BAJAJ-AUTO

Bajaj Auto Limited

9109 +24.00 (0.26%)

L: 9045.5 H: 9130

Back to Option Chain

Historical option data for BAJAJ-AUTO
05 Dec 2025 03:36 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 30-DEC-2025 9100 CE
Delta: 0.58 Vega: 9.33 Theta: -4.62 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI

5 Dec	9109.00	202.5 ₹ 15,187.5	12.35 926.25	17.30	9,036 6,77,700	610 45,750	3,050 2,28,750
4 Dec	9085.00	192.35 ₹ 14,426.25	35.4 2655.00	17.13	4,486 3,36,450	-172 -12,900	2,442 1,83,150
3 Dec	9000.50	154.8 ₹ 11,610	-50.95 -3821.25	17.09	3,697 2,77,275	530 39,750	2,625 1,96,875
2 Dec	9085.50	202.5 ₹ 15,187.5	-19.7 -1477.50	18.10	4,273 3,20,475	653 48,975	2,090 1,56,750
1 Dec	9096.00	222 ₹ 16,650	7.45 558.75	18.59	8,295 6,22,125	-93 -6,975	1,438 1,07,850
28 Nov	9073.50	209.95 ₹ 15,746.25	8.65 648.75	16.71	5,787 4,34,025	169 12,675	1,543 1,15,725
27 Nov	9022.50	205 ₹ 15,375	-64.65 -4848.75	17.90	3,930 2,94,750	224 16,800	1,378 1,03,350
26 Nov	9164.00	267.95 ₹ 20,096.25	51.55 3866.25	17.11	4,166 3,12,450	-4 -300	1,154 86,550
25 Nov	9048.00	214.6 ₹ 16,095	5.75 431.25	17.78	8,561 6,42,075	296 22,200	1,175 88,125
24 Nov	9007.50	207 ₹ 15,525	51.6 3870.00	18.14	2,812 2,10,900	509 38,175	896 67,200
21 Nov	8892.00	153.7 ₹ 11,527.5	-52.25 -3918.75	17.61	622 46,650	76 5,700	388 29,100
20 Nov	8979.50	213.2 ₹ 15,990	32.3 2422.50	18.65	435 32,625	98 7,350	307 23,025
19 Nov	8884.50	179.8 ₹ 13,485	-29.1 -2182.50	19.90	166 12,450	66 4,950	208 15,600
18 Nov	8921.00	210.75 ₹ 15,806.25	-23 -1725.00	20.56	170 12,750	93 6,975	136 10,200
17 Nov	8945.50	223.75 ₹ 16,781.25	39.35 2951.25	19.97	74 5,550	31 2,325	35 2,625
14 Nov	8843.00	184.4 ₹ 13,830	-34.95 -2621.25	19.40	2 150	0 0	3 225
13 Nov	8867.50	219.35 ₹ 16,451.25	7.35 551.25	21.57	2 150	1 75	2 150
12 Nov	8868.00	212 ₹ 15,900	-263 -19725.00	-	0 0	0 0	0 0
11 Nov	8895.00	212 ₹ 15,900	-263 -19725.00	-	0 0	0 0	0 0
10 Nov	8772.00	212 ₹ 15,900	-263 -19725.00	-	0 0	1 75	0 0
7 Nov	8721.50	212 ₹ 15,900	-263 -19725.00	23.99	1 75	0 0	0 0
6 Nov	8720.50	475 ₹ 35,625	0 0.00	1.85	0 0	0 0	0 0
4 Nov	8751.00	475 ₹ 35,625	0 0.00	1.52	0 0	0 0	0 0
3 Nov	8922.50	475 ₹ 35,625	0 0.00	0.28	0 0	0 0	0 0
31 Oct	8892.50	475 ₹ 35,625	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	475 ₹ 35,625	0 0.00	0.28	0 0	0 0	0 0
29 Oct	9034.00	475 ₹ 35,625	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9100 expiring on 30DEC2025

Delta for 9100 CE is 0.58

Historical price for 9100 CE is as follows

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 202.5, which was 12.35 higher than the previous day. The implied volatity was 17.30, the open interest changed by 610 which increased total open position to 3050

