BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
27 Oct 2025 08:25 PM IST
| BAJAJ-AUTO 28-OCT-2025 8300 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
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| 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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| 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

































































































































































































































