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

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 9400 CE
Delta: 0.17 Vega: 5.37 Theta: -2.86 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	36 ₹ 2,700	-19.7 -1477.50	19.27	1,687 1,26,525	-42 -3,150	1,224 91,800
8 Dec	9026.00	55.1 ₹ 4,132.5	-27.3 -2047.50	18.40	1,934 1,45,050	105 7,875	1,267 95,025
5 Dec	9109.00	80 ₹ 6,000	2.3 172.50	17.61	1,640 1,23,000	-28 -2,100	1,160 87,000
4 Dec	9085.00	78.1 ₹ 5,857.5	13.6 1020.00	17.77	1,237 92,775	-6 -450	1,189 89,175
3 Dec	9000.50	64.9 ₹ 4,867.5	-25.75 -1931.25	18.38	1,750 1,31,250	77 5,775	1,198 89,850
2 Dec	9085.50	89.9 ₹ 6,742.5	-12.45 -933.75	18.82	1,523 1,14,225	188 14,100	1,125 84,375
1 Dec	9096.00	102.1 ₹ 7,657.5	-2.2 -165.00	19.13	3,364 2,52,300	-118 -8,850	942 70,650
28 Nov	9073.50	100.1 ₹ 7,507.5	6.15 461.25	18.10	2,437 1,82,775	230 17,250	1,063 79,725
27 Nov	9022.50	94.5 ₹ 7,087.5	-37.3 -2797.50	18.45	2,265 1,69,875	140 10,500	835 62,625
26 Nov	9164.00	130.3 ₹ 9,772.5	26.25 1968.75	17.68	1,682 1,26,150	214 16,050	696 52,200
25 Nov	9048.00	107.9 ₹ 8,092.5	4.55 341.25	18.97	1,411 1,05,825	109 8,175	478 35,850
24 Nov	9007.50	103.65 ₹ 7,773.75	26.55 1991.25	19.14	687 51,525	78 5,850	367 27,525
21 Nov	8892.00	74.4 ₹ 5,580	-32.7 -2452.50	18.70	367 27,525	46 3,450	289 21,675
20 Nov	8979.50	107 ₹ 8,025	10.7 802.50	19.11	404 30,300	53 3,975	242 18,150
19 Nov	8884.50	96 ₹ 7,200	-18.65 -1398.75	20.86	149 11,175	-6 -450	189 14,175
18 Nov	8921.00	116.5 ₹ 8,737.5	-15.35 -1151.25	21.38	208 15,600	67 5,025	195 14,625
17 Nov	8945.50	127.55 ₹ 9,566.25	25.8 1935.00	21.12	113 8,475	-21 -1,575	126 9,450

14 Nov	8843.00	101.75 ₹ 7,631.25	-26.25 -1968.75	20.65	127 9,525	76 5,700	144 10,800
13 Nov	8867.50	128 ₹ 9,600	-0.75 -56.25	22.34	74 5,550	65 4,875	68 5,100
12 Nov	8868.00	128.75 ₹ 9,656.25	13.75 1031.25	-	0 0	0 0	0 0
11 Nov	8895.00	128.75 ₹ 9,656.25	13.75 1031.25	20.84	5 375	0 0	3 225
10 Nov	8772.00	115 ₹ 8,625	-45 -3375.00	22.68	3 225	0 0	2 150
7 Nov	8721.50	160 ₹ 12,000	-78 -5850.00	-	0 0	0 0	0 0
6 Nov	8720.50	160 ₹ 12,000	-78 -5850.00	-	0 0	0 0	0 0
4 Nov	8751.00	160 ₹ 12,000	-78 -5850.00	-	0 0	1 75	0 0
3 Nov	8922.50	160 ₹ 12,000	-78 -5850.00	20.58	1 75	0 0	1 75
31 Oct	8892.50	238 ₹ 17,850	-71.25 -5343.75	-	0 0	0 0	0 0
30 Oct	8923.00	238 ₹ 17,850	-71.25 -5343.75	-	0 0	0 0	0 0
29 Oct	9034.00	238 ₹ 17,850	-71.25 -5343.75	-	0 0	0 0	0 0
23 Oct	9047.00	238 ₹ 17,850	-71.25 -5343.75	20.92	1 75	0 0	0 0
9 Oct	8810.00	309.25 ₹ 23,193.75	0 0.00	-	0 0	0 0	0 0
8 Oct	8792.00	309.25 ₹ 23,193.75	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	309.25 ₹ 23,193.75	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9400 expiring on 30DEC2025

