BAJAJ-AUTO
Bajaj Auto Limited
Historical option data for BAJAJ-AUTO
21 Dec 2025 04:11 PM IST
| BAJAJ-AUTO 27-JAN-2026 9000 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 21 Dec | 9002.00 | 250.9 | 73.25 | - | 288 | -38 | 422 | |||||||||
| 20 Dec | 9002.00 | 250.9 | 73.25 | - | 288 | -38 | 422 | |||||||||
| 14 Dec | 9015.00 | 306.6 | -36.15 | - | 116 | 74 | 139 | |||||||||
| 13 Dec | 9015.00 | 306.6 | -36.15 | - | 116 | 74 | 139 | |||||||||
| 7 Dec | 9109.00 | 370 | 7 | - | 6 | -3 | 44 | |||||||||
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| 5 Dec | 9109.00 | 370 | 7 | 16.87 | 6 | -3 | 44 | |||||||||
| 30 Nov | 9073.50 | 382.1 | 25.65 | - | 35 | 23 | 41 | |||||||||
| 29 Nov | 9073.50 | 382.1 | 25.65 | - | 35 | 23 | 41 | |||||||||
| 23 Nov | 8892.00 | 321 | -38 | - | 10 | 8 | 9 | |||||||||
| 22 Nov | 8892.00 | 321 | -38 | - | 10 | 8 | 9 | |||||||||
| 13 Nov | 8867.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 9 Nov | 8717.00 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 8 Nov | 8717.00 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 2 Nov | 8892.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
| 1 Nov | 8892.50 | 636.45 | 0 | - | 0 | 0 | 0 | |||||||||
For Bajaj Auto Limited - strike price 9000 expiring on 27JAN2026
Delta for 9000 CE is -
Historical price for 9000 CE is as follows
On 21 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 250.9, which was 73.25 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 422
On 20 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 250.9, which was 73.25 higher than the previous day. The implied volatity was -, the open interest changed by -38 which decreased total open position to 422
On 14 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 306.6, which was -36.15 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 139
On 13 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 306.6, which was -36.15 lower than the previous day. The implied volatity was -, the open interest changed by 74 which increased total open position to 139
On 7 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 370, which was 7 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 44
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 370, which was 7 higher than the previous day. The implied volatity was 16.87, the open interest changed by -3 which decreased total open position to 44
On 30 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 382.1, which was 25.65 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 41
On 29 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 382.1, which was 25.65 higher than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 41
On 23 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 321, which was -38 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 22 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 321, which was -38 lower than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 9
On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 636.45, 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 Nov BAJAJ-AUTO was trading at 8717.00. The strike last trading price was 636.45, 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 8 Nov BAJAJ-AUTO was trading at 8717.00. The strike last trading price was 636.45, 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 2 Nov BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 636.45, 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 1 Nov BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 636.45, 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 27JAN2026 9000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 21 Dec | 9002.00 | 190 | -79.2 | - | 158 | -43 | 242 |
| 20 Dec | 9002.00 | 190 | -79.2 | - | 158 | -43 | 242 |
| 14 Dec | 9015.00 | 206.6 | 14.75 | - | 17 | 8 | 143 |
| 13 Dec | 9015.00 | 206.6 | 14.75 | - | 17 | 8 | 143 |
| 7 Dec | 9109.00 | 191.05 | -16.45 | - | 7 | 3 | 71 |
| 5 Dec | 9109.00 | 191.05 | -16.45 | 21.64 | 7 | 3 | 71 |
| 30 Nov | 9073.50 | 240.9 | -14.1 | - | 15 | 6 | 43 |
| 29 Nov | 9073.50 | 240.9 | -14.1 | - | 15 | 6 | 43 |
| 23 Nov | 8892.00 | 369 | 40 | - | 2 | 2 | 10 |
| 22 Nov | 8892.00 | 369 | 40 | - | 2 | 2 | 10 |
| 13 Nov | 8867.50 | 500 | 57.1 | - | 0 | 0 | 0 |
| 9 Nov | 8717.00 | 500 | 57.1 | - | 2 | 2 | 0 |
| 8 Nov | 8717.00 | 500 | 57.1 | - | 2 | 2 | 0 |
| 2 Nov | 8892.50 | 442.9 | 0 | - | 0 | 0 | 0 |
| 1 Nov | 8892.50 | 442.9 | 0 | - | 0 | 0 | 0 |
For Bajaj Auto Limited - strike price 9000 expiring on 27JAN2026
Delta for 9000 PE is -
Historical price for 9000 PE is as follows
On 21 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 190, which was -79.2 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 242
On 20 Dec BAJAJ-AUTO was trading at 9002.00. The strike last trading price was 190, which was -79.2 lower than the previous day. The implied volatity was -, the open interest changed by -43 which decreased total open position to 242
On 14 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 206.6, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 143
On 13 Dec BAJAJ-AUTO was trading at 9015.00. The strike last trading price was 206.6, which was 14.75 higher than the previous day. The implied volatity was -, the open interest changed by 8 which increased total open position to 143
On 7 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 191.05, which was -16.45 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 71
On 5 Dec BAJAJ-AUTO was trading at 9109.00. The strike last trading price was 191.05, which was -16.45 lower than the previous day. The implied volatity was 21.64, the open interest changed by 3 which increased total open position to 71
On 30 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 240.9, which was -14.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 43
On 29 Nov BAJAJ-AUTO was trading at 9073.50. The strike last trading price was 240.9, which was -14.1 lower than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 43
On 23 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 369, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 22 Nov BAJAJ-AUTO was trading at 8892.00. The strike last trading price was 369, which was 40 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 10
On 13 Nov BAJAJ-AUTO was trading at 8867.50. The strike last trading price was 500, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Nov BAJAJ-AUTO was trading at 8717.00. The strike last trading price was 500, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 8 Nov BAJAJ-AUTO was trading at 8717.00. The strike last trading price was 500, which was 57.1 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 0
On 2 Nov BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 442.9, 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 1 Nov BAJAJ-AUTO was trading at 8892.50. The strike last trading price was 442.9, 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































































































































































































































