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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 03 Jul 2020 02:49 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
- - - - - 1000 - - - - -
- - - - - 1100 - - - - -
- - - - - 1200 - - - - 250
- - - - - 1300 - - - - 500
- - - - - 1400 -119.60 0.25 93.77 250 250
- - - - - 1500 -0.05 1.05 98.93 - 2,250
- - - - - 1550 - - - - -
- - - - - 1600 0.50 2.50 100.41 750 27,250
- - - - - 1650 - - - - -
- - - - - 1700 0.05 2.65 92.11 -500 28,500
- - - - - 1750 - - - - -
- - - - - 1800 -0.05 3.30 86.15 - 58,500
- - - - - 1850 - - - - -
- - - - - 1900 0.20 4.65 81.95 1,000 38,000
- - - - - 1950 - - - - 500
9,500 - - - - 2000 -0.25 5.75 75.42 1,500 298,750
- - - - - 2050 - - - - 500
4,250 - - - - 2100 0.45 8.50 73.73 -750 46,250
- - - - - 2150 - - - - 1,000
8,250 - 56.32 753.75 -36.65 2200 0.30 12.50 70.07 3,000 120,750
250 - - - - 2250 - - - - 750
8,250 - - - - 2300 0.85 19.65 69.08 6,250 109,000
500 - - - - 2350 - - - - 3,500
17,250 - 65.95 580.00 -26.30 2400 2.20 31.25 67.46 1,250 225,000
2,750 - - - - 2450 6.85 39.85 67.93 500 5,250
31,750 - 52.62 475.00 -15.00 2500 2.60 48.45 67.45 17,750 345,500
1,250 - 61.45 449.45 65.35 2550 2.20 61.00 68.15 -1,250 8,000
19,750 - 56.26 400.00 -30.25 2600 2.45 72.00 66.95 8,750 189,250
4,000 - - - - 2650 4.95 85.45 64.00 1,250 14,750
30,250 1,000 60.98 339.00 -31.55 2700 5.40 102.00 67.00 17,250 141,250
5,500 - 62.92 311.80 -43.20 2750 5.05 118.65 67.16 11,500 38,750
72,500 - 59.01 270.00 -20.75 2800 9.80 141.35 67.21 12,000 195,750
15,250 250 56.82 234.60 -20.60 2850 4.55 160.15 67.50 -4,750 63,000
100,750 6,500 58.17 211.00 -20.20 2900 12.35 188.60 67.63 24,500 138,500
39,250 10,000 58.97 189.00 -16.10 2950 11.35 212.15 68.20 17,000 41,000
375,250 22,750 59.10 166.05 -19.25 3000 11.30 239.00 68.05 9,000 231,250
41,000 7,750 59.23 147.00 -13.40 3050 -11.55 251.95 62.38 - 8,000
167,250 9,000 59.65 129.00 -15.40 3100 8.70 300.30 67.92 - 12,750
19,500 -4,250 60.05 111.75 -15.30 3150 - - - - 4,000
210,500 -11,000 59.71 100.10 -13.40 3200 7.80 375.00 70.67 500 10,250
12,250 -500 61.78 92.00 -6.90 3250 - - - - -
159,750 500 60.33 76.00 -9.85 3300 -1.25 428.75 64.25 - 3,500
7,000 -500 62.86 71.95 -2.10 3350 - - - - -
145,750 -6,750 60.36 56.50 -10.35 3400 - - - - 500
6,750 -250 59.29 51.45 -7.00 3450 - - - - -
330,000 15,000 60.70 42.10 -7.30 3500 -16.45 586.35 62.58 - 10,500
2,000 - - - - 3550 - - - - 500
105,000 -750 61.13 31.00 -5.60 3600 - - - - 500
48,250 1,250 61.14 22.55 -5.05 3700 - - - - -
89,750 2,250 61.36 16.05 -4.30 3800 - - - - -
233,000 7,250 62.89 12.15 -2.65 3900 - - - - 500
Total 2,324,250 2,424,750
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 prices, 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.