BAJAJ-AUTO

Bajaj Auto Limited

9597.5 +85.50 (0.90%)

L: 9382.5 H: 9626

Back to Option Chain

Historical option data for BAJAJ-AUTO
30 Jan 2026 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 24-FEB-2026 9500 CE
Delta: 0.6 Vega: 9.7 Theta: -6.99 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	9597.50	362.8 ₹ 27,210	60.05 4503.75	28.42	5,376 4,03,200	-125 -9,375	1,122 84,150
29 Jan	9512.00	300 ₹ 22,500	26.75 2006.25	25.59	4,679 3,50,925	380 28,500	1,248 93,600
28 Jan	9433.50	281.3 ₹ 21,097.5	-30.1 -2257.50	25.49	2,377 1,78,275	224 16,800	885 66,375
27 Jan	9492.00	314 ₹ 23,550	53.6 4020.00	26.42	1,384 1,03,800	106 7,950	661 49,575
23 Jan	9413.50	260 ₹ 19,500	23.05 1728.75	23.15	2,019 1,51,425	193 14,475	559 41,925
22 Jan	9370.00	243 ₹ 18,225	71.15 5336.25	22.75	554 41,550	90 6,750	366 27,450
21 Jan	9179.00	176.9 ₹ 13,267.5	-1.9 -142.50	24.35	371 27,825	81 6,075	277 20,775
20 Jan	9180.00	180.2 ₹ 13,515	-115.3 -8647.50	24.52	251 18,825	117 8,775	195 14,625
19 Jan	9429.50	293.15 ₹ 21,986.25	-44.1 -3307.50	24.52	51 3,825	19 1,425	77 5,775
16 Jan	9489.00	339 ₹ 25,425	-44.3 -3322.50	23.79	33 2,475	17 1,275	57 4,275
14 Jan	9579.50	383.3 ₹ 28,747.5	24.15 1811.25	23.21	19 1,425	-3 -225	38 2,850
13 Jan	9554.00	359 ₹ 26,925	-1 -75.00	21.25	26 1,950	7 525	40 3,000

12 Jan	9491.00	360 ₹ 27,000	-122.6 -9195.00	24.24	23 1,725	13 975	25 1,875
9 Jan	9562.50	499 ₹ 37,425	7 525.00	-	0 0	0 0	12 900
8 Jan	9760.50	499 ₹ 37,425	7 525.00	20.74	9 675	-5 -375	13 975
7 Jan	9789.50	492 ₹ 36,900	133 9975.00	-	0 0	0 0	18 1,350
6 Jan	9661.00	492 ₹ 36,900	133 9975.00	23.26	2 150	0 0	19 1,425
5 Jan	9497.50	359 ₹ 26,925	-76 -5700.00	20.85	4 300	3 225	18 1,350
2 Jan	9502.50	435 ₹ 32,625	27.1 2032.50	25.33	15 1,125	-1 -75	16 1,200
1 Jan	9558.00	402.85 ₹ 30,213.75	92.2 6915.00	19.01	17 1,275	11 825	18 1,350
31 Dec	9343.00	310 ₹ 23,250	-38.7 -2902.50	21.68	11 825	7 525	7 525

For Bajaj Auto Limited - strike price 9500 expiring on 24FEB2026

Delta for 9500 CE is 0.6

Historical price for 9500 CE is as follows

On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 362.8, which was 60.05 higher than the previous day. The implied volatity was 28.42, the open interest changed by -125 which decreased total open position to 1122

On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 300, which was 26.75 higher than the previous day. The implied volatity was 25.59, the open interest changed by 380 which increased total open position to 1248

On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 281.3, which was -30.1 lower than the previous day. The implied volatity was 25.49, the open interest changed by 224 which increased total open position to 885

On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 314, which was 53.6 higher than the previous day. The implied volatity was 26.42, the open interest changed by 106 which increased total open position to 661

On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 260, which was 23.05 higher than the previous day. The implied volatity was 23.15, the open interest changed by 193 which increased total open position to 559

On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 243, which was 71.15 higher than the previous day. The implied volatity was 22.75, the open interest changed by 90 which increased total open position to 366

