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Related Pages for BAJFINANCE
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BAJFINANCE
Bajaj Finance Limited
9162.5 106.00 (1.17%)

Option Chain for BAJFINANCE

17 Apr 2025 04:12 PM IST

Note:- Click on the strike price to open the historical data.

Call
Put

Lot Size : 125
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 1131.50 0.00 7000 -0.60 1.00 - 165 -90 513 -
0.00 0 0 0 0.00 0.00 0.00 7100 0.00 0.00 0.00 0 0 0 0.00
- 108 0 1 - 1900.00 65.00 7200 -0.55 0.65 - 44 3 362 -
0.00 0 0 0 0.00 0.00 0.00 7300 0.00 0.00 0.00 0 0 0 0.00
- 129 0 1 - 1705.00 115.00 7400 -0.50 0.90 - 167 -83 818 -
0.00 0 0 0 0.00 0.00 0.00 7500 0.00 0.00 0.00 0 0 0 0.00
- 47 0 1 - 1500.00 120.00 7600 -0.80 1.55 - 313 -119 629 -
- 9 0 3 - 1450.00 125.00 7700 -0.55 2.70 - 78 -12 190 -
- 10 0 1 - 1210.00 -52.00 7800 -1.55 2.10 - 370 -139 728 -
0.00 0 0 0 0.00 1297.15 0.00 7900 -2.30 2.50 48.69 143 -3 274 -0.01
- 785 -22 29 - 1160.35 126.35 8000 -3.15 2.80 45.83 1,798 -351 1,989 -0.01
- 125 0 2 - 910.00 -79.45 8100 -3.95 3.25 43.15 439 -65 459 -0.02
- 52 -10 35 - 948.95 100.95 8200 -4.80 3.90 40.62 979 -43 929 -0.02
- 456 -10 22 - 855.00 95.00 8300 -6.25 4.65 37.96 1,630 -52 920 -0.03
- 260 -6 25 - 763.75 151.75 8400 -7.90 6.45 36.18 1,595 73 1,301 -0.03
- 681 -74 309 - 670.00 99.10 8500 -10.00 8.40 33.90 3,771 -500 1,923 -0.05
- 268 -59 120 - 566.00 91.75 8600 -13.70 10.25 31.04 2,295 30 1,016 -0.06
- 946 -108 469 - 473.00 90.65 8700 -19.20 14.25 28.92 5,610 -164 1,692 -0.08
- 507 -409 1,303 - 371.55 73.10 8800 -28.50 21.00 27.11 7,069 87 1,644 -0.12
0.98 653 -37 2,462 11.38 288.20 63.65 8900 -43.20 32.80 25.26 8,232 271 1,442 -0.18
0.78 2,343 -781 12,929 18.29 207.05 44.55 9000 -62.40 51.60 24.58 10,341 549 2,631 -0.27
0.63 1,645 -287 13,395 18.99 140.00 26.70 9100 -80.95 82.25 23.99 4,850 253 1,220 -0.38
0.47 3,403 -182 16,019 19.21 87.00 11.15 9200 -94.80 130.45 24.49 1,732 173 639 -0.51
0.32 3,214 -9 10,134 19.65 50.95 3.55 9300 -101.65 196.70 26.13 313 75 188 -0.62
0.22 1,844 -173 9,654 20.67 32.00 1.70 9400 -104.30 274.70 28.23 61 -12 67 -0.71
0.15 2,448 -276 8,463 22.67 21.50 1.55 9500 -181.20 358.80 30.22 115 12 102 -0.78
0.10 1,487 -212 3,097 23.95 13.45 0.75 9600 -175.55 455.10 34.52 113 -82 170 -0.81
0.06 932 -237 2,048 25.14 8.40 -0.35 9700 0.00 636.95 0.00 0 9 0 0.00
0.04 1,453 14 2,512 26.58 5.60 -1.00 9800 -116.75 672.05 49.63 122 -103 143 -0.82
0.03 12 10 55 27.98 3.80 -0.90 9900 0.00 1192.80 - 0 0 0 -
0.02 2,946 -96 2,243 30.46 3.35 -0.70 10000 0.00 865.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 0.00 0.00 10100 0.00 0.00 0.00 0 0 0 0.00
0.01 601 -29 282 33.31 1.80 -0.10 10200 0.00 2163.75 - 0 0 0 -
27,364 21,989
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.