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Related Pages for BAJAJFINSV
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BAJAJFINSV
Bajaj Finserv Ltd.
1568.25 -28.10 (-1.76%)

Option Chain for BAJAJFINSV

21 Nov 2024 02:52 PM IST

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

Call
Put

Lot Size : 500
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
- 0 0 0 - 541.30 0.00 1460 1.40 1.65 33.09 44 15 15 -0.05
0.00 0 0 0 0.00 110.80 0.00 1480 0.60 2.60 31.37 376 -16 272 -0.08
0.88 10 -1 15 28.73 74.20 -27.85 1500 1.20 4.35 30.03 973 81 486 -0.13
0.79 14 -15 30 29.82 58.50 -26.10 1520 1.80 7.00 28.63 883 49 354 -0.20
0.71 10 1 13 27.03 41.60 -22.70 1540 2.95 11.05 26.98 743 5 282 -0.29
0.59 76 16 409 25.20 27.65 -20.50 1560 4.75 17.00 25.22 1,604 63 423 -0.42
0.44 404 250 2,371 24.33 16.80 -16.65 1580 7.75 25.95 24.03 1,874 23 376 -0.56
0.29 1,500 285 4,661 23.06 8.90 -12.80 1600 11.75 38.20 23.36 987 -101 511 -0.71
0.17 1,350 -18 2,181 22.87 4.40 -8.20 1620 17.40 55.00 25.09 219 -29 357 -0.81
0.10 733 59 2,199 23.70 2.35 -4.55 1640 21.70 72.00 25.35 106 -33 270 -0.89
0.06 1,178 -203 1,267 24.96 1.30 -2.40 1660 22.70 90.60 25.13 15 -2 270 -0.94
0.04 561 47 612 26.82 0.85 -1.10 1680 23.20 106.70 - 8 -5 262 -
0.03 822 -158 783 29.59 0.70 -0.55 1700 30.55 130.00 30.49 43 -3 297 -0.97
0.02 701 -19 246 32.00 0.55 -0.40 1720 15.60 140.00 - 3 0 169 -
0.02 706 -35 151 34.87 0.50 -0.30 1740 10.05 169.00 - 10 -5 207 -
0.02 1,220 -166 355 37.63 0.45 -0.30 1760 10.75 185.00 - 4 0 165 -
0.01 809 -31 87 40.10 0.40 -0.25 1780 0.00 160.35 0.00 0 0 0 0.00
0.01 1,236 16 322 43.88 0.45 -0.10 1800 28.95 228.95 40.95 10 -2 419 -0.99
0.01 187 -10 34 44.45 0.30 -0.10 1820 0.00 123.00 0.00 0 0 0 0.00
0.01 256 -14 40 46.38 0.25 -0.15 1840 0.00 173.00 0.00 0 0 0 0.00
0.01 106 -1 4 50.10 0.30 -0.10 1860 0.00 194.00 0.00 0 0 0 0.00
- 97 0 4 - 0.30 -0.15 1880 0.00 268.00 0.00 0 0 0 0.00
- 545 -31 70 - 0.25 -0.15 1900 19.00 325.00 - 2 0 100 -
- 65 -3 27 - 0.30 -0.10 1920 0.00 176.50 0.00 0 0 0 0.00
- 65 -8 13 - 0.30 0.00 1940 0.00 193.00 0.00 0 0 0 0.00
- 59 -2 3 - 0.20 0.05 1960 0.00 218.10 0.00 0 0 0 0.00
- 11 -1 3 - 0.10 -0.05 1980 0.00 80.05 0.00 0 0 0 0.00
- 605 -8 50 - 0.10 -0.05 2000 29.50 420.50 - 5 -3 131 -
0.00 0 0 0 0.00 88.30 0.00 2020 0.00 100.20 0.00 0 0 0 0.00
0.00 0 14 0 0.00 0.40 0.00 2040 0.00 314.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 71.55 0.00 2060 0.00 122.95 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.15 0.00 2080 0.00 307.15 0.00 0 0 0 0.00
- 23 0 1 - 0.40 0.00 2100 0.00 324.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 15.65 0.00 2120 0.00 353.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 45.35 0.00 2140 0.00 175.75 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.30 0.00 2160 0.00 393.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.50 0.00 2180 0.00 205.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.10 0.00 2200 0.00 450.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 27.45 0.00 2220 0.00 236.85 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.50 0.00 2240 0.00 451.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 2260 0.00 0.00 0.00 0 0 0 0.00
- 1 0 1 - 0.05 0.00 2280 0.00 635.00 0.00 0 0 0 0.00
13,350 5,366
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.