BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
14 Jan 2026 04:11 PM IST
| BAJAJ-AUTO 27-JAN-2026 9500 CE | ||||||||||||||||
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Delta: 0.64
Vega: 6.76
Theta: -6.03
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 14 Jan | 9579.50 | 180.25 | -6.9 | 16.94 | 7,052 | 95 | 1,404 | |||||||||
| 13 Jan | 9554.00 | 182.15 | 2.1 | 18.12 | 4,022 | 45 | 1,309 | |||||||||
| 12 Jan | 9491.00 | 176.05 | -45.7 | 21.83 | 4,744 | 620 | 1,245 | |||||||||
| 9 Jan | 9562.50 | 234.25 | -116.7 | 19.47 | 1,123 | -61 | 634 | |||||||||
| 8 Jan | 9760.50 | 341.8 | -45.3 | 18.14 | 716 | -137 | 698 | |||||||||
| 7 Jan | 9789.50 | 400 | 95.2 | 18.4 | 1,251 | -11 | 855 | |||||||||
| 6 Jan | 9661.00 | 308.4 | 93.75 | 19.15 | 3,604 | -537 | 866 | |||||||||
| 5 Jan | 9497.50 | 215.65 | -4.75 | 20.08 | 6,414 | -233 | 1,425 | |||||||||
| 2 Jan | 9502.50 | 215 | -60.25 | 18.34 | 18,622 | 104 | 1,657 | |||||||||
| 1 Jan | 9558.00 | 277 | 99.1 | 18.89 | 11,286 | 327 | 1,556 | |||||||||
| 31 Dec | 9343.00 | 180 | 28.35 | 21.37 | 6,846 | 18 | 1,229 | |||||||||
| 30 Dec | 9282.00 | 160 | 80.05 | 21.14 | 8,458 | 383 | 1,221 | |||||||||
| 29 Dec | 9087.00 | 80.7 | -0.2 | 19.63 | 919 | 121 | 836 | |||||||||
| 26 Dec | 9064.50 | 82 | -17.65 | 19.5 | 1,015 | 213 | 714 | |||||||||
| 24 Dec | 9170.00 | 100 | 13.4 | 17.37 | 905 | 170 | 505 | |||||||||
| 23 Dec | 9099.00 | 88.95 | -18 | 18.65 | 744 | 2 | 337 | |||||||||
| 22 Dec | 9164.00 | 97.6 | 23.45 | 17.13 | 664 | 132 | 327 | |||||||||
| 19 Dec | 9002.00 | 74.35 | 25.75 | 18.2 | 220 | 24 | 196 | |||||||||
| 18 Dec | 8831.00 | 49 | -17.4 | 19.11 | 82 | 27 | 172 | |||||||||
| 17 Dec | 8895.00 | 67 | -23.5 | 20.1 | 35 | 7 | 136 | |||||||||
| 16 Dec | 9008.00 | 90 | 5.05 | 19.24 | 85 | 50 | 128 | |||||||||
| 15 Dec | 8940.00 | 84.7 | -15.35 | 20.16 | 118 | 62 | 78 | |||||||||
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| 12 Dec | 9015.00 | 100.05 | -33.95 | 18.41 | 12 | 6 | 16 | |||||||||
| 11 Dec | 9053.50 | 134 | -17 | 20.03 | 8 | 3 | 9 | |||||||||
| 10 Dec | 8991.00 | 151 | -10.4 | - | 0 | 0 | 6 | |||||||||
| 9 Dec | 8961.00 | 151 | -10.4 | - | 0 | 0 | 0 | |||||||||
| 8 Dec | 9026.00 | 151 | -10.4 | - | 0 | 0 | 6 | |||||||||
| 5 Dec | 9109.00 | 151 | -10.4 | 18.49 | 4 | 3 | 6 | |||||||||
| 4 Dec | 9085.00 | 161.4 | -70.55 | 19.75 | 1 | 0 | 2 | |||||||||
| 3 Dec | 9000.50 | 231.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Dec | 9085.50 | 231.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Dec | 9096.00 | 231.95 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Nov | 9073.50 | 231.95 | 0 | - | 0 | 1 | 0 | |||||||||
| 27 Nov | 9022.50 | 231.95 | 0 | 24.24 | 1 | 0 | 1 | |||||||||
| 26 Nov | 9164.00 | 231.95 | -56.8 | 20.74 | 2 | 1 | 1 | |||||||||
For Bajaj Auto Limited - strike price 9500 expiring on 27JAN2026
Delta for 9500 CE is 0.64
Historical price for 9500 CE is as follows
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 180.25, which was -6.9 lower than the previous day. The implied volatity was 16.94, the open interest changed by 95 which increased total open position to 1404
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 182.15, which was 2.1 higher than the previous day. The implied volatity was 18.12, the open interest changed by 45 which increased total open position to 1309
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 176.05, which was -45.7 lower than the previous day. The implied volatity was 21.83, the open interest changed by 620 which increased total open position to 1245
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 234.25, which was -116.7 lower than the previous day. The implied volatity was 19.47, the open interest changed by -61 which decreased total open position to 634
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 341.8, which was -45.3 lower than the previous day. The implied volatity was 18.14, the open interest changed by -137 which decreased total open position to 698
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 400, which was 95.2 higher than the previous day. The implied volatity was 18.4, the open interest changed by -11 which decreased total open position to 855
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 308.4, which was 93.75 higher than the previous day. The implied volatity was 19.15, the open interest changed by -537 which decreased total open position to 866
On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 215.65, which was -4.75 lower than the previous day. The implied volatity was 20.08, the open interest changed by -233 which decreased total open position to 1425
