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 9800 CE
Delta: 0.05 Vega: 2.25 Theta: -1.30 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	9.9 ₹ 742.5	-5 -375.00	21.94	656 49,200	-176 -13,200	938 70,350
8 Dec	9026.00	14.6 ₹ 1,095	-7.75 -581.25	20.70	869 65,175	133 9,975	1,114 83,550
5 Dec	9109.00	21.65 ₹ 1,623.75	-0.8 -60.00	19.41	744 55,800	-100 -7,500	1,013 75,975
4 Dec	9085.00	23 ₹ 1,725	3.3 247.50	19.98	623 46,725	4 300	1,110 83,250

3 Dec	9000.50	19.35 ₹ 1,451.25	-7.7 -577.50	20.33	1,002 75,150	66 4,950	1,108 83,100
2 Dec	9085.50	26.5 ₹ 1,987.5	-6 -450.00	20.10	764 57,300	-51 -3,825	1,042 78,150
1 Dec	9096.00	32.55 ₹ 2,441.25	-2.05 -153.75	20.46	951 71,325	157 11,775	1,088 81,600
28 Nov	9073.50	34.2 ₹ 2,565	3.7 277.50	19.83	950 71,250	111 8,325	931 69,825
27 Nov	9022.50	31 ₹ 2,325	-13.45 -1008.75	19.78	1,108 83,100	45 3,375	820 61,500
26 Nov	9164.00	43.9 ₹ 3,292.5	5.9 442.50	18.89	893 66,975	185 13,875	775 58,125
25 Nov	9048.00	41 ₹ 3,075	1.85 138.75	20.68	1,002 75,150	213 15,975	588 44,100
24 Nov	9007.50	38 ₹ 2,850	7.75 581.25	20.52	473 35,475	122 9,150	370 27,750
21 Nov	8892.00	30.05 ₹ 2,253.75	-12.25 -918.75	20.77	126 9,450	7 525	247 18,525
20 Nov	8979.50	42.8 ₹ 3,210	3.1 232.50	20.65	112 8,400	17 1,275	237 17,775
19 Nov	8884.50	39.3 ₹ 2,947.5	-10.15 -761.25	22.12	186 13,950	-8 -600	220 16,500
18 Nov	8921.00	50.5 ₹ 3,787.5	-4.7 -352.50	22.61	311 23,325	56 4,200	227 17,025
17 Nov	8945.50	55.95 ₹ 4,196.25	13.1 982.50	22.33	93 6,975	33 2,475	171 12,825
14 Nov	8843.00	43 ₹ 3,225	-12.1 -907.50	21.74	46 3,450	14 1,050	135 10,125
13 Nov	8867.50	55.1 ₹ 4,132.5	4.55 341.25	22.81	124 9,300	73 5,475	122 9,150
12 Nov	8868.00	48.5 ₹ 3,637.5	-5.5 -412.50	21.98	26 1,950	12 900	49 3,675
11 Nov	8895.00	54 ₹ 4,050	-4.9 -367.50	21.37	33 2,475	16 1,200	36 2,700
10 Nov	8772.00	45.5 ₹ 3,412.5	-4.5 -337.50	22.46	18 1,350	9 675	20 1,500
7 Nov	8721.50	50 ₹ 3,750	-8 -600.00	23.34	1 75	0 0	11 825
4 Nov	8751.00	58 ₹ 4,350	-26.05 -1953.75	22.96	6 450	3 225	11 825
3 Nov	8922.50	84.05 ₹ 6,303.75	-39.95 -2996.25	22.19	7 525	4 300	7 525
31 Oct	8892.50	124 ₹ 9,300	23 1725.00	-	1 75	0 0	2 150
30 Oct	8923.00	101 ₹ 7,575	-22.85 -1713.75	-	1 75	0 0	1 75
9 Oct	8810.00	205.65 ₹ 15,423.75	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	205.65 ₹ 15,423.75	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9800 expiring on 30DEC2025

Delta for 9800 CE is 0.05

Historical price for 9800 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 9.9, which was -5 lower than the previous day. The implied volatity was 21.94, the open interest changed by -176 which decreased total open position to 938

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 14.6, which was -7.75 lower than the previous day. The implied volatity was 20.70, the open interest changed by 133 which increased total open position to 1114

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 21.65, which was -0.8 lower than the previous day. The implied volatity was 19.41, the open interest changed by -100 which decreased total open position to 1013

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 23, which was 3.3 higher than the previous day. The implied volatity was 19.98, the open interest changed by 4 which increased total open position to 1110

