[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
8965.5 -60.50 (-0.67%)
L: 8880 H: 9034.5

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Historical option data for BAJAJ-AUTO

09 Dec 2025 10:20 AM IST
BAJAJ-AUTO 30-DEC-2025 9000 CE
Delta: 0.51
Vega: 8.60
Theta: -4.94
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8947.00 158.25 -40.7 18.44 1,600 195 2,390
8 Dec 9026.00 200.8 -65.85 17.28 2,413 112 2,201
5 Dec 9109.00 259.15 13.65 16.87 2,246 -147 2,090
4 Dec 9085.00 245 44.3 16.49 4,080 -205 2,239
3 Dec 9000.50 201 -59.3 16.58 3,952 261 2,408
2 Dec 9085.50 258.7 -19.85 18.06 2,503 16 2,147
1 Dec 9096.00 278 12.1 18.40 3,354 -3 2,131
28 Nov 9073.50 260 7.6 15.90 7,226 335 2,135
27 Nov 9022.50 259.5 -73.25 17.89 2,359 42 1,799
26 Nov 9164.00 332 64.45 17.11 2,912 -138 1,763
25 Nov 9048.00 265.35 9.6 17.39 7,416 -84 1,902
24 Nov 9007.50 257.4 63.45 17.95 5,687 400 1,985
21 Nov 8892.00 188 -64.45 16.82 1,869 244 1,585
20 Nov 8979.50 255 34.75 17.90 3,020 266 1,344
19 Nov 8884.50 219 -32.35 19.57 1,045 403 1,082
18 Nov 8921.00 252.9 -29.05 20.23 1,153 32 677
17 Nov 8945.50 281.95 57.6 20.78 1,260 77 645
14 Nov 8843.00 225 -30.05 19.56 249 142 569
13 Nov 8867.50 250 4 20.53 74 33 426
12 Nov 8868.00 231.95 -38.95 19.52 545 201 393
11 Nov 8895.00 272.5 47.45 20.20 235 40 189
10 Nov 8772.00 227 -0.6 21.30 140 64 147
7 Nov 8721.50 230 -10 22.48 90 43 81
6 Nov 8720.50 240 -7.8 23.09 16 11 36
4 Nov 8751.00 247.8 -72.2 21.84 19 5 26
3 Nov 8922.50 320 6.95 20.33 10 2 20
31 Oct 8892.50 311.55 -18.95 - 12 0 17
30 Oct 8923.00 330.5 -101.15 20.57 27 15 16
29 Oct 9034.00 431.65 -19.95 22.48 1 0 0
28 Oct 9057.50 451.6 0 - 0 0 0
23 Oct 9047.00 451.6 0 - 0 0 0
17 Oct 9150.50 451.6 0 - 0 0 0
14 Oct 9102.50 451.6 0 - 0 0 0
13 Oct 9066.00 451.6 0 - 0 0 0
10 Oct 8946.50 451.6 0 - 0 0 0
9 Oct 8810.00 451.6 0 - 0 0 0
8 Oct 8792.00 451.6 0 0.18 0 0 0
7 Oct 8904.00 451.6 0 - 0 0 0


For Bajaj Auto Limited - strike price 9000 expiring on 30DEC2025

Delta for 9000 CE is 0.51

Historical price for 9000 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8947.00. The strike last trading price was 158.25, which was -40.7 lower than the previous day. The implied volatity was 18.44, the open interest changed by 195 which increased total open position to 2390


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 200.8, which was -65.85 lower than the previous day. The implied volatity was 17.28, the open interest changed by 112 which increased total open position to 2201


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 259.15, which was 13.65 higher than the previous day. The implied volatity was 16.87, the open interest changed by -147 which decreased total open position to 2090


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 245, which was 44.3 higher than the previous day. The implied volatity was 16.49, the open interest changed by -205 which decreased total open position to 2239


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 201, which was -59.3 lower than the previous day. The implied volatity was 16.58, the open interest changed by 261 which increased total open position to 2408


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 258.7, which was -19.85 lower than the previous day. The implied volatity was 18.06, the open interest changed by 16 which increased total open position to 2147


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 278, which was 12.1 higher than the previous day. The implied volatity was 18.40, the open interest changed by -3 which decreased total open position to 2131


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 260, which was 7.6 higher than the previous day. The implied volatity was 15.90, the open interest changed by 335 which increased total open position to 2135


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 259.5, which was -73.25 lower than the previous day. The implied volatity was 17.89, the open interest changed by 42 which increased total open position to 1799


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 332, which was 64.45 higher than the previous day. The implied volatity was 17.11, the open interest changed by -138 which decreased total open position to 1763


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 265.35, which was 9.6 higher than the previous day. The implied volatity was 17.39, the open interest changed by -84 which decreased total open position to 1902


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 257.4, which was 63.45 higher than the previous day. The implied volatity was 17.95, the open interest changed by 400 which increased total open position to 1985


