[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9562.5 -198.00 (-2.03%)
L: 9538 H: 9830

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Historical option data for BAJAJ-AUTO

09 Jan 2026 04:11 PM IST
BAJAJ-AUTO 27-JAN-2026 9600 CE
Delta: 0.53
Vega: 8.46
Theta: -5.93
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 9562.50 178.3 -101.95 19.49 3,458 168 1,040
8 Jan 9760.50 275.95 -40.05 18.84 1,378 -120 872
7 Jan 9789.50 326.5 82.5 18.70 2,373 -8 993
6 Jan 9661.00 247.5 79.15 19.50 7,699 -997 1,003
5 Jan 9497.50 168.8 -5 20.34 8,839 718 2,032
2 Jan 9502.50 168 -53.95 18.64 15,769 241 1,316
1 Jan 9558.00 225.6 83.7 19.61 6,976 260 1,063
31 Dec 9343.00 143.55 23.1 22.05 2,882 262 804
30 Dec 9282.00 127 66.25 21.44 2,473 201 537
29 Dec 9087.00 60.8 -1 19.93 376 77 334
26 Dec 9064.50 60.8 -16.2 19.56 261 131 258
24 Dec 9170.00 77.5 9.05 17.85 81 10 126
23 Dec 9099.00 69.05 -14.55 19.03 101 39 116
22 Dec 9164.00 82.45 -47.55 18.32 122 64 74
19 Dec 9002.00 130 -1.65 - 0 0 10
18 Dec 8831.00 130 -1.65 - 0 0 10
17 Dec 8895.00 130 -1.65 - 0 0 10
16 Dec 9008.00 130 -1.65 - 0 0 10
15 Dec 8940.00 130 -1.65 - 0 0 0
12 Dec 9015.00 130 -1.65 - 0 0 10
11 Dec 9053.50 130 -1.65 - 0 0 10
10 Dec 8991.00 130 -1.65 - 0 0 10
9 Dec 8961.00 130 -1.65 - 0 0 0
8 Dec 9026.00 130 -1.65 - 0 0 10
5 Dec 9109.00 130 -1.65 19.24 2 0 10
4 Dec 9085.00 131.65 -26.85 19.79 7 4 8
3 Dec 9000.50 158.5 -23.8 - 0 0 0
2 Dec 9085.50 158.5 -23.8 - 0 0 0
1 Dec 9096.00 158.5 -23.8 - 0 0 0
28 Nov 9073.50 158.5 -23.8 - 0 0 0
27 Nov 9022.50 158.5 -23.8 21.22 1 0 4
26 Nov 9164.00 182.3 -193.25 19.80 4 3 3
18 Nov 8921.00 375.55 0 - 0 0 0
13 Nov 8867.50 375.55 0 3.23 0 0 0
11 Nov 8895.00 375.55 0 2.94 0 0 0
7 Nov 8721.50 375.55 0 3.86 0 0 0
6 Nov 8720.50 375.55 0 - 0 0 0
4 Nov 8751.00 375.55 0 3.54 0 0 0
3 Nov 8922.50 375.55 0 2.55 0 0 0
31 Oct 8892.50 375.55 0 - 0 0 0
30 Oct 8923.00 375.55 0 - 0 0 0


For Bajaj Auto Limited - strike price 9600 expiring on 27JAN2026

Delta for 9600 CE is 0.53

Historical price for 9600 CE is as follows

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 178.3, which was -101.95 lower than the previous day. The implied volatity was 19.49, the open interest changed by 168 which increased total open position to 1040


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 275.95, which was -40.05 lower than the previous day. The implied volatity was 18.84, the open interest changed by -120 which decreased total open position to 872


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 326.5, which was 82.5 higher than the previous day. The implied volatity was 18.70, the open interest changed by -8 which decreased total open position to 993


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 247.5, which was 79.15 higher than the previous day. The implied volatity was 19.50, the open interest changed by -997 which decreased total open position to 1003


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 168.8, which was -5 lower than the previous day. The implied volatity was 20.34, the open interest changed by 718 which increased total open position to 2032


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 168, which was -53.95 lower than the previous day. The implied volatity was 18.64, the open interest changed by 241 which increased total open position to 1316