Delta for 9400 CE is 0.17

Historical price for 9400 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 36, which was -19.7 lower than the previous day. The implied volatity was 19.27, the open interest changed by -42 which decreased total open position to 1224

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 55.1, which was -27.3 lower than the previous day. The implied volatity was 18.40, the open interest changed by 105 which increased total open position to 1267

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 80, which was 2.3 higher than the previous day. The implied volatity was 17.61, the open interest changed by -28 which decreased total open position to 1160

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 78.1, which was 13.6 higher than the previous day. The implied volatity was 17.77, the open interest changed by -6 which decreased total open position to 1189

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 64.9, which was -25.75 lower than the previous day. The implied volatity was 18.38, the open interest changed by 77 which increased total open position to 1198

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 89.9, which was -12.45 lower than the previous day. The implied volatity was 18.82, the open interest changed by 188 which increased total open position to 1125

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 102.1, which was -2.2 lower than the previous day. The implied volatity was 19.13, the open interest changed by -118 which decreased total open position to 942

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 100.1, which was 6.15 higher than the previous day. The implied volatity was 18.10, the open interest changed by 230 which increased total open position to 1063

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 94.5, which was -37.3 lower than the previous day. The implied volatity was 18.45, the open interest changed by 140 which increased total open position to 835

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 130.3, which was 26.25 higher than the previous day. The implied volatity was 17.68, the open interest changed by 214 which increased total open position to 696

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 107.9, which was 4.55 higher than the previous day. The implied volatity was 18.97, the open interest changed by 109 which increased total open position to 478

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 103.65, which was 26.55 higher than the previous day. The implied volatity was 19.14, the open interest changed by 78 which increased total open position to 367

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 74.4, which was -32.7 lower than the previous day. The implied volatity was 18.70, the open interest changed by 46 which increased total open position to 289

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 107, which was 10.7 higher than the previous day. The implied volatity was 19.11, the open interest changed by 53 which increased total open position to 242

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 96, which was -18.65 lower than the previous day. The implied volatity was 20.86, the open interest changed by -6 which decreased total open position to 189

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 116.5, which was -15.35 lower than the previous day. The implied volatity was 21.38, the open interest changed by 67 which increased total open position to 195

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 127.55, which was 25.8 higher than the previous day. The implied volatity was 21.12, the open interest changed by -21 which decreased total open position to 126

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 101.75, which was -26.25 lower than the previous day. The implied volatity was 20.65, the open interest changed by 76 which increased total open position to 144

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 128, which was -0.75 lower than the previous day. The implied volatity was 22.34, the open interest changed by 65 which increased total open position to 68

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 128.75, which was 13.75 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 128.75, which was 13.75 higher than the previous day. The implied volatity was 20.84, the open interest changed by 0 which decreased total open position to 3

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 115, which was -45 lower than the previous day. The implied volatity was 22.68, the open interest changed by 0 which decreased total open position to 2

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 160, which was -78 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 160, which was -78 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 160, which was -78 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 160, which was -78 lower than the previous day. The implied volatity was 20.58, the open interest changed by 0 which decreased total open position to 1

