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 9900 CE
Delta: 0.04 Vega: 1.73 Theta: -1.01 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	6.95 ₹ 521.25	-4.6 -345.00	22.41	75 5,625	-26 -1,950	138 10,350
8 Dec	9026.00	11.5 ₹ 862.5	-5.45 -408.75	21.67	500 37,500	78 5,850	159 11,925
5 Dec	9109.00	16.3 ₹ 1,222.5	-8.1 -607.50	20.10	124 9,300	79 5,925	80 6,000
4 Dec	9085.00	24.4 ₹ 1,830	-164.05 -12303.75	22.42	1 75	0 0	0 0

3 Dec	9000.50	188.45 ₹ 14,133.75	0 0.00	7.50	0 0	0 0	0 0
2 Dec	9085.50	188.45 ₹ 14,133.75	0 0.00	6.81	0 0	0 0	0 0
1 Dec	9096.00	188.45 ₹ 14,133.75	0 0.00	6.52	0 0	0 0	0 0
28 Nov	9073.50	188.45 ₹ 14,133.75	0 0.00	6.29	0 0	0 0	0 0
27 Nov	9022.50	188.45 ₹ 14,133.75	0 0.00	6.46	0 0	0 0	0 0
26 Nov	9164.00	188.45 ₹ 14,133.75	0 0.00	5.42	0 0	0 0	0 0
25 Nov	9048.00	188.45 ₹ 14,133.75	0 0.00	6.22	0 0	0 0	0 0
24 Nov	9007.50	188.45 ₹ 14,133.75	0 0.00	6.44	0 0	0 0	0 0
21 Nov	8892.00	188.45 ₹ 14,133.75	0 0.00	6.99	0 0	0 0	0 0
20 Nov	8979.50	188.45 ₹ 14,133.75	0 0.00	6.20	0 0	0 0	0 0
19 Nov	8884.50	188.45 ₹ 14,133.75	0 0.00	6.93	0 0	0 0	0 0
18 Nov	8921.00	188.45 ₹ 14,133.75	0 0.00	6.53	0 0	0 0	0 0
17 Nov	8945.50	188.45 ₹ 14,133.75	0 0.00	6.20	0 0	0 0	0 0
14 Nov	8843.00	188.45 ₹ 14,133.75	0 0.00	6.62	0 0	0 0	0 0
13 Nov	8867.50	188.45 ₹ 14,133.75	0 0.00	6.47	0 0	0 0	0 0
12 Nov	8868.00	188.45 ₹ 14,133.75	0 0.00	6.35	0 0	0 0	0 0
11 Nov	8895.00	188.45 ₹ 14,133.75	0 0.00	6.07	0 0	0 0	0 0
10 Nov	8772.00	188.45 ₹ 14,133.75	0 0.00	6.87	0 0	0 0	0 0
4 Nov	8751.00	188.45 ₹ 14,133.75	0 0.00	6.55	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9900 expiring on 30DEC2025

Delta for 9900 CE is 0.04

Historical price for 9900 CE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 6.95, which was -4.6 lower than the previous day. The implied volatity was 22.41, the open interest changed by -26 which decreased total open position to 138

On 8 Dec BAJAJ-AUTO was trading at 9026.00. The strike last trading price was 11.5, which was -5.45 lower than the previous day. The implied volatity was 21.67, the open interest changed by 78 which increased total open position to 159

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 16.3, which was -8.1 lower than the previous day. The implied volatity was 20.10, the open interest changed by 79 which increased total open position to 80

On 4 Dec BAJAJ-AUTO was trading at 9085.00. The strike last trading price was 24.4, which was -164.05 lower than the previous day. The implied volatity was 22.42, 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 188.45, which was 0 lower than the previous day. The implied volatity was 7.50, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.81, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.52, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.29, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.46, 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 188.45, which was 0 lower than the previous day. The implied volatity was 5.42, the open interest changed by 0 which decreased total open position to 0

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 188.45, which was 0 lower than the previous day. The implied volatity was 6.22, the open interest changed by 0 which decreased total open position to 0

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 188.45, which was 0 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 188.45, which was 0 lower than the previous day. The implied volatity was 6.99, the open interest changed by 0 which decreased total open position to 0

On 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 188.45, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0

On 19 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 188.45, which was 0 lower than the previous day. The implied volatity was 6.93, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.53, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.20, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.62, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.47, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.35, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.07, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.87, 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 188.45, which was 0 lower than the previous day. The implied volatity was 6.55, the open interest changed by 0 which decreased total open position to 0

BAJAJ-AUTO 30DEC2025 9900 PE
Delta: - Vega: - Theta: - Gamma: -
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	8961.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
8 Dec	9026.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	2 150
5 Dec	9109.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
4 Dec	9085.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
3 Dec	9000.50	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
2 Dec	9085.50	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
1 Dec	9096.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
28 Nov	9073.50	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
27 Nov	9022.50	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
26 Nov	9164.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	0 0
25 Nov	9048.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	2 150	0 0
24 Nov	9007.50	860 ₹ 64,500	-67.1 -5032.50	27.58	2 150	0 0	0 0
21 Nov	8892.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
20 Nov	8979.50	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
19 Nov	8884.50	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
18 Nov	8921.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
17 Nov	8945.50	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
14 Nov	8843.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
13 Nov	8867.50	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
12 Nov	8868.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
11 Nov	8895.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
10 Nov	8772.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0
4 Nov	8751.00	927.1 ₹ 69,532.5	0 0.00	-	0 0	0 0	0 0

For Bajaj Auto Limited - strike price 9900 expiring on 30DEC2025

Delta for 9900 PE is -

Historical price for 9900 PE is as follows

On 9 Dec BAJAJ-AUTO was trading at 8961.00. The strike last trading price was 860, which was -67.1 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 860, which was -67.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2

On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 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 860, which was -67.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 25 Nov BAJAJ-AUTO was trading at 9048.00. The strike last trading price was 860, which was -67.1 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0

On 24 Nov BAJAJ-AUTO was trading at 9007.50. The strike last trading price was 860, which was -67.1 lower than the previous day. The implied volatity was 27.58, the open interest changed by 0 which decreased total open position to 0

On 21 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 927.1, 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 20 Nov BAJAJ-AUTO was trading at 8979.50. The strike last trading price was 927.1, 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 Nov BAJAJ-AUTO was trading at 8884.50. The strike last trading price was 927.1, 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 927.1, 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 927.1, 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 927.1, 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 927.1, 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 927.1, 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 927.1, 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 927.1, 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 927.1, 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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