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[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.

1701.1 0.45 (0.03%)

Option Chain for BAJAJFINSV

03 Jan 2025 04:11 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
0.00 0 0 0 0.00 494.60 0.00 1280 -0.20 0.65 46.04 39 -8 65 -0.01
0.00 0 0 0 0.00 0.00 0.00 1300 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 456.05 0.00 1320 -0.30 0.65 41.74 20 4 130 -0.01
0.00 0 0 0 0.00 0.00 0.00 1340 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 417.90 0.00 1360 -0.35 0.70 37.83 15 -8 294 -0.01
0.00 0 0 0 0.00 221.85 0.00 1380 -0.40 0.75 36.22 35 19 86 -0.01
0.91 15 0 2 57.94 320.00 6.00 1400 -0.40 0.80 34.24 179 -26 388 -0.01
- 0 0 0 - 188.30 0.00 1420 -0.40 0.95 32.93 29 0 308 -0.02
- 0 0 0 - 343.75 0.00 1440 -0.55 1.15 31.71 40 -17 160 -0.02
- 0 0 0 - 157.20 0.00 1460 -0.70 1.45 30.67 149 -2 246 -0.03
0.00 0 0 0 0.00 108.80 0.00 1480 -0.85 1.80 29.54 284 -52 226 -0.03
0.00 0 -4 0 0.00 215.95 0.00 1500 -1.00 2.20 28.30 505 -115 590 -0.04
0.00 0 1 0 0.00 119.50 0.00 1520 -1.10 2.85 27.36 802 6 562 -0.05
0.00 0 -18 0 0.00 170.85 0.00 1540 -1.25 3.70 26.43 811 118 549 -0.07
0.90 264 -12 36 27.67 156.00 6.00 1560 -1.60 4.80 25.48 854 -76 620 -0.09
0.89 257 -1 4 24.68 136.00 4.60 1580 -1.75 6.45 24.79 883 -71 729 -0.11
0.90 817 -28 167 19.98 114.50 -0.50 1600 -2.25 8.35 23.83 1,904 55 1,725 -0.14
0.85 2,313 10 147 19.61 97.00 -0.85 1620 -2.20 11.30 23.27 1,178 98 1,005 -0.19
0.78 1,354 -18 227 21.11 82.95 1.10 1640 -2.75 15.00 22.63 1,486 -89 867 -0.24
0.70 1,206 -42 392 22.61 70.95 2.40 1660 -2.70 20.65 22.57 1,950 34 816 -0.30
0.63 981 -21 917 21.76 56.75 0.75 1680 -2.65 28.05 22.72 1,641 120 893 -0.37
0.56 3,724 777 6,693 20.42 43.00 -2.95 1700 -2.95 37.00 23.17 3,616 -4 1,665 -0.44
0.47 1,544 215 3,613 20.72 33.80 -1.85 1720 -2.95 47.25 22.97 991 134 497 -0.52
0.39 938 63 2,318 21.14 26.40 -1.65 1740 -3.65 59.65 23.42 325 109 287 -0.59
0.32 404 -53 1,772 21.45 20.25 -1.40 1760 -4.40 70.80 22.36 78 25 59 -0.67
0.26 498 -12 1,447 21.89 15.55 -0.75 1780 -107.40 87.60 23.96 16 8 10 -0.72
0.21 1,160 -98 3,122 22.28 11.80 -0.60 1800 -3.50 104.60 25.22 144 -4 253 -0.76
0.17 453 88 1,047 22.80 9.05 -0.35 1820 -12.10 118.00 23.11 10 6 9 -0.83
0.13 397 26 1,279 23.28 6.90 -0.40 1840 -3.30 138.70 26.43 1 0 19 -0.84
0.10 323 6 1,032 23.81 5.30 -0.35 1860 -7.70 151.65 21.24 1 0 39 -0.92
0.08 933 175 2,241 24.30 4.05 -0.30 1880 -4.50 175.50 28.39 2 0 7 -0.88
0.00 0 0 0 0.00 0.00 0.00 1900 0.00 0.00 0.00 0 0 0 0.00
0.05 136 136 627 25.64 2.55 -48.45 1920 -128.55 211.45 27.56 3 0 3 -0.93
0.00 0 0 0 0.00 0.00 0.00 1940 0.00 0.00 0.00 0 0 0 0.00
0.03 133 133 179 26.96 1.65 -39.40 1960 0.00 215.05 - 0 0 0 -
0.00 0 0 0 0.00 0.00 0.00 1980 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 32.65 0.00 2000 -26.00 279.00 - 2 0 350 -
17,850 13,457
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.