BAJAJ-AUTO

Bajaj Auto Limited

9562.5 -198.00 (-2.03%)

L: 9538 H: 9830

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Historical option data for BAJAJ-AUTO
09 Jan 2026 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 27-JAN-2026 9100 CE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	9562.50	520.25 ₹ 39,018.75	-161.35 -12101.25	-	43 3,225	-31 -2,325	254 19,050
8 Jan	9760.50	675 ₹ 50,625	-42.45 -3183.75	-	71 5,325	-52 -3,900	286 21,450
7 Jan	9789.50	733 ₹ 54,975	116.9 8767.50	-	48 3,600	-23 -1,725	338 25,350
6 Jan	9661.00	615 ₹ 46,125	138.95 10421.25	-	55 4,125	-8 -600	360 27,000
5 Jan	9497.50	480 ₹ 36,000	-6.9 -517.50	17.72	73 5,475	-18 -1,350	367 27,525
2 Jan	9502.50	484.5 ₹ 36,337.5	-78.85 -5913.75	16.23	257 19,275	-95 -7,125	384 28,800
1 Jan	9558.00	570 ₹ 42,750	161.1 12082.50	17.29	219 16,425	-36 -2,700	488 36,600
31 Dec	9343.00	412 ₹ 30,900	47.7 3577.50	22.69	429 32,175	-90 -6,750	524 39,300
30 Dec	9282.00	372.15 ₹ 27,911.25	153.9 11542.50	20.95	4,208 3,15,600	-80 -6,000	624 46,800
29 Dec	9087.00	218 ₹ 16,350	1.35 101.25	17.86	1,354 1,01,550	163 12,225	704 52,800
26 Dec	9064.50	219 ₹ 16,425	-44.45 -3333.75	18.25	1,043 78,225	128 9,600	541 40,575
24 Dec	9170.00	265 ₹ 19,875	30.9 2317.50	15.76	706 52,950	111 8,325	413 30,975
23 Dec	9099.00	228 ₹ 17,100	-46.3 -3472.50	16.99	195 14,625	60 4,500	300 22,500
22 Dec	9164.00	270.6 ₹ 20,295	71 5325.00	16.77	213 15,975	30 2,250	243 18,225
19 Dec	9002.00	204 ₹ 15,300	68.2 5115.00	17.52	47 3,525	9 675	213 15,975
18 Dec	8831.00	135.85 ₹ 10,188.75	-44.65 -3348.75	17.99	245 18,375	181 13,575	197 14,775
17 Dec	8895.00	182.1 ₹ 13,657.5	-42.9 -3217.50	20.24	3 225	0 0	15 1,125
16 Dec	9008.00	225 ₹ 16,875	-12 -900.00	18.77	2 150	1 75	15 1,125
15 Dec	8940.00	237 ₹ 17,775	-39.6 -2970.00	-	0 0	0 0	0 0
12 Dec	9015.00	237 ₹ 17,775	-39.6 -2970.00	17.41	12 900	0 0	12 900
11 Dec	9053.50	276.6 ₹ 20,745	32.35 2426.25	18.44	3 225	1 75	12 900
10 Dec	8991.00	244.25 ₹ 18,318.75	32.65 2448.75	18.85	1 75	0 0	11 825
9 Dec	8961.00	211.6 ₹ 15,870	-59.35 -4451.25	18.04	1 75	0 0	10 750
8 Dec	9026.00	270.95 ₹ 20,321.25	-59.05 -4428.75	18.08	1 75	0 0	9 675
5 Dec	9109.00	330 ₹ 24,750	21.3 1597.50	18.43	2 150	1 75	8 600
4 Dec	9085.00	308.7 ₹ 23,152.5	0 0.00	18.07	1 75	0 0	6 450
3 Dec	9000.50	308.7 ₹ 23,152.5	-31.3 -2347.50	-	0 0	-2 -150	0 0

