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 9500 CE
Delta: 0.13 Vega: 4.42 Theta: -2.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	26.2 ₹ 1,965	-14.05 -1053.75	20.01	2,613 1,95,975	5 375	3,342 2,50,650
8 Dec	9026.00	40 ₹ 3,000	-20.15 -1511.25	19.05	3,229 2,42,175	160 12,000	3,383 2,53,725
5 Dec	9109.00	58 ₹ 4,350	0.75 56.25	18.02	2,820 2,11,500	5 375	3,228 2,42,100
4 Dec	9085.00	58.9 ₹ 4,417.5	11.45 858.75	18.44	2,666 1,99,950	-196 -14,700	3,219 2,41,425
3 Dec	9000.50	48 ₹ 3,600	-19.85 -1488.75	18.86	3,423 2,56,725	261 19,575	3,415 2,56,125
2 Dec	9085.50	67.05 ₹ 5,028.75	-11.8 -885.00	19.13	4,574 3,43,050	-501 -37,575	3,149 2,36,175
1 Dec	9096.00	78.65 ₹ 5,898.75	-0.95 -71.25	19.58	11,328 8,49,600	728 54,600	3,650 2,73,750
28 Nov	9073.50	77.3 ₹ 5,797.5	6.4 480.00	18.57	4,832 3,62,400	558 41,850	2,922 2,19,150
27 Nov	9022.50	72.9 ₹ 5,467.5	-28.15 -2111.25	18.86	5,585 4,18,875	296 22,200	2,364 1,77,300
26 Nov	9164.00	101.35 ₹ 7,601.25	18.35 1376.25	18.06	4,807 3,60,525	-175 -13,125	2,061 1,54,575
25 Nov	9048.00	85.9 ₹ 6,442.5	4.4 330.00	19.49	6,410 4,80,750	245 18,375	2,223 1,66,725
24 Nov	9007.50	82.2 ₹ 6,165	20.55 1541.25	19.60	3,523 2,64,225	269 20,175	1,965 1,47,375
21 Nov	8892.00	59.45 ₹ 4,458.75	-26.85 -2013.75	19.26	995 74,625	178 13,350	1,706 1,27,950
20 Nov	8979.50	87.35 ₹ 6,551.25	9.15 686.25	19.71	1,523 1,14,225	156 11,700	1,522 1,14,150
19 Nov	8884.50	77.8 ₹ 5,835	-16.25 -1218.75	21.25	1,198 89,850	291 21,825	1,359 1,01,925
18 Nov	8921.00	94 ₹ 7,050	-12.1 -907.50	21.59	955 71,625	260 19,500	1,067 80,025
17 Nov	8945.50	106.95 ₹ 8,021.25	20.8 1560.00	21.69	1,414 1,06,050	-81 -6,075	821 61,575
14 Nov	8843.00	90.55 ₹ 6,791.25	-11.8 -885.00	21.57	705 52,875	305 22,875	888 66,600
13 Nov	8867.50	104.1 ₹ 7,807.5	10 750.00	22.40	879 65,925	490 36,750	582 43,650

12 Nov	8868.00	94.8 ₹ 7,110	-5.9 -442.50	21.05	116 8,700	-4 -300	93 6,975
11 Nov	8895.00	105.65 ₹ 7,923.75	20.8 1560.00	21.06	83 6,225	33 2,475	83 6,225
10 Nov	8772.00	84.85 ₹ 6,363.75	-6.45 -483.75	21.82	61 4,575	25 1,875	50 3,750
7 Nov	8721.50	93 ₹ 6,975	-10 -750.00	23.05	30 2,250	8 600	11 825
6 Nov	8720.50	103 ₹ 7,725	-203.65 -15273.75	23.82	3 225	2 150	2 150
4 Nov	8751.00	306.65 ₹ 22,998.75	0 0.00	4.16	0 0	0 0	0 0
3 Nov	8922.50	306.65 ₹ 22,998.75	0 0.00	2.93	0 0	0 0	0 0
31 Oct	8892.50	306.65 ₹ 22,998.75	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	306.65 ₹ 22,998.75	0 0.00	2.84	0 0	0 0	0 0
29 Oct	9034.00	306.65 ₹ 22,998.75	0 0.00	2.01	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9500 expiring on 30DEC2025

Delta for 9500 CE is 0.13

Historical price for 9500 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 26.2, which was -14.05 lower than the previous day. The implied volatity was 20.01, the open interest changed by 5 which increased total open position to 3342