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 225.6, which was 83.7 higher than the previous day. The implied volatity was 19.61, the open interest changed by 260 which increased total open position to 1063


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 143.55, which was 23.1 higher than the previous day. The implied volatity was 22.05, the open interest changed by 262 which increased total open position to 804


On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 127, which was 66.25 higher than the previous day. The implied volatity was 21.44, the open interest changed by 201 which increased total open position to 537


On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 60.8, which was -1 lower than the previous day. The implied volatity was 19.93, the open interest changed by 77 which increased total open position to 334


On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 60.8, which was -16.2 lower than the previous day. The implied volatity was 19.56, the open interest changed by 131 which increased total open position to 258


On 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 77.5, which was 9.05 higher than the previous day. The implied volatity was 17.85, the open interest changed by 10 which increased total open position to 126


On 23 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 69.05, which was -14.55 lower than the previous day. The implied volatity was 19.03, the open interest changed by 39 which increased total open position to 116


On 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 82.45, which was -47.55 lower than the previous day. The implied volatity was 18.32, the open interest changed by 64 which increased total open position to 74


On 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 18 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 17 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 130, which was -1.65 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 130, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 10


On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 130, which was -1.65 lower than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 10


On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 131.65, which was -26.85 lower than the previous day. The implied volatity was 19.79, the open interest changed by 4 which increased total open position to 8


On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 158.5, which was -23.8 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 158.5, which was -23.8 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 158.5, which was -23.8 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 158.5, which was -23.8 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 158.5, which was -23.8 lower than the previous day. The implied volatity was 21.22, the open interest changed by 0 which decreased total open position to 4


On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 182.3, which was -193.25 lower than the previous day. The implied volatity was 19.80, the open interest changed by 3 which increased total open position to 3


On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 375.55, 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 375.55, which was 0 lower than the previous day. The implied volatity was 3.23, 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 375.55, which was 0 lower than the previous day. The implied volatity was 2.94, 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 375.55, which was 0 lower than the previous day. The implied volatity was 3.86, 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 375.55, 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 375.55, which was 0 lower than the previous day. The implied volatity was 3.54, 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 375.55, which was 0 lower than the previous day. The implied volatity was 2.55, 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 375.55, 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 375.55, 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 27JAN2026 9600 PE
Delta: -0.47
Vega: 8.46
Theta: -3.39
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
9 Jan 9562.50 155.45 38.35 19.83 5,015 -294 885
8 Jan 9760.50 121.5 5.8 23.81 3,453 -94 1,179
7 Jan 9789.50 111.65 -48.75 23.88 3,989 69 1,273
6 Jan 9661.00 159 -87.55 23.39 6,346 330 1,204
5 Jan 9497.50 246.45 -1.95 24.04 2,412 10 875
2 Jan 9502.50 248.3 31.25 23.16 4,168 284 866
1 Jan 9558.00 207.4 -125.4 22.90 1,071 540 583
31 Dec 9343.00 333.3 -42.1 22.73 47 16 40
30 Dec 9282.00 380.6 -181.75 24.03 28 23 25
29 Dec 9087.00 562.35 -210.6 28.78 2 0 0
26 Dec 9064.50 772.95 0 - 0 0 0
24 Dec 9170.00 772.95 0 - 0 0 0
23 Dec 9099.00 772.95 0 - 0 0 0
22 Dec 9164.00 772.95 0 - 0 0 0
19 Dec 9002.00 772.95 0 - 0 0 0
18 Dec 8831.00 772.95 0 - 0 0 0
17 Dec 8895.00 772.95 0 - 0 0 0
16 Dec 9008.00 772.95 0 - 0 0 0
15 Dec 8940.00 772.95 0 - 0 0 0
12 Dec 9015.00 772.95 0 - 0 0 0
11 Dec 9053.50 772.95 0 - 0 0 0
10 Dec 8991.00 772.95 0 - 0 0 0
9 Dec 8961.00 772.95 0 - 0 0 0
8 Dec 9026.00 772.95 0 - 0 0 0
5 Dec 9109.00 772.95 0 - 0 0 0
4 Dec 9085.00 772.95 0 - 0 0 0
3 Dec 9000.50 772.95 0 - 0 0 0
2 Dec 9085.50 772.95 0 - 0 0 0
1 Dec 9096.00 772.95 0 - 0 0 0
28 Nov 9073.50 772.95 0 - 0 0 0
27 Nov 9022.50 772.95 0 - 0 0 0
26 Nov 9164.00 772.95 0 - 0 0 0
18 Nov 8921.00 772.95 0 - 0 0 0
13 Nov 8867.50 772.95 0 - 0 0 0
11 Nov 8895.00 772.95 0 - 0 0 0
7 Nov 8721.50 772.95 0 - 0 0 0
6 Nov 8720.50 772.95 0 - 0 0 0
4 Nov 8751.00 772.95 0 - 0 0 0
3 Nov 8922.50 772.95 0 - 0 0 0
31 Oct 8892.50 772.95 0 - 0 0 0
30 Oct 8923.00 0 0 - 0 0 0