2 Dec	9085.50	308.7 ₹ 23,152.5	-31.3 -2347.50	16.94	10 750	-2 -150	6 450
1 Dec	9096.00	340 ₹ 25,500	-17 -1275.00	18.94	7 525	6 450	8 600
28 Nov	9073.50	357 ₹ 26,775	-30.05 -2253.75	19.77	1 75	0 0	1 75
27 Nov	9022.50	387.05 ₹ 29,028.75	-68.35 -5126.25	-	0 0	1 75	0 0
26 Nov	9164.00	387.05 ₹ 29,028.75	-68.35 -5126.25	18.10	12 900	1 75	1 75

For Bajaj Auto Limited - strike price 9100 expiring on 27JAN2026

Delta for 9100 CE is -

Historical price for 9100 CE is as follows

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 520.25, which was -161.35 lower than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 254

On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 675, which was -42.45 lower than the previous day. The implied volatity was -, the open interest changed by -52 which decreased total open position to 286

On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 733, which was 116.9 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 338

On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 615, which was 138.95 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 360

On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 480, which was -6.9 lower than the previous day. The implied volatity was 17.72, the open interest changed by -18 which decreased total open position to 367

On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 484.5, which was -78.85 lower than the previous day. The implied volatity was 16.23, the open interest changed by -95 which decreased total open position to 384

On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 570, which was 161.1 higher than the previous day. The implied volatity was 17.29, the open interest changed by -36 which decreased total open position to 488

On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 412, which was 47.7 higher than the previous day. The implied volatity was 22.69, the open interest changed by -90 which decreased total open position to 524

On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 372.15, which was 153.9 higher than the previous day. The implied volatity was 20.95, the open interest changed by -80 which decreased total open position to 624

On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 218, which was 1.35 higher than the previous day. The implied volatity was 17.86, the open interest changed by 163 which increased total open position to 704

On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 219, which was -44.45 lower than the previous day. The implied volatity was 18.25, the open interest changed by 128 which increased total open position to 541

On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 265, which was 30.9 higher than the previous day. The implied volatity was 15.76, the open interest changed by 111 which increased total open position to 413

On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 228, which was -46.3 lower than the previous day. The implied volatity was 16.99, the open interest changed by 60 which increased total open position to 300

On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 270.6, which was 71 higher than the previous day. The implied volatity was 16.77, the open interest changed by 30 which increased total open position to 243

On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 204, which was 68.2 higher than the previous day. The implied volatity was 17.52, the open interest changed by 9 which increased total open position to 213

On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 135.85, which was -44.65 lower than the previous day. The implied volatity was 17.99, the open interest changed by 181 which increased total open position to 197

On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 182.1, which was -42.9 lower than the previous day. The implied volatity was 20.24, the open interest changed by 0 which decreased total open position to 15

On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 225, which was -12 lower than the previous day. The implied volatity was 18.77, the open interest changed by 1 which increased total open position to 15

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 237, which was -39.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 237, which was -39.6 lower than the previous day. The implied volatity was 17.41, the open interest changed by 0 which decreased total open position to 12

On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 276.6, which was 32.35 higher than the previous day. The implied volatity was 18.44, the open interest changed by 1 which increased total open position to 12

On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 244.25, which was 32.65 higher than the previous day. The implied volatity was 18.85, the open interest changed by 0 which decreased total open position to 11

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 211.6, which was -59.35 lower than the previous day. The implied volatity was 18.04, the open interest changed by 0 which decreased total open position to 10

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 270.95, which was -59.05 lower than the previous day. The implied volatity was 18.08, the open interest changed by 0 which decreased total open position to 9

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 330, which was 21.3 higher than the previous day. The implied volatity was 18.43, the open interest changed by 1 which increased total open position to 8

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 308.7, which was 0 lower than the previous day. The implied volatity was 18.07, the open interest changed by 0 which decreased total open position to 6

