[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
8961 -65.00 (-0.72%)
L: 8880 H: 9034.5

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Historical option data for BAJAJ-AUTO

09 Dec 2025 04:11 PM IST
BAJAJ-AUTO 30-DEC-2025 9200 CE
Delta: 0.30
Vega: 7.43
Theta: -3.94
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 72.15 -37.85 18.25 3,570 -329 2,991
8 Dec 9026.00 109.1 -46.6 17.74 4,238 410 3,338
5 Dec 9109.00 150.3 6.65 17.17 5,691 66 2,929
4 Dec 9085.00 145 27.8 17.30 4,948 17 2,872
3 Dec 9000.50 117.7 -41.7 17.58 4,360 170 2,856
2 Dec 9085.50 157.45 -16.9 18.39 3,359 -143 2,684
1 Dec 9096.00 173.5 3.75 18.70 8,212 212 2,827
28 Nov 9073.50 168.75 10.75 17.49 4,535 110 2,641
27 Nov 9022.50 160.55 -54.9 18.07 7,248 697 2,541
26 Nov 9164.00 215.8 44.25 17.31 12,178 553 1,860
25 Nov 9048.00 173 7.35 18.27 5,343 368 1,292
24 Nov 9007.50 166.95 42.55 18.58 2,216 387 919
21 Nov 8892.00 121.05 -46.3 17.93 760 126 531
20 Nov 8979.50 168.5 21.4 18.56 397 102 404
19 Nov 8884.50 146 -25.55 20.16 161 61 297
18 Nov 8921.00 171.55 -21.55 20.62 171 40 236
17 Nov 8945.50 183.55 31.45 20.13 179 51 196
14 Nov 8843.00 155.25 -21.9 20.29 72 18 145
13 Nov 8867.50 175 21 21.07 51 28 128
12 Nov 8868.00 154 -46 19.62 38 7 100
11 Nov 8895.00 200 45 21.30 30 3 93
10 Nov 8772.00 155 -0.35 21.38 77 16 89
7 Nov 8721.50 158.2 -1.8 22.32 56 7 73
6 Nov 8720.50 160 -15 22.31 21 3 65
4 Nov 8751.00 175 -59.8 21.67 16 3 63
3 Nov 8922.50 234.8 -12.35 20.82 4 1 60
31 Oct 8892.50 247.15 6.4 - 10 6 57
30 Oct 8923.00 240.75 -77.25 20.68 26 21 49
29 Oct 9034.00 318 6.5 21.76 29 11 20
23 Oct 9047.00 303.55 31.6 19.67 8 7 8
17 Oct 9150.50 271.95 -103.25 - 0 0 0
14 Oct 9102.50 271.95 -103.25 - 0 0 0
13 Oct 9066.00 271.95 -103.25 - 0 1 0
10 Oct 8946.50 271.95 -103.25 - 1 0 0
9 Oct 8810.00 375.2 0 - 0 0 0
8 Oct 8792.00 375.2 0 1.38 0 0 0
7 Oct 8904.00 375.2 0 - 0 0 0


For Bajaj Auto Limited - strike price 9200 expiring on 30DEC2025

Delta for 9200 CE is 0.30

Historical price for 9200 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 72.15, which was -37.85 lower than the previous day. The implied volatity was 18.25, the open interest changed by -329 which decreased total open position to 2991


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 109.1, which was -46.6 lower than the previous day. The implied volatity was 17.74, the open interest changed by 410 which increased total open position to 3338


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 150.3, which was 6.65 higher than the previous day. The implied volatity was 17.17, the open interest changed by 66 which increased total open position to 2929


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 145, which was 27.8 higher than the previous day. The implied volatity was 17.30, the open interest changed by 17 which increased total open position to 2872


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 117.7, which was -41.7 lower than the previous day. The implied volatity was 17.58, the open interest changed by 170 which increased total open position to 2856


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 157.45, which was -16.9 lower than the previous day. The implied volatity was 18.39, the open interest changed by -143 which decreased total open position to 2684


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 173.5, which was 3.75 higher than the previous day. The implied volatity was 18.70, the open interest changed by 212 which increased total open position to 2827


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 168.75, which was 10.75 higher than the previous day. The implied volatity was 17.49, the open interest changed by 110 which increased total open position to 2641


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 160.55, which was -54.9 lower than the previous day. The implied volatity was 18.07, the open interest changed by 697 which increased total open position to 2541


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 215.8, which was 44.25 higher than the previous day. The implied volatity was 17.31, the open interest changed by 553 which increased total open position to 1860


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 173, which was 7.35 higher than the previous day. The implied volatity was 18.27, the open interest changed by 368 which increased total open position to 1292


