BAJAJFINSV
BAJAJ FINSERV LTD.
1630.35
9.25 (0.57%)
Option Chain for BAJAJFINSV
24 Apr 2024 04:15 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Chng OI | Vol | IV | Ltp | Ltp | IV | Vol | Chng OI | OI | |
| 0 | 0 | 0 | - | 338.95 | 1320 | 0.10 | - | 4,000 | -2,500 | 5,500 |
| 0 | 0 | 0 | - | 0.00 | 1340 | 0.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 302.95 | 1360 | 8.90 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 1380 | 0.00 | - | 0 | 0 | 0 |
| 0 | 500 | 0 | - | 238.00 | 1400 | 0.05 | - | 10,000 | -9,000 | 73,000 |
| 0 | 0 | 0 | - | 201.70 | 1420 | 12.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 235.50 | 1440 | 1.10 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 169.25 | 1460 | 0.20 | - | 7,500 | -7,500 | 13,000 |
| 0 | 0 | 0 | - | 204.60 | 1480 | 0.05 | - | 5,500 | -5,000 | 25,500 |
| 0 | -500 | 500 | - | 121.00 | 1500 | 0.10 | - | 36,500 | -28,000 | 94,500 |
| 0 | 0 | 0 | - | 175.95 | 1520 | 0.10 | - | 43,000 | -26,500 | 37,500 |
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| 0 | 500 | 0 | - | 80.65 | 1540 | 0.10 | - | 1,52,500 | -61,500 | 89,000 |
| 0 | 1,500 | 0 | - | 73.40 | 1560 | 0.20 | - | 84,500 | -19,000 | 74,000 |
| 20,500 | -9,000 | 25,500 | - | 54.80 | 1580 | 0.65 | - | 1,24,500 | -16,500 | 1,43,000 |
| 1,01,000 | -24,000 | 98,000 | - | 38.30 | 1600 | 1.15 | - | 3,70,000 | -49,500 | 2,08,500 |
| 50,000 | -48,500 | 3,35,000 | - | 19.65 | 1620 | 2.65 | - | 5,20,000 | -67,000 | 58,000 |
| 1,09,500 | -1,48,000 | 10,35,500 | - | 6.65 | 1640 | 8.05 | - | 4,03,500 | -64,000 | 36,500 |
| 2,03,500 | -1,48,500 | 13,30,500 | - | 2.40 | 1660 | 25.65 | - | 1,48,000 | -46,500 | 60,500 |
| 1,86,000 | -92,000 | 5,63,000 | - | 0.75 | 1680 | 42.40 | - | 64,000 | -25,000 | 33,000 |
| 6,50,000 | -1,74,500 | 5,28,500 | - | 0.35 | 1700 | 62.80 | - | 33,500 | -14,500 | 81,500 |
| 1,60,000 | -73,500 | 2,30,500 | - | 0.20 | 1720 | 81.90 | - | 11,000 | -4,000 | 47,500 |
| 2,28,500 | -28,500 | 1,83,500 | - | 0.30 | 1740 | 103.85 | - | 3,500 | 0 | 14,500 |
| 2,77,000 | -28,000 | 1,04,000 | - | 0.15 | 1760 | 124.35 | - | 3,500 | 3,500 | 0 |
| 1,41,000 | 4,000 | 69,500 | - | 0.20 | 1780 | 140.00 | - | 500 | 2,000 | 2,000 |
| 2,31,500 | -40,000 | 77,000 | - | 0.20 | 1800 | 159.00 | - | 15,500 | -8,000 | 24,000 |
| 25,500 | -8,500 | 12,500 | - | 0.15 | 1820 | 125.95 | - | 0 | 0 | 0 |
| 1,05,000 | -28,000 | 29,000 | - | 0.15 | 1840 | 216.00 | - | 0 | -500 | 0 |
| 38,000 | -4,500 | 5,500 | - | 0.10 | 1860 | 255.60 | - | 0 | 0 | 0 |
| 2,11,000 | 0 | 20,500 | - | 0.05 | 1880 | 168.00 | - | 0 | 0 | 0 |
| 0 | 0 | 0 | - | 0.00 | 1900 | 0.00 | - | 0 | 0 | 0 |
| 14,000 | 14,000 | 5,000 | - | 0.05 | 1920 | 214.00 | - | 0 | 0 | 0 |
| 27,52,000 | 11,21,000 | |||||||||
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.