BAJAJ-AUTO
BAJAJ AUTO LIMITED
9021.3
102.15 (1.15%)
Option Chain for BAJAJ-AUTO
18 Apr 2024 06:50 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 | |
| 0 | 0 | 0 | - | 710.20 | 7200 | 3.05 | - | 125 | 0 | 125 |
| 0 | 0 | 0 | - | 0.00 | 7250 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 645.40 | 7300 | 219.65 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 749.95 | 7350 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 584.30 | 7400 | 256.85 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 676.90 | 7450 | 134.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 1535.50 | 7500 | 2.90 | - | 375 | -250 | 5,375 |
| 0 | 0 | 0 | - | 607.30 | 7550 | 163.30 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 473.60 | 7600 | 342.60 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 542.30 | 7650 | 197.15 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 1303.00 | 7700 | 7.85 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 481.70 | 7750 | 235.40 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 1264.65 | 7800 | 10.00 | - | 15,750 | 250 | 27,375 |
| 0 | 0 | 0 | - | 425.50 | 7850 | 278.15 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 335.90 | 7900 | 8.40 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 373.80 | 7950 | 325.30 | - | 0 | 0 | 0 |
| 14,875 | -1,625 | 2,000 | - | 1064.15 | 8000 | 12.85 | - | 1,43,625 | 35,375 | 2,07,500 |
| 0 | 0 | 0 | - | 326.60 | 8050 | 376.95 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 262.20 | 8100 | 17.95 | - | 46,000 | 6,375 | 36,000 |
| 0 | 0 | 0 | - | 283.75 | 8150 | 17.55 | - | 0 | 0 | 0 |
| 0 | -250 | 0 | - | 670.00 | 8200 | 21.50 | - | 1,39,500 | 27,250 | 52,500 |
| 0 | 0 | 0 | - | 245.15 | 8250 | 14.50 | - | 1,500 | -375 | 1,500 |
| 0 | 0 | 0 | - | 603.00 | 8300 | 27.15 | - | 1,20,125 | 10,875 | 65,625 |
| 0 | 0 | 0 | - | 210.65 | 8350 | 32.50 | - | 17,250 | 6,250 | 10,875 |
| 5,875 | 0 | 375 | - | 688.40 | 8400 | 33.90 | - | 1,58,875 | 5,000 | 36,375 |
| 0 | 0 | 0 | - | 180.00 | 8450 | 41.15 | - | 10,750 | -125 | 8,500 |
| 20,375 | 500 | 6,875 | - | 577.20 | 8500 | 38.00 | - | 3,11,875 | 20,125 | 1,28,375 |
| 250 | 0 | 0 | - | 452.00 | 8550 | 697.75 | - | 0 | 0 | 0 |
| 4,250 | -125 | 1,250 | - | 535.00 | 8600 | 56.55 | - | 1,92,125 | 10,375 | 42,875 |
| 0 | 0 | 0 | - | 433.65 | 8650 | 68.85 | - | 22,250 | 500 | 15,875 |
| 6,875 | -375 | 3,250 | - | 456.00 | 8700 | 68.00 | - | 1,73,750 | -2,375 | 50,875 |
| 750 | -250 | 625 | - | 394.50 | 8750 | 82.00 | - | 47,375 | -2,750 | 13,375 |
| 29,625 | -625 | 42,125 | - | 402.05 | 8800 | 92.00 | - | 3,56,750 | 20,250 | 1,12,000 |
| 0 | 0 | 0 | - | 91.05 | 8850 | 105.35 | - | 38,500 | 3,125 | 13,750 |
| 29,500 | -1,500 | 1,98,750 | - | 321.40 | 8900 | 119.10 | - | 3,77,750 | 44,750 | 1,17,750 |
| 8,250 | -6,625 | 92,125 | - | 302.75 | 8950 | 142.35 | - | 95,500 | -125 | 11,625 |
| 2,11,750 | 11,875 | 11,53,375 | - | 265.00 | 9000 | 162.45 | - | 7,36,875 | 31,250 | 1,57,125 |
| 51,125 | 20,375 | 4,25,500 | - | 238.00 | 9050 | 196.45 | - | 1,29,625 | 9,625 | 28,000 |
| 2,73,750 | 1,02,375 | 15,92,500 | - | 210.00 | 9100 | 211.65 | - | 3,93,625 | 93,500 | 1,51,750 |
| 56,125 | 16,750 | 2,21,875 | - | 188.00 | 9150 | 253.40 | - | 26,875 | 3,125 | 20,875 |
| 2,31,250 | 20,500 | 8,22,625 | - | 169.00 | 9200 | 288.30 | - | 55,125 | 2,625 | 52,250 |
| 33,000 | -3,875 | 1,23,000 | - | 149.35 | 9250 | 324.55 | - | 8,375 | 500 | 9,500 |
| 1,71,000 | 25,250 | 5,85,250 | - | 132.35 | 9300 | 332.25 | - | 6,125 | 2,250 | 42,750 |
| 30,750 | 2,125 | 80,000 | - | 115.05 | 9350 | 1370.30 | - | 0 | 0 | 0 |
| 1,07,500 | 28,375 | 3,77,250 | - | 106.00 | 9400 | 451.95 | - | 2,250 | -625 | 6,125 |
| 31,875 | 16,875 | 85,375 | - | 97.00 | 9450 | 470.80 | - | 0 | 0 | 0 |
| 3,49,875 | 1,07,750 | 9,78,625 | - | 82.95 | 9500 | 522.60 | - | 3,750 | -125 | 8,500 |
|
|
||||||||||
| 27,375 | 5,625 | 1,00,750 | - | 72.90 | 9550 | 530.90 | - | 875 | 125 | 875 |
| 98,375 | 47,875 | 2,95,500 | - | 63.05 | 9600 | 573.20 | - | 250 | 0 | 2,750 |
| 15,500 | 6,000 | 19,625 | - | 53.00 | 9650 | 1650.60 | - | 0 | 0 | 0 |
| 82,750 | 21,000 | 2,44,750 | - | 50.95 | 9700 | 715.00 | - | 0 | 0 | 0 |
| 8,625 | 1,625 | 4,000 | - | 38.45 | 9750 | - | 0 | 0 | 0 | 0 |
| 1,41,625 | 4,500 | 2,43,625 | - | 37.60 | 9800 | 673.80 | - | 0 | 0 | 0 |
| 50,250 | 16,875 | 68,125 | - | 30.55 | 9900 | 1704.45 | - | 0 | 0 | 0 |
| 3,32,125 | 1,26,750 | 6,93,500 | - | 24.00 | 10000 | 922.00 | - | 0 | 0 | 0 |
| 35,500 | 10,000 | 67,375 | - | 18.55 | 10100 | 1670.05 | - | 0 | 0 | 0 |
| 37,000 | 6,750 | 56,375 | - | 13.20 | 10200 | 2432.00 | - | 0 | 0 | 0 |
| 33,875 | 7,000 | 49,375 | - | 10.65 | 10300 | 1686.30 | - | 0 | 0 | 0 |
| 1,24,000 | 25,750 | 1,77,750 | - | 8.55 | 10400 | 2625.70 | - | 0 | 0 | 0 |
| 26,55,625 | 14,38,750 | |||||||||
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 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.