[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9579.5 +25.50 (0.27%)
L: 9494 H: 9610

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Historical option data for BAJAJ-AUTO

14 Jan 2026 04:11 PM IST
BAJAJ-AUTO 27-JAN-2026 9500 CE
Delta: 0.64
Vega: 6.76
Theta: -6.03
Gamma: 0
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
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
Delta: -0.39
Vega: 6.92
Theta: -4.76
Gamma: 0
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