BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
24 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 27-JAN-2026 9000 CE | ||||||||||||||||
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Delta: 0.74
Vega: 9.08
Theta: -3.78
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 24 Dec | 9170.00 | 325 | 41.15 | 15.02 | 124 | 5 | 353 | |||||||||
| 23 Dec | 9099.00 | 284 | -53.6 | 16.75 | 196 | 33 | 347 | |||||||||
| 22 Dec | 9164.00 | 333.6 | 84.8 | 16.66 | 487 | -101 | 318 | |||||||||
| 19 Dec | 9002.00 | 250.9 | 73.25 | 17.09 | 288 | -35 | 422 | |||||||||
| 18 Dec | 8831.00 | 177.1 | -43.3 | 18.17 | 701 | 202 | 458 | |||||||||
| 17 Dec | 8895.00 | 215 | -62 | 19.40 | 236 | -27 | 252 | |||||||||
| 16 Dec | 9008.00 | 270 | 19.55 | 18.26 | 83 | 2 | 279 | |||||||||
| 15 Dec | 8940.00 | 249 | -68.5 | 19.32 | 268 | 132 | 272 | |||||||||
| 12 Dec | 9015.00 | 306.6 | -36.15 | 18.70 | 116 | 73 | 139 | |||||||||
| 11 Dec | 9053.50 | 342.75 | 58.5 | 19.25 | 22 | 7 | 66 | |||||||||
| 10 Dec | 8991.00 | 282.6 | -4.35 | 17.84 | 24 | 12 | 59 | |||||||||
| 9 Dec | 8961.00 | 286.95 | -23.05 | 20.11 | 4 | 0 | 47 | |||||||||
| 8 Dec | 9026.00 | 310 | -60 | 16.83 | 16 | 3 | 47 | |||||||||
| 5 Dec | 9109.00 | 370 | 7 | 16.87 | 6 | -3 | 44 | |||||||||
| 4 Dec | 9085.00 | 363 | 33 | 17.57 | 32 | -8 | 47 | |||||||||
| 3 Dec | 9000.50 | 330 | -64.6 | 18.26 | 30 | 9 | 53 | |||||||||
| 2 Dec | 9085.50 | 394.6 | 11.6 | 19.82 | 9 | -1 | 43 | |||||||||
| 1 Dec | 9096.00 | 383 | 0.9 | 17.80 | 11 | 2 | 44 | |||||||||
| 28 Nov | 9073.50 | 382.1 | 25.65 | 17.43 | 35 | 22 | 41 | |||||||||
| 27 Nov | 9022.50 | 356.45 | -28.55 | 17.16 | 6 | 5 | 19 | |||||||||
| 26 Nov | 9164.00 | 385 | 28 | - | 0 | -1 | 0 | |||||||||
| 25 Nov | 9048.00 | 385 | 28 | 18.29 | 9 | -1 | 14 | |||||||||
| 24 Nov | 9007.50 | 357 | 36.35 | 17.60 | 2 | 0 | 15 | |||||||||
| 21 Nov | 8892.00 | 321 | -38 | 19.37 | 10 | 2 | 9 | |||||||||
| 20 Nov | 8979.50 | 359 | -277.45 | 18.09 | 8 | 7 | 7 | |||||||||
| 19 Nov | 8884.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 18 Nov | 8921.00 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 17 Nov | 8945.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 8867.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 11 Nov | 8895.00 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 Nov | 8721.50 | 636.45 | 0 | 0.56 | 0 | 0 | 0 | |||||||||
| 6 Nov | 8720.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 Nov | 8751.00 | 636.45 | 0 | 0.27 | 0 | 0 | 0 | |||||||||
| 3 Nov | 8922.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 31 Oct | 8892.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
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| 30 Oct | 8923.00 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 27JAN2026
Delta for 9000 CE is 0.74
Historical price for 9000 CE is as follows
On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 325, which was 41.15 higher than the previous day. The implied volatity was 15.02, the open interest changed by 5 which increased total open position to 353
On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 284, which was -53.6 lower than the previous day. The implied volatity was 16.75, the open interest changed by 33 which increased total open position to 347
On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 333.6, which was 84.8 higher than the previous day. The implied volatity was 16.66, the open interest changed by -101 which decreased total open position to 318
On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 250.9, which was 73.25 higher than the previous day. The implied volatity was 17.09, the open interest changed by -35 which decreased total open position to 422
On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 177.1, which was -43.3 lower than the previous day. The implied volatity was 18.17, the open interest changed by 202 which increased total open position to 458
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 215, which was -62 lower than the previous day. The implied volatity was 19.40, the open interest changed by -27 which decreased total open position to 252
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 270, which was 19.55 higher than the previous day. The implied volatity was 18.26, the open interest changed by 2 which increased total open position to 279
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 249, which was -68.5 lower than the previous day. The implied volatity was 19.32, the open interest changed by 132 which increased total open position to 272
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 306.6, which was -36.15 lower than the previous day. The implied volatity was 18.70, the open interest changed by 73 which increased total open position to 139
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 342.75, which was 58.5 higher than the previous day. The implied volatity was 19.25, the open interest changed by 7 which increased total open position to 66
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 282.6, which was -4.35 lower than the previous day. The implied volatity was 17.84, the open interest changed by 12 which increased total open position to 59
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 286.95, which was -23.05 lower than the previous day. The implied volatity was 20.11, the open interest changed by 0 which decreased total open position to 47
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 310, which was -60 lower than the previous day. The implied volatity was 16.83, the open interest changed by 3 which increased total open position to 47
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 370, which was 7 higher than the previous day. The implied volatity was 16.87, the open interest changed by -3 which decreased total open position to 44