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 192.35, which was 35.4 higher than the previous day. The implied volatity was 17.13, the open interest changed by -172 which decreased total open position to 2442

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 154.8, which was -50.95 lower than the previous day. The implied volatity was 17.09, the open interest changed by 530 which increased total open position to 2625

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 202.5, which was -19.7 lower than the previous day. The implied volatity was 18.10, the open interest changed by 653 which increased total open position to 2090

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 222, which was 7.45 higher than the previous day. The implied volatity was 18.59, the open interest changed by -93 which decreased total open position to 1438

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 209.95, which was 8.65 higher than the previous day. The implied volatity was 16.71, the open interest changed by 169 which increased total open position to 1543

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 205, which was -64.65 lower than the previous day. The implied volatity was 17.90, the open interest changed by 224 which increased total open position to 1378

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 267.95, which was 51.55 higher than the previous day. The implied volatity was 17.11, the open interest changed by -4 which decreased total open position to 1154

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 214.6, which was 5.75 higher than the previous day. The implied volatity was 17.78, the open interest changed by 296 which increased total open position to 1175

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 207, which was 51.6 higher than the previous day. The implied volatity was 18.14, the open interest changed by 509 which increased total open position to 896

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 153.7, which was -52.25 lower than the previous day. The implied volatity was 17.61, the open interest changed by 76 which increased total open position to 388

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 213.2, which was 32.3 higher than the previous day. The implied volatity was 18.65, the open interest changed by 98 which increased total open position to 307

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 179.8, which was -29.1 lower than the previous day. The implied volatity was 19.90, the open interest changed by 66 which increased total open position to 208

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 210.75, which was -23 lower than the previous day. The implied volatity was 20.56, the open interest changed by 93 which increased total open position to 136

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 223.75, which was 39.35 higher than the previous day. The implied volatity was 19.97, the open interest changed by 31 which increased total open position to 35

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 184.4, which was -34.95 lower than the previous day. The implied volatity was 19.40, the open interest changed by 0 which decreased total open position to 3

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 219.35, which was 7.35 higher than the previous day. The implied volatity was 21.57, the open interest changed by 1 which increased total open position to 2

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 212, which was -263 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 212, which was -263 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 212, which was -263 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 212, which was -263 lower than the previous day. The implied volatity was 23.99, 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 475, which was 0 lower than the previous day. The implied volatity was 1.85, 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 475, which was 0 lower than the previous day. The implied volatity was 1.52, 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 475, which was 0 lower than the previous day. The implied volatity was 0.28, 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 475, 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 475, which was 0 lower than the previous day. The implied volatity was 0.28, the open interest changed by 0 which decreased total open position to 0