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 308.7, which was -31.3 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 0

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 308.7, which was -31.3 lower than the previous day. The implied volatity was 16.94, the open interest changed by -2 which decreased total open position to 6

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 340, which was -17 lower than the previous day. The implied volatity was 18.94, the open interest changed by 6 which increased total open position to 8

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 357, which was -30.05 lower than the previous day. The implied volatity was 19.77, the open interest changed by 0 which decreased total open position to 1

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 387.05, which was -68.35 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 387.05, which was -68.35 lower than the previous day. The implied volatity was 18.10, the open interest changed by 1 which increased total open position to 1

BAJAJ-AUTO 27JAN2026 9100 PE
Delta: -0.12 Vega: 4.25 Theta: -2.27 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Jan	9562.50	28.1 ₹ 2,107.5	3.55 266.25	21.96	1,039 77,925	-17 -1,275	942 70,650
8 Jan	9760.50	25 ₹ 1,875	0.55 41.25	24.87	1,754 1,31,550	-174 -13,050	960 72,000
7 Jan	9789.50	23.95 ₹ 1,796.25	-12.95 -971.25	25.70	1,167 87,525	166 12,450	1,135 85,125
6 Jan	9661.00	36.5 ₹ 2,737.5	-27.15 -2036.25	24.68	1,604 1,20,300	2 150	970 72,750
5 Jan	9497.50	63.25 ₹ 4,743.75	-2.7 -202.50	24.17	1,564 1,17,300	-45 -3,375	945 70,875
2 Jan	9502.50	66.4 ₹ 4,980	8.85 663.75	23.36	5,296 3,97,200	-50 -3,750	990 74,250
1 Jan	9558.00	55.5 ₹ 4,162.5	-47.9 -3592.50	23.61	2,435 1,82,625	-95 -7,125	1,043 78,225
31 Dec	9343.00	105 ₹ 7,875	-18.45 -1383.75	23.02	1,323 99,225	171 12,825	1,133 84,975
30 Dec	9282.00	118.25 ₹ 8,868.75	-91.2 -6840.00	22.46	2,615 1,96,125	247 18,525	973 72,975
29 Dec	9087.00	210.3 ₹ 15,772.5	-0.8 -60.00	23.83	1,531 1,14,825	231 17,325	726 54,450
26 Dec	9064.50	217 ₹ 16,275	54.25 4068.75	22.42	804 60,300	203 15,225	498 37,350
24 Dec	9170.00	161.4 ₹ 12,105	-34.15 -2561.25	20.96	430 32,250	56 4,200	291 21,825
23 Dec	9099.00	199.15 ₹ 14,936.25	37.75 2831.25	20.87	320 24,000	69 5,175	236 17,700
22 Dec	9164.00	165 ₹ 12,375	-95 -7125.00	20.16	282 21,150	155 11,625	165 12,375
19 Dec	9002.00	260 ₹ 19,500	0 0.00	-	0 0	0 0	10 750
18 Dec	8831.00	260 ₹ 19,500	0 0.00	-	0 0	0 0	10 750
17 Dec	8895.00	260 ₹ 19,500	0 0.00	-	0 0	0 0	10 750
16 Dec	9008.00	260 ₹ 19,500	0 0.00	21.09	1 75	0 0	11 825
15 Dec	8940.00	260 ₹ 19,500	28 2100.00	-	0 0	0 0	0 0
12 Dec	9015.00	260 ₹ 19,500	28 2100.00	21.54	1 75	0 0	12 900
11 Dec	9053.50	232 ₹ 17,400	-41.35 -3101.25	20.27	5 375	0 0	12 900
10 Dec	8991.00	273.35 ₹ 20,501.25	69.75 5231.25	-	0 0	0 0	12 900
9 Dec	8961.00	273.35 ₹ 20,501.25	69.75 5231.25	-	0 0	4 300	0 0
8 Dec	9026.00	273.35 ₹ 20,501.25	69.75 5231.25	22.71	5 375	4 300	12 900
5 Dec	9109.00	203.6 ₹ 15,270	-57.4 -4305.00	-	2 150	1 75	7 525
4 Dec	9085.00	261 ₹ 19,575	1 75.00	-	0 0	0 0	0 0
3 Dec	9000.50	261 ₹ 19,575	1 75.00	-	0 0	0 0	0 0
2 Dec	9085.50	261 ₹ 19,575	1 75.00	-	0 0	1 75	0 0
1 Dec	9096.00	261 ₹ 19,575	1 75.00	22.66	1 75	0 0	5 375
28 Nov	9073.50	260 ₹ 19,500	-152.25 -11418.75	-	0 0	0 0	0 0
27 Nov	9022.50	260 ₹ 19,500	-152.25 -11418.75	-	0 0	5 375	0 0
26 Nov	9164.00	260 ₹ 19,500	-152.25 -11418.75	-	5 375	4 300	4 300

