.14	326 24,450	163 12,225	278 20,850
18 Nov	8921.00	300 ₹ 22,500	-33.1 -2482.50	19.78	156 11,700	39 2,925	113 8,475
17 Nov	8945.50	316.7 ₹ 23,752.5	61.7 4627.50	19.11	123 9,225	14 1,050	69 5,175
14 Nov	8843.00	255 ₹ 19,125	-46.1 -3457.50	18.07	41 3,075	17 1,275	55 4,125
13 Nov	8867.50	301.1 ₹ 22,582.5	2.95 221.25	20.65	28 2,100	-6 -450	37 2,775
12 Nov	8868.00	298.15 ₹ 22,361.25	-17.45 -1308.75	20.90	56 4,200	28 2,100	44 3,300
11 Nov	8895.00	314.6 ₹ 23,595	61.2 4590.00	19.41	17 1,275	-5 -375	15 1,125
10 Nov	8772.00	259.65 ₹ 19,473.75	-5.95 -446.25	20.39	18 1,350	9 675	22 1,650
7 Nov	8721.50	266.35 ₹ 19,976.25	-33.65 -2523.75	22.04	16 1,200	12 900	13 975
6 Nov	8720.50	300 ₹ 22,500	-279.8 -20985.00	-	0 0	1 75	0 0
4 Nov	8751.00	300 ₹ 22,500	-279.8 -20985.00	22.42	1 75	0 0	0 0
3 Nov	8922.50	579.8 ₹ 43,485	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	579.8 ₹ 43,485	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	579.8 ₹ 43,485	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	579.8 ₹ 43,485	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8900 expiring on 30DEC2025

Delta for 8900 CE is 0.59

Historical price for 8900 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 190, which was -66.8 lower than the previous day. The implied volatity was 17.23, the open interest changed by 116 which increased total open position to 659

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 258.3, which was -77.4 lower than the previous day. The implied volatity was 16.56, the open interest changed by 21 which increased total open position to 549

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 326.95, which was 17.5 higher than the previous day. The implied volatity was 16.60, the open interest changed by -67 which decreased total open position to 530

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 308.5, which was 53.85 higher than the previous day. The implied volatity was 16.52, the open interest changed by -68 which decreased total open position to 600

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 252.45, which was -70.75 lower than the previous day. The implied volatity was 15.53, the open interest changed by 190 which increased total open position to 670

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 322, which was -23 lower than the previous day. The implied volatity was 17.86, the open interest changed by 30 which increased total open position to 485

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 341.75, which was 14.2 higher than the previous day. The implied volatity was 18.14, the open interest changed by -66 which decreased total open position to 455

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 323.1, which was 11.8 higher than the previous day. The implied volatity was 15.40, the open interest changed by 110 which increased total open position to 522

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 333.05, which was -70.25 lower than the previous day. The implied volatity was 19.05, the open interest changed by -10 which decreased total open position to 412

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 403, which was 77.8 higher than the previous day. The implied volatity was 17.05, the open interest changed by -52 which decreased total open position to 422

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 337.2, which was 25.65 higher than the previous day. The implied volatity was 18.29, the open interest changed by -33 which decreased total open position to 474

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 312, which was 73.3 higher than the previous day. The implied volatity was 17.40, the open interest changed by -31 which decreased total open position to 509

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 235, which was -69.65 lower than the previous day. The implied volatity was 16.44, the open interest changed by 260 which increased total open position to 535

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 306.05, which was 36.45 higher than the previous day. The implied volatity was 17.27, the open interest changed by -3 which decreased total open position to 275

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 263.55, which was -34.9 lower than the previous day. The implied volatity was 19.14, the open interest changed by 163 which increased total open position to 278

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 300, which was -33.1 lower than the previous day. The implied volatity was 19.78, the open interest changed by 39 which increased total open position to 113

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 316.7, which was 61.7 higher than the previous day. The implied volatity was 19.11, the open interest changed by 14 which increased total open position to 69

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 255, which was -46.1 lower than the previous day. The implied volatity was 18.07, the open interest changed by 17 which increased total open position to 55

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 301.1, which was 2.95 higher than the previous day. The implied volatity was 20.65, the open interest changed by -6 which decreased total open position to 37

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 298.15, which was -17.45 lower than the previous day. The implied volatity was 20.90, the open interest changed by 28 which increased total open position to 44

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 314.6, which was 61.2 higher than the previous day. The implied volatity was 19.41, the open interest changed by -5 which decreased total open position to 15

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 259.65, which was -5.95 lower than the previous day. The implied volatity was 20.39, the open interest changed by 9 which increased total open position to 22

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 266.35, which was -33.65 lower than the previous day. The implied volatity was 22.04, the open interest changed by 12 which increased total open position to 13

