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 9600 CE
Delta: 0.09 Vega: 3.53 Theta: -1.94 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	18.4 ₹ 1,380	-10.15 -761.25	20.53	1,269 95,175	-20 -1,500	988 74,100
8 Dec	9026.00	28.45 ₹ 2,133.75	-14.15 -1061.25	19.57	1,952 1,46,400	45 3,375	1,008 75,600
5 Dec	9109.00	41.5 ₹ 3,112.5	0.25 18.75	18.41	1,438 1,07,850	-53 -3,975	962 72,150
4 Dec	9085.00	41.95 ₹ 3,146.25	6.9 517.50	18.89	1,129 84,675	48 3,600	1,020 76,500
3 Dec	9000.50	35.15 ₹ 2,636.25	-14.35 -1076.25	19.29	1,274 95,550	-47 -3,525	973 72,975
2 Dec	9085.50	49.75 ₹ 3,731.25	-8.55 -641.25	19.48	999 74,925	79 5,925	1,016 76,200
1 Dec	9096.00	58 ₹ 4,350	-1.75 -131.25	19.72	2,316 1,73,700	96 7,200	937 70,275
28 Nov	9073.50	59.75 ₹ 4,481.25	5.95 446.25	19.08	1,024 76,800	9 675	843 63,225
27 Nov	9022.50	55 ₹ 4,125	-21.5 -1612.50	19.15	1,638 1,22,850	218 16,350	834 62,550
26 Nov	9164.00	76.6 ₹ 5,745	12 900.00	18.26	965 72,375	96 7,200	616 46,200
25 Nov	9048.00	66.45 ₹ 4,983.75	3.15 236.25	19.79	835 62,625	72 5,400	519 38,925
24 Nov	9007.50	63.35 ₹ 4,751.25	14.55 1091.25	19.84	756 56,700	181 13,575	441 33,075
21 Nov	8892.00	48.5 ₹ 3,637.5	-19.95 -1496.25	19.94	279 20,925	45 3,375	272 20,400

20 Nov	8979.50	67.7 ₹ 5,077.5	4.3 322.50	19.86	179 13,425	82 6,150	227 17,025
19 Nov	8884.50	63.45 ₹ 4,758.75	-12.4 -930.00	21.70	117 8,775	49 3,675	158 11,850
18 Nov	8921.00	77.8 ₹ 5,835	-9.7 -727.50	22.08	38 2,850	20 1,500	107 8,025
17 Nov	8945.50	86 ₹ 6,450	22.9 1717.50	21.84	60 4,500	7 525	86 6,450
14 Nov	8843.00	63.1 ₹ 4,732.5	-19.25 -1443.75	20.79	26 1,950	22 1,650	80 6,000
13 Nov	8867.50	83.05 ₹ 6,228.75	-0.95 -71.25	22.36	51 3,825	41 3,075	58 4,350
12 Nov	8868.00	84 ₹ 6,300	11 825.00	22.59	1 75	0 0	16 1,200
11 Nov	8895.00	73 ₹ 5,475	14 1050.00	19.90	1 75	0 0	16 1,200
10 Nov	8772.00	59 ₹ 4,425	-18 -1350.00	20.83	2 150	-1 -75	17 1,275
7 Nov	8721.50	77 ₹ 5,775	-7 -525.00	23.24	10 750	6 450	17 1,275
4 Nov	8751.00	84 ₹ 6,300	-57.65 -4323.75	22.50	2 150	-1 -75	11 825
3 Nov	8922.50	141.65 ₹ 10,623.75	16.65 1248.75	23.58	3 225	0 0	11 825
31 Oct	8892.50	125 ₹ 9,375	-16 -1200.00	-	3 225	0 0	10 750
30 Oct	8923.00	141 ₹ 10,575	-55.3 -4147.50	-	9 675	2 150	9 675
29 Oct	9034.00	196.3 ₹ 14,722.5	12.5 937.50	23.92	1 75	0 0	7 525
23 Oct	9047.00	182.8 ₹ 13,710	-70.05 -5253.75	21.70	7 525	2 150	2 150
9 Oct	8810.00	252.85 ₹ 18,963.75	0 0.00	-	0 0	0 0	0 0
8 Oct	8792.00	252.85 ₹ 18,963.75	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	252.85 ₹ 18,963.75	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9600 expiring on 30DEC2025

