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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
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.