BAJAJ-AUTO
BAJAJ AUTO LIMITED
8697.1
-98.69 (-1.12%)
Option Chain for BAJAJ-AUTO
24 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 | |
| 3,125 | 3,125 | 1,250 | - | 1898.45 | 6900 | 107.25 | - | 0 | 0 | 0 |
| 1,125 | 1,125 | 875 | - | 1755.35 | 7000 | 0.20 | - | 125 | 375 | 0 |
| 0 | 0 | 0 | - | 778.95 | 7100 | 156.75 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 710.20 | 7200 | 0.05 | - | 750 | 0 | 875 |
| 0 | 0 | 0 | - | 645.40 | 7300 | 219.65 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 584.30 | 7400 | 256.85 | - | 0 | 0 | 0 |
| 0 | 500 | 250 | - | 1292.50 | 7500 | 0.50 | - | 5,375 | -2,125 | 4,750 |
| 0 | 0 | 0 | - | 473.60 | 7600 | 342.60 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 1303.00 | 7700 | 0.65 | - | 4,000 | 3,125 | 0 |
| 125 | 125 | 125 | - | 1034.50 | 7800 | 1.20 | - | 7,375 | -1,125 | 26,000 |
| 0 | 0 | 0 | - | 335.90 | 7900 | 1.25 | - | 2,750 | -375 | 7,125 |
| 6,500 | -3,125 | 3,500 | - | 720.00 | 8000 | 1.00 | - | 75,500 | -5,375 | 1,58,500 |
| 0 | 0 | 0 | - | 262.20 | 8100 | 1.00 | - | 21,375 | -4,125 | 29,875 |
| 0 | 0 | 0 | 0 | - | 8150 | 3.00 | - | 1,000 | 2,750 | 0 |
| 2,375 | 2,375 | 125 | - | 602.30 | 8200 | 1.85 | - | 61,875 | -13,125 | 33,000 |
| 0 | 0 | 0 | 0 | - | 8250 | 1.95 | - | 3,250 | -2,625 | 2,000 |
| 1,125 | -125 | 125 | - | 405.00 | 8300 | 2.75 | - | 85,250 | -12,125 | 43,000 |
| 0 | 0 | 0 | 0 | - | 8350 | 3.30 | - | 28,000 | -5,875 | 9,250 |
| 4,500 | -250 | 125 | - | 380.70 | 8400 | 5.25 | - | 1,55,000 | -17,125 | 32,750 |
| 0 | 0 | 0 | 0 | - | 8450 | 6.70 | - | 17,375 | 0 | 6,375 |
| 9,500 | -3,250 | 5,125 | - | 219.50 | 8500 | 10.15 | - | 2,42,875 | -14,375 | 84,000 |
| 0 | 0 | 0 | - | 452.00 | 8550 | - | 0 | 0 | 0 | 0 |
| 2,750 | -4,125 | 11,750 | - | 132.95 | 8600 | 15.35 | - | 1,89,125 | -7,000 | 37,375 |
| 2,750 | 0 | 7,375 | - | 85.00 | 8650 | 28.25 | - | 1,28,625 | -4,250 | 15,750 |
| 13,250 | -7,750 | 48,375 | - | 58.50 | 8700 | 48.00 | - | 2,32,625 | -46,000 | 34,000 |
| 7,875 | -7,000 | 62,875 | - | 31.55 | 8750 | 69.60 | - | 1,40,750 | -15,250 | 11,750 |
| 64,750 | -16,500 | 4,25,250 | - | 13.00 | 8800 | 105.20 | - | 2,18,500 | -34,000 | 29,000 |
| 0 | 0 | 0 | 0 | - | 8850 | 149.10 | - | 15,875 | -3,250 | 1,250 |
| 83,625 | -20,750 | 5,63,250 | - | 5.40 | 8900 | 194.80 | - | 73,250 | -13,125 | 31,750 |
| 29,000 | -8,625 | 1,45,500 | - | 5.75 | 8950 | 244.70 | - | 4,750 | -1,625 | 4,875 |
| 2,07,000 | -82,000 | 6,42,750 | - | 4.00 | 9000 | 295.60 | - | 64,500 | -31,125 | 46,750 |
| 38,500 | -4,500 | 1,81,625 | - | 3.40 | 9050 | 266.35 | - | 4,875 | -3,250 | 8,750 |
| 1,66,625 | -62,875 | 4,75,500 | - | 2.75 | 9100 | 391.80 | - | 63,000 | -48,000 | 43,625 |
| 98,875 | 28,875 | 2,05,625 | - | 1.65 | 9150 | 435.60 | - | 3,000 | -1,250 | 8,625 |
| 1,74,500 | -84,000 | 4,39,750 | - | 1.30 | 9200 | 484.45 | - | 7,000 | -625 | 28,750 |
| 56,125 | -375 | 1,13,875 | - | 0.85 | 9250 | 461.35 | - | 4,000 | 8,750 | 8,750 |
| 92,125 | -37,750 | 2,38,625 | - | 0.60 | 9300 | 592.00 | - | 1,875 | -250 | 22,375 |
| 20,375 | -3,000 | 58,625 | - | 0.85 | 9350 | - | 0 | 0 | 0 | 0 |
| 37,000 | -33,625 | 1,31,750 | - | 0.80 | 9400 | 646.05 | - | 1,000 | 125 | 5,000 |
| 10,500 | -14,250 | 34,875 | - | 0.70 | 9450 | 470.80 | - | 0 | 0 | 0 |
| 1,45,000 | -73,375 | 2,53,875 | - | 0.75 | 9500 | 760.00 | - | 1,125 | -250 | 7,875 |
| 12,250 | -12,500 | 27,750 | - | 0.70 | 9550 | 530.90 | - | 0 | 0 | 0 |
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| 45,250 | -25,250 | 70,750 | - | 0.70 | 9600 | 791.85 | - | 125 | 0 | 0 |
| 7,125 | -9,375 | 13,875 | - | 1.00 | 9650 | - | 0 | 0 | 0 | 0 |
| 30,500 | -6,250 | 49,125 | - | 0.70 | 9700 | 890.00 | - | 0 | 750 | 0 |
| 4,750 | -500 | 500 | - | 0.95 | 9750 | - | 0 | 0 | 0 | 0 |
| 34,750 | -21,250 | 44,750 | - | 0.25 | 9800 | 673.80 | - | 0 | 0 | 0 |
| 30,000 | -11,000 | 17,750 | - | 0.30 | 9900 | 1704.45 | - | 0 | 0 | 0 |
| 2,28,250 | -35,375 | 62,125 | - | 0.40 | 10000 | 1290.35 | - | 250 | 1,625 | 1,625 |
| 12,250 | -2,625 | 3,500 | - | 0.20 | 10100 | 1670.05 | - | 0 | 0 | 0 |
| 19,125 | -2,750 | 3,875 | - | 0.30 | 10200 | 2432.00 | - | 0 | 0 | 0 |
| 18,250 | -3,375 | 6,250 | - | 0.10 | 10300 | 1686.30 | - | 0 | 0 | 0 |
| 76,875 | -16,875 | 22,375 | - | 0.05 | 10400 | 2625.70 | - | 0 | 0 | 0 |
| 17,98,375 | 7,85,375 | |||||||||
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.