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Related Pages for BAJFINANCE
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BAJFINANCE
Bajaj Finance Limited
6675.45 24.80 (0.37%)

Option Chain for BAJFINANCE

03 Dec 2024 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 2663.35 0.00 5200 -1.90 2.10 43.39 10 6 11 -0.01
0.00 0 0 0 0.00 0.00 0.00 5300 0.00 0.00 0.00 0 0 0 0.00
0.96 8 0 2 50.19 1308.15 103.65 5400 -1.75 1.65 36.50 127 11 23 -0.01
0.00 0 0 0 0.00 0.00 0.00 5500 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 2274.35 0.00 5600 -0.85 3.05 33.62 65 13 308 -0.01
0.00 0 0 0 0.00 1270.30 0.00 5700 0.00 17.25 0.00 0 0 0 0.00
- 0 0 0 - 2082.35 0.00 5800 -1.95 5.10 30.23 646 38 579 -0.03
- 0 0 0 - 1088.20 0.00 5900 -2.35 6.75 28.58 251 12 230 -0.03
0.94 59 -1 9 28.29 710.10 25.10 6000 -3.30 9.00 26.92 1,432 -58 1,316 -0.05
0.88 24 0 1 33.66 635.00 41.00 6100 -4.60 13.65 25.95 1,658 119 629 -0.07
0.88 98 1 7 26.73 525.95 37.25 6200 -5.40 21.50 25.30 2,682 -177 1,204 -0.10
0.83 160 2 20 26.26 440.20 29.40 6300 -7.10 32.95 24.60 1,910 121 1,023 -0.15
0.80 231 8 151 22.31 343.00 12.00 6400 -9.40 50.10 24.05 2,960 12 2,046 -0.21
0.71 823 74 1,978 23.01 273.00 14.00 6500 -12.15 74.70 23.63 4,048 -28 2,314 -0.29
0.62 1,532 39 3,890 22.61 206.40 9.40 6600 -13.75 109.25 23.44 4,557 134 1,767 -0.38
0.51 2,476 393 9,930 22.53 151.75 7.55 6700 -18.80 152.20 23.06 4,725 319 1,537 -0.49
0.41 4,171 474 9,902 22.44 107.50 3.50 6800 -21.00 207.35 22.99 2,026 194 2,117 -0.59
0.31 2,023 222 4,296 22.38 73.30 -1.05 6900 -23.15 271.70 22.84 212 30 242 -0.68
0.23 6,043 133 8,231 22.69 49.90 0.45 7000 -22.60 349.40 23.56 325 27 1,620 -0.76
0.16 787 53 2,030 22.83 32.50 0.30 7100 -7.90 434.10 24.51 26 8 184 -0.82
0.12 1,741 38 1,879 23.31 21.65 -0.05 7200 -26.55 523.45 25.60 59 18 450 -0.86
0.08 1,349 155 1,299 23.85 14.45 -0.30 7300 -11.00 617.00 27.14 5 -2 306 -0.89
0.06 693 44 960 24.37 9.55 -0.45 7400 0.00 769.40 0.00 0 0 0 0.00
0.04 1,807 67 957 25.36 7.00 -0.20 7500 -28.35 797.00 23.98 71 14 507 -0.97
0.03 870 120 562 26.26 5.10 -0.35 7600 0.00 1055.15 0.00 0 0 0 0.00
0.00 0 0 0 0.00 106.80 0.00 7700 0.00 1010.00 0.00 0 0 0 0.00
0.02 77 20 45 29.41 3.90 0.30 7800 -85.00 1085.00 - 1 0 45 -
0.00 0 0 0 0.00 0.00 0.00 7900 0.00 0.00 0.00 0 0 0 0.00
0.01 1,442 -66 468 31.79 2.75 -0.40 8000 -43.80 1275.00 - 4 1 200 -
26,414 18,658
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.