[--[65.84.65.76]--]
BAJAJ-AUTO
BAJAJ AUTO LIMITED

8041.3 1.25 (0.02%)

Option Chain for BAJAJ-AUTO

02 Mar 2024 06:15 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
3,000 3,000 0 - 2249.45 5700 35.45 - 0 0 0
125 125 0 - 2447.00 5750 40.85 - 0 0 0
125 125 0 - 2447.00 5800 46.85 - 0 0 0
0 0 0 - 1012.00 5850 53.45 - 0 0 0
0 0 0 - 970.25 5900 60.80 - 0 0 0
0 0 0 - 929.20 5950 68.90 - 0 0 0
0 1,375 0 - 1955.45 6000 3.00 - 0 1,250 0
0 0 0 - 849.50 6050 87.40 - 0 0 0
0 0 0 - 810.90 6100 97.90 - 0 0 0
0 0 0 - 773.20 6150 109.25 - 0 0 0
0 0 0 - 736.60 6200 121.80 - 0 0 0
0 0 0 - 700.70 6250 135.00 - 0 0 0
0 0 0 - 665.50 6300 148.90 - 0 0 0
0 0 0 - 631.65 6350 164.15 - 0 0 0
0 0 0 - 598.80 6400 180.40 - 0 0 0
0 0 0 - 567.00 6450 197.70 - 0 0 0
3,625 3,625 0 - 1465.00 6500 216.05 - 0 0 0
0 0 0 - 506.55 6550 235.45 - 0 0 0
0 0 0 - 477.95 6600 255.95 - 0 0 0
0 0 0 - 450.40 6650 277.50 - 0 0 0
0 0 0 - 423.95 6700 300.15 - 0 0 0
0 0 0 - 398.60 6750 323.90 - 0 0 0
0 0 0 - 374.25 6800 9.40 - 0 625 0
0 0 0 - 351.00 6850 374.50 - 0 0 0
0 0 0 - 328.80 6900 15.00 - 0 375 0
0 0 0 - 307.65 6950 429.35 - 0 0 0
0 20,000 0 - 950.00 7000 18.50 - 6,625 875 1,06,250
0 0 0 - 268.35 7050 488.25 - 0 0 0
0 0 0 - 250.20 7100 519.20 - 0 0 0
0 0 0 - 233.00 7150 551.10 - 0 0 0
0 125 0 - 910.00 7200 30.00 - 125 125 20,250
0 0 0 - 201.35 7250 617.65 - 0 0 0
0 0 0 - 940.00 7300 26.45 - 1,375 -500 17,625
0 0 0 - 555.85 7350 37.75 - 0 2,500 0
0 0 0 - 655.00 7400 37.00 - 1,125 0 29,375
0 0 0 - 148.65 7450 47.80 - 0 1,625 0
0 0 0 - 630.00 7500 52.80 - 11,750 5,875 67,250
0 0 0 - 126.60 7550 55.25 - 125 125 1,000
0 0 0 - 560.00 7600 67.00 - 125 125 1,375
0 0 0 - 107.45 7650 73.90 - 250 250 2,000
0 125 0 - 464.00 7700 88.00 - 1,625 -1,125 59,375
0 125 0 - 441.25 7750 101.20 - 0 4,875 0
17,875 250 1,125 - 400.00 7800 117.30 - 3,625 875 50,125
500 -125 125 - 365.15 7850 133.00 - 0 0 1,250
7,375 0 375 - 334.60 7900 148.20 - 2,875 875 22,250
3,125 -250 375 - 304.10 7950 170.00 - 625 125 8,750
73,750 -750 12,625 - 276.00 8000 188.75 - 10,250 -1,750 76,000
26,000 2,625 6,625 - 246.05 8050 215.50 - 125 -125 12,625
59,750 250 28,375 - 227.15 8100 235.05 - 1,250 -250 13,500
4,625 250 1,625 - 203.80 8150 274.70 - 0 125 0
72,750 625 17,500 - 178.05 8200 290.85 - 625 125 12,625
10,000 125 1,125 - 163.15 8250 334.70 - 0 125 0
80,750 125 4,750 - 147.60 8300 350.00 - 125 0 29,625
6,375 250 1,000 - 133.20 8350 392.45 - 0 500 0
81,875 125 4,375 - 118.85 8400 413.80 - 250 -125 7,125
30,125 -2,250 2,000 - 124.00 8450 478.55 - 0 500 0
2,21,750 -1,250 34,000 - 92.55 8500 504.10 - 0 1,500 0
10,000 0 125 - 87.20 8550 1713.35 - 0 0 0
67,375 375 2,875 - 74.00 8600 1760.50 - 0 0 0
0 1,000 0 - 165.35 8650 1807.80 - 0 0 0
40,875 -625 625 - 60.00 8700 1855.25 - 0 0 0
10,000 0 125 - 59.50 8750 1902.90 - 0 0 0
49,375 2,875 6,750 - 49.45 8800 1950.65 - 0 0 0
250 250 0 - 107.85 8850 1998.50 - 0 0 0
27,000 250 750 - 38.60 8900 2046.50 - 0 0 0
0 125 0 - 35.60 8950 2094.60 - 0 0 0
2,02,625 -1,000 18,750 - 32.80 9000 1035.00 - 0 125 0
0 125 0 - 57.75 9050 2191.05 - 0 0 0
5,375 0 750 - 25.40 9100 2239.45 - 0 0 0
0 0 0 - 0.00 9150 0.00 - 0 0 0
17,625 -250 1,125 - 23.45 9200 2336.35 - 0 0 0
0 0 0 - 0.00 9250 0.00 - 0 0 0
28,125 1,000 625 - 19.00 9300 2345.50 - 0 0 0
0 0 0 - 0.00 9350 0.00 - 0 0 0
9,875 -250 500 - 17.85 9400 2261.25 - 0 0 0
0 0 0 - 0.00 9450 0.00 - 0 0 0
40,250 4,125 18,625 - 12.50 9500 2358.35 - 0 0 0
0 0 0 - 0.00 9550 0.00 - 0 0 0
26,750 750 2,625 - 10.00 9600 2360.20 - 0 0 0
12,39,000 5,38,375
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.