BAJAJ-AUTO
Bajaj Auto Limited
9505
-40.70 (-0.43%)
Option Chain for BAJAJ-AUTO
21 Nov 2024 04:11 PM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
Put
Lot Size : 75 |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
| - | 0 | 0 | 0 | - | 2957.00 | 0.00 | 8000 | 1.00 | 2.35 | - | 51 | 1 | 579 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 3600.85 | 0.00 | 8100 | 0.00 | 0.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2764.05 | 0.00 | 8200 | 1.25 | 3.75 | 51.14 | 12 | -1 | 46 | -0.02 |
| - | 0 | 0 | 0 | - | 3598.95 | 0.00 | 8300 | 0.00 | 3.20 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 0 | 0 | 0 | - | 2572.90 | 0.00 | 8400 | -0.15 | 3.80 | 43.93 | 22 | 5 | 327 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1397.70 | 0.00 | 8500 | -1.25 | 3.75 | 40.29 | 80 | -13 | 325 | -0.02 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1100.00 | 0.00 | 8600 | -1.75 | 6.25 | 39.96 | 232 | -15 | 208 | -0.03 |
| - | 0 | 0 | 0 | - | 3748.30 | 0.00 | 8700 | -11.45 | 7.50 | 37.40 | 80 | 8 | 165 | -0.04 |
| - | 0 | 0 | 0 | - | 2198.55 | 0.00 | 8800 | -7.25 | 10.40 | 35.77 | 407 | -20 | 395 | -0.05 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1757.80 | 0.00 | 8900 | -6.55 | 15.05 | 34.45 | 561 | -134 | 211 | -0.07 |
| - | 90 | -2 | 22 | - | 501.00 | -52.40 | 9000 | -9.05 | 22.00 | 33.23 | 1,814 | 154 | 1,662 | -0.10 |
| 0.00 | 0 | 0 | 0 | 0.00 | 791.75 | 0.00 | 9100 | -13.20 | 29.15 | 31.06 | 714 | -20 | 385 | -0.14 |
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| 0.95 | 65 | -3 | 11 | 15.58 | 332.05 | -36.35 | 9200 | -15.80 | 41.10 | 29.43 | 1,058 | 7 | 536 | -0.19 |
| 0.76 | 119 | 2 | 42 | 24.94 | 274.00 | -18.25 | 9300 | -17.55 | 59.95 | 28.23 | 1,483 | -75 | 699 | -0.26 |
| 0.67 | 558 | 5 | 905 | 23.84 | 198.75 | -25.45 | 9400 | -24.60 | 87.40 | 27.28 | 2,670 | 141 | 1,020 | -0.35 |
| 0.54 | 1,636 | 604 | 4,924 | 23.15 | 136.05 | -27.95 | 9500 | -24.40 | 128.05 | 27.01 | 3,232 | 179 | 1,943 | -0.46 |
| 0.42 | 1,239 | 61 | 4,229 | 23.62 | 92.00 | -28.00 | 9600 | -23.25 | 184.55 | 27.68 | 1,040 | -46 | 627 | -0.57 |
| 0.30 | 1,501 | 192 | 2,581 | 24.21 | 60.45 | -22.50 | 9700 | -12.80 | 249.00 | 27.87 | 172 | -20 | 606 | -0.67 |
| 0.22 | 1,613 | -52 | 3,801 | 25.19 | 40.00 | -16.55 | 9800 | -14.35 | 330.00 | 29.82 | 154 | 3 | 671 | -0.75 |
| 0.15 | 1,565 | 38 | 1,681 | 26.66 | 27.80 | -13.25 | 9900 | 11.35 | 435.50 | 36.75 | 15 | -6 | 382 | -0.77 |
| 0.11 | 3,620 | -225 | 3,865 | 28.28 | 19.95 | -9.80 | 10000 | -3.20 | 510.00 | 34.88 | 79 | -15 | 1,129 | -0.84 |
| 0.08 | 1,154 | -2 | 1,192 | 29.17 | 13.20 | -8.60 | 10100 | 150.00 | 595.00 | 34.17 | 11 | -3 | 255 | -0.89 |
| 0.06 | 1,930 | -163 | 1,909 | 30.98 | 10.10 | -5.40 | 10200 | -4.20 | 695.45 | 38.48 | 3 | 0 | 122 | -0.89 |
| 0.05 | 1,041 | -40 | 1,069 | 32.86 | 8.00 | -3.95 | 10300 | 69.25 | 792.75 | 41.27 | 6 | 0 | 175 | -0.91 |
| 0.04 | 1,062 | -245 | 1,208 | 34.65 | 6.40 | -3.50 | 10400 | 0.00 | 713.75 | 0.00 | 0 | -2 | 0 | 0.00 |
| 0.03 | 3,885 | -90 | 1,935 | 36.30 | 5.10 | -3.00 | 10500 | 163.45 | 1000.00 | 52.29 | 4 | 0 | 468 | -0.90 |
| 0.03 | 1,122 | 16 | 471 | 38.83 | 4.80 | -1.50 | 10600 | 0.00 | 1012.05 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 1,015 | 38 | 668 | 40.96 | 4.30 | -1.00 | 10700 | 102.00 | 1122.00 | - | 1 | 0 | 66 | - |
| 0.02 | 975 | -88 | 573 | 42.22 | 3.40 | -1.25 | 10800 | 0.00 | 837.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 435 | -107 | 477 | 43.97 | 2.95 | -1.45 | 10900 | 0.00 | 904.10 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 5,004 | -234 | 1,946 | 45.62 | 2.55 | -1.40 | 11000 | 216.00 | 1522.00 | - | 7 | -6 | 425 | - |
| 0.01 | 639 | 1 | 316 | 47.95 | 2.50 | -0.80 | 11100 | 0.00 | 79.40 | - | 0 | 0 | 0 | - |
| 0.01 | 540 | -45 | 270 | 49.28 | 2.10 | -0.65 | 11200 | 0.00 | 1517.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 234 | -19 | 36 | 52.34 | 2.35 | -0.50 | 11300 | 0.00 | 1440.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 425 | -15 | 204 | - | 2.00 | -0.45 | 11400 | 0.00 | 2000.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,869 | -386 | 770 | - | 1.50 | -0.75 | 11500 | 40.00 | 2000.00 | - | 6 | -5 | 180 | - |
| - | 222 | -46 | 112 | - | 1.95 | -0.05 | 11600 | 0.00 | 1577.70 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 70 | -3 | 6 | - | 1.20 | -1.30 | 11700 | 0.00 | 400.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 254 | -17 | 25 | - | 0.65 | -0.85 | 11800 | 0.00 | 1093.10 | - | 0 | 0 | 0 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 2.55 | 0.00 | 11900 | 0.00 | 241.60 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 1,799 | -133 | 366 | - | 1.05 | -0.85 | 12000 | 198.15 | 2498.15 | - | 12 | -11 | 154 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 976.95 | 0.00 | 12100 | 0.00 | 303.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 114 | -1 | 2 | - | 2.00 | 0.00 | 12200 | 0.00 | 2450.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 852.35 | 0.00 | 12300 | 0.00 | 2250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 86 | 0 | 1 | - | 1.00 | 0.00 | 12400 | 0.00 | 1547.30 | 0.00 | 0 | 0 | 0 | 0.00 |
| - | 305 | -64 | 126 | - | 1.00 | -0.55 | 12500 | 0.00 | 460.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 36,186 | 13,761 | |||||||||||||
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.
