BAJAJ-AUTO

Bajaj Auto Limited

8961 -65.00 (-0.72%)

L: 8880 H: 9034.5

Back to Option Chain

Historical option data for BAJAJ-AUTO
09 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 30-DEC-2025 9300 CE
Delta: 0.22 Vega: 6.39 Theta: -3.36 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	50 ₹ 3,750	-28 -2100.00	18.58	2,218 1,66,350	-72 -5,400	3,009 2,25,675
8 Dec	9026.00	78.35 ₹ 5,876.25	-35.4 -2655.00	18.09	2,899 2,17,425	630 47,250	3,080 2,31,000
5 Dec	9109.00	110.75 ₹ 8,306.25	4.55 341.25	17.38	2,275 1,70,625	-44 -3,300	2,448 1,83,600
4 Dec	9085.00	107 ₹ 8,025	19.55 1466.25	17.48	2,818 2,11,350	437 32,775	2,493 1,86,975
3 Dec	9000.50	87.45 ₹ 6,558.75	-34.2 -2565.00	17.93	3,463 2,59,725	666 49,950	2,056 1,54,200
2 Dec	9085.50	120.9 ₹ 9,067.5	-13.95 -1046.25	18.70	2,276 1,70,700	51 3,825	1,390 1,04,250
1 Dec	9096.00	135 ₹ 10,125	3.15 236.25	19.00	4,524 3,39,300	60 4,500	1,325 99,375
28 Nov	9073.50	129.1 ₹ 9,682.5	7.55 566.25	17.63	3,207 2,40,525	160 12,000	1,269 95,175
27 Nov	9022.50	125.15 ₹ 9,386.25	-44.95 -3371.25	18.35	3,694 2,77,050	175 13,125	1,105 82,875
26 Nov	9164.00	168.15 ₹ 12,611.25	31.3 2347.50	17.48	2,512 1,88,400	170 12,750	933 69,975
25 Nov	9048.00	137.7 ₹ 10,327.5	7.5 562.50	18.67	1,916 1,43,700	81 6,075	768 57,600
24 Nov	9007.50	132 ₹ 9,900	32.8 2460.00	18.85	1,119 83,925	249 18,675	689 51,675
21 Nov	8892.00	95.75 ₹ 7,181.25	-38.85 -2913.75	18.38	337 25,275	93 6,975	440 33,000
20 Nov	8979.50	136.85 ₹ 10,263.75	19.45 1458.75	19.02	402 30,150	69 5,175	346 25,950
19 Nov	8884.50	115 ₹ 8,625	-26.65 -1998.75	20.17	266 19,950	107 8,025	254 19,050
18 Nov	8921.00	141.45 ₹ 10,608.75	-21.2 -1590.00	20.99	110 8,250	60 4,500	134 10,050
17 Nov	8945.50	155.9 ₹ 11,692.5	39.85 2988.75	20.87	45 3,375	-2 -150	73 5,475
14 Nov	8843.00	116.05 ₹ 8,703.75	-33.05 -2478.75	19.32	68 5,100	58 4,350	76 5,700
13 Nov	8867.50	148.15 ₹ 11,111.25	-13.85 -1038.75	21.59	19 1,425	16 1,200	17 1,275
12 Nov	8868.00	162 ₹ 12,150	-222.1 -16657.50	-	0 0	1 75	0 0
11 Nov	8895.00	162 ₹ 12,150	-222.1 -16657.50	21.09	1 75	0 0	0 0
10 Nov	8772.00	384.1 ₹ 28,807.5	0 0.00	2.97	0 0	0 0	0 0
7 Nov	8721.50	384.1 ₹ 28,807.5	0 0.00	3.25	0 0	0 0	0 0
6 Nov	8720.50	384.1 ₹ 28,807.5	0 0.00	3.22	0 0	0 0	0 0

4 Nov	8751.00	384.1 ₹ 28,807.5	0 0.00	2.87	0 0	0 0	0 0
3 Nov	8922.50	384.1 ₹ 28,807.5	0 0.00	1.62	0 0	0 0	0 0
31 Oct	8892.50	384.1 ₹ 28,807.5	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	384.1 ₹ 28,807.5	0 0.00	1.57	0 0	0 0	0 0
29 Oct	9034.00	384.1 ₹ 28,807.5	0 0.00	0.78	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9300 expiring on 30DEC2025

