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Related Pages for BAJFINANCE
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BAJFINANCE
Bajaj Finance Limited
6465.65 -129.65 (-1.97%)

Option Chain for BAJFINANCE

21 Nov 2024 03:42 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 0 0 - 1586.60 0.00 5600 -0.75 2.00 47.74 5 -1 98 -0.01
- 0 0 0 - 2141.70 0.00 5700 0.00 1.90 22.51 0 0 0 -0.00
0.00 0 0 0 0.00 1210.00 0.00 5800 0.10 3.00 39.93 303 -5 240 -0.02
- 0 0 0 - 1946.50 0.00 5900 -0.95 4.25 36.73 167 17 62 -0.03
0.00 0 0 0 0.00 610.00 0.00 6000 -0.25 7.75 35.12 1,839 -13 1,304 -0.06
0.88 36 19 93 36.47 390.45 -132.80 6100 -0.25 12.80 32.77 1,776 -66 414 -0.09
0.87 66 12 81 28.39 289.15 -133.60 6200 1.95 21.95 30.72 4,100 -229 1,680 -0.15
0.77 144 45 233 27.56 206.40 -103.50 6300 8.65 36.90 28.49 3,493 136 1,333 -0.24
0.63 375 102 2,122 26.29 133.85 -104.45 6400 17.45 64.20 27.06 5,783 249 1,701 -0.37
0.46 1,607 693 9,160 25.33 77.50 -77.20 6500 37.95 110.00 26.73 12,577 -671 3,021 -0.54
0.30 3,059 911 12,042 25.53 42.00 -50.60 6600 60.85 170.85 26.01 4,093 -5 1,516 -0.70
0.18 2,502 368 9,604 26.45 22.30 -26.75 6700 85.40 250.70 26.97 913 -41 1,034 -0.82
0.11 3,557 225 6,632 28.48 13.15 -13.70 6800 98.65 342.30 29.74 277 -26 1,387 -0.88
0.07 2,649 -78 4,197 30.34 7.80 -7.15 6900 112.50 434.50 30.27 268 45 1,094 -0.93
0.04 6,399 -35 5,297 32.86 5.30 -4.10 7000 109.55 533.50 34.64 182 -70 1,616 -0.95
0.03 1,866 -707 3,040 35.27 3.70 -2.60 7100 120.10 615.00 - 7 -3 508 -
0.02 2,683 -49 1,786 38.10 2.90 -1.25 7200 72.50 690.00 - 16 -8 549 -
0.02 1,576 -85 659 40.52 2.20 -0.55 7300 127.70 802.70 - 13 -5 352 -
0.01 866 -65 468 43.95 2.05 -0.30 7400 97.25 904.35 - 7 -6 329 -
0.01 2,790 -263 1,001 46.52 1.70 -0.45 7500 107.50 1018.50 - 28 -14 508 -
0.01 491 -87 207 48.67 1.35 -0.40 7600 430.25 1121.05 - 12 -6 140 -
0.01 402 -8 85 49.03 0.80 0.00 7700 0.00 1010.00 0.00 0 0 0 0.00
- 464 -34 89 - 1.10 -0.05 7800 84.95 1309.95 - 7 -2 278 -
- 78 -6 23 - 0.30 -0.45 7900 0.00 900.00 0.00 0 0 0 0.00
- 1,443 -126 362 - 0.80 -0.20 8000 110.00 1510.00 - 1 0 159 -
0.00 0 0 0 0.00 1.05 0.00 8100 0.00 534.90 0.00 0 0 0 0.00
- 113 -6 32 - 0.60 -0.40 8200 0.00 1120.35 - 0 0 0 -
0.00 0 0 0 0.00 235.40 0.00 8300 0.00 663.10 0.00 0 0 0 0.00
0.00 0 0 0 0.00 100.05 0.00 8400 0.00 1285.40 0.00 0 0 0 0.00
- 76 0 4 - 0.95 0.40 8500 0.00 1688.50 0.00 0 0 0 0.00
33,242 19,323
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.