Delta for 9600 CE is 0.09

Historical price for 9600 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 18.4, which was -10.15 lower than the previous day. The implied volatity was 20.53, the open interest changed by -20 which decreased total open position to 988

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 28.45, which was -14.15 lower than the previous day. The implied volatity was 19.57, the open interest changed by 45 which increased total open position to 1008

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 41.5, which was 0.25 higher than the previous day. The implied volatity was 18.41, the open interest changed by -53 which decreased total open position to 962

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 41.95, which was 6.9 higher than the previous day. The implied volatity was 18.89, the open interest changed by 48 which increased total open position to 1020

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 35.15, which was -14.35 lower than the previous day. The implied volatity was 19.29, the open interest changed by -47 which decreased total open position to 973

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 49.75, which was -8.55 lower than the previous day. The implied volatity was 19.48, the open interest changed by 79 which increased total open position to 1016

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 58, which was -1.75 lower than the previous day. The implied volatity was 19.72, the open interest changed by 96 which increased total open position to 937

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 59.75, which was 5.95 higher than the previous day. The implied volatity was 19.08, the open interest changed by 9 which increased total open position to 843

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 55, which was -21.5 lower than the previous day. The implied volatity was 19.15, the open interest changed by 218 which increased total open position to 834

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 76.6, which was 12 higher than the previous day. The implied volatity was 18.26, the open interest changed by 96 which increased total open position to 616

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 66.45, which was 3.15 higher than the previous day. The implied volatity was 19.79, the open interest changed by 72 which increased total open position to 519

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 63.35, which was 14.55 higher than the previous day. The implied volatity was 19.84, the open interest changed by 181 which increased total open position to 441

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 48.5, which was -19.95 lower than the previous day. The implied volatity was 19.94, the open interest changed by 45 which increased total open position to 272

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 67.7, which was 4.3 higher than the previous day. The implied volatity was 19.86, the open interest changed by 82 which increased total open position to 227

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 63.45, which was -12.4 lower than the previous day. The implied volatity was 21.70, the open interest changed by 49 which increased total open position to 158

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 77.8, which was -9.7 lower than the previous day. The implied volatity was 22.08, the open interest changed by 20 which increased total open position to 107

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 86, which was 22.9 higher than the previous day. The implied volatity was 21.84, the open interest changed by 7 which increased total open position to 86

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 63.1, which was -19.25 lower than the previous day. The implied volatity was 20.79, the open interest changed by 22 which increased total open position to 80

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 83.05, which was -0.95 lower than the previous day. The implied volatity was 22.36, the open interest changed by 41 which increased total open position to 58

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 84, which was 11 higher than the previous day. The implied volatity was 22.59, the open interest changed by 0 which decreased total open position to 16

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 73, which was 14 higher than the previous day. The implied volatity was 19.90, the open interest changed by 0 which decreased total open position to 16

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 59, which was -18 lower than the previous day. The implied volatity was 20.83, the open interest changed by -1 which decreased total open position to 17

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 77, which was -7 lower than the previous day. The implied volatity was 23.24, the open interest changed by 6 which increased total open position to 17

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 84, which was -57.65 lower than the previous day. The implied volatity was 22.50, the open interest changed by -1 which decreased total open position to 11

On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 141.65, which was 16.65 higher than the previous day. The implied volatity was 23.58, the open interest changed by 0 which decreased total open position to 11

On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 125, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10

On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 141, which was -55.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 9

On 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 196.3, which was 12.5 higher than the previous day. The implied volatity was 23.92, the open interest changed by 0 which decreased total open position to 7

On 23 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 182.8, which was -70.05 lower than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 2

On 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 252.85, 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 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 252.85, 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 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 252.85, 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