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 166.95, which was 42.55 higher than the previous day. The implied volatity was 18.58, the open interest changed by 387 which increased total open position to 919


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 121.05, which was -46.3 lower than the previous day. The implied volatity was 17.93, the open interest changed by 126 which increased total open position to 531


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 168.5, which was 21.4 higher than the previous day. The implied volatity was 18.56, the open interest changed by 102 which increased total open position to 404


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 146, which was -25.55 lower than the previous day. The implied volatity was 20.16, the open interest changed by 61 which increased total open position to 297


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 171.55, which was -21.55 lower than the previous day. The implied volatity was 20.62, the open interest changed by 40 which increased total open position to 236


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 183.55, which was 31.45 higher than the previous day. The implied volatity was 20.13, the open interest changed by 51 which increased total open position to 196


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 155.25, which was -21.9 lower than the previous day. The implied volatity was 20.29, the open interest changed by 18 which increased total open position to 145


On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 175, which was 21 higher than the previous day. The implied volatity was 21.07, the open interest changed by 28 which increased total open position to 128


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 154, which was -46 lower than the previous day. The implied volatity was 19.62, the open interest changed by 7 which increased total open position to 100


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 200, which was 45 higher than the previous day. The implied volatity was 21.30, the open interest changed by 3 which increased total open position to 93


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 155, which was -0.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by 16 which increased total open position to 89


On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 158.2, which was -1.8 lower than the previous day. The implied volatity was 22.32, the open interest changed by 7 which increased total open position to 73


On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 160, which was -15 lower than the previous day. The implied volatity was 22.31, the open interest changed by 3 which increased total open position to 65


On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 175, which was -59.8 lower than the previous day. The implied volatity was 21.67, the open interest changed by 3 which increased total open position to 63


On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 234.8, which was -12.35 lower than the previous day. The implied volatity was 20.82, the open interest changed by 1 which increased total open position to 60


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 247.15, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 57


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 240.75, which was -77.25 lower than the previous day. The implied volatity was 20.68, the open interest changed by 21 which increased total open position to 49


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 318, which was 6.5 higher than the previous day. The implied volatity was 21.76, the open interest changed by 11 which increased total open position to 20


On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 303.55, which was 31.6 higher than the previous day. The implied volatity was 19.67, the open interest changed by 7 which increased total open position to 8


On 17 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 271.95, which was -103.25 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 271.95, which was -103.25 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 271.95, which was -103.25 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 271.95, which was -103.25 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 375.2, 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 375.2, which was 0 lower than the previous day. The implied volatity was 1.38, 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 375.2, 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 9200 PE
Delta: -0.67
Vega: 7.78
Theta: -2.33
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Dec 8961.00 318.1 66.25 21.89 292 -64 1,138
8 Dec 9026.00 246.65 57.45 20.97 594 -124 1,206
5 Dec 9109.00 191 -32.55 18.59 1,763 143 1,332
4 Dec 9085.00 225.35 -56.7 20.68 626 29 1,191
3 Dec 9000.50 286.25 52.5 22.18 583 -37 1,164
2 Dec 9085.50 233.4 10.8 20.21 1,051 5 1,207
1 Dec 9096.00 222.05 -29.4 19.81 2,765 332 1,184
28 Nov 9073.50 259.85 -6.4 22.28 698 18 852
27 Nov 9022.50 260.25 68.6 20.18 1,756 -20 836
26 Nov 9164.00 191 -84.45 18.99 1,839 342 852
25 Nov 9048.00 279.2 -33.95 21.77 728 39 508
24 Nov 9007.50 309.45 -76.4 22.85 632 369 469
21 Nov 8892.00 385.85 34.75 22.71 65 7 99
20 Nov 8979.50 351.1 -54.85 24.26 63 26 91
19 Nov 8884.50 405.95 4.95 23.23 8 4 64
18 Nov 8921.00 401 24.35 24.85 28 12 59
17 Nov 8945.50 389 -81.05 25.28 39 24 47
14 Nov 8843.00 470.05 79.05 - 0 0 0
13 Nov 8867.50 470.05 79.05 - 0 8 0
12 Nov 8868.00 470.05 79.05 26.22 16 7 22
11 Nov 8895.00 391 -29 22.37 3 1 15
10 Nov 8772.00 420 -1.6 - 0 0 0
7 Nov 8721.50 420 -1.6 - 0 0 0
6 Nov 8720.50 420 -1.6 - 0 0 0
4 Nov 8751.00 420 -1.6 - 0 0 0
3 Nov 8922.50 420 -1.6 - 0 1 0
31 Oct 8892.50 420 -1.6 - 1 0 13
30 Oct 8923.00 421.6 36.25 24.48 1 0 13
29 Oct 9034.00 385.35 -42.75 25.60 1 0 12
23 Oct 9047.00 441 56 28.56 9 6 11
17 Oct 9150.50 385 -15 27.44 3 0 6
14 Oct 9102.50 400 4.95 26.81 1 0 5
13 Oct 9066.00 395.05 -89.95 25.90 1 0 4
10 Oct 8946.50 485 -272.4 - 4 3 3
9 Oct 8810.00 757.4 0 - 0 0 0
8 Oct 8792.00 757.4 0 - 0 0 0
7 Oct 8904.00 757.4 0 - 0 0 0


