[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9512 +78.50 (0.83%)
L: 9381.5 H: 9533

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Historical option data for BAJAJ-AUTO

29 Jan 2026 04:11 PM IST
BAJAJ-AUTO 24-FEB-2026 9400 CE
Delta: 0.63
Vega: 9.62
Theta: -6.12
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 9512.00 348.25 25.55 24.77 1,757 89 443
28 Jan 9433.50 339 -29.7 25.9 2,014 32 358
27 Jan 9492.00 376.15 68.3 27.11 901 110 326
23 Jan 9413.50 305.75 20.2 22.62 771 72 217
22 Jan 9370.00 295 89.1 22.97 190 16 142
21 Jan 9179.00 209.5 -11.05 23.86 41 8 125
20 Jan 9180.00 212 -136.15 23.98 134 78 116
19 Jan 9429.50 348.1 -31.9 24.85 9 6 37
16 Jan 9489.00 379.95 6.4 22.58 18 12 33
14 Jan 9579.50 373.55 17.85 - 0 0 21
13 Jan 9554.00 373.55 17.85 17.37 1 0 0
12 Jan 9491.00 355.7 -177.1 18.9 5 0 20
9 Jan 9562.50 532.8 80.95 - 0 0 20
8 Jan 9760.50 532.8 80.95 - 0 0 20
7 Jan 9789.50 532.8 80.95 - 0 0 20
6 Jan 9661.00 532.8 80.95 21.35 5 0 20
5 Jan 9497.50 451.85 27.75 23.53 4 1 20
2 Jan 9502.50 424.1 81.3 20.48 23 5 18
1 Jan 9558.00 342.8 -16 8.05 4 3 13
31 Dec 9343.00 359.6 109.6 22.07 16 8 10
30 Dec 9282.00 250 -179.6 16.09 3 1 1
29 Dec 9087.00 429.6 0 - 0 0 0
26 Dec 9064.50 429.6 0 - 0 0 0
24 Dec 9170.00 429.6 0 0.51 0 0 0
23 Dec 9099.00 429.6 - - 0 0 0
22 Dec 9164.00 429.6 0 - 0 0 0
19 Dec 9002.00 429.6 0 - 0 0 0
18 Dec 8831.00 429.6 0 - 0 0 0
17 Dec 8895.00 429.6 0 2.17 0 0 0
16 Dec 9008.00 429.6 0 1.44 0 0 0
15 Dec 8940.00 429.6 0 1.83 0 0 0
12 Dec 9015.00 429.6 0 1.2 0 0 0
11 Dec 9053.50 429.6 0 - 0 0 0
10 Dec 8991.00 429.6 0 1.37 0 0 0
9 Dec 8961.00 429.6 0 - 0 0 0
8 Dec 9026.00 429.6 0 1.07 0 0 0
5 Dec 9109.00 429.6 0 - 0 0 0
4 Dec 9085.00 - - - 0 0 0
3 Dec 9000.50 429.6 0 - 0 0 0
2 Dec 9085.50 429.6 0 0.61 0 0 0
1 Dec 9096.00 429.6 0 0.57 0 0 0
28 Nov 9073.50 - - - 0 0 0
27 Nov 9022.50 429.6 0 0.86 0 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 24FEB2026

Delta for 9400 CE is 0.63

Historical price for 9400 CE is as follows

On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 348.25, which was 25.55 higher than the previous day. The implied volatity was 24.77, the open interest changed by 89 which increased total open position to 443


On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 339, which was -29.7 lower than the previous day. The implied volatity was 25.9, the open interest changed by 32 which increased total open position to 358


On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 376.15, which was 68.3 higher than the previous day. The implied volatity was 27.11, the open interest changed by 110 which increased total open position to 326


On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 305.75, which was 20.2 higher than the previous day. The implied volatity was 22.62, the open interest changed by 72 which increased total open position to 217


On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 295, which was 89.1 higher than the previous day. The implied volatity was 22.97, the open interest changed by 16 which increased total open position to 142


On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 209.5, which was -11.05 lower than the previous day. The implied volatity was 23.86, the open interest changed by 8 which increased total open position to 125


