[--[65.84.65.76]--]
BAJFINANCE
BAJAJ FINANCE LIMITED

7245.25 222.50 (3.17%)

Option Chain for BAJFINANCE

28 Mar 2024 03:46 PM IST

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

Call Put
OI Chng OI Vol IV Ltp Ltp IV Vol Chng OI OI
3,625 0 625 - 2030.00 5200 0.05 - 0 -125 0
0 0 0 - 0.00 5250 0.00 - 0 0 0
0 0 0 - 2060.35 5300 0.05 - 250 0 4,625
0 0 0 - 0.00 5350 0.00 - 0 0 0
0 0 0 - 1017.00 5400 0.10 - 125 0 250
0 0 0 - 0.00 5450 0.00 - 0 0 0
625 0 250 - 1762.50 5500 0.05 - 16,375 -12,375 74,500
0 0 0 - 0.00 5550 0.00 - 0 0 0
0 0 0 - 1775.60 5600 0.65 - 4,500 -1,250 23,500
0 0 0 - 0.00 5650 0.00 - 0 0 0
0 0 0 - 1682.65 5700 0.05 - 5,750 -1,000 33,750
0 0 0 - 1636.65 5750 0.05 - 0 -1,000 0
2,000 0 375 - 1461.70 5800 0.05 - 17,250 -12,125 70,125
0 0 0 - 625.00 5850 0.05 - 500 -250 4,750
0 0 0 - 948.50 5900 0.95 - 4,375 -875 24,375
0 0 0 - 387.55 5950 0.05 - 1,000 -625 9,000
10,500 -1,500 6,125 - 1250.00 6000 0.10 - 65,500 -29,750 3,34,875
0 0 0 - 431.20 6050 0.05 - 875 -625 6,750
4,000 -250 1,125 - 1224.70 6100 0.10 - 12,750 -7,375 39,625
0 0 0 - 700.80 6150 0.05 - 4,000 -3,375 10,500
15,000 -750 1,875 - 1045.90 6200 0.20 - 21,000 -16,250 71,750
0 0 0 - 686.00 6250 1.00 - 4,750 -3,000 15,500
61,875 -4,875 7,750 - 924.80 6300 0.10 - 49,250 -40,000 1,18,625
24,625 -1,500 2,750 - 900.00 6350 0.05 - 2,500 -1,000 21,625
67,000 -2,125 4,375 - 822.00 6400 0.05 - 28,875 3,875 1,06,125
7,250 -125 750 - 825.50 6450 0.05 - 15,000 -7,625 17,750
33,750 -9,000 23,500 - 736.00 6500 0.30 - 95,375 -33,750 1,06,500
21,375 -2,375 3,375 - 687.00 6550 0.15 - 10,125 -1,625 35,750
1,26,375 -11,000 23,625 - 640.00 6600 0.20 - 1,02,000 -8,750 1,17,000
14,125 -1,875 3,250 - 604.00 6650 0.55 - 20,750 -11,000 21,750
1,01,250 -50,125 89,500 - 530.00 6700 0.10 - 1,77,125 -47,000 1,08,250
18,500 -6,875 9,250 - 505.30 6750 0.30 - 49,250 -30,875 41,750
58,125 -21,750 46,125 - 430.00 6800 0.05 - 1,42,875 -39,750 73,000
22,125 -4,875 8,500 - 389.40 6850 0.05 - 91,625 -15,500 43,750
77,750 -34,625 87,375 - 335.00 6900 0.25 - 3,99,500 -1,14,250 1,06,750
18,250 -13,000 28,875 - 307.65 6950 0.10 - 1,43,375 -17,125 24,125
54,375 -1,68,750 4,02,500 - 230.00 7000 0.05 - 7,22,875 -10,875 71,000
12,750 -64,500 1,78,000 - 160.00 7050 0.15 - 1,97,625 -2,500 12,500
12,250 -1,12,375 5,50,375 - 138.20 7100 0.15 - 5,88,250 14,500 26,500
14,000 -39,875 8,33,250 - 91.70 7150 0.10 - 3,96,375 18,750 20,875
14,375 -1,20,875 15,96,500 - 35.00 7200 0.15 - 5,45,125 -2,250 15,875
8,750 -12,625 7,62,000 - 0.50 7250 0.05 - 1,16,250 7,125 8,875
2,71,250 -4,375 30,51,125 - 0.05 7300 39.90 - 2,09,125 6,625 10,875
23,000 -14,000 10,75,750 - 0.05 7350 66.05 - 15,750 3,125 6,250
39,375 -11,000 14,73,625 - 0.05 7400 116.95 - 8,375 3,875 6,000
5,625 125 3,48,125 - 0.10 7450 486.25 - 0 0 0
82,625 -98,125 10,46,500 - 0.05 7500 283.05 - 14,000 -2,000 16,875
7,750 7,625 56,375 - 0.05 7550 545.45 - 0 0 0
24,875 5,625 1,55,000 - 0.05 7600 336.55 - 3,125 2,125 2,875
0 0 0 - 350.65 7650 750.00 - 0 0 0
14,375 1,000 22,875 - 0.05 7700 479.00 - 1,125 -375 1,125
0 0 0 - 314.50 7750 666.45 - 0 0 0
21,875 -375 18,875 - 0.05 7800 489.00 - 1,750 -250 3,000
0 0 0 - 281.30 7850 731.50 - 0 0 0
1,875 0 1,625 - 0.25 7900 654.80 - 375 0 1,875
0 0 0 - 251.00 7950 799.35 - 0 0 0
55,000 -17,750 80,125 - 0.25 8000 729.35 - 22,875 -16,000 7,875
0 0 0 - 223.30 8050 869.90 - 0 0 0
0 -375 0 - 0.10 8100 906.10 - 0 0 0
0 0 0 - 198.55 8150 943.35 - 0 0 0
0 0 0 - 0.10 8200 980.80 - 0 0 0
0 0 0 - 175.95 8250 1018.90 - 0 0 0
0 0 0 - 165.45 8300 1057.50 - 0 0 0
0 0 0 - 155.20 8350 1096.35 - 0 0 0
0 0 0 - 145.70 8400 1136.00 - 0 0 0
0 0 0 - 0.00 8450 0.00 - 0 0 0
0 0 0 - 128.25 8500 1654.40 - 125 0 0
0 0 0 - 207.25 8550 613.35 - 0 0 0
0 0 0 - 112.60 8600 1299.30 - 0 0 0
0 0 0 - 0.00 8650 1435.00 - 1,000 0 1,000
13,52,250 18,80,000
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.