[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9807 +78.00 (0.80%)
L: 9670.5 H: 9823

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Historical option data for BAJAJ-AUTO

20 Feb 2026 04:11 PM IST
BAJAJ-AUTO 24-FEB-2026 9100 CE
Delta: 0.95
Vega: 1.07
Theta: -7.46
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Feb 9807.00 652 25.35 39.54 6 -5 28
19 Feb 9729.00 626.65 14.4 - 5 4 33
18 Feb 9980.00 612.25 -106.35 - 0 0 29
17 Feb 9826.50 612.25 -106.35 - 0 0 29
16 Feb 9697.50 612.25 -106.35 21.6 5 -4 30
13 Feb 9760.00 718.6 -35.05 - 0 0 34
12 Feb 9840.00 718.6 -35.05 31.07 8 0 34
11 Feb 9869.50 753.65 151.35 - 0 0 34
10 Feb 9774.00 753.65 151.35 37.25 5 3 33
9 Feb 9590.00 602.4 16.55 - 0 0 30
6 Feb 9518.50 602.4 16.55 - 0 0 30
5 Feb 9647.00 602.4 16.55 13.18 3 0 29
4 Feb 9639.00 585.85 10.8 17.5 11 4 29
3 Feb 9595.50 575 70 17.36 6 0 25
2 Feb 9496.50 505 -31 - 0 0 25
1 Feb 9499.50 505 -31 21.31 29 5 25
30 Jan 9597.50 536 15.1 - 0 0 20
29 Jan 9512.00 536 15.1 22.27 8 -2 20
28 Jan 9433.50 520.9 -37.85 24.23 11 2 23
27 Jan 9492.00 552.9 11.55 24.57 13 1 22
23 Jan 9413.50 541.35 89.65 27.43 1 0 21
22 Jan 9370.00 461.55 111.85 21.01 24 1 22
21 Jan 9179.00 349.7 -329.3 23.12 47 20 20
20 Jan 9180.00 679 130.2 - 0 0 0
19 Jan 9429.50 679 130.2 - 0 0 0
16 Jan 9489.00 679 130.2 - 0 0 0
14 Jan 9579.50 679 130.2 - 0 0 0
13 Jan 9554.00 679 130.2 - 0 0 0
12 Jan 9491.00 679 130.2 - 0 0 0
9 Jan 9562.50 679 130.2 - 0 0 0
8 Jan 9760.50 679 130.2 - 0 0 0
7 Jan 9789.50 679 130.2 - 0 0 0
6 Jan 9661.00 679 130.2 - 0 0 0
5 Jan 9497.50 679 130.2 - 0 0 0
2 Jan 9502.50 679 130.2 - 0 0 0
1 Jan 9558.00 679 130.2 18.34 2 1 1
31 Dec 9343.00 548.8 0 - 0 0 0


For Bajaj Auto Limited - strike price 9100 expiring on 24FEB2026

Delta for 9100 CE is 0.95

Historical price for 9100 CE is as follows

On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 652, which was 25.35 higher than the previous day. The implied volatity was 39.54, the open interest changed by -5 which decreased total open position to 28


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 626.65, which was 14.4 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 33


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 612.25, which was -106.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 612.25, which was -106.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 29


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 612.25, which was -106.35 lower than the previous day. The implied volatity was 21.6, the open interest changed by -4 which decreased total open position to 30


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 718.6, which was -35.05 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 718.6, which was -35.05 lower than the previous day. The implied volatity was 31.07, the open interest changed by 0 which decreased total open position to 34


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 753.65, which was 151.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 34


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 753.65, which was 151.35 higher than the previous day. The implied volatity was 37.25, the open interest changed by 3 which increased total open position to 33


On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 602.4, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 602.4, which was 16.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 30


On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 602.4, which was 16.55 higher than the previous day. The implied volatity was 13.18, the open interest changed by 0 which decreased total open position to 29


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 585.85, which was 10.8 higher than the previous day. The implied volatity was 17.5, the open interest changed by 4 which increased total open position to 29


On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 575, which was 70 higher than the previous day. The implied volatity was 17.36, the open interest changed by 0 which decreased total open position to 25


On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 505, which was -31 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 25


On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 505, which was -31 lower than the previous day. The implied volatity was 21.31, the open interest changed by 5 which increased total open position to 25


On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 536, which was 15.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 536, which was 15.1 higher than the previous day. The implied volatity was 22.27, the open interest changed by -2 which decreased total open position to 20


On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 520.9, which was -37.85 lower than the previous day. The implied volatity was 24.23, the open interest changed by 2 which increased total open position to 23


