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Max Pain For BAJFINANCE trending_up
Put-Call ratio For BAJFINANCE exposure

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Option Chain For BAJFINANCE - BAJAJ FINANCE LIMITED
Last updated on 25 Sep 2020 08:07 PM info_outline

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

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 2200 - - - - -
- - - - - 2250 - - - - -
250 - - 808.65 - 2300 - - - - -
- - - - - 2350 - - - - -
- - - - - 2400 -107.60 10.45 55.93 1,500 1,500
- - - - - 2450 - - - - -
2,750 500 - 614.90 55.25 2500 -14.95 13.05 51.54 153,250 247,500
- - - - - 2550 - - - - -
750 - - 515.00 - 2600 -19.55 20.20 49.80 25,750 43,250
- - - - - 2650 - - - - -
1,000 - - 550.00 - 2700 -28.15 31.90 48.75 19,250 96,250
- - - - - 2750 -4.50 50.00 52.68 500 750
10,250 500 41.69 392.00 63.70 2800 -39.35 48.15 47.56 16,250 134,750
- - - - - 2850 -214.90 57.25 46.53 4,250 4,250
7,250 1,750 37.56 303.75 49.35 2900 -52.35 69.50 46.07 88,000 158,250
- - - - - 2950 -56.60 85.50 46.20 8,000 16,500
26,000 -4,000 41.90 248.35 44.15 3000 -61.25 104.00 46.40 39,750 155,000
7,500 2,500 41.52 216.75 37.75 3050 -67.30 122.50 45.97 8,000 15,500
66,500 7,000 41.27 188.00 30.30 3100 -75.40 141.00 44.96 26,000 80,500
29,000 10,750 41.62 164.00 26.80 3150 -73.00 170.80 46.36 3,250 12,250
130,000 10,500 41.32 140.00 21.25 3200 -79.45 195.50 45.82 -7,000 68,000
18,750 -3,500 42.46 123.85 21.95 3250 -97.40 221.35 45.01 - 6,000
166,250 14,250 41.68 102.75 14.40 3300 -90.40 254.85 45.66 -1,000 61,250
20,750 3,250 41.84 87.35 12.10 3350 -65.40 320.00 54.48 - 6,500
164,500 14,750 42.03 74.00 9.45 3400 -99.50 324.55 46.16 -2,250 68,500
8,250 2,250 42.40 63.00 7.85 3450 - 250.00 - - 1,000
226,000 14,250 42.08 51.50 4.10 3500 -99.25 406.00 48.30 500 42,000
5,750 1,000 43.43 46.20 4.70 3550 - 340.00 - - 750
146,750 750 42.91 36.95 2.55 3600 -120.90 480.00 46.19 -750 16,000
8,000 500 42.75 30.00 1.80 3650 - 375.00 - - 250
91,250 13,500 43.24 25.45 1.00 3700 - - - - -
250 - - 107.60 - 3750 - - - - -
36,500 3,750 43.83 17.75 - 3800 - 730.00 - - 250
- - - - - 3850 - - - - -
23,250 -750 43.92 11.70 -2.85 3900 - 800.00 - - 1,000
1,000 250 47.61 13.80 -6.20 3950 - - - - -
83,000 9,500 45.55 9.10 -1.50 4000 - 718.00 - - 250
- - - - - 4050 - - - - -
14,250 4,000 45.67 6.00 -1.35 4100 - 665.00 - - 250
14,000 3,250 45.26 4.55 -1.60 4150 - - - - -
Total 1,309,750 1,238,250
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.