On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 475, 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 9100 PE
Delta: -0.43 Vega: 9.35 Theta: -2.39 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	9109.00	143 ₹ 10,725	-28.1 -2107.50	18.66	1,521 1,14,075	194 14,550	1,578 1,18,350
4 Dec	9085.00	174.05 ₹ 13,053.75	-48.1 -3607.50	20.61	1,049 78,675	72 5,400	1,383 1,03,725
3 Dec	9000.50	222.7 ₹ 16,702.5	42.5 3187.50	21.43	1,384 1,03,800	-49 -3,675	1,311 98,325
2 Dec	9085.50	178.35 ₹ 13,376.25	6.5 487.50	19.84	1,692 1,26,900	203 15,225	1,369 1,02,675
1 Dec	9096.00	173.5 ₹ 13,012.5	-18.6 -1395.00	19.93	2,786 2,08,950	179 13,425	1,153 86,475
28 Nov	9073.50	200 ₹ 15,000	-10.5 -787.50	21.38	1,412 1,05,900	240 18,000	972 72,900
27 Nov	9022.50	201.1 ₹ 15,082.5	54.95 4121.25	19.59	2,193 1,64,475	-124 -9,300	734 55,050
26 Nov	9164.00	146.15 ₹ 10,961.25	-76.6 -5745.00	18.90	1,488 1,11,600	265 19,875	880 66,000
25 Nov	9048.00	222.15 ₹ 16,661.25	-35.25 -2643.75	21.32	2,348 1,76,100	152 11,400	617 46,275
24 Nov	9007.50	251.15 ₹ 18,836.25	-97.35 -7301.25	22.44	933 69,975	345 25,875	466 34,950
21 Nov	8892.00	345.5 ₹ 25,912.5	55.85 4188.75	24.46	52 3,900	17 1,275	120 9,000
20 Nov	8979.50	290.7 ₹ 21,802.5	-53.75 -4031.25	23.77	119 8,925	73 5,475	103 7,725
19 Nov	8884.50	344.45 ₹ 25,833.75	32.45 2433.75	23.17	33 2,475	27 2,025	29 2,175
18 Nov	8921.00	312 ₹ 23,400	-14.3 -1072.50	22.25	1 75	0 0	1 75
17 Nov	8945.50	326.3 ₹ 24,472.5	-93.95 -7046.25	24.72	1 75	0 0	0 0
14 Nov	8843.00	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
13 Nov	8867.50	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
12 Nov	8868.00	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
11 Nov	8895.00	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
10 Nov	8772.00	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
7 Nov	8721.50	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
6 Nov	8720.50	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
4 Nov	8751.00	420.25 ₹ 31,518.75	87 6525.00	-	0 0	0 0	0 0
3 Nov	8922.50	420.25 ₹ 31,518.75	87 6525.00	-	0 0	-1 -75	0 0
31 Oct	8892.50	420.25 ₹ 31,518.75	87 6525.00	-	1 75	0 0	1 75
30 Oct	8923.00	333.25 ₹ 24,993.75	-88.75 -6656.25	-	0 0	1 75	0 0
29 Oct	9034.00	333.25 ₹ 24,993.75	-88.75 -6656.25	25.43	1 75	0 0	0 0

For Bajaj Auto Limited - strike price 9100 expiring on 30DEC2025

Delta for 9100 PE is -0.43

Historical price for 9100 PE is as follows

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 143, which was -28.1 lower than the previous day. The implied volatity was 18.66, the open interest changed by 194 which increased total open position to 1578

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 174.05, which was -48.1 lower than the previous day. The implied volatity was 20.61, the open interest changed by 72 which increased total open position to 1383

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 222.7, which was 42.5 higher than the previous day. The implied volatity was 21.43, the open interest changed by -49 which decreased total open position to 1311

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 178.35, which was 6.5 higher than the previous day. The implied volatity was 19.84, the open interest changed by 203 which increased total open position to 1369

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 173.5, which was -18.6 lower than the previous day. The implied volatity was 19.93, the open interest changed by 179 which increased total open position to 1153

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 200, which was -10.5 lower than the previous day. The implied volatity was 21.38, the open interest changed by 240 which increased total open position to 972

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 201.1, which was 54.95 higher than the previous day. The implied volatity was 19.59, the open interest changed by -124 which decreased total open position to 734

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 146.15, which was -76.6 lower than the previous day. The implied volatity was 18.90, the open interest changed by 265 which increased total open position to 880

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 222.15, which was -35.25 lower than the previous day. The implied volatity was 21.32, the open interest changed by 152 which increased total open position to 617

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 251.15, which was -97.35 lower than the previous day. The implied volatity was 22.44, the open interest changed by 345 which increased total open position to 466

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 345.5, which was 55.85 higher than the previous day. The implied volatity was 24.46, the open interest changed by 17 which increased total open position to 120

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 290.7, which was -53.75 lower than the previous day. The implied volatity was 23.77, the open interest changed by 73 which increased total open position to 103

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 344.45, which was 32.45 higher than the previous day. The implied volatity was 23.17, the open interest changed by 27 which increased total open position to 29

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 312, which was -14.3 lower than the previous day. The implied volatity was 22.25, the open interest changed by 0 which decreased total open position to 1

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 326.3, which was -93.95 lower than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 0

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 420.25, which was 87 higher 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 420.25, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 420.25, which was 87 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 420.25, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 420.25, which was 87 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 420.25, which was 87 higher 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 420.25, which was 87 higher 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 420.25, which was 87 higher 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 420.25, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 0

On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 420.25, which was 87 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 333.25, which was -88.75 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 333.25, which was -88.75 lower than the previous day. The implied volatity was 25.43, the open interest changed by 0 which decreased total open position to 0

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