On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 552.9, which was 11.55 higher than the previous day. The implied volatity was 24.57, the open interest changed by 1 which increased total open position to 22


On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 541.35, which was 89.65 higher than the previous day. The implied volatity was 27.43, the open interest changed by 0 which decreased total open position to 21


On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 461.55, which was 111.85 higher than the previous day. The implied volatity was 21.01, the open interest changed by 1 which increased total open position to 22


On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 349.7, which was -329.3 lower than the previous day. The implied volatity was 23.12, the open interest changed by 20 which increased total open position to 20


On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 679, which was 130.2 higher than the previous day. The implied volatity was 18.34, the open interest changed by 1 which increased total open position to 1


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 548.8, 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 24FEB2026 9100 PE
Delta: -0.03
Vega: 0.68
Theta: -3.21
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
20 Feb 9807.00 4.5 -3.1 38.88 250 -2 284
19 Feb 9729.00 7.35 1.85 34.4 378 -38 287
18 Feb 9980.00 4.9 -2.95 38.99 415 -17 329
17 Feb 9826.50 8.2 -5.8 33.6 847 -138 346
16 Feb 9697.50 13.85 -4.2 30.31 597 99 484
13 Feb 9760.00 19.1 0.6 30.11 259 -20 385
12 Feb 9840.00 18.5 0.95 31.44 307 -48 405
11 Feb 9869.50 17.65 -4.7 30.78 347 -109 454
10 Feb 9774.00 22.85 -10.5 28.64 1,324 -23 563
9 Feb 9590.00 34.35 -15 25.4 619 139 607
6 Feb 9518.50 46.85 1.15 24.04 150 -36 466
5 Feb 9647.00 44 -5.65 27.14 192 -18 502
4 Feb 9639.00 50.8 -0.85 26.85 500 2 523
3 Feb 9595.50 52 -26.45 26.07 880 57 524
2 Feb 9496.50 80.35 -26.15 25.93 1,031 34 473
1 Feb 9499.50 115 0.25 30.99 1,939 -55 434
30 Jan 9597.50 109.1 -22.95 31.72 540 62 485
29 Jan 9512.00 135 -17.95 32.25 598 -1 422
28 Jan 9433.50 133.7 -5.7 30.21 6,198 266 421
27 Jan 9492.00 138.3 -15.2 31.25 360 61 155
23 Jan 9413.50 151.65 -2 28.67 149 43 95
22 Jan 9370.00 157 -67.4 27.81 65 -14 51
21 Jan 9179.00 222.5 12.7 27.05 113 52 65
20 Jan 9180.00 225.25 90.25 26.7 9 3 13
19 Jan 9429.50 135 9.95 25.48 3 2 9
16 Jan 9489.00 125.05 -6.95 25.6 8 2 9
14 Jan 9579.50 132 2 27.82 1 0 6
13 Jan 9554.00 130 2.05 26.88 2 1 5
12 Jan 9491.00 127.95 -17.05 24.71 4 2 3
9 Jan 9562.50 145 -137.75 - 0 0 1
8 Jan 9760.50 145 -137.75 - 0 0 1
7 Jan 9789.50 145 -137.75 - 0 0 1
6 Jan 9661.00 145 -137.75 - 0 0 1
5 Jan 9497.50 145 -137.75 - 0 0 1
2 Jan 9502.50 145 -137.75 - 0 0 1
1 Jan 9558.00 145 -137.75 26.45 1 0 0
31 Dec 9343.00 282.75 0 2.69 0 0 0


For Bajaj Auto Limited - strike price 9100 expiring on 24FEB2026

Delta for 9100 PE is -0.03

Historical price for 9100 PE is as follows

On 20 Feb BAJAJ-AUTO was trading at 9807.00. The strike last trading price was 4.5, which was -3.1 lower than the previous day. The implied volatity was 38.88, the open interest changed by -2 which decreased total open position to 284


On 19 Feb BAJAJ-AUTO was trading at 9729.00. The strike last trading price was 7.35, which was 1.85 higher than the previous day. The implied volatity was 34.4, the open interest changed by -38 which decreased total open position to 287


On 18 Feb BAJAJ-AUTO was trading at 9980.00. The strike last trading price was 4.9, which was -2.95 lower than the previous day. The implied volatity was 38.99, the open interest changed by -17 which decreased total open position to 329


On 17 Feb BAJAJ-AUTO was trading at 9826.50. The strike last trading price was 8.2, which was -5.8 lower than the previous day. The implied volatity was 33.6, the open interest changed by -138 which decreased total open position to 346


