[--[65.84.65.76]--]
BAJAJ-AUTO
BAJAJ AUTO LIMITED

9148.15 -14.35 (-0.16%)

Option Chain for BAJAJ-AUTO

28 Mar 2024 03:53 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
2,750 2,750 3,000 - 2291.00 6900 107.25 - 0 0 0
0 0 0 - 0.00 6950 0.00 - 0 0 0
1,000 875 1,125 - 2135.00 7000 23.00 - 0 0 0
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 - 0 0 0
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
375 0 125 - 1690.00 7500 3.25 - 500 0 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
125 125 375 - 1504.60 7700 9.20 - 0 0 0
0 0 0 - 481.70 7750 235.40 - 0 0 0
125 0 125 - 1264.65 7800 15.10 - 0 0 0
0 0 0 - 425.50 7850 278.15 - 0 0 0
0 0 0 - 335.90 7900 12.00 - 0 0 0
0 0 0 - 373.80 7950 325.30 - 0 0 0
19,125 7,500 8,625 - 1140.00 8000 28.75 - 1,67,125 64,000 1,14,000
0 0 0 - 326.60 8050 376.95 - 0 0 0
0 0 0 - 262.20 8100 32.00 - 9,750 2,875 4,000
0 0 0 - 283.75 8150 70.00 - 0 0 0
5,000 0 250 - 1000.00 8200 36.20 - 13,500 -125 15,000
0 0 0 - 245.15 8250 36.05 - 0 250 0
1,750 0 375 - 880.00 8300 40.00 - 55,750 17,375 42,125
0 0 0 - 210.65 8350 43.35 - 0 1,875 0
6,625 875 1,500 - 766.50 8400 51.20 - 30,750 4,875 19,250
0 0 0 - 180.00 8450 58.00 - 4,750 -125 500
22,875 6,500 10,250 - 720.00 8500 65.00 - 1,41,000 16,750 1,11,625
0 0 0 - 452.00 8550 697.75 - 0 0 0
4,625 250 500 - 659.60 8600 79.00 - 62,125 4,000 8,375
1,000 0 375 - 630.00 8650 90.00 - 4,375 375 3,250
7,625 375 1,250 - 509.60 8700 86.40 - 67,500 -2,000 28,750
0 0 0 - 397.95 8750 111.00 - 8,625 5,500 6,000
20,125 625 9,125 - 459.15 8800 128.70 - 1,01,625 4,250 45,875
0 0 0 - 91.05 8850 145.00 - 7,500 1,250 4,750
11,625 2,000 20,625 - 385.25 8900 161.00 - 81,000 3,375 20,000
2,125 -625 3,250 - 414.25 8950 182.50 - 9,250 875 2,750
90,500 -625 2,59,375 - 325.00 9000 204.00 - 2,49,125 3,000 75,750
5,625 4,375 82,625 - 306.10 9050 222.70 - 30,875 2,625 5,500
29,625 125 2,90,875 - 274.00 9100 252.00 - 1,66,500 6,500 30,250
10,750 3,250 89,125 - 243.95 9150 279.45 - 18,000 750 2,500
69,625 15,500 4,94,375 - 228.00 9200 301.35 - 90,875 3,375 30,750
12,500 5,375 41,750 - 210.00 9250 335.00 - 10,250 625 2,125
45,250 3,750 2,11,875 - 193.00 9300 363.70 - 21,875 5,750 18,625
5,125 2,000 19,500 - 175.00 9350 1370.30 - 0 0 0
22,500 -1,875 1,14,375 - 155.20 9400 400.00 - 250 0 500
1,500 625 3,875 - 162.60 9450 422.90 - 250 125 125
1,26,375 -15,125 4,19,375 - 128.05 9500 502.45 - 5,000 3,000 6,125
4,000 1,500 13,250 - 114.85 9550 524.20 - 0 625 0
22,375 5,750 62,375 - 113.35 9600 650.00 - 375 250 625
0 0 0 - 18.15 9650 1650.60 - 0 0 0
38,250 6,625 68,875 - 86.95 9700 750.00 - 125 0 500
0 0 0 - 21.05 9750 1623.75 - 0 0 0
1,11,875 9,000 2,33,625 - 60.65 9800 673.80 - 375 250 625
0 0 0 - 0.00 9850 0.00 - 0 0 0
5,500 2,500 27,500 - 57.45 9900 1704.45 - 0 0 0
0 0 0 - 0.00 9950 0.00 - 0 0 0
1,13,875 13,875 2,86,125 - 46.40 10000 954.60 - 250 125 375
0 0 0 - 0.00 10050 0.00 - 0 0 0
17,750 4,125 51,500 - 37.00 10100 1670.05 - 0 0 0
0 0 0 - 0.00 10150 0.00 - 0 0 0
2,875 2,875 16,375 - 32.05 10200 2432.00 - 0 0 0
0 0 0 - 0.00 10250 0.00 - 0 0 0
3,625 3,625 12,000 - 25.65 10300 1686.30 - 0 0 0
8,46,375 6,06,000
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.