For Bajaj Auto Limited - strike price 9200 expiring on 30DEC2025

Delta for 9200 PE is -0.67

Historical price for 9200 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 318.1, which was 66.25 higher than the previous day. The implied volatity was 21.89, the open interest changed by -64 which decreased total open position to 1138


On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 246.65, which was 57.45 higher than the previous day. The implied volatity was 20.97, the open interest changed by -124 which decreased total open position to 1206


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 191, which was -32.55 lower than the previous day. The implied volatity was 18.59, the open interest changed by 143 which increased total open position to 1332


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 225.35, which was -56.7 lower than the previous day. The implied volatity was 20.68, the open interest changed by 29 which increased total open position to 1191


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 286.25, which was 52.5 higher than the previous day. The implied volatity was 22.18, the open interest changed by -37 which decreased total open position to 1164


On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 233.4, which was 10.8 higher than the previous day. The implied volatity was 20.21, the open interest changed by 5 which increased total open position to 1207


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 222.05, which was -29.4 lower than the previous day. The implied volatity was 19.81, the open interest changed by 332 which increased total open position to 1184


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 259.85, which was -6.4 lower than the previous day. The implied volatity was 22.28, the open interest changed by 18 which increased total open position to 852


On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 260.25, which was 68.6 higher than the previous day. The implied volatity was 20.18, the open interest changed by -20 which decreased total open position to 836


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 191, which was -84.45 lower than the previous day. The implied volatity was 18.99, the open interest changed by 342 which increased total open position to 852


On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 279.2, which was -33.95 lower than the previous day. The implied volatity was 21.77, the open interest changed by 39 which increased total open position to 508


On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 309.45, which was -76.4 lower than the previous day. The implied volatity was 22.85, the open interest changed by 369 which increased total open position to 469


On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 385.85, which was 34.75 higher than the previous day. The implied volatity was 22.71, the open interest changed by 7 which increased total open position to 99


On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 351.1, which was -54.85 lower than the previous day. The implied volatity was 24.26, the open interest changed by 26 which increased total open position to 91


On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 405.95, which was 4.95 higher than the previous day. The implied volatity was 23.23, the open interest changed by 4 which increased total open position to 64


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 401, which was 24.35 higher than the previous day. The implied volatity was 24.85, the open interest changed by 12 which increased total open position to 59


On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 389, which was -81.05 lower than the previous day. The implied volatity was 25.28, the open interest changed by 24 which increased total open position to 47


On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 470.05, which was 79.05 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 470.05, which was 79.05 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0


On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 470.05, which was 79.05 higher than the previous day. The implied volatity was 26.22, the open interest changed by 7 which increased total open position to 22


On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 391, which was -29 lower than the previous day. The implied volatity was 22.37, the open interest changed by 1 which increased total open position to 15


On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 420, which was -1.6 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 420, which was -1.6 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 420, which was -1.6 lower 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, which was -1.6 lower 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, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 420, which was -1.6 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 13


On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 421.6, which was 36.25 higher than the previous day. The implied volatity was 24.48, the open interest changed by 0 which decreased total open position to 13


On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 385.35, which was -42.75 lower than the previous day. The implied volatity was 25.60, the open interest changed by 0 which decreased total open position to 12


On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 441, which was 56 higher than the previous day. The implied volatity was 28.56, the open interest changed by 6 which increased total open position to 11


On 17 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 385, which was -15 lower than the previous day. The implied volatity was 27.44, the open interest changed by 0 which decreased total open position to 6


On 14 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 400, which was 4.95 higher than the previous day. The implied volatity was 26.81, the open interest changed by 0 which decreased total open position to 5


On 13 Oct BAJAJ-AUTO was trading at 9066.00. The strike last trading price was 395.05, which was -89.95 lower than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 4


On 10 Oct BAJAJ-AUTO was trading at 8946.50. The strike last trading price was 485, which was -272.4 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 3


On 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 757.4, 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 757.4, 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 757.4, 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