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Related Pages for BAJAJ-AUTO
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BAJAJ-AUTO
Bajaj Auto Limited
8042.5 122.50 (1.55%)

Option Chain for BAJAJ-AUTO

21 Mar 2025 12:31 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 75
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2602.85 0.00 6400 0.10 0.15 - 20 0 449 -
- 0 0 0 - 2322.60 0.00 6500 -0.50 0.25 - 38 -5 178 -
- 0 0 0 - 2412.20 0.00 6600 -0.30 0.20 - 62 -7 592 -
- 0 0 0 - 2127.40 0.00 6700 -0.25 1.00 - 33 0 509 -
- 0 0 0 - 2224.40 0.00 6800 0.05 0.70 - 73 -1 665 -
- 0 0 0 - 1934.20 0.00 6900 -0.15 1.10 48.88 30 6 439 -0.01
- 181 0 3 - 1025.00 95.00 7000 -0.70 0.55 41.53 119 -38 879 -0.00
0.00 0 0 0 0.00 782.00 0.00 7100 -0.50 1.75 42.78 35 -13 334 -0.01
- 111 -1 2 - 845.00 160.00 7200 -0.25 2.30 40.29 70 -10 672 -0.02
- 261 -1 12 - 725.00 90.60 7300 0.00 3.50 38.35 419 10 662 -0.02
- 405 0 7 - 645.00 108.20 7400 -1.00 4.55 35.35 1,034 136 1,329 -0.03
- 436 -46 155 - 543.00 116.55 7500 -2.75 6.30 32.57 2,943 436 1,898 -0.04
0.98 1,283 76 327 21.11 451.00 120.15 7600 -6.05 8.80 29.64 2,231 479 2,001 -0.06
0.95 1,010 -52 316 21.57 355.00 115.05 7700 -12.00 12.05 26.31 2,394 -101 1,194 -0.09
0.95 1,200 -166 983 14.55 254.10 91.85 7800 -26.05 19.25 23.75 4,917 -353 1,217 -0.15
0.79 838 -330 3,633 18.34 174.15 71.20 7900 -48.75 36.10 22.46 5,087 559 1,652 -0.25
0.61 1,894 -576 13,096 19.14 107.70 47.60 8000 -72.65 69.60 22.50 4,860 719 1,596 -0.41
0.41 1,327 356 13,876 20.20 61.70 27.90 8100 -90.70 123.45 23.39 1,691 174 303 -0.57
0.25 1,208 -236 10,077 21.02 32.85 13.25 8200 -107.45 196.95 25.28 361 -10 261 -0.71
0.15 1,060 -311 5,645 22.67 18.50 6.25 8300 -116.85 277.90 26.51 64 -25 458 -0.81
0.09 1,041 -147 2,672 24.47 10.85 3.50 8400 -91.45 373.55 31.00 60 -13 183 -0.85
0.06 1,612 -141 2,786 26.62 7.00 2.05 8500 -122.45 465.00 32.51 19 -5 275 -0.90
0.04 1,168 214 1,604 28.33 4.35 0.85 8600 -0.20 678.55 0.00 0 -1 0 0.00
0.03 565 -15 689 31.21 3.55 0.80 8700 0.00 760.00 0.00 0 -11 0 0.00
0.02 599 168 492 33.23 2.55 0.35 8800 -173.65 806.35 67.08 2 -1 122 -0.84
0.02 191 -8 34 36.43 2.40 0.85 8900 0.00 473.25 0.00 0 0 0 0.00
0.01 1,233 -81 398 38.45 1.85 0.15 9000 -112.05 964.75 56.12 22 -6 364 -0.93
0.00 70 0 4 35.49 0.50 -0.85 9100 0.00 587.70 0.00 0 0 0 0.00
0.01 270 0 5 41.62 1.05 -0.30 9200 75.00 1165.00 64.95 1 0 11 -0.94
0.00 0 -9 0 0.00 1.00 0.00 9300 0.00 1200.00 0.00 0 0 0 0.00
0.00 0 -26 0 0.00 1.25 0.00 9400 0.00 1970.00 0.00 0 0 0 0.00
0.00 159 0 1 44.45 0.30 0.10 9500 -121.80 1465.00 - 2 0 158 -
0.00 0 0 0 0.00 1.85 0.00 9600 0.00 2038.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 9700 0.00 2143.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 312.80 0.00 9800 0.00 1057.30 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 9900 0.00 1164.60 0.00 0 0 0 0.00
- 447 -13 15 - 0.95 0.60 10000 -122.20 1953.80 - 9 -1 198 -
18,569 18,599
Note
  1. 10% interest rate is applied while computing implied volatility.
  2. Volume and Open Interest, displayed in Contracts.
  3.        Highlighted options are in-the-money.

What is an Option Chain?
  • An option chain, also known as an option matrix, is a listing of all available option contracts, both puts and calls, for a given security.
  • It shows all puts, calls, strike ltp, and pricing information for a single underlying asset within a given maturity period.

How is it Useful?
  • The option chain matrix is most useful for the next trading day.
  • Trading volume, or the number of contracts that change hands in a given day, indicates how much liquidity there might be for any given option.
  • Open interest measures the total number of options outstanding on each strike and maturity, allowing you to gauge the scale of market commitment.