On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 212, which was -136.15 lower than the previous day. The implied volatity was 23.98, the open interest changed by 78 which increased total open position to 116


On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 348.1, which was -31.9 lower than the previous day. The implied volatity was 24.85, the open interest changed by 6 which increased total open position to 37


On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 379.95, which was 6.4 higher than the previous day. The implied volatity was 22.58, the open interest changed by 12 which increased total open position to 33


On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 373.55, which was 17.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 21


On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 373.55, which was 17.85 higher than the previous day. The implied volatity was 17.37, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 355.7, which was -177.1 lower than the previous day. The implied volatity was 18.9, the open interest changed by 0 which decreased total open position to 20


On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 532.8, which was 80.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 532.8, which was 80.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 532.8, which was 80.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 20


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 532.8, which was 80.95 higher than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 20


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 451.85, which was 27.75 higher than the previous day. The implied volatity was 23.53, the open interest changed by 1 which increased total open position to 20


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 424.1, which was 81.3 higher than the previous day. The implied volatity was 20.48, the open interest changed by 5 which increased total open position to 18


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 342.8, which was -16 lower than the previous day. The implied volatity was 8.05, the open interest changed by 3 which increased total open position to 13


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 359.6, which was 109.6 higher than the previous day. The implied volatity was 22.07, the open interest changed by 8 which increased total open position to 10


On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 250, which was -179.6 lower than the previous day. The implied volatity was 16.09, the open interest changed by 1 which increased total open position to 1


On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 429.6, 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 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 429.6, 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 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 0.51, the open interest changed by 0 which decreased total open position to 0


On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 429.6, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 429.6, 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 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 429.6, 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 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 429.6, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 2.17, the open interest changed by 0 which decreased total open position to 0


On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 1.44, the open interest changed by 0 which decreased total open position to 0


On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 1.83, 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 429.6, which was 0 lower than the previous day. The implied volatity was 1.2, the open interest changed by 0 which decreased total open position to 0


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 429.6, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0


On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 429.6, 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 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 1.07, the open interest changed by 0 which decreased total open position to 0


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 429.6, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was -, which was - lower 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 429.6, 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 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 0.61, the open interest changed by 0 which decreased total open position to 0


On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 429.6, which was 0 lower than the previous day. The implied volatity was 0.57, the open interest changed by 0 which decreased total open position to 0


On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was -, which was - 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 429.6, which was 0 lower than the previous day. The implied volatity was 0.86, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 24FEB2026 9400 PE
Delta: -0.39
Vega: 9.77
Theta: -4.79
Gamma: 0
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 9512.00 232.45 -31.05 31.3 1,199 58 472
28 Jan 9433.50 248 14.15 30.63 1,080 -15 415
27 Jan 9492.00 234.6 -35.6 30.1 1,007 157 432
23 Jan 9413.50 275 -3.7 29.32 786 152 276
22 Jan 9370.00 287.3 -97.45 28.7 146 37 120
21 Jan 9179.00 384.75 24.35 28.13 14 -5 83
20 Jan 9180.00 370.75 103.95 26.2 25 2 89
19 Jan 9429.50 266.8 29.15 27.08 26 2 86
16 Jan 9489.00 240.5 40.5 26.58 15 7 82
14 Jan 9579.50 200 34.5 - 0 0 75
13 Jan 9554.00 200 34.5 - 0 0 0
12 Jan 9491.00 200 34.5 - 0 0 75
9 Jan 9562.50 200 34.5 24.48 9 1 77
8 Jan 9760.50 157 -37.95 - 0 0 76
7 Jan 9789.50 157 -37.95 26.23 20 16 76
6 Jan 9661.00 194.95 -55.75 25.85 23 4 59
5 Jan 9497.50 252.8 6.85 25.61 27 8 51
2 Jan 9502.50 245.95 31.45 24.61 44 21 42
1 Jan 9558.00 212.65 -88 24.27 13 9 18
31 Dec 9343.00 300.65 -339.3 23.89 9 8 8
30 Dec 9282.00 639.95 0 0.26 0 0 0
29 Dec 9087.00 639.95 0 - 0 0 0
26 Dec 9064.50 639.95 0 - 0 0 0
24 Dec 9170.00 639.95 0 - 0 0 0
23 Dec 9099.00 639.95 - - 0 0 0
22 Dec 9164.00 639.95 0 - 0 0 0
19 Dec 9002.00 639.95 0 - 0 0 0
18 Dec 8831.00 639.95 0 - 0 0 0
17 Dec 8895.00 639.95 0 - 0 0 0
16 Dec 9008.00 639.95 0 - 0 0 0
15 Dec 8940.00 639.95 0 - 0 0 0
12 Dec 9015.00 639.95 0 - 0 0 0
11 Dec 9053.50 639.95 0 - 0 0 0
10 Dec 8991.00 639.95 0 - 0 0 0
9 Dec 8961.00 639.95 0 - 0 0 0
8 Dec 9026.00 639.95 0 - 0 0 0
5 Dec 9109.00 639.95 0 - 0 0 0
4 Dec 9085.00 - - - 0 0 0
3 Dec 9000.50 639.95 0 - 0 0 0
2 Dec 9085.50 639.95 0 - 0 0 0
1 Dec 9096.00 639.95 0 - 0 0 0
28 Nov 9073.50 - - - 0 0 0
27 Nov 9022.50 639.95 0 - 0 0 0


