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