BAJAJ-AUTO
BAJAJ AUTO LIMITED
9448.85
26.45 (0.28%)
Option Chain for BAJAJ-AUTO
04 Jul 2024 11:31 AM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | Ltp | Chng | Chng | Ltp | Vol | Chng OI | OI | |
| 2,625 | 75 | 75 | 1902 | 43.55 | 7600 | 0.00 | 4.6 | 0 | 75 | 0 |
| 0 | 0 | 0 | 1384.25 | 0.00 | 7700 | 0.00 | 30.1 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1190.45 | 0.00 | 7800 | 0.00 | 114.7 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1206.2 | 0.00 | 7900 | 0.00 | 49.85 | 0 | 0 | 0 |
| 0 | -75 | 0 | 1480 | 0.00 | 8000 | -3.05 | 6.05 | 2,625 | 2,025 | 18,825 |
| 0 | 0 | 0 | 1037.15 | 0.00 | 8100 | 0.00 | 78.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 896.85 | 0.00 | 8200 | 0.00 | 33.6 | 0 | 0 | 0 |
| 0 | 0 | 0 | 879 | 0.00 | 8300 | 0.00 | 13 | 0 | 0 | 0 |
| 0 | 0 | 0 | 767.4 | 0.00 | 8400 | 0.00 | 17.2 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1030 | 0.00 | 8500 | -2.75 | 26.05 | 14,025 | -1,800 | 42,150 |
| 0 | 0 | 0 | 650.2 | 0.00 | 8600 | -4.10 | 32.3 | 750 | 75 | 11,925 |
| 4,725 | 4,725 | 150 | 838.6 | 40.10 | 8700 | 0.70 | 41 | 7,800 | 75 | 70,725 |
| 0 | 0 | 0 | 729 | 0.00 | 8800 | -2.70 | 51.7 | 12,900 | -750 | 31,725 |
| 0 | 525 | 0 | 635.6 | 0.00 | 8900 | -1.05 | 66.8 | 1,575 | 75 | 9,375 |
| 8,550 | -75 | 225 | 599.8 | 54.80 | 9000 | -5.55 | 80.85 | 17,775 | 4,725 | 65,025 |
| 0 | 0 | 0 | 481.85 | 0.00 | 9100 | -7.20 | 106 | 3,300 | -525 | 20,100 |
| 975 | 150 | 150 | 454.75 | 23.80 | 9200 | -6.10 | 133 | 8,100 | 1,425 | 22,725 |
| 6,600 | 600 | 3,450 | 363.35 | -1.40 | 9300 | -7.95 | 167.6 | 99,000 | 7,050 | 34,500 |
| 38,325 | 3,225 | 51,300 | 314.95 | 9.15 | 9400 | -8.10 | 209.9 | 28,350 | 5,625 | 39,000 |
| 1,40,700 | 15,900 | 1,02,375 | 262.4 | 7.65 | 9500 | -3.65 | 256 | 18,300 | 3,600 | 66,675 |
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| 95,100 | 1,500 | 45,150 | 215.75 | 6.75 | 9600 | 8.60 | 319.15 | 2,250 | -225 | 30,675 |
| 65,325 | 0 | 29,175 | 175 | 3.80 | 9700 | 0.00 | 402.6 | 0 | 450 | 0 |
| 79,950 | 4,275 | 32,475 | 138.8 | 0.05 | 9800 | -7.10 | 437.85 | 75 | 75 | 20,175 |
| 26,325 | -300 | 7,050 | 112.8 | 2.50 | 9900 | 0.00 | 517.85 | 0 | 300 | 0 |
| 1,91,325 | 1,875 | 43,425 | 90.05 | 2.00 | 10000 | -7.55 | 584.45 | 225 | -225 | 65,250 |
| 17,475 | -525 | 6,450 | 72.2 | 1.20 | 10100 | 0.00 | 666.45 | 0 | 0 | 0 |
| 32,550 | 750 | 13,875 | 57.15 | 0.60 | 10200 | 0.00 | 754.95 | 0 | 150 | 0 |
| 20,475 | -675 | 2,700 | 45.8 | -0.05 | 10300 | 0.00 | 723.15 | 0 | 0 | 0 |
| 14,025 | 150 | 1,875 | 38.2 | 0.45 | 10400 | 0.00 | 977.65 | 0 | 150 | 0 |
| 88,800 | -600 | 14,100 | 32 | 1.50 | 10500 | 0.00 | 1463.8 | 0 | 0 | 0 |
| 10,125 | 3,450 | 12,000 | 26.1 | 0.50 | 10600 | 0.00 | 1747.3 | 0 | 0 | 0 |
| 7,425 | -450 | 2,625 | 22 | 0.90 | 10700 | 0.00 | 1646.8 | 0 | 0 | 0 |
| 19,200 | -300 | 6,300 | 18 | -0.05 | 10800 | 0.00 | 1926.5 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 10900 | 0.00 | 0 | 0 | 0 | 0 |
| 75,675 | 1,050 | 5,625 | 13.65 | 0.65 | 11000 | 0.00 | 2109.4 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 11100 | 0.00 | 0 | 0 | 0 | 0 |
| 42,900 | 2,550 | 4,725 | 8.3 | -0.20 | 11200 | 0.00 | 2295.25 | 0 | 0 | 0 |
| 9,89,175 | 5,48,850 | |||||||||
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.