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Related Pages for BAJAJ-AUTO
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BAJAJ-AUTO
Bajaj Auto Limited
9465 12.85 (0.14%)

Option Chain for BAJAJ-AUTO

14 Nov 2024 09:31 AM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 75
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 2957.00 0.00 8000 -0.50 2.60 38.43 2 0 589 -0.01
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 0.00 3.00 0.00 0 0 0 0.00
- 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 -1.15 6.20 32.82 12 -4 366 -0.03
0.00 0 0 0 0.00 1397.70 0.00 8500 -0.90 9.25 32.50 77 55 423 -0.04
0.00 0 0 0 0.00 1100.00 0.00 8600 -1.80 12.20 31.27 12 1 247 -0.05
- 0 0 0 - 3748.30 0.00 8700 -0.75 18.20 30.89 13 8 186 -0.07
- 0 0 0 - 2198.55 0.00 8800 -1.45 25.00 30.35 118 1 541 -0.09
0.00 0 0 0 0.00 1757.80 0.00 8900 -1.20 35.00 29.83 58 -4 188 -0.12
0.81 84 0 13 33.05 573.35 18.35 9000 -1.50 48.00 29.09 191 51 1,463 -0.16
0.00 0 0 0 0.00 791.75 0.00 9100 -1.00 66.30 28.68 92 7 236 -0.21
0.73 16 1 14 28.18 395.55 22.30 9200 -0.95 88.00 28.19 150 35 568 -0.27
0.66 118 0 12 29.93 339.00 17.00 9300 -3.65 116.10 27.70 108 7 769 -0.33
0.60 579 40 142 27.28 263.45 12.95 9400 -5.25 151.60 27.28 336 60 907 -0.40
0.52 1,126 186 832 26.47 205.15 6.00 9500 -3.10 195.90 27.24 454 54 2,067 -0.48
0.44 725 34 301 26.18 157.00 4.00 9600 -11.40 242.80 26.10 15 -4 479 -0.56
0.36 949 77 258 25.94 117.20 2.20 9700 -7.70 310.15 26.43 95 -6 601 -0.64
0.29 1,345 49 299 26.40 88.55 0.75 9800 -24.05 360.00 23.50 18 1 734 -0.73
0.23 1,504 58 377 26.72 66.10 -1.15 9900 -19.80 446.00 24.81 11 7 432 -0.79
0.18 3,920 74 550 27.11 49.10 -0.90 10000 -15.00 525.00 24.25 21 3 1,275 -0.85
0.14 978 36 196 27.63 35.90 -2.65 10100 0.00 658.70 0.00 0 -2 0 0.00
0.11 1,820 7 142 28.32 27.45 -3.55 10200 -48.95 681.05 30.18 5 0 149 -0.87
0.09 1,240 13 57 29.05 20.90 -2.60 10300 0.00 834.15 0.00 0 -1 0 0.00
0.07 1,085 10 110 29.87 16.70 -1.80 10400 60.70 892.70 23.15 1 0 144 -0.97
0.06 4,710 36 355 30.88 13.65 -1.80 10500 -30.35 985.65 - 2 0 488 -
0.05 1,142 1 76 32.15 11.30 -1.85 10600 0.00 659.70 0.00 0 0 0 0.00
0.04 1,138 8 48 33.10 9.50 -2.20 10700 0.00 980.00 0.00 0 0 0 0.00
0.03 1,298 4 129 34.49 8.45 -1.65 10800 0.00 837.30 0.00 0 0 0 0.00
0.03 634 -41 68 35.91 7.65 -0.70 10900 0.00 904.10 0.00 0 0 0 0.00
0.03 5,813 -7 245 37.55 7.05 -1.05 11000 0.00 1501.00 0.00 0 -14 0 0.00
0.02 482 0 4 39.00 6.50 -0.40 11100 0.00 79.40 - 0 0 0 -
0.02 635 2 3 40.50 6.15 -0.55 11200 370.25 1669.25 - 3 0 6 -
0.00 0 -4 0 0.00 6.30 0.00 11300 0.00 1440.00 0.00 0 0 0 0.00
0.02 236 -2 3 42.81 5.00 -0.65 11400 0.00 2000.00 0.00 0 0 0 0.00
0.02 2,086 -36 84 43.65 4.30 -0.70 11500 0.00 1926.55 0.00 0 -2 0 0.00
0.02 283 0 1 46.39 5.10 0.05 11600 0.00 1577.70 0.00 0 0 0 0.00
0.00 0 -3 0 0.00 3.05 0.00 11700 0.00 400.00 0.00 0 0 0 0.00
0.00 0 -9 0 0.00 4.95 0.00 11800 0.00 1093.10 - 0 0 0 -
0.00 0 -5 0 0.00 2.55 0.00 11900 0.00 241.60 0.00 0 0 0 0.00
0.01 2,679 -8 13 50.08 3.30 -0.75 12000 0.00 2535.00 0.00 0 0 0 0.00
36,625 12,858
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.