[--[65.84.65.76]--]

BAJAJ-AUTO

Bajaj Auto Limited
9095.5 +19.00 (0.21%)
L: 9055 H: 9115

Back to Option Chain


Historical option data for BAJAJ-AUTO

27 Oct 2025 08:25 PM IST
BAJAJ-AUTO 28-OCT-2025 8300 CE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
27 Oct 9095.50 790 -34.2 - 1 0 84
26 Oct 9076.50 824.2 -35.8 - 0 0 0
25 Oct 9076.50 824.2 -35.8 - 0 0 0
18 Oct 9150.50 860 118.6 - 0 0 0
15 Oct 9102.50 843.6 38.6 - 26 -7 97
28 Sept 8702.00 524.65 -105.35 18.87 46 36 66
22 Sept 9054.50 1145.75 0 0.00 0 0 0
21 Sept 8971.50 1145.75 0 0.00 0 0 0
18 Sept 9075.00 1145.75 0 0.00 0 0 0
14 Sept 8999.50 1145.75 0 0.00 0 0 0


For Bajaj Auto Limited - strike price 8300 expiring on 28OCT2025

Delta for 8300 CE is -

Historical price for 8300 CE is as follows

On 27 Oct BAJAJ-AUTO was trading at 9095.50. The strike last trading price was 790, which was -34.2 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 84


On 26 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 824.2, which was -35.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 824.2, which was -35.8 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 860, which was 118.6 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 843.6, which was 38.6 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 97


On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 524.65, which was -105.35 lower than the previous day. The implied volatity was 18.87, the open interest changed by 36 which increased total open position to 66


On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 1145.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


BAJAJ-AUTO 28OCT2025 8300 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
27 Oct 9095.50 0.3 -1.3 - 78 -6 420
26 Oct 9076.50 1.4 0.2 - 127 -8 426
25 Oct 9076.50 1.4 0.2 - 127 -8 426
18 Oct 9150.50 3.5 -0.45 - 207 1 492
15 Oct 9102.50 7.6 -1.1 - 338 -133 518
28 Sept 8702.00 110.7 23.3 29.19 142 43 156
22 Sept 9054.50 44.5 -10.5 26.26 50 37 63
21 Sept 8971.50 55 0 0.00 0 0 0
18 Sept 9075.00 55 0 0.00 0 0 0
14 Sept 8999.50 55 -10.6 25.17 4 4 25


For Bajaj Auto Limited - strike price 8300 expiring on 28OCT2025

Delta for 8300 PE is -

Historical price for 8300 PE is as follows

On 27 Oct BAJAJ-AUTO was trading at 9095.50. The strike last trading price was 0.3, which was -1.3 lower than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 420


On 26 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 426


On 25 Oct BAJAJ-AUTO was trading at 9076.50. The strike last trading price was 1.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 426


On 18 Oct BAJAJ-AUTO was trading at 9150.50. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 492


On 15 Oct BAJAJ-AUTO was trading at 9102.50. The strike last trading price was 7.6, which was -1.1 lower than the previous day. The implied volatity was -, the open interest changed by -133 which decreased total open position to 518


On 28 Sept BAJAJ-AUTO was trading at 8702.00. The strike last trading price was 110.7, which was 23.3 higher than the previous day. The implied volatity was 29.19, the open interest changed by 43 which increased total open position to 156


On 22 Sept BAJAJ-AUTO was trading at 9054.50. The strike last trading price was 44.5, which was -10.5 lower than the previous day. The implied volatity was 26.26, the open interest changed by 37 which increased total open position to 63


On 21 Sept BAJAJ-AUTO was trading at 8971.50. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 18 Sept BAJAJ-AUTO was trading at 9075.00. The strike last trading price was 55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Sept BAJAJ-AUTO was trading at 8999.50. The strike last trading price was 55, which was -10.6 lower than the previous day. The implied volatity was 25.17, the open interest changed by 4 which increased total open position to 25