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 40, which was -20.15 lower than the previous day. The implied volatity was 19.05, the open interest changed by 160 which increased total open position to 3383

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 58, which was 0.75 higher than the previous day. The implied volatity was 18.02, the open interest changed by 5 which increased total open position to 3228

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 58.9, which was 11.45 higher than the previous day. The implied volatity was 18.44, the open interest changed by -196 which decreased total open position to 3219

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 48, which was -19.85 lower than the previous day. The implied volatity was 18.86, the open interest changed by 261 which increased total open position to 3415

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 67.05, which was -11.8 lower than the previous day. The implied volatity was 19.13, the open interest changed by -501 which decreased total open position to 3149

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 78.65, which was -0.95 lower than the previous day. The implied volatity was 19.58, the open interest changed by 728 which increased total open position to 3650

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 77.3, which was 6.4 higher than the previous day. The implied volatity was 18.57, the open interest changed by 558 which increased total open position to 2922

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 72.9, which was -28.15 lower than the previous day. The implied volatity was 18.86, the open interest changed by 296 which increased total open position to 2364

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 101.35, which was 18.35 higher than the previous day. The implied volatity was 18.06, the open interest changed by -175 which decreased total open position to 2061

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 85.9, which was 4.4 higher than the previous day. The implied volatity was 19.49, the open interest changed by 245 which increased total open position to 2223

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 82.2, which was 20.55 higher than the previous day. The implied volatity was 19.60, the open interest changed by 269 which increased total open position to 1965

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 59.45, which was -26.85 lower than the previous day. The implied volatity was 19.26, the open interest changed by 178 which increased total open position to 1706

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 87.35, which was 9.15 higher than the previous day. The implied volatity was 19.71, the open interest changed by 156 which increased total open position to 1522

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 77.8, which was -16.25 lower than the previous day. The implied volatity was 21.25, the open interest changed by 291 which increased total open position to 1359

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 94, which was -12.1 lower than the previous day. The implied volatity was 21.59, the open interest changed by 260 which increased total open position to 1067

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 106.95, which was 20.8 higher than the previous day. The implied volatity was 21.69, the open interest changed by -81 which decreased total open position to 821

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 90.55, which was -11.8 lower than the previous day. The implied volatity was 21.57, the open interest changed by 305 which increased total open position to 888

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 104.1, which was 10 higher than the previous day. The implied volatity was 22.40, the open interest changed by 490 which increased total open position to 582

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 94.8, which was -5.9 lower than the previous day. The implied volatity was 21.05, the open interest changed by -4 which decreased total open position to 93

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 105.65, which was 20.8 higher than the previous day. The implied volatity was 21.06, the open interest changed by 33 which increased total open position to 83

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 84.85, which was -6.45 lower than the previous day. The implied volatity was 21.82, the open interest changed by 25 which increased total open position to 50

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 93, which was -10 lower than the previous day. The implied volatity was 23.05, the open interest changed by 8 which increased total open position to 11

On 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 103, which was -203.65 lower than the previous day. The implied volatity was 23.82, the open interest changed by 2 which increased total open position to 2