On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 238, which was -71.25 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 238, which was -71.25 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 238, which was -71.25 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 238, which was -71.25 lower than the previous day. The implied volatity was 20.92, 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 309.25, 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 309.25, 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 309.25, 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 9400 PE
Delta: -0.78 Vega: 6.35 Theta: -1.56 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	479.95 ₹ 35,996.25	83.55 6266.25	23.83	34 2,550	0 0	339 25,425
8 Dec	9026.00	397.4 ₹ 29,805	78 5850.00	23.08	36 2,700	-10 -750	339 25,425
5 Dec	9109.00	320.5 ₹ 24,037.5	-37.7 -2827.50	19.34	46 3,450	-6 -450	348 26,100
4 Dec	9085.00	358.2 ₹ 26,865	-96.8 -7260.00	21.20	56 4,200	-1 -75	354 26,550
3 Dec	9000.50	455 ₹ 34,125	91.6 6870.00	26.38	27 2,025	-6 -450	355 26,625
2 Dec	9085.50	363.4 ₹ 27,255	15.9 1192.50	20.76	49 3,675	17 1,275	362 27,150
1 Dec	9096.00	353.4 ₹ 26,505	-22.3 -1672.50	20.81	349 26,175	99 7,425	345 25,875
28 Nov	9073.50	390.4 ₹ 29,280	-3.15 -236.25	23.37	88 6,600	19 1,425	242 18,150
27 Nov	9022.50	392.1 ₹ 29,407.5	87.15 6536.25	20.79	290 21,750	152 11,400	230 17,250
26 Nov	9164.00	306.2 ₹ 22,965	-47.8 -3585.00	19.50	58 4,350	18 1,350	77 5,775
25 Nov	9048.00	354 ₹ 26,550	-82.3 -6172.50	17.03	52 3,900	26 1,950	59 4,425
24 Nov	9007.50	436.3 ₹ 32,722.5	-126.4 -9480.00	23.06	30 2,250	16 1,200	34 2,550
21 Nov	8892.00	562.7 ₹ 42,202.5	71.65 5373.75	26.68	11 825	8 600	17 1,275
20 Nov	8979.50	491.05 ₹ 36,828.75	-397.35 -29801.25	25.63	9 675	8 600	8 600
19 Nov	8884.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
18 Nov	8921.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
23 Oct	9047.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
9 Oct	8810.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
8 Oct	8792.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	888.4 ₹ 66,630	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9400 expiring on 30DEC2025

Delta for 9400 PE is -0.78

Historical price for 9400 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 479.95, which was 83.55 higher than the previous day. The implied volatity was 23.83, the open interest changed by 0 which decreased total open position to 339

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 397.4, which was 78 higher than the previous day. The implied volatity was 23.08, the open interest changed by -10 which decreased total open position to 339

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 320.5, which was -37.7 lower than the previous day. The implied volatity was 19.34, the open interest changed by -6 which decreased total open position to 348

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 358.2, which was -96.8 lower than the previous day. The implied volatity was 21.20, the open interest changed by -1 which decreased total open position to 354

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 455, which was 91.6 higher than the previous day. The implied volatity was 26.38, the open interest changed by -6 which decreased total open position to 355

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 363.4, which was 15.9 higher than the previous day. The implied volatity was 20.76, the open interest changed by 17 which increased total open position to 362

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 353.4, which was -22.3 lower than the previous day. The implied volatity was 20.81, the open interest changed by 99 which increased total open position to 345

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 390.4, which was -3.15 lower than the previous day. The implied volatity was 23.37, the open interest changed by 19 which increased total open position to 242

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 392.1, which was 87.15 higher than the previous day. The implied volatity was 20.79, the open interest changed by 152 which increased total open position to 230

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 306.2, which was -47.8 lower than the previous day. The implied volatity was 19.50, the open interest changed by 18 which increased total open position to 77

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 354, which was -82.3 lower than the previous day. The implied volatity was 17.03, the open interest changed by 26 which increased total open position to 59

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 436.3, which was -126.4 lower than the previous day. The implied volatity was 23.06, the open interest changed by 16 which increased total open position to 34

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 562.7, which was 71.65 higher than the previous day. The implied volatity was 26.68, the open interest changed by 8 which increased total open position to 17

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 491.05, which was -397.35 lower than the previous day. The implied volatity was 25.63, the open interest changed by 8 which increased total open position to 8

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 888.4, 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 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 888.4, 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 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 888.4, 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 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 888.4, 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 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 888.4, 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 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 888.4, 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 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 888.4, 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 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 888.4, 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 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 888.4, 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 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 888.4, 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 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 888.4, 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 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 888.4, 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 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 888.4, 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 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 888.4, 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 888.4, 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 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 888.4, 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 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 888.4, 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 888.4, 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 888.4, 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

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