On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 215, which was -60.25 lower than the previous day. The implied volatity was 18.34, the open interest changed by 104 which increased total open position to 1657
On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 277, which was 99.1 higher than the previous day. The implied volatity was 18.89, the open interest changed by 327 which increased total open position to 1556
On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 180, which was 28.35 higher than the previous day. The implied volatity was 21.37, the open interest changed by 18 which increased total open position to 1229
On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 160, which was 80.05 higher than the previous day. The implied volatity was 21.14, the open interest changed by 383 which increased total open position to 1221
On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 80.7, which was -0.2 lower than the previous day. The implied volatity was 19.63, the open interest changed by 121 which increased total open position to 836
On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 82, which was -17.65 lower than the previous day. The implied volatity was 19.5, the open interest changed by 213 which increased total open position to 714
On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 100, which was 13.4 higher than the previous day. The implied volatity was 17.37, the open interest changed by 170 which increased total open position to 505
On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 88.95, which was -18 lower than the previous day. The implied volatity was 18.65, the open interest changed by 2 which increased total open position to 337
On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 97.6, which was 23.45 higher than the previous day. The implied volatity was 17.13, the open interest changed by 132 which increased total open position to 327
On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 74.35, which was 25.75 higher than the previous day. The implied volatity was 18.2, the open interest changed by 24 which increased total open position to 196
On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 49, which was -17.4 lower than the previous day. The implied volatity was 19.11, the open interest changed by 27 which increased total open position to 172
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 67, which was -23.5 lower than the previous day. The implied volatity was 20.1, the open interest changed by 7 which increased total open position to 136
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 90, which was 5.05 higher than the previous day. The implied volatity was 19.24, the open interest changed by 50 which increased total open position to 128
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 84.7, which was -15.35 lower than the previous day. The implied volatity was 20.16, the open interest changed by 62 which increased total open position to 78
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 100.05, which was -33.95 lower than the previous day. The implied volatity was 18.41, the open interest changed by 6 which increased total open position to 16
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 134, which was -17 lower than the previous day. The implied volatity was 20.03, the open interest changed by 3 which increased total open position to 9
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 151, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 151, which was -10.4 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 151, which was -10.4 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 6
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 151, which was -10.4 lower than the previous day. The implied volatity was 18.49, the open interest changed by 3 which increased total open position to 6
On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 161.4, which was -70.55 lower than the previous day. The implied volatity was 19.75, the open interest changed by 0 which decreased total open position to 2
On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 231.95, 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 231.95, 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 231.95, 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 231.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 231.95, which was 0 lower than the previous day. The implied volatity was 24.24, the open interest changed by 0 which decreased total open position to 1