On 3 Dec BAJAJ-AUTO was trading at 9000.50. The strike last trading price was 19.35, which was -7.7 lower than the previous day. The implied volatity was 20.33, the open interest changed by 66 which increased total open position to 1108

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 26.5, which was -6 lower than the previous day. The implied volatity was 20.10, the open interest changed by -51 which decreased total open position to 1042

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 32.55, which was -2.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by 157 which increased total open position to 1088

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 34.2, which was 3.7 higher than the previous day. The implied volatity was 19.83, the open interest changed by 111 which increased total open position to 931

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 31, which was -13.45 lower than the previous day. The implied volatity was 19.78, the open interest changed by 45 which increased total open position to 820

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 43.9, which was 5.9 higher than the previous day. The implied volatity was 18.89, the open interest changed by 185 which increased total open position to 775

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 41, which was 1.85 higher than the previous day. The implied volatity was 20.68, the open interest changed by 213 which increased total open position to 588

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 38, which was 7.75 higher than the previous day. The implied volatity was 20.52, the open interest changed by 122 which increased total open position to 370

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 30.05, which was -12.25 lower than the previous day. The implied volatity was 20.77, the open interest changed by 7 which increased total open position to 247

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 42.8, which was 3.1 higher than the previous day. The implied volatity was 20.65, the open interest changed by 17 which increased total open position to 237

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 39.3, which was -10.15 lower than the previous day. The implied volatity was 22.12, the open interest changed by -8 which decreased total open position to 220

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 50.5, which was -4.7 lower than the previous day. The implied volatity was 22.61, the open interest changed by 56 which increased total open position to 227

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 55.95, which was 13.1 higher than the previous day. The implied volatity was 22.33, the open interest changed by 33 which increased total open position to 171

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 43, which was -12.1 lower than the previous day. The implied volatity was 21.74, the open interest changed by 14 which increased total open position to 135

On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 55.1, which was 4.55 higher than the previous day. The implied volatity was 22.81, the open interest changed by 73 which increased total open position to 122

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 48.5, which was -5.5 lower than the previous day. The implied volatity was 21.98, the open interest changed by 12 which increased total open position to 49

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 54, which was -4.9 lower than the previous day. The implied volatity was 21.37, the open interest changed by 16 which increased total open position to 36

On 10 Nov BAJAJ-AUTO was trading at 8772.00. The strike last trading price was 45.5, which was -4.5 lower than the previous day. The implied volatity was 22.46, the open interest changed by 9 which increased total open position to 20

On 7 Nov BAJAJ-AUTO was trading at 8721.50. The strike last trading price was 50, which was -8 lower than the previous day. The implied volatity was 23.34, the open interest changed by 0 which decreased total open position to 11

On 4 Nov BAJAJ-AUTO was trading at 8751.00. The strike last trading price was 58, which was -26.05 lower than the previous day. The implied volatity was 22.96, the open interest changed by 3 which increased total open position to 11

On 3 Nov BAJAJ-AUTO was trading at 8922.50. The strike last trading price was 84.05, which was -39.95 lower than the previous day. The implied volatity was 22.19, the open interest changed by 4 which increased total open position to 7

On 31 Oct BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 124, which was 23 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 30 Oct BAJAJ-AUTO was trading at 8923.00. The strike last trading price was 101, which was -22.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 9 Oct BAJAJ-AUTO was trading at 8810.00. The strike last trading price was 205.65, 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 7 Oct BAJAJ-AUTO was trading at 8904.00. The strike last trading price was 205.65, 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

