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Option Chain For BAJAJFINSV - BAJAJ FINSERV LTD.
Last updated on 25 Sep 2020 08:14 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 4000 - - - - -
- - - - - 4100 - - - - -
- - - - - 4200 - - - - -
- - - - - 4300 - - - - -
- - - - - 4400 - - - - -
- - - - - 4500 -146.40 13.90 49.96 625 625
- - - - - 4600 - - - - -
- - - - - 4700 - - - - -
- - - - - 4800 - 80.00 - - 125
- - - - - 4900 - - - - -
- - - - - 5000 -81.00 42.00 43.32 18,875 35,875
- - - - - 5100 -78.40 55.00 42.79 500 1,375
- - - - - 5200 -114.55 68.50 41.69 5,500 16,500
- - - - - 5300 -141.55 89.00 41.42 2,000 3,625
250 250 - 371.65 -899.70 5400 -162.35 110.15 40.49 6,250 8,625
4,750 2,125 32.28 427.10 161.10 5500 -175.20 142.50 40.75 1,875 29,625
3,750 1,125 33.56 367.95 140.85 5600 -204.25 173.40 39.93 1,875 4,375
5,500 2,500 33.86 310.00 115.20 5700 -230.25 215.00 39.96 12,250 14,875
9,000 875 33.90 257.00 94.00 5800 -242.45 269.95 41.09 1,750 7,250
7,500 5,625 35.14 219.00 86.50 5900 -221.80 294.50 37.10 - 750
90,250 68,875 34.63 175.00 60.35 6000 -312.85 364.90 38.84 250 6,750
9,625 5,500 35.90 148.90 54.70 6100 - - - - -
17,750 13,125 32.77 100.15 12.15 6200 - 700.00 - - 750
4,375 2,375 35.91 94.75 -0.55 6300 - 425.00 - - 125
7,500 6,500 36.62 78.05 25.30 6400 - 1,107.15 - - 750
25,250 5,625 36.39 60.00 17.15 6500 - 825.00 - - 125
1,125 1,000 38.22 54.00 -96.00 6600 - - - - -
- - - - - 6700 - - - - -
- - - - - 6800 - - - - -
- - - - - 6900 - - - - -
14,875 10,125 40.26 23.95 5.95 7000 - - - - -
- - - - - 7100 - - - - -
- - - - - 7200 - - - - -
- - - - - 7300 - - - - -
- - - - - 7400 - - - - -
1,625 125 43.55 10.00 - 7500 - - - - -
- - - - - 7600 - - - - -
- - - - - 7700 - - - - -
Total 203,125 132,125
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.