On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 231.95, which was -56.8 lower than the previous day. The implied volatity was 20.74, the open interest changed by 1 which increased total open position to 1
| BAJAJ-AUTO 27JAN2026 9500 PE | |||||||
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Delta: -0.39
Vega: 6.92
Theta: -4.76
Gamma: 0
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 14 Jan | 9579.50 | 110 | -18.1 | 21.83 | 3,319 | -2 | 1,333 |
| 13 Jan | 9554.00 | 132.6 | -11.9 | 23.21 | 2,215 | 132 | 1,339 |
| 12 Jan | 9491.00 | 150 | 22.05 | 20.71 | 4,736 | 204 | 1,208 |
| 9 Jan | 9562.50 | 114.45 | 28.25 | 20.14 | 5,924 | -256 | 1,006 |
| 8 Jan | 9760.50 | 89.6 | 3.1 | 23.08 | 4,478 | -267 | 1,265 |
| 7 Jan | 9789.50 | 83.65 | -37.9 | 24.08 | 5,160 | 146 | 1,533 |
| 6 Jan | 9661.00 | 120 | -74.65 | 23.3 | 6,710 | 575 | 1,387 |
| 5 Jan | 9497.50 | 193.7 | -2.05 | 23.79 | 4,266 | -211 | 823 |
| 2 Jan | 9502.50 | 195.75 | 28.65 | 22.89 | 8,431 | -27 | 1,034 |
| 1 Jan | 9558.00 | 164.7 | -106.4 | 22.9 | 3,038 | 708 | 1,076 |
| 31 Dec | 9343.00 | 272.85 | -36.3 | 22.1 | 522 | 91 | 366 |
| 30 Dec | 9282.00 | 304.4 | -168.95 | 22.63 | 320 | 98 | 265 |
| 29 Dec | 9087.00 | 473.35 | 3.35 | 26.76 | 50 | 25 | 167 |
| 26 Dec | 9064.50 | 470 | 72.1 | 23.65 | 31 | 18 | 139 |
| 24 Dec | 9170.00 | 397.9 | -33.1 | 23.15 | 120 | 81 | 120 |
| 23 Dec | 9099.00 | 431 | 30.05 | 20.48 | 6 | 2 | 39 |
| 22 Dec | 9164.00 | 400 | -115.5 | 21.81 | 45 | 9 | 35 |
| 19 Dec | 9002.00 | 515.5 | -204.5 | 22.55 | 3 | 1 | 26 |
| 18 Dec | 8831.00 | 720 | 165 | 30.5 | 1 | 0 | 24 |
| 17 Dec | 8895.00 | 555 | -15 | - | 0 | 0 | 24 |
| 16 Dec | 9008.00 | 555 | -15 | 25.23 | 1 | 0 | 23 |
| 15 Dec | 8940.00 | 570 | -90.4 | 21.96 | 5 | 3 | 22 |
| 12 Dec | 9015.00 | 660.4 | 130.4 | - | 0 | 0 | 19 |
| 11 Dec | 9053.50 | 660.4 | 130.4 | - | 0 | 0 | 19 |
| 10 Dec | 8991.00 | 660.4 | 130.4 | - | 0 | 0 | 19 |
| 9 Dec | 8961.00 | 660.4 | 130.4 | 29.84 | 1 | 0 | 19 |
| 8 Dec | 9026.00 | 530 | 50 | 24.72 | 18 | 0 | 1 |
| 5 Dec | 9109.00 | 480 | -161.4 | - | 0 | 0 | 0 |
| 4 Dec | 9085.00 | 480 | -161.4 | - | 0 | 0 | 0 |
| 3 Dec | 9000.50 | 480 | -161.4 | - | 0 | 1 | 0 |
| 2 Dec | 9085.50 | 480 | -161.4 | 22.13 | 1 | 0 | 0 |
| 1 Dec | 9096.00 | 641.4 | 0 | - | 0 | 0 | 0 |
| 28 Nov | 9073.50 | 641.4 | 0 | - | 0 | 0 | 0 |
| 27 Nov | 9022.50 | 641.4 | 0 | - | 0 | 0 | 0 |
| 26 Nov | 9164.00 | 641.4 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9500 expiring on 27JAN2026
Delta for 9500 PE is -0.39
Historical price for 9500 PE is as follows
On 14 Jan BAJAJ-AUTO was trading at 9579.50. The strike last trading price was 110, which was -18.1 lower than the previous day. The implied volatity was 21.83, the open interest changed by -2 which decreased total open position to 1333
On 13 Jan BAJAJ-AUTO was trading at 9554.00. The strike last trading price was 132.6, which was -11.9 lower than the previous day. The implied volatity was 23.21, the open interest changed by 132 which increased total open position to 1339
On 12 Jan BAJAJ-AUTO was trading at 9491.00. The strike last trading price was 150, which was 22.05 higher than the previous day. The implied volatity was 20.71, the open interest changed by 204 which increased total open position to 1208
On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 114.45, which was 28.25 higher than the previous day. The implied volatity was 20.14, the open interest changed by -256 which decreased total open position to 1006
On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 89.6, which was 3.1 higher than the previous day. The implied volatity was 23.08, the open interest changed by -267 which decreased total open position to 1265
On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 83.65, which was -37.9 lower than the previous day. The implied volatity was 24.08, the open interest changed by 146 which increased total open position to 1533
On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 120, which was -74.65 lower than the previous day. The implied volatity was 23.3, the open interest changed by 575 which increased total open position to 1387
On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 193.7, which was -2.05 lower than the previous day. The implied volatity was 23.79, the open interest changed by -211 which decreased total open position to 823
On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 195.75, which was 28.65 higher than the previous day. The implied volatity was 22.89, the open interest changed by -27 which decreased total open position to 1034