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 363, which was 33 higher than the previous day. The implied volatity was 17.57, the open interest changed by -8 which decreased total open position to 47
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 330, which was -64.6 lower than the previous day. The implied volatity was 18.26, the open interest changed by 9 which increased total open position to 53
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 394.6, which was 11.6 higher than the previous day. The implied volatity was 19.82, the open interest changed by -1 which decreased total open position to 43
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 383, which was 0.9 higher than the previous day. The implied volatity was 17.80, the open interest changed by 2 which increased total open position to 44
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 382.1, which was 25.65 higher than the previous day. The implied volatity was 17.43, the open interest changed by 22 which increased total open position to 41
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 356.45, which was -28.55 lower than the previous day. The implied volatity was 17.16, the open interest changed by 5 which increased total open position to 19
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 385, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 385, which was 28 higher than the previous day. The implied volatity was 18.29, the open interest changed by -1 which decreased total open position to 14
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 357, which was 36.35 higher than the previous day. The implied volatity was 17.60, the open interest changed by 0 which decreased total open position to 15
On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 321, which was -38 lower than the previous day. The implied volatity was 19.37, the open interest changed by 2 which increased total open position to 9
On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 359, which was -277.45 lower than the previous day. The implied volatity was 18.09, the open interest changed by 7 which increased total open position to 7
On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 636.45, 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 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 636.45, 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 636.45, 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 636.45, 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 636.45, 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 636.45, which was 0 lower than the previous day. The implied volatity was 0.56, 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 636.45, 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 636.45, which was 0 lower than the previous day. The implied volatity was 0.27, 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 636.45, 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 636.45, 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 636.45, 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 27JAN2026 9000 PE | |||||||
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Delta: -0.32
Vega: 9.97
Theta: -2.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 24 Dec | 9170.00 | 124.5 | -32.8 | 20.96 | 381 | 63 | 346 |
| 23 Dec | 9099.00 | 156.45 | 28.05 | 20.87 | 251 | 24 | 273 |
| 22 Dec | 9164.00 | 126.85 | -69.85 | 20.12 | 491 | 4 | 247 |
| 19 Dec | 9002.00 | 190 | -79.2 | 20.11 | 158 | -44 | 242 |
| 18 Dec | 8831.00 | 269.1 | 29.65 | 19.60 | 123 | 44 | 286 |
| 17 Dec | 8895.00 | 258 | 60 | 20.37 | 135 | 86 | 241 |
| 16 Dec | 9008.00 | 198 | -27.1 | 19.93 | 20 | 1 | 153 |
| 15 Dec | 8940.00 | 224.9 | 21.3 | 19.51 | 26 | 9 | 152 |
| 12 Dec | 9015.00 | 206.6 | 14.75 | 20.97 | 17 | 8 | 143 |
| 11 Dec | 9053.50 | 191.85 | -61.15 | 20.97 | 5 | -1 | 134 |
| 10 Dec | 8991.00 | 253 | -0.2 | 23.17 | 11 | 3 | 134 |
| 9 Dec | 8961.00 | 253.2 | 25.2 | 21.29 | 68 | 51 | 130 |
| 8 Dec | 9026.00 | 228 | 36.95 | 22.71 | 14 | 8 | 79 |
| 5 Dec | 9109.00 | 191.05 | -16.45 | 21.64 | 7 | 3 | 71 |
| 4 Dec | 9085.00 | 206 | -44 | 21.82 | 20 | -11 | 68 |
| 3 Dec | 9000.50 | 250 | 37.45 | 22.84 | 29 | 23 | 77 |
| 2 Dec | 9085.50 | 212.55 | -7.15 | 21.83 | 20 | 5 | 55 |
| 1 Dec | 9096.00 | 219.7 | -21.2 | 22.73 | 12 | 5 | 49 |
| 28 Nov | 9073.50 | 240.9 | -14.1 | 23.62 | 15 | 5 | 43 |
| 27 Nov | 9022.50 | 255 | 62 | 23.42 | 17 | 13 | 36 |
| 26 Nov | 9164.00 | 193 | -77 | 21.90 | 13 | 6 | 22 |
| 25 Nov | 9048.00 | 270 | -99 | 24.35 | 6 | 4 | 15 |
| 24 Nov | 9007.50 | 369 | 40 | - | 0 | 2 | 0 |
| 21 Nov | 8892.00 | 369 | 40 | 26.11 | 2 | 1 | 10 |
| 20 Nov | 8979.50 | 329 | -12 | 26.06 | 6 | 0 | 5 |
| 19 Nov | 8884.50 | 341 | -159 | - | 0 | 0 | 0 |
| 18 Nov | 8921.00 | 341 | -159 | - | 0 | 3 | 0 |
| 17 Nov | 8945.50 | 341 | -159 | 25.54 | 3 | 2 | 4 |
| 13 Nov | 8867.50 | 500 | 57.1 | - | 0 | 0 | 0 |
| 11 Nov | 8895.00 | 500 | 57.1 | - | 0 | 0 | 0 |
| 7 Nov | 8721.50 | 500 | 57.1 | 27.72 | 2 | 0 | 0 |
| 6 Nov | 8720.50 | 442.9 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 8751.00 | 442.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 8922.50 | 442.9 | 0 | 0.83 | 0 | 0 | 0 |
| 31 Oct | 8892.50 | 442.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 8923.00 | 442.9 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 27JAN2026
Delta for 9000 PE is -0.32
Historical price for 9000 PE is as follows
On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 124.5, which was -32.8 lower than the previous day. The implied volatity was 20.96, the open interest changed by 63 which increased total open position to 346
On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 156.45, which was 28.05 higher than the previous day. The implied volatity was 20.87, the open interest changed by 24 which increased total open position to 273
On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 126.85, which was -69.85 lower than the previous day. The implied volatity was 20.12, the open interest changed by 4 which increased total open position to 247
