BAJFINANCE
Bajaj Finance Limited
8731.6
49.10 (0.57%)
Option Chain for BAJFINANCE
19 Mar 2025 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 125 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6000 | -0.80 | 0.15 | - | 3 | 0 | 55 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6200 | 0.00 | 132.70 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6300 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6400 | 0.00 | 189.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6500 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 595.25 | 0.00 | 6600 | 0.00 | 260.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6700 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1565.50 | 0.00 | 6800 | -0.30 | 0.50 | - | 4 | -1 | 58 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 6900 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -2 | 0 | 0.00 | 1676.00 | 0.00 | 7000 | -0.35 | 1.05 | - | 82 | -39 | 588 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 7100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1170.00 | 0.00 | 7200 | -0.05 | 0.85 | - | 44 | -28 | 274 | - |
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- | 98 | 0 | 2 | - | 1457.00 | 407.00 | 7300 | -0.35 | 0.90 | 46.77 | 59 | -8 | 637 | -0.00 |
- | 162 | -38 | 46 | - | 1355.00 | 61.15 | 7400 | -0.40 | 1.70 | 46.73 | 67 | -13 | 194 | -0.01 |
- | 150 | -16 | 46 | - | 1260.00 | 66.25 | 7500 | -0.30 | 2.50 | 45.56 | 748 | -136 | 1,433 | -0.01 |
0.90 | 137 | -1 | 2 | 76.16 | 1160.00 | 81.00 | 7600 | -0.20 | 3.25 | 43.62 | 171 | 1 | 301 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 870.05 | 0.00 | 7700 | 0.05 | 4.20 | 41.59 | 454 | -36 | 359 | -0.02 |
0.91 | 95 | -1 | 4 | 58.80 | 945.00 | 127.85 | 7800 | -0.50 | 4.80 | 38.69 | 1,401 | -45 | 1,082 | -0.03 |
0.81 | 36 | -1 | 2 | 79.74 | 922.00 | 223.60 | 7900 | -1.00 | 6.20 | 36.49 | 1,442 | -185 | 751 | -0.03 |
0.92 | 762 | 15 | 182 | 41.84 | 730.65 | 36.05 | 8000 | -1.50 | 9.05 | 35.05 | 4,749 | -55 | 2,658 | -0.05 |
0.86 | 379 | -3 | 14 | 48.02 | 658.30 | 62.15 | 8100 | -3.60 | 12.00 | 32.97 | 5,091 | 340 | 1,640 | -0.06 |
0.87 | 406 | -32 | 150 | 37.70 | 544.40 | 40.40 | 8200 | -5.30 | 17.30 | 31.21 | 6,896 | -199 | 2,289 | -0.09 |
0.84 | 810 | -28 | 200 | 34.14 | 450.00 | 32.15 | 8300 | -7.90 | 24.95 | 29.51 | 9,231 | -64 | 2,681 | -0.13 |
0.78 | 1,264 | -20 | 694 | 32.45 | 364.50 | 32.90 | 8400 | -12.60 | 35.30 | 27.71 | 11,642 | -128 | 2,608 | -0.18 |
0.72 | 1,842 | -713 | 3,493 | 30.25 | 282.05 | 22.70 | 8500 | -17.50 | 54.20 | 26.68 | 14,546 | 279 | 3,362 | -0.26 |
0.63 | 1,432 | -482 | 4,519 | 29.07 | 211.00 | 21.30 | 8600 | -20.30 | 83.00 | 25.99 | 12,526 | 266 | 2,222 | -0.36 |
0.52 | 1,616 | -937 | 15,767 | 28.17 | 150.75 | 17.60 | 8700 | -23.15 | 124.00 | 25.35 | 14,305 | 1,013 | 2,403 | -0.48 |
0.41 | 3,276 | 662 | 26,660 | 27.82 | 104.05 | 15.50 | 8800 | -26.45 | 175.65 | 24.64 | 11,605 | 690 | 1,175 | -0.60 |
0.31 | 2,370 | 1,405 | 21,117 | 27.22 | 67.80 | 11.10 | 8900 | -36.15 | 240.05 | 24.03 | 2,884 | 397 | 480 | -0.72 |
0.22 | 4,384 | 370 | 28,550 | 27.37 | 42.90 | 6.80 | 9000 | -34.05 | 316.40 | 23.60 | 1,225 | 163 | 451 | -0.82 |
0.15 | 1,417 | 364 | 11,578 | 27.55 | 26.50 | 4.70 | 9100 | -55.65 | 366.15 | - | 66 | -18 | 95 | - |
0.10 | 2,659 | 358 | 15,277 | 27.79 | 15.90 | 3.20 | 9200 | -41.75 | 485.00 | - | 69 | -3 | 113 | - |
0.06 | 2,085 | 538 | 8,872 | 28.33 | 9.70 | 1.95 | 9300 | -107.90 | 529.00 | - | 24 | -4 | 123 | - |
0.04 | 824 | -102 | 6,252 | 29.76 | 6.85 | 1.60 | 9400 | 0.00 | 812.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 1,031 | -44 | 4,895 | 30.97 | 4.75 | 0.85 | 9500 | -282.00 | 758.00 | - | 7 | 1 | 63 | - |
0.02 | 2,274 | -352 | 3,862 | 32.55 | 3.60 | 0.35 | 9600 | 0.00 | 2618.50 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 9700 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 409 | 10 | 684 | 34.49 | 1.75 | 0.00 | 9800 | 0.00 | 2264.90 | 0.00 | 0 | 0 | 0 | 0.00 |
29,918 | 28,095 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.