On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 300, which was -279.8 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 300, which was -279.8 lower than the previous day. The implied volatity was 22.42, 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 579.8, 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 579.8, 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 579.8, 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 579.8, 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 8900 PE
Delta: -0.42 Vega: 8.36 Theta: -3.00 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	136.4 ₹ 10,230	35.2 2640.00	20.40	1,752 1,31,400	-12 -900	848 63,600
8 Dec	9026.00	99.8 ₹ 7,485	29.2 2190.00	20.38	1,324 99,300	25 1,875	862 64,650
5 Dec	9109.00	72 ₹ 5,400	-19.6 -1470.00	18.69	1,130 84,750	-106 -7,950	838 62,850
4 Dec	9085.00	93.25 ₹ 6,993.75	-32.85 -2463.75	20.01	1,302 97,650	74 5,550	941 70,575
3 Dec	9000.50	123.8 ₹ 9,285	24.05 1803.75	20.51	1,371 1,02,825	-87 -6,525	868 65,100
2 Dec	9085.50	97.05 ₹ 7,278.75	2.65 198.75	19.60	1,258 94,350	-22 -1,650	951 71,325
1 Dec	9096.00	93.75 ₹ 7,031.25	-15.15 -1136.25	19.58	2,306 1,72,950	-28 -2,100	978 73,350
28 Nov	9073.50	115.75 ₹ 8,681.25	-6 -450.00	20.92	2,196 1,64,700	31 2,325	1,007 75,525
27 Nov	9022.50	117 ₹ 8,775	36.5 2737.50	19.52	1,064 79,800	111 8,325	975 73,125
26 Nov	9164.00	81.5 ₹ 6,112.5	-52 -3900.00	19.07	1,391 1,04,325	203 15,225	862 64,650
25 Nov	9048.00	131.05 ₹ 9,828.75	-30.7 -2302.50	20.65	841 63,075	135 10,125	661 49,575
24 Nov	9007.50	160.25 ₹ 12,018.75	-73.45 -5508.75	22.25	884 66,300	195 14,625	528 39,600
21 Nov	8892.00	230.2 ₹ 17,265	37.2 2790.00	23.44	647 48,525	124 9,300	336 25,200
20 Nov	8979.50	188 ₹ 14,100	-56.65 -4248.75	22.90	327 24,525	87 6,525	212 15,900
19 Nov	8884.50	246.4 ₹ 18,480	10.3 772.50	23.76	111 8,325	55 4,125	124 9,300
18 Nov	8921.00	237.95 ₹ 17,846.25	16.3 1222.50	24.43	31 2,325	15 1,125	67 5,025
17 Nov	8945.50	218.7 ₹ 16,402.5	-61.3 -4597.50	23.78	70 5,250	50 3,750	52 3,900
14 Nov	8843.00	280 ₹ 21,000	-25 -1875.00	-	0 0	1 75	0 0
13 Nov	8867.50	280 ₹ 21,000	-25 -1875.00	25.10	1 75	0 0	1 75
12 Nov	8868.00	305 ₹ 22,875	-23.9 -1792.50	-	0 0	1 75	0 0
11 Nov	8895.00	305 ₹ 22,875	-23.9 -1792.50	27.97	1 75	0 0	0 0
10 Nov	8772.00	328.9 ₹ 24,667.5	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	328.9 ₹ 24,667.5	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	328.9 ₹ 24,667.5	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	328.9 ₹ 24,667.5	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	328.9 ₹ 24,667.5	0 0.00	1.25	0 0	0 0	0 0
31 Oct	8892.50	328.9 ₹ 24,667.5	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	328.9 ₹ 24,667.5	0 0.00	1.22	0 0	0 0	0 0
29 Oct	9034.00	328.9 ₹ 24,667.5	0 0.00	1.94	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 8900 expiring on 30DEC2025

Delta for 8900 PE is -0.42

Historical price for 8900 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 136.4, which was 35.2 higher than the previous day. The implied volatity was 20.40, the open interest changed by -12 which decreased total open position to 848

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 99.8, which was 29.2 higher than the previous day. The implied volatity was 20.38, the open interest changed by 25 which increased total open position to 862

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 72, which was -19.6 lower than the previous day. The implied volatity was 18.69, the open interest changed by -106 which decreased total open position to 838

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 93.25, which was -32.85 lower than the previous day. The implied volatity was 20.01, the open interest changed by 74 which increased total open position to 941

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 123.8, which was 24.05 higher than the previous day. The implied volatity was 20.51, the open interest changed by -87 which decreased total open position to 868

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 97.05, which was 2.65 higher than the previous day. The implied volatity was 19.60, the open interest changed by -22 which decreased total open position to 951

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 93.75, which was -15.15 lower than the previous day. The implied volatity was 19.58, the open interest changed by -28 which decreased total open position to 978

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 115.75, which was -6 lower than the previous day. The implied volatity was 20.92, the open interest changed by 31 which increased total open position to 1007

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 117, which was 36.5 higher than the previous day. The implied volatity was 19.52, the open interest changed by 111 which increased total open position to 975

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 81.5, which was -52 lower than the previous day. The implied volatity was 19.07, the open interest changed by 203 which increased total open position to 862

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 131.05, which was -30.7 lower than the previous day. The implied volatity was 20.65, the open interest changed by 135 which increased total open position to 661

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 160.25, which was -73.45 lower than the previous day. The implied volatity was 22.25, the open interest changed by 195 which increased total open position to 528

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 230.2, which was 37.2 higher than the previous day. The implied volatity was 23.44, the open interest changed by 124 which increased total open position to 336

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 188, which was -56.65 lower than the previous day. The implied volatity was 22.90, the open interest changed by 87 which increased total open position to 212

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 246.4, which was 10.3 higher than the previous day. The implied volatity was 23.76, the open interest changed by 55 which increased total open position to 124

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 237.95, which was 16.3 higher than the previous day. The implied volatity was 24.43, the open interest changed by 15 which increased total open position to 67

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 218.7, which was -61.3 lower than the previous day. The implied volatity was 23.78, the open interest changed by 50 which increased total open position to 52

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 280, which was -25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 280, which was -25 lower than the previous day. The implied volatity was 25.10, the open interest changed by 0 which decreased total open position to 1

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 305, which was -23.9 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 305, which was -23.9 lower than the previous day. The implied volatity was 27.97, 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 328.9, 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 328.9, 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 328.9, 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 328.9, 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 328.9, which was 0 lower than the previous day. The implied volatity was 1.25, 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 328.9, 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 328.9, which was 0 lower than the previous day. The implied volatity was 1.22, 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 328.9, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0

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