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 306.65, which was 0 lower than the previous day. The implied volatity was 4.16, 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 306.65, which was 0 lower than the previous day. The implied volatity was 2.93, 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 306.65, 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 306.65, which was 0 lower than the previous day. The implied volatity was 2.84, 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 306.65, which was 0 lower than the previous day. The implied volatity was 2.01, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 9500 PE
Delta: -0.81 Vega: 5.86 Theta: -1.51 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	574.2 ₹ 43,065	94.85 7113.75	26.06	8 600	-5 -375	318 23,850
8 Dec	9026.00	474 ₹ 35,550	78.2 5865.00	23.21	30 2,250	2 150	321 24,075
5 Dec	9109.00	395.35 ₹ 29,651.25	-38.3 -2872.50	19.65	20 1,500	4 300	319 23,925
4 Dec	9085.00	433.7 ₹ 32,527.5	-76.3 -5722.50	21.61	37 2,775	-2 -150	316 23,700
3 Dec	9000.50	510 ₹ 38,250	72.95 5471.25	24.24	48 3,600	-1 -75	316 23,700
2 Dec	9085.50	437.05 ₹ 32,778.75	11 825.00	20.95	38 2,850	18 1,350	316 23,700
1 Dec	9096.00	424 ₹ 31,800	-24.9 -1867.50	20.82	118 8,850	25 1,875	298 22,350
28 Nov	9073.50	460.55 ₹ 34,541.25	-43.5 -3262.50	23.60	23 1,725	11 825	272 20,400
27 Nov	9022.50	504.05 ₹ 37,803.75	133.65 10023.75	25.12	83 6,225	5 375	261 19,575
26 Nov	9164.00	373.3 ₹ 27,997.5	-111.3 -8347.50	19.70	309 23,175	38 2,850	233 17,475
25 Nov	9048.00	488 ₹ 36,600	-42.2 -3165.00	23.45	178 13,350	73 5,475	190 14,250
24 Nov	9007.50	530.2 ₹ 39,765	-116.25 -8718.75	25.46	68 5,100	23 1,725	116 8,700
21 Nov	8892.00	646 ₹ 48,450	81 6075.00	27.78	15 1,125	6 450	87 6,525
20 Nov	8979.50	565 ₹ 42,375	-84 -6300.00	26.13	42 3,150	28 2,100	80 6,000
19 Nov	8884.50	652 ₹ 48,900	33.35 2501.25	26.79	21 1,575	8 600	53 3,975
18 Nov	8921.00	616.95 ₹ 46,271.25	56.95 4271.25	26.23	47 3,525	41 3,075	45 3,375
17 Nov	8945.50	560 ₹ 42,000	-90 -6750.00	22.98	1 75	0 0	3 225
14 Nov	8843.00	650 ₹ 48,750	30 2250.00	-	0 0	1 75	0 0
13 Nov	8867.50	650 ₹ 48,750	30 2250.00	25.31	1 75	0 0	2 150
12 Nov	8868.00	620 ₹ 46,500	-29.45 -2208.75	-	0 0	2 150	0 0
11 Nov	8895.00	620 ₹ 46,500	-29.45 -2208.75	24.79	2 150	0 0	0 0
10 Nov	8772.00	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
6 Nov	8720.50	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	649.45 ₹ 48,708.75	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9500 expiring on 30DEC2025

Delta for 9500 PE is -0.81

Historical price for 9500 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 574.2, which was 94.85 higher than the previous day. The implied volatity was 26.06, the open interest changed by -5 which decreased total open position to 318

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 474, which was 78.2 higher than the previous day. The implied volatity was 23.21, the open interest changed by 2 which increased total open position to 321

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 395.35, which was -38.3 lower than the previous day. The implied volatity was 19.65, the open interest changed by 4 which increased total open position to 319

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 433.7, which was -76.3 lower than the previous day. The implied volatity was 21.61, the open interest changed by -2 which decreased total open position to 316

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 510, which was 72.95 higher than the previous day. The implied volatity was 24.24, the open interest changed by -1 which decreased total open position to 316

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 437.05, which was 11 higher than the previous day. The implied volatity was 20.95, the open interest changed by 18 which increased total open position to 316

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 424, which was -24.9 lower than the previous day. The implied volatity was 20.82, the open interest changed by 25 which increased total open position to 298

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 460.55, which was -43.5 lower than the previous day. The implied volatity was 23.60, the open interest changed by 11 which increased total open position to 272

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 504.05, which was 133.65 higher than the previous day. The implied volatity was 25.12, the open interest changed by 5 which increased total open position to 261

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 373.3, which was -111.3 lower than the previous day. The implied volatity was 19.70, the open interest changed by 38 which increased total open position to 233

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 488, which was -42.2 lower than the previous day. The implied volatity was 23.45, the open interest changed by 73 which increased total open position to 190

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 530.2, which was -116.25 lower than the previous day. The implied volatity was 25.46, the open interest changed by 23 which increased total open position to 116

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 646, which was 81 higher than the previous day. The implied volatity was 27.78, the open interest changed by 6 which increased total open position to 87

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 565, which was -84 lower than the previous day. The implied volatity was 26.13, the open interest changed by 28 which increased total open position to 80

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 652, which was 33.35 higher than the previous day. The implied volatity was 26.79, the open interest changed by 8 which increased total open position to 53

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 616.95, which was 56.95 higher than the previous day. The implied volatity was 26.23, the open interest changed by 41 which increased total open position to 45

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 560, which was -90 lower than the previous day. The implied volatity was 22.98, the open interest changed by 0 which decreased total open position to 3

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 650, which was 30 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 650, which was 30 higher than the previous day. The implied volatity was 25.31, the open interest changed by 0 which decreased total open position to 2

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 620, which was -29.45 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 620, which was -29.45 lower than the previous day. The implied volatity was 24.79, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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 649.45, 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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