search
Option Chain For BAJAJFINSV - BAJAJ FINSERV LTD.
Last updated on
10 Jul 2020 12:52 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 | |
| - | - | - | - | - | 3100 | - | - | - | - | - |
| 2,500 | - | - | - | - | 3200 | 1.35 | 2.00 | 118.44 | - | 2,625 |
| 1,250 | - | - | - | - | 3300 | - | - | - | - | 1,375 |
| - | - | - | - | - | 3400 | - | - | - | - | 125 |
| - | - | - | - | - | 3500 | - | - | - | - | - |
| - | - | - | - | - | 3600 | - | - | - | - | - |
| - | - | - | - | - | 3700 | - | - | - | - | - |
| - | - | - | - | - | 3800 | - | - | - | - | - |
| - | - | - | - | - | 3900 | - | - | - | - | 250 |
| 1,875 | - | - | - | - | 4000 | - | - | - | - | 5,875 |
| - | - | - | - | - | 4100 | - | - | - | - | - |
| - | - | - | - | - | 4200 | - | - | - | - | 375 |
| - | - | - | - | - | 4300 | - | - | - | - | - |
| - | - | - | - | - | 4400 | - | - | - | - | - |
| 250 | - | - | - | - | 4500 | 3.70 | 7.80 | 78.45 | -125 | 19,250 |
| - | - | - | - | - | 4600 | - | - | - | - | - |
| - | - | - | - | - | 4700 | - | - | - | - | 4,625 |
| - | - | - | - | - | 4800 | - | - | - | - | 500 |
| - | - | - | - | - | 4900 | - | - | - | - | 750 |
| 500 | - | - | - | - | 5000 | -0.05 | 17.05 | 67.65 | - | 24,625 |
| 625 | - | - | - | - | 5100 | - | - | - | - | 2,125 |
| 250 | - | - | - | - | 5200 | - | - | - | - | 10,875 |
| 125 | - | - | - | - | 5300 | - | - | - | - | 875 |
| 125 | - | - | - | - | 5400 | - | - | - | - | 2,875 |
| 4,125 | 250 | 101.19 | 1215.95 | 114.10 | 5500 | 7.40 | 55.00 | 63.68 | 1,000 | 19,000 |
| 1,500 | - | - | - | - | 5600 | -4.00 | 56.65 | 59.32 | -125 | 4,625 |
| 1,500 | -125 | 75.04 | 958.20 | 150.00 | 5700 | - | - | - | - | 4,125 |
| 875 | - | - | - | - | 5800 | 15.90 | 103.00 | 61.82 | -500 | 13,375 |
| 2,125 | - | - | - | - | 5900 | 14.00 | 125.00 | 61.26 | -250 | 5,625 |
| 9,750 | -125 | 49.09 | 622.00 | -90.90 | 6000 | 7.95 | 140.80 | 60.62 | 1,375 | 33,250 |
| 4,500 | - | - | - | - | 6100 | 23.05 | 184.00 | 61.03 | 375 | 7,500 |
| 17,125 | - | 50.50 | 489.75 | -75.10 | 6200 | 16.55 | 207.05 | 59.73 | 2,750 | 16,875 |
| 6,000 | - | 71.71 | 550.00 | 43.00 | 6300 | 24.75 | 250.00 | 62.11 | -250 | 5,500 |
| 8,000 | -375 | 54.71 | 396.15 | -46.55 | 6400 | 20.50 | 290.00 | 59.65 | 875 | 6,875 |
| 24,125 | 1,250 | 53.84 | 347.95 | -41.45 | 6500 | 42.40 | 353.05 | 61.06 | 625 | 11,875 |
| 24,375 | 2,875 | 55.45 | 315.95 | -27.50 | 6600 | 37.70 | 401.35 | 59.88 | 375 | 4,500 |
| 20,875 | 1,375 | 55.29 | 265.00 | -30.85 | 6700 | 29.55 | 460.30 | 60.10 | 625 | 1,875 |
| 16,125 | -1,750 | 53.45 | 234.30 | -24.25 | 6800 | - | - | - | - | 250 |
| 7,750 | 875 | 53.72 | 181.95 | -39.65 | 6900 | - | - | - | - | 375 |
| 42,250 | 7,750 | 54.96 | 169.10 | -21.80 | 7000 | - | - | - | - | 500 |
| 6,750 | 1,125 | 55.49 | 137.45 | -31.55 | 7100 | - | - | - | - | 125 |
| 5,250 | 375 | 56.22 | 118.85 | -22.60 | 7200 | - | - | - | - | - |
| 14,875 | -250 | 56.83 | 100.00 | -17.55 | 7300 | - | - | - | - | - |
| 7,000 | 250 | 55.51 | 80.00 | -20.95 | 7400 | - | - | - | - | - |
| 4,375 | 750 | 56.73 | 70.60 | -11.40 | 7500 | - | - | - | - | - |
| - | - | 61.39 | 75.00 | -34.65 | 7600 | - | - | - | - | - |
| 4,000 | 375 | 57.05 | 49.00 | -10.80 | 7700 | - | - | - | - | - |
| Total | 240,750 | 213,375 | ||||||||
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 prices, 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.