On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 164.7, which was -106.4 lower than the previous day. The implied volatity was 22.9, the open interest changed by 708 which increased total open position to 1076
On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 272.85, which was -36.3 lower than the previous day. The implied volatity was 22.1, the open interest changed by 91 which increased total open position to 366
On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 304.4, which was -168.95 lower than the previous day. The implied volatity was 22.63, the open interest changed by 98 which increased total open position to 265
On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 473.35, which was 3.35 higher than the previous day. The implied volatity was 26.76, the open interest changed by 25 which increased total open position to 167
On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 470, which was 72.1 higher than the previous day. The implied volatity was 23.65, the open interest changed by 18 which increased total open position to 139
On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 397.9, which was -33.1 lower than the previous day. The implied volatity was 23.15, the open interest changed by 81 which increased total open position to 120
On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 431, which was 30.05 higher than the previous day. The implied volatity was 20.48, the open interest changed by 2 which increased total open position to 39
On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 400, which was -115.5 lower than the previous day. The implied volatity was 21.81, the open interest changed by 9 which increased total open position to 35
On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 515.5, which was -204.5 lower than the previous day. The implied volatity was 22.55, the open interest changed by 1 which increased total open position to 26
On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 720, which was 165 higher than the previous day. The implied volatity was 30.5, the open interest changed by 0 which decreased total open position to 24
On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 555, which was -15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 24
On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 555, which was -15 lower than the previous day. The implied volatity was 25.23, the open interest changed by 0 which decreased total open position to 23
On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 570, which was -90.4 lower than the previous day. The implied volatity was 21.96, the open interest changed by 3 which increased total open position to 22
On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 660.4, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 660.4, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 660.4, which was 130.4 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 19
On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 660.4, which was 130.4 higher than the previous day. The implied volatity was 29.84, the open interest changed by 0 which decreased total open position to 19
On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 530, which was 50 higher than the previous day. The implied volatity was 24.72, the open interest changed by 0 which decreased total open position to 1
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 480, which was -161.4 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 480, which was -161.4 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 480, which was -161.4 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0
On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 480, which was -161.4 lower than the previous day. The implied volatity was 22.13, 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 641.4, 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 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 641.4, 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 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 641.4, 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 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 641.4, 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































































































































































































