BAJAJ-AUTO 30DEC2025 9600 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	496 ₹ 37,200	-29.85 -2238.75	-	0 0	0 0	0 0
8 Dec	9026.00	496 ₹ 37,200	-29.85 -2238.75	-	0 0	0 0	67 5,025
5 Dec	9109.00	496 ₹ 37,200	-29.85 -2238.75	21.74	2 150	0 0	65 4,875
4 Dec	9085.00	525.85 ₹ 39,438.75	-52.3 -3922.50	24.31	5 375	-1 -75	65 4,875
3 Dec	9000.50	578.15 ₹ 43,361.25	52.15 3911.25	22.73	4 300	-2 -150	65 4,875
2 Dec	9085.50	526 ₹ 39,450	-102.65 -7698.75	-	0 0	11 825	0 0
1 Dec	9096.00	526 ₹ 39,450	-102.65 -7698.75	24.06	62 4,650	10 750	66 4,950
28 Nov	9073.50	628.65 ₹ 47,148.75	74.95 5621.25	33.74	7 525	3 225	57 4,275
27 Nov	9022.50	553.7 ₹ 41,527.5	110.7 8302.50	22.37	37 2,775	-7 -525	53 3,975
26 Nov	9164.00	443 ₹ 33,225	-123.65 -9273.75	19.56	18 1,350	-1 -75	60 4,500
25 Nov	9048.00	564.35 ₹ 42,326.25	-18.7 -1402.50	23.76	69 5,175	45 3,375	54 4,050
24 Nov	9007.50	583.05 ₹ 43,728.75	-63.8 -4785.00	23.24	3 225	2 150	8 600
21 Nov	8892.00	646.85 ₹ 48,513.75	-382.1 -28657.50	-	0 0	6 450	0 0
20 Nov	8979.50	646.85 ₹ 48,513.75	-382.1 -28657.50	27.06	6 450	4 300	4 300
19 Nov	8884.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
18 Nov	8921.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
29 Oct	9034.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
23 Oct	9047.00	1028.95 ₹ 77,171.25	0 0.00	-	0 0	0 0	0 0
9 Oct	8810.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
8 Oct	8792.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9600 expiring on 30DEC2025

Delta for 9600 PE is -

Historical price for 9600 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 496, which was -29.85 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 496, which was -29.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 67

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 496, which was -29.85 lower than the previous day. The implied volatity was 21.74, the open interest changed by 0 which decreased total open position to 65

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 525.85, which was -52.3 lower than the previous day. The implied volatity was 24.31, the open interest changed by -1 which decreased total open position to 65

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 578.15, which was 52.15 higher than the previous day. The implied volatity was 22.73, the open interest changed by -2 which decreased total open position to 65

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 526, which was -102.65 lower than the previous day. The implied volatity was -, the open interest changed by 11 which increased total open position to 0

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 526, which was -102.65 lower than the previous day. The implied volatity was 24.06, the open interest changed by 10 which increased total open position to 66

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 628.65, which was 74.95 higher than the previous day. The implied volatity was 33.74, the open interest changed by 3 which increased total open position to 57

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 553.7, which was 110.7 higher than the previous day. The implied volatity was 22.37, the open interest changed by -7 which decreased total open position to 53

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 443, which was -123.65 lower than the previous day. The implied volatity was 19.56, the open interest changed by -1 which decreased total open position to 60

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 564.35, which was -18.7 lower than the previous day. The implied volatity was 23.76, the open interest changed by 45 which increased total open position to 54

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 583.05, which was -63.8 lower than the previous day. The implied volatity was 23.24, the open interest changed by 2 which increased total open position to 8

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 646.85, which was -382.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 646.85, which was -382.1 lower than the previous day. The implied volatity was 27.06, the open interest changed by 4 which increased total open position to 4

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 1028.95, 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 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 1028.95, 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 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 1028.95, 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 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 1028.95, 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 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 1028.95, 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 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 1028.95, 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 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 1028.95, 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 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 1028.95, 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 29 Oct BAJAJ-AUTO was trading at 9034.00. The strike last trading price was 1028.95, 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 Oct BAJAJ-AUTO was trading at 9047.00. The strike last trading price was 1028.95, 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 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 0, 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 Oct BAJAJ-AUTO was trading at 8792.00. The strike last trading price was 0, 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 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 0, 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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