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Option Chain For BAJAJ-AUTO - BAJAJ AUTO LIMITED
Last updated on 25 Sep 2020 12:15 AM 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
- - - - - 1700 - - - - -
- - - - - 1750 - - - - -
- - - - - 1800 - - - - -
- - - - - 1850 - - - - -
- - - - - 1900 - - - - -
- - - - - 1950 - - - - -
- - - - - 2000 - - - - -
- - - - - 2050 - - - - -
- - - - - 2100 - - - - -
- - - - - 2150 - - - - -
- - - - - 2200 - - - - -
- - - - - 2250 - - - - -
- - - - - 2300 - - - - -
- - - - - 2350 - - - - -
- - - - - 2400 - - - - -
- - - - - 2450 - - - - -
250 - - 490.00 - 2500 -0.15 0.05 - -250 7,750
- - - - - 2550 - - - - -
500 - - 381.25 - 2600 - 0.20 - - 9,000
- - - - - 2650 - 0.10 - - 12,000
750 - - 212.80 -34.20 2700 -0.15 0.10 - -2,000 16,750
- -250 - 209.00 30.75 2750 -0.35 0.05 - -750 4,000
1,000 - - 180.00 - 2800 -0.70 0.05 - -4,000 11,500
1,500 - - 133.70 -0.90 2850 -0.75 0.25 - -1,500 9,750
9,250 -750 - 40.00 -50.60 2900 -1.10 0.30 - -7,750 19,500
16,250 5,500 - 0.05 -38.95 2950 29.65 35.00 - -1,500 15,500
16,750 -4,500 - 0.05 -13.95 3000 44.40 70.00 - -4,250 7,250
29,000 -5,250 - 0.10 -4.00 3050 51.40 116.00 - -750 2,250
34,000 -14,500 - 0.05 -1.65 3100 54.00 169.00 - -1,000 2,000
9,750 -2,000 - 0.05 -0.80 3150 - 300.00 - - 750
29,750 -8,250 - 0.05 -0.60 3200 - 215.80 - - 1,000
7,500 -1,250 - 0.05 -0.25 3250 - - - - -
29,500 -3,250 - 0.05 -0.25 3300 - - - - -
750 - - 0.55 - 3350 - - - - -
17,250 -1,500 - 0.05 -0.25 3400 - - - - -
500 - - 11.90 - 3450 - - - - -
18,250 -3,250 - 0.05 -0.15 3500 - - - - -
500 - - 0.10 - 3550 - - - - -
4,250 -250 - 0.05 -0.10 3600 - - - - -
6,000 -3,750 - 0.05 -0.20 3650 - - - - -
Total 233,250 119,000
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.