BAJAJ-AUTO

Bajaj Auto Limited

9008 +68.00 (0.76%)

L: 8891 H: 9028

Back to Option Chain

Historical option data for BAJAJ-AUTO
16 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: 1.42 Theta: -1.41 Gamma: 0.00
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
16 Dec	9008.00	6.6 ₹ 495	0.5 37.50	26.07	74 5,550	28 2,100	204 15,300
15 Dec	8940.00	5.6 ₹ 420	-2.1 -157.50	26.08	31 2,325	8 600	175 13,125
12 Dec	9015.00	7.8 ₹ 585	-1.65 -123.75	22.86	70 5,250	22 1,650	167 12,525
11 Dec	9053.50	10.4 ₹ 780	3.4 255.00	22.48	47 3,525	3 225	142 10,650
10 Dec	8991.00	7 ₹ 525	-0.8 -60.00	21.93	1 75	0 0	138 10,350
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 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 6.6, which was 0.5 higher than the previous day. The implied volatity was 26.07, the open interest changed by 28 which increased total open position to 204

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 5.6, which was -2.1 lower than the previous day. The implied volatity was 26.08, the open interest changed by 8 which increased total open position to 175

On 12 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 7.8, which was -1.65 lower than the previous day. The implied volatity was 22.86, the open interest changed by 22 which increased total open position to 167

On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 10.4, which was 3.4 higher than the previous day. The implied volatity was 22.48, the open interest changed by 3 which increased total open position to 142

On 10 Dec BAJAJ-AUTO was trading at 8991.00. The strike last trading price was 7, which was -0.8 lower than the previous day. The implied volatity was 21.93, the open interest changed by 0 which decreased total open position to 138

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
16 Dec	9008.00	859.3 ₹ 64,447.5	-0.7 -52.50	-	0 0	0 0	3 225
15 Dec	8940.00	859.3 ₹ 64,447.5	-0.7 -52.50	-	0 0	0 0	0 0
12 Dec	9015.00	859.3 ₹ 64,447.5	-0.7 -52.50	-	0 0	0 0	3 225
11 Dec	9053.50	859.3 ₹ 64,447.5	-0.7 -52.50	37.07	1 75	0 0	2 150
10 Dec	8991.00	860 ₹ 64,500	-67.1 -5032.50	-	0 0	0 0	2 150
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 16 Dec BAJAJ-AUTO was trading at 9008.00. The strike last trading price was 859.3, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 15 Dec BAJAJ-AUTO was trading at 8940.00. The strike last trading price was 859.3, which was -0.7 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 859.3, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 11 Dec BAJAJ-AUTO was trading at 9053.50. The strike last trading price was 859.3, which was -0.7 lower than the previous day. The implied volatity was 37.07, the open interest changed by 0 which decreased total open position to 2

On 10 Dec BAJAJ-AUTO was trading at 8991.00. 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 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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