Delta for 9300 CE is 0.22

Historical price for 9300 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 50, which was -28 lower than the previous day. The implied volatity was 18.58, the open interest changed by -72 which decreased total open position to 3009

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 78.35, which was -35.4 lower than the previous day. The implied volatity was 18.09, the open interest changed by 630 which increased total open position to 3080

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 110.75, which was 4.55 higher than the previous day. The implied volatity was 17.38, the open interest changed by -44 which decreased total open position to 2448

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 107, which was 19.55 higher than the previous day. The implied volatity was 17.48, the open interest changed by 437 which increased total open position to 2493

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 87.45, which was -34.2 lower than the previous day. The implied volatity was 17.93, the open interest changed by 666 which increased total open position to 2056

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 120.9, which was -13.95 lower than the previous day. The implied volatity was 18.70, the open interest changed by 51 which increased total open position to 1390

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 135, which was 3.15 higher than the previous day. The implied volatity was 19.00, the open interest changed by 60 which increased total open position to 1325

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 129.1, which was 7.55 higher than the previous day. The implied volatity was 17.63, the open interest changed by 160 which increased total open position to 1269

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 125.15, which was -44.95 lower than the previous day. The implied volatity was 18.35, the open interest changed by 175 which increased total open position to 1105

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 168.15, which was 31.3 higher than the previous day. The implied volatity was 17.48, the open interest changed by 170 which increased total open position to 933

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 137.7, which was 7.5 higher than the previous day. The implied volatity was 18.67, the open interest changed by 81 which increased total open position to 768

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 132, which was 32.8 higher than the previous day. The implied volatity was 18.85, the open interest changed by 249 which increased total open position to 689

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 95.75, which was -38.85 lower than the previous day. The implied volatity was 18.38, the open interest changed by 93 which increased total open position to 440

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 136.85, which was 19.45 higher than the previous day. The implied volatity was 19.02, the open interest changed by 69 which increased total open position to 346

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 115, which was -26.65 lower than the previous day. The implied volatity was 20.17, the open interest changed by 107 which increased total open position to 254

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 141.45, which was -21.2 lower than the previous day. The implied volatity was 20.99, the open interest changed by 60 which increased total open position to 134

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 155.9, which was 39.85 higher than the previous day. The implied volatity was 20.87, the open interest changed by -2 which decreased total open position to 73

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 116.05, which was -33.05 lower than the previous day. The implied volatity was 19.32, the open interest changed by 58 which increased total open position to 76

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 148.15, which was -13.85 lower than the previous day. The implied volatity was 21.59, the open interest changed by 16 which increased total open position to 17

