BAJAJ-AUTO

Bajaj Auto Limited

9170 +71.00 (0.78%)

L: 9070 H: 9194.5

Back to Option Chain

Historical option data for BAJAJ-AUTO
24 Dec 2025 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: 0.65 Vega: 10.37 Theta: -3.96 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 0.65

Historical price for 9100 CE is as follows

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: -0.38 Vega: 10.67 Theta: -2.29 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
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 -0.38

Historical price for 9100 PE is as follows

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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