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Related Pages for BAJAJFINSV
[--[65.84.65.76]--]
BAJAJFINSV
Bajaj Finserv Ltd.
1569.65 -19.90 (-1.25%)

Option Chain for BAJAJFINSV

20 Dec 2024 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 0 0 - 725.95 0.00 1280 0.00 0.10 - 4 2 8 -
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 - 615.55 0.00 1320 0.00 0.10 - 2 0 108 -
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 - 647.55 0.00 1360 0.00 0.20 28.24 0 0 0 -0.00
- 0 0 0 - 387.00 0.00 1380 0.00 0.20 0.00 0 0 0 0.00
0.00 0 0 0 0.00 224.00 0.00 1400 -0.15 0.20 37.89 8 -2 547 -0.01
- 0 0 0 - 348.30 0.00 1420 0.00 0.90 0.00 0 0 0 0.00
0.82 5 0 3 80.31 149.20 -3.80 1440 -0.05 0.65 35.16 12 1 119 -0.02
0.00 0 0 0 0.00 147.45 0.00 1460 -0.20 0.80 31.76 12 -6 120 -0.03
0.00 0 0 0 0.00 164.20 0.00 1480 0.00 1.10 28.40 57 3 156 -0.05
- 96 5 34 - 72.45 -25.55 1500 0.20 2.05 26.84 942 -238 484 -0.08
0.83 15 0 1 28.31 57.75 -67.20 1520 1.60 4.15 26.06 1,258 1 255 -0.15
- 54 31 73 - 32.25 -20.55 1540 3.75 8.15 25.70 1,985 30 489 -0.26
0.67 150 43 319 14.99 19.30 -22.55 1560 7.45 15.20 26.11 2,778 56 639 -0.40
0.42 318 81 1,565 17.51 10.70 -16.45 1580 12.70 26.50 28.09 2,404 -3 373 -0.54
0.25 866 103 4,143 19.36 5.65 -11.75 1600 17.35 40.20 29.73 2,352 -333 522 -0.67
0.14 613 37 2,606 21.61 3.20 -7.00 1620 22.40 57.70 34.19 473 -136 273 -0.74
0.09 751 -146 2,579 23.82 1.90 -3.80 1640 26.40 77.00 40.22 113 -48 473 -0.78
0.05 1,345 3 1,815 26.07 1.20 -2.10 1660 29.20 96.15 45.30 52 -11 509 -0.82
0.03 2,760 -21 1,126 28.00 0.75 -1.30 1680 24.25 109.25 34.04 41 -9 467 -0.93
0.03 4,689 -132 1,347 30.90 0.60 -0.80 1700 25.75 132.35 48.61 77 -23 502 -0.89
0.02 754 -166 612 34.73 0.60 -0.65 1720 -10.95 121.00 - 7 -3 28 -
0.02 806 44 584 38.92 0.65 -0.45 1740 16.00 166.00 - 2 -1 27 -
0.02 476 -8 258 42.58 0.65 -0.30 1760 36.00 159.00 - 3 0 25 -
0.02 606 -2 104 45.04 0.55 -0.30 1780 0.00 95.90 0.00 0 0 0 0.00
0.01 1,078 -66 256 43.75 0.25 -1.25 1800 7.40 211.40 - 7 -2 197 -
0.01 125 0 2 50.44 0.45 -0.80 1820 0.00 129.15 0.00 0 0 0 0.00
0.01 189 -2 14 52.86 0.40 0.05 1840 0.00 187.00 0.00 0 0 0 0.00
- 228 -1 29 - 0.15 -0.15 1860 0.00 180.35 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.25 0.00 1880 0.00 295.00 0.00 0 -2 0 0.00
- 194 -2 32 - 0.20 -0.05 1900 18.00 324.00 - 7 -6 33 -
0.00 0 0 0 30.00 165.50 0.00 1920 0.00 333.00 0.00 0 1 0 0.00
0.00 0 0 0 0.00 2.05 0.00 1940 0.00 192.55 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.40 0.00 1960 0.00 84.45 - 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
- 72 -23 32 - 0.20 0.00 2000 117.20 427.20 - 3 -2 111 -
16,190 6,465
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.