For Bajaj Auto Limited - strike price 9100 expiring on 27JAN2026

Delta for 9100 PE is -0.12

Historical price for 9100 PE is as follows

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 28.1, which was 3.55 higher than the previous day. The implied volatity was 21.96, the open interest changed by -17 which decreased total open position to 942

On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 25, which was 0.55 higher than the previous day. The implied volatity was 24.87, the open interest changed by -174 which decreased total open position to 960

On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 23.95, which was -12.95 lower than the previous day. The implied volatity was 25.70, the open interest changed by 166 which increased total open position to 1135

On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 36.5, which was -27.15 lower than the previous day. The implied volatity was 24.68, the open interest changed by 2 which increased total open position to 970

On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 63.25, which was -2.7 lower than the previous day. The implied volatity was 24.17, the open interest changed by -45 which decreased total open position to 945

On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 66.4, which was 8.85 higher than the previous day. The implied volatity was 23.36, the open interest changed by -50 which decreased total open position to 990

On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 55.5, which was -47.9 lower than the previous day. The implied volatity was 23.61, the open interest changed by -95 which decreased total open position to 1043

On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 105, which was -18.45 lower than the previous day. The implied volatity was 23.02, the open interest changed by 171 which increased total open position to 1133

On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 118.25, which was -91.2 lower than the previous day. The implied volatity was 22.46, the open interest changed by 247 which increased total open position to 973

On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 210.3, which was -0.8 lower than the previous day. The implied volatity was 23.83, the open interest changed by 231 which increased total open position to 726

On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 217, which was 54.25 higher than the previous day. The implied volatity was 22.42, the open interest changed by 203 which increased total open position to 498

On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 161.4, which was -34.15 lower than the previous day. The implied volatity was 20.96, the open interest changed by 56 which increased total open position to 291

On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 199.15, which was 37.75 higher than the previous day. The implied volatity was 20.87, the open interest changed by 69 which increased total open position to 236

On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 165, which was -95 lower than the previous day. The implied volatity was 20.16, the open interest changed by 155 which increased total open position to 165

On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 260, which was 0 lower than the previous day. The implied volatity was 21.09, the open interest changed by 0 which decreased total open position to 11

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 260, which was 28 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 260, which was 28 higher than the previous day. The implied volatity was 21.54, the open interest changed by 0 which decreased total open position to 12

On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 232, which was -41.35 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 12

On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 273.35, which was 69.75 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 273.35, which was 69.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 273.35, which was 69.75 higher than the previous day. The implied volatity was 22.71, the open interest changed by 4 which increased total open position to 12

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 203.6, which was -57.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 7

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 261, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 261, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 261, which was 1 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 261, which was 1 higher than the previous day. The implied volatity was 22.66, the open interest changed by 0 which decreased total open position to 5

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 260, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 260, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 260, which was -152.25 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 4

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