BAJAJ-AUTO
BAJAJ AUTO LIMITED
8804.5
-216.79 (-2.40%)
Option Chain for BAJAJ-AUTO
19 Apr 2024 04:15 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 | |
| 0 | 0 | 0 | - | 2135.00 | 7000 | 3.05 | - | 125 | 0 | 375 |
| 0 | 0 | 0 | - | 0.00 | 7050 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 778.95 | 7100 | 156.75 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 7150 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 710.20 | 7200 | 3.00 | - | 375 | 125 | 250 |
| 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 | 4.95 | - | 14,875 | 875 | 6,250 |
| 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 | 4.90 | - | 6,500 | 3,875 | 4,875 |
| 0 | 0 | 0 | - | 481.70 | 7750 | 235.40 | - | 0 | 0 | 0 |
| 250 | 0 | 125 | - | 1010.00 | 7800 | 10.95 | - | 95,125 | 7,875 | 35,250 |
| 0 | 0 | 0 | - | 425.50 | 7850 | 278.15 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 335.90 | 7900 | 8.50 | - | 7,000 | -1,625 | 6,250 |
| 0 | 0 | 0 | - | 373.80 | 7950 | 325.30 | - | 0 | 0 | 0 |
| 11,125 | -3,750 | 7,000 | - | 753.10 | 8000 | 10.45 | - | 3,29,750 | 2,875 | 2,10,625 |
| 0 | 0 | 0 | - | 326.60 | 8050 | 376.95 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 262.20 | 8100 | 16.00 | - | 88,375 | 7,875 | 39,625 |
| 0 | 0 | 0 | - | 283.75 | 8150 | 14.85 | - | 6,750 | 2,875 | 3,125 |
| 2,500 | -2,250 | 2,500 | - | 578.05 | 8200 | 18.30 | - | 1,79,750 | -3,500 | 47,500 |
| 0 | 0 | 0 | - | 245.15 | 8250 | 20.35 | - | 8,875 | 1,375 | 2,875 |
| 1,250 | -375 | 1,125 | - | 515.50 | 8300 | 23.40 | - | 3,11,375 | 7,625 | 71,750 |
| 0 | 0 | 0 | - | 210.65 | 8350 | 26.70 | - | 65,625 | 2,875 | 13,875 |
| 4,875 | -1,000 | 2,125 | - | 375.85 | 8400 | 33.25 | - | 3,71,625 | 22,500 | 57,750 |
| 0 | 0 | 0 | - | 180.00 | 8450 | 38.90 | - | 88,875 | -3,250 | 5,125 |
| 16,625 | -3,875 | 10,375 | - | 327.85 | 8500 | 49.00 | - | 10,16,000 | -14,375 | 1,15,875 |
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| 250 | 0 | 0 | - | 452.00 | 8550 | 697.75 | - | 0 | 0 | 0 |
| 8,375 | 3,500 | 31,625 | - | 267.10 | 8600 | 72.15 | - | 8,22,125 | 42,250 | 85,500 |
| 2,250 | 1,500 | 11,125 | - | 212.45 | 8650 | 85.40 | - | 2,59,875 | 2,500 | 18,375 |
| 31,000 | 24,250 | 3,57,000 | - | 186.70 | 8700 | 103.05 | - | 17,12,875 | 66,625 | 1,17,625 |
| 18,250 | 17,375 | 2,60,375 | - | 163.15 | 8750 | 128.40 | - | 3,26,375 | 12,125 | 25,500 |
| 1,37,250 | 1,05,375 | 16,69,000 | - | 137.30 | 8800 | 150.50 | - | 10,81,625 | 1,625 | 95,625 |
| 0 | 0 | 0 | - | 91.05 | 8850 | 177.00 | - | 87,125 | 750 | 14,375 |
| 1,56,375 | 1,26,875 | 15,57,625 | - | 90.15 | 8900 | 205.00 | - | 2,65,000 | 8,250 | 1,25,125 |
| 31,250 | 23,000 | 5,13,375 | - | 76.00 | 8950 | 241.65 | - | 32,000 | -1,125 | 10,375 |
| 3,62,875 | 1,51,625 | 26,30,500 | - | 61.85 | 9000 | 280.45 | - | 2,55,375 | -28,750 | 1,29,500 |
| 48,625 | -1,875 | 3,65,750 | - | 51.65 | 9050 | 317.00 | - | 40,500 | -11,375 | 17,750 |
| 3,29,000 | 50,875 | 13,44,625 | - | 42.75 | 9100 | 353.15 | - | 97,625 | -22,500 | 1,32,625 |
| 78,375 | 21,625 | 2,62,375 | - | 36.20 | 9150 | 392.90 | - | 11,750 | -5,875 | 15,000 |
| 2,82,000 | 50,875 | 11,70,750 | - | 29.95 | 9200 | 442.85 | - | 35,250 | -11,500 | 40,750 |
| 40,875 | 7,500 | 2,23,625 | - | 25.65 | 9250 | 472.00 | - | 3,125 | -500 | 9,000 |
| 2,04,750 | 35,750 | 8,72,250 | - | 20.10 | 9300 | 532.20 | - | 21,000 | -12,750 | 30,125 |
| 31,625 | 1,125 | 1,53,125 | - | 18.65 | 9350 | 1370.30 | - | 0 | 0 | 0 |
| 1,23,125 | 14,125 | 6,40,875 | - | 16.20 | 9400 | 590.00 | - | 1,750 | -375 | 5,875 |
| 49,625 | 17,750 | 2,19,250 | - | 14.15 | 9450 | 470.80 | - | 0 | 0 | 0 |
| 3,71,875 | 20,625 | 15,47,000 | - | 11.60 | 9500 | 800.00 | - | 1,750 | -250 | 8,250 |
| 24,875 | 375 | 1,02,875 | - | 10.10 | 9550 | 530.90 | - | 0 | -250 | 0 |
| 1,12,625 | 14,125 | 7,03,000 | - | 8.30 | 9600 | 736.45 | - | 250 | 0 | 2,750 |
| 13,875 | -1,625 | 22,500 | - | 8.05 | 9650 | 1650.60 | - | 0 | 0 | 0 |
| 88,125 | 3,875 | 2,26,500 | - | 6.50 | 9700 | 715.00 | - | 0 | 0 | 0 |
| 5,250 | -3,250 | 9,500 | - | 6.30 | 9750 | - | 0 | 0 | 0 | 0 |
| 1,02,000 | -39,500 | 2,07,625 | - | 5.20 | 9800 | 673.80 | - | 0 | 0 | 0 |
| 60,000 | 9,125 | 1,38,125 | - | 4.85 | 9900 | 1704.45 | - | 0 | 0 | 0 |
| 3,50,375 | 11,875 | 5,66,375 | - | 4.10 | 10000 | 922.00 | - | 0 | 0 | 0 |
| 26,750 | -8,500 | 56,500 | - | 3.40 | 10100 | 1670.05 | - | 0 | 0 | 0 |
| 27,250 | -10,375 | 58,375 | - | 3.85 | 10200 | 2432.00 | - | 0 | 0 | 0 |
| 28,000 | -5,625 | 35,625 | - | 3.40 | 10300 | 1686.30 | - | 0 | 0 | 0 |
| 1,25,875 | 2,250 | 2,20,125 | - | 2.30 | 10400 | 2625.70 | - | 0 | 0 | 0 |
| 33,09,375 | 15,05,500 | |||||||||
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.