For Bajaj Auto Limited - strike price 9600 expiring on 27JAN2026

Delta for 9600 PE is -0.47

Historical price for 9600 PE is as follows

On 9 Jan BAJAJ-AUTO was trading at 9562.50. The strike last trading price was 155.45, which was 38.35 higher than the previous day. The implied volatity was 19.83, the open interest changed by -294 which decreased total open position to 885


On 8 Jan BAJAJ-AUTO was trading at 9760.50. The strike last trading price was 121.5, which was 5.8 higher than the previous day. The implied volatity was 23.81, the open interest changed by -94 which decreased total open position to 1179


On 7 Jan BAJAJ-AUTO was trading at 9789.50. The strike last trading price was 111.65, which was -48.75 lower than the previous day. The implied volatity was 23.88, the open interest changed by 69 which increased total open position to 1273


On 6 Jan BAJAJ-AUTO was trading at 9661.00. The strike last trading price was 159, which was -87.55 lower than the previous day. The implied volatity was 23.39, the open interest changed by 330 which increased total open position to 1204


On 5 Jan BAJAJ-AUTO was trading at 9497.50. The strike last trading price was 246.45, which was -1.95 lower than the previous day. The implied volatity was 24.04, the open interest changed by 10 which increased total open position to 875


On 2 Jan BAJAJ-AUTO was trading at 9502.50. The strike last trading price was 248.3, which was 31.25 higher than the previous day. The implied volatity was 23.16, the open interest changed by 284 which increased total open position to 866


On 1 Jan BAJAJ-AUTO was trading at 9558.00. The strike last trading price was 207.4, which was -125.4 lower than the previous day. The implied volatity was 22.90, the open interest changed by 540 which increased total open position to 583


On 31 Dec BAJAJ-AUTO was trading at 9343.00. The strike last trading price was 333.3, which was -42.1 lower than the previous day. The implied volatity was 22.73, the open interest changed by 16 which increased total open position to 40


On 30 Dec BAJAJ-AUTO was trading at 9282.00. The strike last trading price was 380.6, which was -181.75 lower than the previous day. The implied volatity was 24.03, the open interest changed by 23 which increased total open position to 25


On 29 Dec BAJAJ-AUTO was trading at 9087.00. The strike last trading price was 562.35, which was -210.6 lower than the previous day. The implied volatity was 28.78, the open interest changed by 0 which decreased total open position to 0


On 26 Dec BAJAJ-AUTO was trading at 9064.50. The strike last trading price was 772.95, 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 24 Dec BAJAJ-AUTO was trading at 9170.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 9099.00. The strike last trading price was 772.95, 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 22 Dec BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 772.95, 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 19 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 8831.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 772.95, 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 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 772.95, 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 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 772.95, 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 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 772.95, 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 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 772.95, 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 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 772.95, 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 772.95, 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 772.95, 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 772.95, 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 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 772.95, 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 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 772.95, 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 772.95, 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 772.95, 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 772.95, 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 772.95, 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 6 Nov BAJAJ-AUTO was trading at 8720.50. The strike last trading price was 772.95, 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 772.95, 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 772.95, 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 772.95, 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 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