BAJAJ-AUTO 30DEC2025 9800 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	692 ₹ 51,900	-9.15 -686.25	-	0 0	0 0	0 0
8 Dec	9026.00	692 ₹ 51,900	-9.15 -686.25	-	0 0	0 0	33 2,475
5 Dec	9109.00	692 ₹ 51,900	-9.15 -686.25	-	0 0	0 0	0 0
4 Dec	9085.00	692 ₹ 51,900	-9.15 -686.25	-	0 0	0 0	0 0
3 Dec	9000.50	692 ₹ 51,900	-9.15 -686.25	-	0 0	-3 -225	0 0
2 Dec	9085.50	692 ₹ 51,900	-9.15 -686.25	22.49	8 600	-3 -225	33 2,475
1 Dec	9096.00	701.15 ₹ 52,586.25	-35.05 -2628.75	26.25	27 2,025	9 675	36 2,700
28 Nov	9073.50	729.6 ₹ 54,720	-11.15 -836.25	-	0 0	16 1,200	0 0
27 Nov	9022.50	729.6 ₹ 54,720	-11.15 -836.25	24.17	17 1,275	15 1,125	26 1,950
26 Nov	9164.00	740.75 ₹ 55,556.25	-135.25 -10143.75	-	0 0	-10 -750	0 0
25 Nov	9048.00	740.75 ₹ 55,556.25	-135.25 -10143.75	26.03	14 1,050	-8 -600	13 975
24 Nov	9007.50	876 ₹ 65,700	73.7 5527.50	-	0 0	1 75	0 0
21 Nov	8892.00	876 ₹ 65,700	73.7 5527.50	26.96	1 75	0 0	20 1,500
20 Nov	8979.50	802.3 ₹ 60,172.5	-23.5 -1762.50	27.17	2 150	1 75	21 1,575
19 Nov	8884.50	825.8 ₹ 61,935	-29.3 -2197.50	-	0 0	7 525	0 0
18 Nov	8921.00	825.8 ₹ 61,935	-29.3 -2197.50	23.02	7 525	6 450	19 1,425
17 Nov	8945.50	855.1 ₹ 64,132.5	-24.5 -1837.50	29.69	1 75	0 0	13 975
14 Nov	8843.00	879.6 ₹ 65,970	-299.15 -22436.25	-	0 0	0 0	0 0
13 Nov	8867.50	879.6 ₹ 65,970	-299.15 -22436.25	-	0 0	13 975	0 0
12 Nov	8868.00	879.6 ₹ 65,970	-299.15 -22436.25	22.56	13 975	4 300	4 300
11 Nov	8895.00	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
7 Nov	8721.50	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
3 Nov	8922.50	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
31 Oct	8892.50	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
30 Oct	8923.00	1178.75 ₹ 88,406.25	0 0.00	-	0 0	0 0	0 0
9 Oct	8810.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
7 Oct	8904.00	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9800 expiring on 30DEC2025

Delta for 9800 PE is -

Historical price for 9800 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 692, which was -9.15 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 692, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 33

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 692, which was -9.15 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 692, which was -9.15 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 692, which was -9.15 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 0

On 2 Dec BAJAJ-AUTO was trading at 9085.50. The strike last trading price was 692, which was -9.15 lower than the previous day. The implied volatity was 22.49, the open interest changed by -3 which decreased total open position to 33

On 1 Dec BAJAJ-AUTO was trading at 9096.00. The strike last trading price was 701.15, which was -35.05 lower than the previous day. The implied volatity was 26.25, the open interest changed by 9 which increased total open position to 36

On 28 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 729.6, which was -11.15 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 0

On 27 Nov BAJAJ-AUTO was trading at 9022.50. The strike last trading price was 729.6, which was -11.15 lower than the previous day. The implied volatity was 24.17, the open interest changed by 15 which increased total open position to 26

On 26 Nov BAJAJ-AUTO was trading at 9164.00. The strike last trading price was 740.75, which was -135.25 lower than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 0

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 740.75, which was -135.25 lower than the previous day. The implied volatity was 26.03, the open interest changed by -8 which decreased total open position to 13

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 876, which was 73.7 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 876, which was 73.7 higher than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 20

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 802.3, which was -23.5 lower than the previous day. The implied volatity was 27.17, the open interest changed by 1 which increased total open position to 21

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 825.8, which was -29.3 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0

On 18 Nov BAJAJ-AUTO was trading at 8921.00. The strike last trading price was 825.8, which was -29.3 lower than the previous day. The implied volatity was 23.02, the open interest changed by 6 which increased total open position to 19

On 17 Nov BAJAJ-AUTO was trading at 8945.50. The strike last trading price was 855.1, which was -24.5 lower than the previous day. The implied volatity was 29.69, the open interest changed by 0 which decreased total open position to 13

On 14 Nov BAJAJ-AUTO was trading at 8843.00. The strike last trading price was 879.6, which was -299.15 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 879.6, which was -299.15 lower than the previous day. The implied volatity was -, the open interest changed by 13 which increased total open position to 0

On 12 Nov BAJAJ-AUTO was trading at 8868.00. The strike last trading price was 879.6, which was -299.15 lower than the previous day. The implied volatity was 22.56, the open interest changed by 4 which increased total open position to 4

On 11 Nov BAJAJ-AUTO was trading at 8895.00. The strike last trading price was 1178.75, 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 1178.75, 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 1178.75, 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 1178.75, 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 1178.75, 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 1178.75, 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 1178.75, 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 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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