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 188, which was -64.45 lower than the previous day. The implied volatity was 16.82, the open interest changed by 244 which increased total open position to 1585


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 255, which was 34.75 higher than the previous day. The implied volatity was 17.90, the open interest changed by 266 which increased total open position to 1344


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 219, which was -32.35 lower than the previous day. The implied volatity was 19.57, the open interest changed by 403 which increased total open position to 1082


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 252.9, which was -29.05 lower than the previous day. The implied volatity was 20.23, the open interest changed by 32 which increased total open position to 677


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 281.95, which was 57.6 higher than the previous day. The implied volatity was 20.78, the open interest changed by 77 which increased total open position to 645


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 225, which was -30.05 lower than the previous day. The implied volatity was 19.56, the open interest changed by 142 which increased total open position to 569


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 250, which was 4 higher than the previous day. The implied volatity was 20.53, the open interest changed by 33 which increased total open position to 426


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 231.95, which was -38.95 lower than the previous day. The implied volatity was 19.52, the open interest changed by 201 which increased total open position to 393


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 272.5, which was 47.45 higher than the previous day. The implied volatity was 20.20, the open interest changed by 40 which increased total open position to 189


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 227, which was -0.6 lower than the previous day. The implied volatity was 21.30, the open interest changed by 64 which increased total open position to 147


On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 230, which was -10 lower than the previous day. The implied volatity was 22.48, the open interest changed by 43 which increased total open position to 81


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 240, which was -7.8 lower than the previous day. The implied volatity was 23.09, the open interest changed by 11 which increased total open position to 36


On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 247.8, which was -72.2 lower than the previous day. The implied volatity was 21.84, the open interest changed by 5 which increased total open position to 26


On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 320, which was 6.95 higher than the previous day. The implied volatity was 20.33, the open interest changed by 2 which increased total open position to 20


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 311.55, which was -18.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 17


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 330.5, which was -101.15 lower than the previous day. The implied volatity was 20.57, the open interest changed by 15 which increased total open position to 16


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 431.65, which was -19.95 lower than the previous day. The implied volatity was 22.48, 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 451.6, 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 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 451.6, 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 17 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 451.6, 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 14 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 451.6, 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 13 Oct BAJAJ-AUTO was trading at 9066.00. The strike last trading price was 451.6, 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 10 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 451.6, 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 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 451.6, 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 8 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 451.6, which was 0 lower than the previous day. The implied volatity was 0.18, 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 451.6, 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 9000 PE
Delta: -0.49
Vega: 8.60
Theta: -2.67
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8947.00 167 26.4 19.36 753 -37 1,966
8 Dec 9026.00 140.8 38.9 20.66 3,399 -168 2,026
5 Dec 9109.00 102.55 -24.25 18.58 2,367 64 2,189
4 Dec 9085.00 127.6 -42 20.20 2,360 21 2,126
3 Dec 9000.50 166.6 31.15 20.69 2,887 -78 2,111
2 Dec 9085.50 135.85 6.7 19.94 3,741 7 2,190
1 Dec 9096.00 128.1 -17.55 19.58 4,473 158 2,184
28 Nov 9073.50 154.5 -6.05 21.16 3,752 375 2,025
27 Nov 9022.50 154 43.65 19.42 3,345 -257 1,655
26 Nov 9164.00 109.6 -64.95 19.00 2,061 211 1,913
25 Nov 9048.00 170.95 -34.05 20.78 2,559 236 1,699
24 Nov 9007.50 203.7 -85.6 22.44 2,004 574 1,458
21 Nov 8892.00 285 46.1 23.95 434 68 885
20 Nov 8979.50 234.95 -64 23.21 902 209 816
19 Nov 8884.50 298.15 11.7 23.93 813 274 610
18 Nov 8921.00 285.5 20.55 24.43 361 79 335
17 Nov 8945.50 264.85 -83.9 23.85 398 114 252
14 Nov 8843.00 345.9 15.9 25.84 14 7 137
13 Nov 8867.50 330 14.2 25.12 29 21 129
12 Nov 8868.00 323.5 31.75 23.75 58 39 107
11 Nov 8895.00 299.95 -121.05 23.85 63 39 68
10 Nov 8772.00 421 -11 - 0 0 0
7 Nov 8721.50 421 -11 - 0 0 0
6 Nov 8720.50 421 -11 25.07 4 0 29
4 Nov 8751.00 432 121.95 27.14 7 1 29
3 Nov 8922.50 310.05 -43.6 24.45 14 1 27
31 Oct 8892.50 353.65 -6.85 - 1 0 27
30 Oct 8923.00 360.5 65.5 27.02 31 2 27
29 Oct 9034.00 295 -11 25.92 22 15 24
28 Oct 9057.50 306 -13.95 27.16 7 3 7
23 Oct 9047.00 322.7 -314.1 27.05 4 2 2
17 Oct 9150.50 636.8 0 2.01 0 0 0
14 Oct 9102.50 636.8 0 - 0 0 0
13 Oct 9066.00 636.8 0 - 0 0 0
10 Oct 8946.50 636.8 0 0.91 0 0 0
9 Oct 8810.00 636.8 0 - 0 0 0
8 Oct 8792.00 636.8 0 - 0 0 0
7 Oct 8904.00 636.8 0 - 0 0 0


