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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
  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 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.