On 16 Feb BAJAJ-AUTO was trading at 9697.50. The strike last trading price was 13.85, which was -4.2 lower than the previous day. The implied volatity was 30.31, the open interest changed by 99 which increased total open position to 484


On 13 Feb BAJAJ-AUTO was trading at 9760.00. The strike last trading price was 19.1, which was 0.6 higher than the previous day. The implied volatity was 30.11, the open interest changed by -20 which decreased total open position to 385


On 12 Feb BAJAJ-AUTO was trading at 9840.00. The strike last trading price was 18.5, which was 0.95 higher than the previous day. The implied volatity was 31.44, the open interest changed by -48 which decreased total open position to 405


On 11 Feb BAJAJ-AUTO was trading at 9869.50. The strike last trading price was 17.65, which was -4.7 lower than the previous day. The implied volatity was 30.78, the open interest changed by -109 which decreased total open position to 454


On 10 Feb BAJAJ-AUTO was trading at 9774.00. The strike last trading price was 22.85, which was -10.5 lower than the previous day. The implied volatity was 28.64, the open interest changed by -23 which decreased total open position to 563


On 9 Feb BAJAJ-AUTO was trading at 9590.00. The strike last trading price was 34.35, which was -15 lower than the previous day. The implied volatity was 25.4, the open interest changed by 139 which increased total open position to 607


On 6 Feb BAJAJ-AUTO was trading at 9518.50. The strike last trading price was 46.85, which was 1.15 higher than the previous day. The implied volatity was 24.04, the open interest changed by -36 which decreased total open position to 466


On 5 Feb BAJAJ-AUTO was trading at 9647.00. The strike last trading price was 44, which was -5.65 lower than the previous day. The implied volatity was 27.14, the open interest changed by -18 which decreased total open position to 502


On 4 Feb BAJAJ-AUTO was trading at 9639.00. The strike last trading price was 50.8, which was -0.85 lower than the previous day. The implied volatity was 26.85, the open interest changed by 2 which increased total open position to 523


On 3 Feb BAJAJ-AUTO was trading at 9595.50. The strike last trading price was 52, which was -26.45 lower than the previous day. The implied volatity was 26.07, the open interest changed by 57 which increased total open position to 524


On 2 Feb BAJAJ-AUTO was trading at 9496.50. The strike last trading price was 80.35, which was -26.15 lower than the previous day. The implied volatity was 25.93, the open interest changed by 34 which increased total open position to 473


On 1 Feb BAJAJ-AUTO was trading at 9499.50. The strike last trading price was 115, which was 0.25 higher than the previous day. The implied volatity was 30.99, the open interest changed by -55 which decreased total open position to 434


On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 109.1, which was -22.95 lower than the previous day. The implied volatity was 31.72, the open interest changed by 62 which increased total open position to 485


On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 135, which was -17.95 lower than the previous day. The implied volatity was 32.25, the open interest changed by -1 which decreased total open position to 422


On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 133.7, which was -5.7 lower than the previous day. The implied volatity was 30.21, the open interest changed by 266 which increased total open position to 421


On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 138.3, which was -15.2 lower than the previous day. The implied volatity was 31.25, the open interest changed by 61 which increased total open position to 155


On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 151.65, which was -2 lower than the previous day. The implied volatity was 28.67, the open interest changed by 43 which increased total open position to 95


On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 157, which was -67.4 lower than the previous day. The implied volatity was 27.81, the open interest changed by -14 which decreased total open position to 51


On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 222.5, which was 12.7 higher than the previous day. The implied volatity was 27.05, the open interest changed by 52 which increased total open position to 65


On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 225.25, which was 90.25 higher than the previous day. The implied volatity was 26.7, the open interest changed by 3 which increased total open position to 13


On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 135, which was 9.95 higher than the previous day. The implied volatity was 25.48, the open interest changed by 2 which increased total open position to 9


On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 125.05, which was -6.95 lower than the previous day. The implied volatity was 25.6, the open interest changed by 2 which increased total open position to 9


On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 132, which was 2 higher than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 6


On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 130, which was 2.05 higher than the previous day. The implied volatity was 26.88, the open interest changed by 1 which increased total open position to 5


On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 127.95, which was -17.05 lower than the previous day. The implied volatity was 24.71, the open interest changed by 2 which increased total open position to 3


On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 145, which was -137.75 lower than the previous day. The implied volatity was 26.45, the open interest changed by 0 which decreased total open position to 0


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 282.75, which was 0 lower than the previous day. The implied volatity was 2.69, the open interest changed by 0 which decreased total open position to 0