[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9170 +71.00 (0.78%)
L: 9070 H: 9194.5

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Historical option data for BAJAJ-AUTO

24 Dec 2025 04:11 PM IST
BAJAJ-AUTO 27-JAN-2026 9000 CE
Delta: 0.74
Vega: 9.08
Theta: -3.78
Gamma: 0.00
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
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
Delta: -0.32
Vega: 9.97
Theta: -2.24
Gamma: 0.00
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