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Option Chain For BAJAJ-AUTO - BAJAJ AUTO LIMITED
Last updated on 10 Jul 2020 12:57 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 1600 - - - - -
- - - - - 1650 - - - - -
- - - - - 1700 - - - - -
- - - - - 1750 - - - - -
- - - - - 1800 - - - - -
- - - - - 1850 - - - - -
- - - - - 1900 - - - - -
- - - - - 1950 - - - - 250
- - - - - 2000 - - - - 1,250
- - - - - 2050 - - - - 250
- - - - - 2100 - - - - 250
- - - - - 2150 - - - - -
- - - - - 2200 - - - - 750
- - - - - 2250 - - - - -
500 - - - - 2300 - - - - 19,250
500 - - - - 2350 - - - - -
- - - - - 2400 - 6.00 49.10 -750 15,250
500 - - - - 2450 -4.70 5.40 43.79 - 2,750
1,500 - - - - 2500 -1.80 12.35 48.41 500 43,750
- - - - - 2550 - - - - 6,500
750 - - - - 2600 -1.20 25.55 47.70 - 31,000
- - - - - 2650 -2.85 32.00 46.14 500 26,750
3,250 -250 36.62 230.90 3.95 2700 -3.40 42.75 46.44 1,250 48,000
1,250 - - - - 2750 -0.80 58.85 46.09 250 27,000
20,750 - 37.28 160.40 -4.05 2800 -5.50 73.00 46.21 250 64,500
12,500 - 36.94 129.15 -10.10 2850 -1.80 97.65 46.39 -750 20,000
63,500 8,500 39.66 111.50 -1.40 2900 -5.05 118.50 47.98 2,000 35,750
26,750 6,750 39.11 85.95 -6.65 2950 -14.20 137.00 41.90 -250 4,000
121,000 6,750 40.28 70.00 -3.20 3000 - - - - 7,500
12,500 -1,250 40.45 54.55 -3.85 3050 - - - - -
88,250 -5,000 39.67 42.00 -2.55 3100 - - - - 1,500
3,500 250 39.80 30.00 -3.50 3150 - - - - -
102,750 -1,000 40.96 25.50 -1.15 3200 - - - - 250
- - - - - 3250 - - - - -
313,750 750 42.13 14.15 -2.25 3300 - - - - 500
- - - - - 3350 - - - - -
35,000 -500 42.95 8.00 -1.80 3400 - - - - 250
- - - - - 3450 - - - - -
2,250 500 45.47 5.50 -0.05 3500 - - - - -
Total 810,750 357,250
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 prices, 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.