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 9700 CE
Delta: 0.07 Vega: 2.81 Theta: -1.58 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	13.3 ₹ 997.5	-7.3 -547.50	21.18	990 74,250	-207 -15,525	812 60,900
8 Dec	9026.00	20.45 ₹ 1,533.75	-10 -750.00	20.16	959 71,925	237 17,775	1,032 77,400
5 Dec	9109.00	30 ₹ 2,250	-0.2 -15.00	18.91	1,014 76,050	123 9,225	805 60,375
4 Dec	9085.00	31.3 ₹ 2,347.5	5.5 412.50	19.48	775 58,125	-39 -2,925	682 51,150
3 Dec	9000.50	26.3 ₹ 1,972.5	-10.35 -776.25	19.86	904 67,800	-18 -1,350	721 54,075
2 Dec	9085.50	36.8 ₹ 2,760	-6.35 -476.25	19.85	646 48,450	-11 -825	739 55,425

1 Dec	9096.00	42.9 ₹ 3,217.5	-3.15 -236.25	19.99	1,664 1,24,800	41 3,075	753 56,475
28 Nov	9073.50	45 ₹ 3,375	4.15 311.25	19.41	921 69,075	4 300	713 53,475
27 Nov	9022.50	42 ₹ 3,150	-16.4 -1230.00	19.56	1,178 88,350	243 18,225	708 53,100
26 Nov	9164.00	58.25 ₹ 4,368.75	8.95 671.25	18.58	885 66,375	172 12,900	465 34,875
25 Nov	9048.00	52.4 ₹ 3,930	3 225.00	20.26	576 43,200	35 2,625	293 21,975
24 Nov	9007.50	49.5 ₹ 3,712.5	10.95 821.25	20.23	315 23,625	37 2,775	260 19,500
21 Nov	8892.00	37.7 ₹ 2,827.5	-16.05 -1203.75	20.28	379 28,425	56 4,200	223 16,725
20 Nov	8979.50	53.25 ₹ 3,993.75	2.55 191.25	20.18	316 23,700	-38 -2,850	170 12,750
19 Nov	8884.50	50.7 ₹ 3,802.5	-10.9 -817.50	22.00	218 16,350	151 11,325	208 15,600
18 Nov	8921.00	62 ₹ 4,650	-10.45 -783.75	22.25	67 5,025	55 4,125	56 4,200
17 Nov	8945.50	72.45 ₹ 5,433.75	-169.2 -12690.00	-	0 0	0 0	0 0
14 Nov	8843.00	72.45 ₹ 5,433.75	-169.2 -12690.00	-	0 0	0 0	0 0
13 Nov	8867.50	72.45 ₹ 5,433.75	-169.2 -12690.00	-	0 0	0 0	0 0
12 Nov	8868.00	72.45 ₹ 5,433.75	-169.2 -12690.00	-	0 0	1 75	0 0
11 Nov	8895.00	72.45 ₹ 5,433.75	-169.2 -12690.00	21.77	1 75	0 0	0 0
10 Nov	8772.00	241.65 ₹ 18,123.75	0 0.00	5.65	0 0	0 0	0 0
7 Nov	8721.50	241.65 ₹ 18,123.75	0 0.00	5.81	0 0	0 0	0 0
4 Nov	8751.00	241.65 ₹ 18,123.75	0 0.00	5.39	0 0	0 0	0 0
3 Nov	8922.50	241.65 ₹ 18,123.75	0 0.00	4.18	0 0	0 0	0 0
31 Oct	8892.50	241.65 ₹ 18,123.75	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	241.65 ₹ 18,123.75	0 0.00	4.05	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9700 expiring on 30DEC2025

Delta for 9700 CE is 0.07

Historical price for 9700 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 13.3, which was -7.3 lower than the previous day. The implied volatity was 21.18, the open interest changed by -207 which decreased total open position to 812

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 20.45, which was -10 lower than the previous day. The implied volatity was 20.16, the open interest changed by 237 which increased total open position to 1032

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 30, which was -0.2 lower than the previous day. The implied volatity was 18.91, the open interest changed by 123 which increased total open position to 805

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 31.3, which was 5.5 higher than the previous day. The implied volatity was 19.48, the open interest changed by -39 which decreased total open position to 682

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 26.3, which was -10.35 lower than the previous day. The implied volatity was 19.86, the open interest changed by -18 which decreased total open position to 721

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 36.8, which was -6.35 lower than the previous day. The implied volatity was 19.85, the open interest changed by -11 which decreased total open position to 739

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 42.9, which was -3.15 lower than the previous day. The implied volatity was 19.99, the open interest changed by 41 which increased total open position to 753

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 45, which was 4.15 higher than the previous day. The implied volatity was 19.41, the open interest changed by 4 which increased total open position to 713

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 42, which was -16.4 lower than the previous day. The implied volatity was 19.56, the open interest changed by 243 which increased total open position to 708

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 58.25, which was 8.95 higher than the previous day. The implied volatity was 18.58, the open interest changed by 172 which increased total open position to 465

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 52.4, which was 3 higher than the previous day. The implied volatity was 20.26, the open interest changed by 35 which increased total open position to 293

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 49.5, which was 10.95 higher than the previous day. The implied volatity was 20.23, the open interest changed by 37 which increased total open position to 260

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 37.7, which was -16.05 lower than the previous day. The implied volatity was 20.28, the open interest changed by 56 which increased total open position to 223

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 53.25, which was 2.55 higher than the previous day. The implied volatity was 20.18, the open interest changed by -38 which decreased total open position to 170