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 162, which was -222.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 162, which was -222.1 lower than the previous day. The implied volatity was 21.09, 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 384.1, which was 0 lower than the previous day. The implied volatity was 2.97, 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 384.1, which was 0 lower than the previous day. The implied volatity was 3.25, 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 384.1, which was 0 lower than the previous day. The implied volatity was 3.22, 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 384.1, which was 0 lower than the previous day. The implied volatity was 2.87, 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 384.1, which was 0 lower than the previous day. The implied volatity was 1.62, 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 384.1, 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 384.1, which was 0 lower than the previous day. The implied volatity was 1.57, 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 384.1, which was 0 lower than the previous day. The implied volatity was 0.78, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 9300 PE
Delta: -0.73 Vega: 7.13 Theta: -2.05 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	399 ₹ 29,925	79.8 5985.00	23.19	57 4,275	14 1,050	255 19,125
8 Dec	9026.00	314.8 ₹ 23,610	69.9 5242.50	21.50	188 14,100	2 150	244 18,300
5 Dec	9109.00	253.3 ₹ 18,997.5	-32.1 -2407.50	19.12	135 10,125	-1 -75	243 18,225
4 Dec	9085.00	284.8 ₹ 21,360	-68.95 -5171.25	20.38	48 3,600	-20 -1,500	245 18,375
3 Dec	9000.50	348.75 ₹ 26,156.25	54.6 4095.00	22.11	214 16,050	-83 -6,225	266 19,950
2 Dec	9085.50	290.4 ₹ 21,780	8.75 656.25	20.01	153 11,475	3 225	349 26,175
1 Dec	9096.00	285.25 ₹ 21,393.75	-30.55 -2291.25	20.40	382 28,650	93 6,975	349 26,175
28 Nov	9073.50	326.25 ₹ 24,468.75	2.1 157.50	23.21	113 8,475	15 1,125	262 19,650
27 Nov	9022.50	322.4 ₹ 24,180	78.85 5913.75	20.42	820 61,500	41 3,075	247 18,525
26 Nov	9164.00	243.55 ₹ 18,266.25	-97.65 -7323.75	19.11	316 23,700	4 300	205 15,375
25 Nov	9048.00	345.85 ₹ 25,938.75	-27.7 -2077.50	22.54	752 56,400	57 4,275	202 15,150
24 Nov	9007.50	372 ₹ 27,900	-96 -7200.00	23.12	179 13,425	92 6,900	136 10,200
21 Nov	8892.00	468 ₹ 35,100	53.2 3990.00	24.24	12 900	6 450	42 3,150
20 Nov	8979.50	409.7 ₹ 30,727.5	-55.5 -4162.50	24.15	48 3,600	35 2,625	36 2,700
19 Nov	8884.50	465.2 ₹ 34,890	-63.85 -4788.75	-	0 0	0 0	0 0
18 Nov	8921.00	465.2 ₹ 34,890	-63.85 -4788.75	-	0 0	1 75	0 0
17 Nov	8945.50	465.2 ₹ 34,890	-63.85 -4788.75	26.59	1 75	0 0	0 0
14 Nov	8843.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	529.05 ₹ 39,678.75	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9300 expiring on 30DEC2025

Delta for 9300 PE is -0.73

Historical price for 9300 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 399, which was 79.8 higher than the previous day. The implied volatity was 23.19, the open interest changed by 14 which increased total open position to 255

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 314.8, which was 69.9 higher than the previous day. The implied volatity was 21.50, the open interest changed by 2 which increased total open position to 244

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 253.3, which was -32.1 lower than the previous day. The implied volatity was 19.12, the open interest changed by -1 which decreased total open position to 243

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 284.8, which was -68.95 lower than the previous day. The implied volatity was 20.38, the open interest changed by -20 which decreased total open position to 245

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 348.75, which was 54.6 higher than the previous day. The implied volatity was 22.11, the open interest changed by -83 which decreased total open position to 266

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 290.4, which was 8.75 higher than the previous day. The implied volatity was 20.01, the open interest changed by 3 which increased total open position to 349

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 285.25, which was -30.55 lower than the previous day. The implied volatity was 20.40, the open interest changed by 93 which increased total open position to 349

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 326.25, which was 2.1 higher than the previous day. The implied volatity was 23.21, the open interest changed by 15 which increased total open position to 262

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 322.4, which was 78.85 higher than the previous day. The implied volatity was 20.42, the open interest changed by 41 which increased total open position to 247

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 243.55, which was -97.65 lower than the previous day. The implied volatity was 19.11, the open interest changed by 4 which increased total open position to 205

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 345.85, which was -27.7 lower than the previous day. The implied volatity was 22.54, the open interest changed by 57 which increased total open position to 202

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 372, which was -96 lower than the previous day. The implied volatity was 23.12, the open interest changed by 92 which increased total open position to 136

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 468, which was 53.2 higher than the previous day. The implied volatity was 24.24, the open interest changed by 6 which increased total open position to 42

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 409.7, which was -55.5 lower than the previous day. The implied volatity was 24.15, the open interest changed by 35 which increased total open position to 36

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 465.2, which was -63.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 465.2, which was -63.85 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 465.2, which was -63.85 lower than the previous day. The implied volatity was 26.59, 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 529.05, 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 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 529.05, 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 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 529.05, 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 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 529.05, 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 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 529.05, 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 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 529.05, 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 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 529.05, 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 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 529.05, 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 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 529.05, 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 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 529.05, 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 529.05, 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 529.05, 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

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