On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 176.9, which was -1.9 lower than the previous day. The implied volatity was 24.35, the open interest changed by 81 which increased total open position to 277

On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 180.2, which was -115.3 lower than the previous day. The implied volatity was 24.52, the open interest changed by 117 which increased total open position to 195

On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 293.15, which was -44.1 lower than the previous day. The implied volatity was 24.52, the open interest changed by 19 which increased total open position to 77

On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 339, which was -44.3 lower than the previous day. The implied volatity was 23.79, the open interest changed by 17 which increased total open position to 57

On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 383.3, which was 24.15 higher than the previous day. The implied volatity was 23.21, the open interest changed by -3 which decreased total open position to 38

On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 359, which was -1 lower than the previous day. The implied volatity was 21.25, the open interest changed by 7 which increased total open position to 40

On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 360, which was -122.6 lower than the previous day. The implied volatity was 24.24, the open interest changed by 13 which increased total open position to 25

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 499, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 12

On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 499, which was 7 higher than the previous day. The implied volatity was 20.74, the open interest changed by -5 which decreased total open position to 13

On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 492, which was 133 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 18

On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 492, which was 133 higher than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 19

On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 359, which was -76 lower than the previous day. The implied volatity was 20.85, the open interest changed by 3 which increased total open position to 18

On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 435, which was 27.1 higher than the previous day. The implied volatity was 25.33, the open interest changed by -1 which decreased total open position to 16

On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 402.85, which was 92.2 higher than the previous day. The implied volatity was 19.01, the open interest changed by 11 which increased total open position to 18

On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 310, which was -38.7 lower than the previous day. The implied volatity was 21.68, the open interest changed by 7 which increased total open position to 7

BAJAJ-AUTO 24FEB2026 9500 PE
Delta: -0.41 Vega: 9.73 Theta: -4.78 Gamma: 0
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
30 Jan	9597.50	232.8 ₹ 17,460	-46.35 -3476.25	30.36	2,221 1,66,575	364 27,300	1,006 75,450
29 Jan	9512.00	285.75 ₹ 21,431.25	-27.05 -2028.75	32.15	1,273 95,475	183 13,725	645 48,375
28 Jan	9433.50	284.95 ₹ 21,371.25	6.9 517.50	29.66	567 42,525	30 2,250	462 34,650
27 Jan	9492.00	277.9 ₹ 20,842.5	-45.2 -3390.00	29.93	750 56,250	114 8,550	432 32,400
23 Jan	9413.50	319.5 ₹ 23,962.5	-12.1 -907.50	28.94	726 54,450	150 11,250	319 23,925
22 Jan	9370.00	332.6 ₹ 24,945	-118.15 -8861.25	28.27	138 10,350	26 1,950	169 12,675
21 Jan	9179.00	450.75 ₹ 33,806.25	3.45 258.75	28.69	46 3,450	-18 -1,350	145 10,875
20 Jan	9180.00	433 ₹ 32,475	131.55 9866.25	26.35	60 4,500	28 2,100	164 12,300
19 Jan	9429.50	309.2 ₹ 23,190	23.6 1770.00	26.58	17 1,275	4 300	137 10,275
16 Jan	9489.00	287.6 ₹ 21,570	32.6 2445.00	26.78	74 5,550	38 2,850	131 9,825
14 Jan	9579.50	254.7 ₹ 19,102.5	-39.8 -2985.00	26.47	12 900	7 525	94 7,050
13 Jan	9554.00	294.5 ₹ 22,087.5	24.5 1837.50	28.76	8 600	2 150	85 6,375
12 Jan	9491.00	270 ₹ 20,250	26 1950.00	24.23	41 3,075	5 375	84 6,300
9 Jan	9562.50	244 ₹ 18,300	55 4125.00	24.85	39 2,925	11 825	79 5,925
8 Jan	9760.50	189 ₹ 14,175	-3.85 -288.75	24.78	33 2,475	18 1,350	67 5,025
7 Jan	9789.50	185 ₹ 13,875	-37.8 -2835.00	25.98	55 4,125	6 450	47 3,525
6 Jan	9661.00	222.3 ₹ 16,672.5	-31.85 -2388.75	25.17	35 2,625	19 1,425	31 2,325
5 Jan	9497.50	254.15 ₹ 19,061.25	-30.85 -2313.75	22.55	3 225	2 150	12 900
2 Jan	9502.50	285 ₹ 21,375	-193.9 -14542.50	24.34	12 900	8 600	8 600
1 Jan	9558.00	478.9 ₹ 35,917.5	0 0.00	1.5	0 0	0 0	0 0
31 Dec	9343.00	478.9 ₹ 35,917.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9500 expiring on 24FEB2026