For Bajaj Auto Limited - strike price 9000 expiring on 30DEC2025

Delta for 9000 PE is -0.49

Historical price for 9000 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8947.00. The strike last trading price was 167, which was 26.4 higher than the previous day. The implied volatity was 19.36, the open interest changed by -37 which decreased total open position to 1966


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 140.8, which was 38.9 higher than the previous day. The implied volatity was 20.66, the open interest changed by -168 which decreased total open position to 2026


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 102.55, which was -24.25 lower than the previous day. The implied volatity was 18.58, the open interest changed by 64 which increased total open position to 2189


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 127.6, which was -42 lower than the previous day. The implied volatity was 20.20, the open interest changed by 21 which increased total open position to 2126


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 166.6, which was 31.15 higher than the previous day. The implied volatity was 20.69, the open interest changed by -78 which decreased total open position to 2111


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 135.85, which was 6.7 higher than the previous day. The implied volatity was 19.94, the open interest changed by 7 which increased total open position to 2190


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 128.1, which was -17.55 lower than the previous day. The implied volatity was 19.58, the open interest changed by 158 which increased total open position to 2184


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 154.5, which was -6.05 lower than the previous day. The implied volatity was 21.16, the open interest changed by 375 which increased total open position to 2025


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 154, which was 43.65 higher than the previous day. The implied volatity was 19.42, the open interest changed by -257 which decreased total open position to 1655


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 109.6, which was -64.95 lower than the previous day. The implied volatity was 19.00, the open interest changed by 211 which increased total open position to 1913


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 170.95, which was -34.05 lower than the previous day. The implied volatity was 20.78, the open interest changed by 236 which increased total open position to 1699


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 203.7, which was -85.6 lower than the previous day. The implied volatity was 22.44, the open interest changed by 574 which increased total open position to 1458


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 285, which was 46.1 higher than the previous day. The implied volatity was 23.95, the open interest changed by 68 which increased total open position to 885


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 234.95, which was -64 lower than the previous day. The implied volatity was 23.21, the open interest changed by 209 which increased total open position to 816


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 298.15, which was 11.7 higher than the previous day. The implied volatity was 23.93, the open interest changed by 274 which increased total open position to 610


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 285.5, which was 20.55 higher than the previous day. The implied volatity was 24.43, the open interest changed by 79 which increased total open position to 335


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 264.85, which was -83.9 lower than the previous day. The implied volatity was 23.85, the open interest changed by 114 which increased total open position to 252


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 345.9, which was 15.9 higher than the previous day. The implied volatity was 25.84, the open interest changed by 7 which increased total open position to 137


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 330, which was 14.2 higher than the previous day. The implied volatity was 25.12, the open interest changed by 21 which increased total open position to 129


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 323.5, which was 31.75 higher than the previous day. The implied volatity was 23.75, the open interest changed by 39 which increased total open position to 107


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 299.95, which was -121.05 lower than the previous day. The implied volatity was 23.85, the open interest changed by 39 which increased total open position to 68


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 421, which was -11 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 421, which was -11 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 421, which was -11 lower than the previous day. The implied volatity was 25.07, the open interest changed by 0 which decreased total open position to 29


On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 432, which was 121.95 higher than the previous day. The implied volatity was 27.14, the open interest changed by 1 which increased total open position to 29


On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 310.05, which was -43.6 lower than the previous day. The implied volatity was 24.45, the open interest changed by 1 which increased total open position to 27


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 353.65, which was -6.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 27


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 360.5, which was 65.5 higher than the previous day. The implied volatity was 27.02, the open interest changed by 2 which increased total open position to 27


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 295, which was -11 lower than the previous day. The implied volatity was 25.92, the open interest changed by 15 which increased total open position to 24


On 28 Oct BAJAJ-AUTO was trading at 9057.50. The strike last trading price was 306, which was -13.95 lower than the previous day. The implied volatity was 27.16, the open interest changed by 3 which increased total open position to 7


On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 322.7, which was -314.1 lower than the previous day. The implied volatity was 27.05, the open interest changed by 2 which increased total open position to 2


On 17 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 636.8, which was 0 lower than the previous day. The implied volatity was 2.01, 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 636.8, 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 13 Oct BAJAJ-AUTO was trading at 9066.00. The strike last trading price was 636.8, 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 10 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 636.8, which was 0 lower than the previous day. The implied volatity was 0.91, 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 636.8, 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 8 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 636.8, 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 7 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 636.8, 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