For Bajaj Auto Limited - strike price 9400 expiring on 24FEB2026

Delta for 9400 PE is -0.39

Historical price for 9400 PE is as follows

On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 232.45, which was -31.05 lower than the previous day. The implied volatity was 31.3, the open interest changed by 58 which increased total open position to 472


On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 248, which was 14.15 higher than the previous day. The implied volatity was 30.63, the open interest changed by -15 which decreased total open position to 415


On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 234.6, which was -35.6 lower than the previous day. The implied volatity was 30.1, the open interest changed by 157 which increased total open position to 432


On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 275, which was -3.7 lower than the previous day. The implied volatity was 29.32, the open interest changed by 152 which increased total open position to 276


On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 287.3, which was -97.45 lower than the previous day. The implied volatity was 28.7, the open interest changed by 37 which increased total open position to 120


On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 384.75, which was 24.35 higher than the previous day. The implied volatity was 28.13, the open interest changed by -5 which decreased total open position to 83


On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 370.75, which was 103.95 higher than the previous day. The implied volatity was 26.2, the open interest changed by 2 which increased total open position to 89


On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 266.8, which was 29.15 higher than the previous day. The implied volatity was 27.08, the open interest changed by 2 which increased total open position to 86


On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 240.5, which was 40.5 higher than the previous day. The implied volatity was 26.58, the open interest changed by 7 which increased total open position to 82


On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 200, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75


On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 200, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 200, which was 34.5 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 75


On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 200, which was 34.5 higher than the previous day. The implied volatity was 24.48, the open interest changed by 1 which increased total open position to 77


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 157, which was -37.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 76


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 157, which was -37.95 lower than the previous day. The implied volatity was 26.23, the open interest changed by 16 which increased total open position to 76


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 194.95, which was -55.75 lower than the previous day. The implied volatity was 25.85, the open interest changed by 4 which increased total open position to 59


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 252.8, which was 6.85 higher than the previous day. The implied volatity was 25.61, the open interest changed by 8 which increased total open position to 51


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 245.95, which was 31.45 higher than the previous day. The implied volatity was 24.61, the open interest changed by 21 which increased total open position to 42


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 212.65, which was -88 lower than the previous day. The implied volatity was 24.27, the open interest changed by 9 which increased total open position to 18


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 300.65, which was -339.3 lower than the previous day. The implied volatity was 23.89, the open interest changed by 8 which increased total open position to 8


On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 639.95, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 639.95, 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 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 639.95, 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 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 639.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 639.95, 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 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 639.95, 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 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 639.95, 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 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 639.95, 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 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 639.95, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was -, which was - lower 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 639.95, 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 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 639.95, 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 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 639.95, 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 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was -, which was - 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 639.95, 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