Delta for 9500 PE is -0.41

Historical price for 9500 PE is as follows

On 30 Jan BAJAJ-AUTO was trading at 9597.50. The strike last trading price was 232.8, which was -46.35 lower than the previous day. The implied volatity was 30.36, the open interest changed by 364 which increased total open position to 1006

On 29 Jan BAJAJ-AUTO was trading at 9512.00. The strike last trading price was 285.75, which was -27.05 lower than the previous day. The implied volatity was 32.15, the open interest changed by 183 which increased total open position to 645

On 28 Jan BAJAJ-AUTO was trading at 9433.50. The strike last trading price was 284.95, which was 6.9 higher than the previous day. The implied volatity was 29.66, the open interest changed by 30 which increased total open position to 462

On 27 Jan BAJAJ-AUTO was trading at 9492.00. The strike last trading price was 277.9, which was -45.2 lower than the previous day. The implied volatity was 29.93, the open interest changed by 114 which increased total open position to 432

On 23 Jan BAJAJ-AUTO was trading at 9413.50. The strike last trading price was 319.5, which was -12.1 lower than the previous day. The implied volatity was 28.94, the open interest changed by 150 which increased total open position to 319

On 22 Jan BAJAJ-AUTO was trading at 9370.00. The strike last trading price was 332.6, which was -118.15 lower than the previous day. The implied volatity was 28.27, the open interest changed by 26 which increased total open position to 169

On 21 Jan BAJAJ-AUTO was trading at 9179.00. The strike last trading price was 450.75, which was 3.45 higher than the previous day. The implied volatity was 28.69, the open interest changed by -18 which decreased total open position to 145

On 20 Jan BAJAJ-AUTO was trading at 9180.00. The strike last trading price was 433, which was 131.55 higher than the previous day. The implied volatity was 26.35, the open interest changed by 28 which increased total open position to 164

On 19 Jan BAJAJ-AUTO was trading at 9429.50. The strike last trading price was 309.2, which was 23.6 higher than the previous day. The implied volatity was 26.58, the open interest changed by 4 which increased total open position to 137

On 16 Jan BAJAJ-AUTO was trading at 9489.00. The strike last trading price was 287.6, which was 32.6 higher than the previous day. The implied volatity was 26.78, the open interest changed by 38 which increased total open position to 131

On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 254.7, which was -39.8 lower than the previous day. The implied volatity was 26.47, the open interest changed by 7 which increased total open position to 94

On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 294.5, which was 24.5 higher than the previous day. The implied volatity was 28.76, the open interest changed by 2 which increased total open position to 85

On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 270, which was 26 higher than the previous day. The implied volatity was 24.23, the open interest changed by 5 which increased total open position to 84

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 244, which was 55 higher than the previous day. The implied volatity was 24.85, the open interest changed by 11 which increased total open position to 79

On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 189, which was -3.85 lower than the previous day. The implied volatity was 24.78, the open interest changed by 18 which increased total open position to 67

On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 185, which was -37.8 lower than the previous day. The implied volatity was 25.98, the open interest changed by 6 which increased total open position to 47

On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 222.3, which was -31.85 lower than the previous day. The implied volatity was 25.17, the open interest changed by 19 which increased total open position to 31

On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 254.15, which was -30.85 lower than the previous day. The implied volatity was 22.55, the open interest changed by 2 which increased total open position to 12

On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 285, which was -193.9 lower than the previous day. The implied volatity was 24.34, the open interest changed by 8 which increased total open position to 8

On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 478.9, which was 0 lower than the previous day. The implied volatity was 1.5, the open interest changed by 0 which decreased total open position to 0

On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 478.9, 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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