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 50.7, which was -10.9 lower than the previous day. The implied volatity was 22.00, the open interest changed by 151 which increased total open position to 208

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 62, which was -10.45 lower than the previous day. The implied volatity was 22.25, the open interest changed by 55 which increased total open position to 56

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 72.45, which was -169.2 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 72.45, which was -169.2 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 72.45, which was -169.2 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 72.45, which was -169.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 72.45, which was -169.2 lower than the previous day. The implied volatity was 21.77, 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 241.65, which was 0 lower than the previous day. The implied volatity was 5.65, 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 241.65, which was 0 lower than the previous day. The implied volatity was 5.81, 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 241.65, which was 0 lower than the previous day. The implied volatity was 5.39, 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 241.65, which was 0 lower than the previous day. The implied volatity was 4.18, 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 241.65, 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 241.65, which was 0 lower than the previous day. The implied volatity was 4.05, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 9700 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	685.2 ₹ 51,390	105.2 7890.00	-	0 0	5 375	0 0
8 Dec	9026.00	685.2 ₹ 51,390	105.2 7890.00	31.15	18 1,350	3 225	104 7,800
5 Dec	9109.00	580 ₹ 43,500	-27.25 -2043.75	23.39	1 75	0 0	101 7,575
4 Dec	9085.00	610.6 ₹ 45,795	-63.2 -4740.00	24.29	13 975	-1 -75	102 7,650
3 Dec	9000.50	673.8 ₹ 50,535	64.8 4860.00	24.69	7 525	-4 -300	103 7,725
2 Dec	9085.50	613.4 ₹ 46,005	-13.2 -990.00	-	0 0	0 0	0 0
1 Dec	9096.00	613.4 ₹ 46,005	-13.2 -990.00	-	0 0	1 75	0 0
28 Nov	9073.50	613.4 ₹ 46,005	-13.2 -990.00	23.49	15 1,125	2 150	108 8,100
27 Nov	9022.50	626.6 ₹ 46,995	95.55 7166.25	21.38	27 2,025	14 1,050	105 7,875
26 Nov	9164.00	531.35 ₹ 39,851.25	-83 -6225.00	20.95	37 2,775	11 825	89 6,675
25 Nov	9048.00	614.35 ₹ 46,076.25	-61.9 -4642.50	20.20	65 4,875	52 3,900	78 5,850
24 Nov	9007.50	676.25 ₹ 50,718.75	-54.8 -4110.00	24.97	12 900	11 825	26 1,950
21 Nov	8892.00	731.05 ₹ 54,828.75	-94.4 -7080.00	-	0 0	8 600	0 0
20 Nov	8979.50	731.05 ₹ 54,828.75	-94.4 -7080.00	27.97	14 1,050	9 675	16 1,200
19 Nov	8884.50	825.45 ₹ 61,908.75	70.9 5317.50	28.84	2 150	0 0	5 375
18 Nov	8921.00	757.85 ₹ 56,838.75	-42.3 -3172.50	-	0 0	2 150	0 0
17 Nov	8945.50	757.85 ₹ 56,838.75	-42.3 -3172.50	27.67	2 150	1 75	4 300
14 Nov	8843.00	800.15 ₹ 60,011.25	17.8 1335.00	-	0 0	0 0	0 0
13 Nov	8867.50	800.15 ₹ 60,011.25	17.8 1335.00	-	0 0	3 225	0 0
12 Nov	8868.00	800.15 ₹ 60,011.25	17.8 1335.00	25.31	3 225	0 0	0 0
11 Nov	8895.00	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	782.35 ₹ 58,676.25	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9700 expiring on 30DEC2025

Delta for 9700 PE is -

Historical price for 9700 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 685.2, which was 105.2 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 685.2, which was 105.2 higher than the previous day. The implied volatity was 31.15, the open interest changed by 3 which increased total open position to 104

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 580, which was -27.25 lower than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 101

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 610.6, which was -63.2 lower than the previous day. The implied volatity was 24.29, the open interest changed by -1 which decreased total open position to 102

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 673.8, which was 64.8 higher than the previous day. The implied volatity was 24.69, the open interest changed by -4 which decreased total open position to 103

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 613.4, which was -13.2 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 613.4, which was -13.2 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 613.4, which was -13.2 lower than the previous day. The implied volatity was 23.49, the open interest changed by 2 which increased total open position to 108

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 626.6, which was 95.55 higher than the previous day. The implied volatity was 21.38, the open interest changed by 14 which increased total open position to 105

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 531.35, which was -83 lower than the previous day. The implied volatity was 20.95, the open interest changed by 11 which increased total open position to 89

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 614.35, which was -61.9 lower than the previous day. The implied volatity was 20.20, the open interest changed by 52 which increased total open position to 78

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 676.25, which was -54.8 lower than the previous day. The implied volatity was 24.97, the open interest changed by 11 which increased total open position to 26

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 731.05, which was -94.4 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 0

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 731.05, which was -94.4 lower than the previous day. The implied volatity was 27.97, the open interest changed by 9 which increased total open position to 16

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 825.45, which was 70.9 higher than the previous day. The implied volatity was 28.84, the open interest changed by 0 which decreased total open position to 5

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 757.85, which was -42.3 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 757.85, which was -42.3 lower than the previous day. The implied volatity was 27.67, the open interest changed by 1 which increased total open position to 4

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 800.15, which was 17.8 higher 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 800.15, which was 17.8 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 800.15, which was 17.8 higher than the previous day. The implied volatity was 25.31, 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 782.35, 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 782.35, 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 782.35, 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 782.35, 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 782.35, 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 782.35, 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 782.35, 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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