On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 190, which was -79.2 lower than the previous day. The implied volatity was 20.11, the open interest changed by -44 which decreased total open position to 242
On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 269.1, which was 29.65 higher than the previous day. The implied volatity was 19.60, the open interest changed by 44 which increased total open position to 286
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 258, which was 60 higher than the previous day. The implied volatity was 20.37, the open interest changed by 86 which increased total open position to 241
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 198, which was -27.1 lower than the previous day. The implied volatity was 19.93, the open interest changed by 1 which increased total open position to 153
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 224.9, which was 21.3 higher than the previous day. The implied volatity was 19.51, the open interest changed by 9 which increased total open position to 152
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 206.6, which was 14.75 higher than the previous day. The implied volatity was 20.97, the open interest changed by 8 which increased total open position to 143
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 191.85, which was -61.15 lower than the previous day. The implied volatity was 20.97, the open interest changed by -1 which decreased total open position to 134
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 253, which was -0.2 lower than the previous day. The implied volatity was 23.17, the open interest changed by 3 which increased total open position to 134
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 253.2, which was 25.2 higher than the previous day. The implied volatity was 21.29, the open interest changed by 51 which increased total open position to 130
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 228, which was 36.95 higher than the previous day. The implied volatity was 22.71, the open interest changed by 8 which increased total open position to 79
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 191.05, which was -16.45 lower than the previous day. The implied volatity was 21.64, the open interest changed by 3 which increased total open position to 71
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 206, which was -44 lower than the previous day. The implied volatity was 21.82, the open interest changed by -11 which decreased total open position to 68
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 250, which was 37.45 higher than the previous day. The implied volatity was 22.84, the open interest changed by 23 which increased total open position to 77
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 212.55, which was -7.15 lower than the previous day. The implied volatity was 21.83, the open interest changed by 5 which increased total open position to 55
On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 219.7, which was -21.2 lower than the previous day. The implied volatity was 22.73, the open interest changed by 5 which increased total open position to 49
On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 240.9, which was -14.1 lower than the previous day. The implied volatity was 23.62, the open interest changed by 5 which increased total open position to 43
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 255, which was 62 higher than the previous day. The implied volatity was 23.42, the open interest changed by 13 which increased total open position to 36
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 193, which was -77 lower than the previous day. The implied volatity was 21.90, the open interest changed by 6 which increased total open position to 22
On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 270, which was -99 lower than the previous day. The implied volatity was 24.35, the open interest changed by 4 which increased total open position to 15
On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 369, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 369, which was 40 higher than the previous day. The implied volatity was 26.11, the open interest changed by 1 which increased total open position to 10
On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 329, which was -12 lower than the previous day. The implied volatity was 26.06, the open interest changed by 0 which decreased total open position to 5
On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 341, which was -159 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 341, which was -159 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0
On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 341, which was -159 lower than the previous day. The implied volatity was 25.54, the open interest changed by 2 which increased total open position to 4
On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 500, which was 57.1 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 500, which was 57.1 higher 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 500, which was 57.1 higher than the previous day. The implied volatity was 27.72, 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 442.9, 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 442.9, 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 442.9, which was 0 lower than the previous day. The implied volatity was 0.83, 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 442.9, 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 442.9, 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































































































































































































































