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

6495.35 -3.35 (-0.05%)

Option Chain for BAJFINANCE

29 Feb 2024 04:22 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
0 0 0 - 1869.65 5500 12.00 - 51,375 18,875 38,875
0 0 0 - 0.00 5550 0.00 - 0 0 0
0 0 0 - 1775.60 5600 15.70 - 7,375 4,250 6,500
0 0 0 - 0.00 5650 0.00 - 0 0 0
0 0 0 - 1682.65 5700 21.35 - 35,750 15,125 20,125
0 0 0 - 0.00 5750 0.00 - 0 0 0
0 0 0 - 1590.95 5800 27.50 - 1,64,125 14,500 62,875
0 0 0 - 1545.70 5850 32.25 - 1,375 750 750
0 0 0 - 1500.80 5900 36.55 - 56,625 11,750 17,375
0 0 0 - 1456.35 5950 40.65 - 0 0 0
7,875 1,125 1,250 - 555.00 6000 47.00 - 3,75,625 70,250 3,59,625
0 0 0 - 1368.80 6050 60.90 - 6,750 2,875 7,250
0 0 0 - 1325.75 6100 44.55 - 1,03,125 -5,500 50,250
0 0 0 - 1283.25 6150 68.35 - 18,000 -500 11,875
11,625 375 2,500 - 434.60 6200 78.45 - 1,27,875 21,250 91,500
0 0 0 - 1199.95 6250 89.50 - 12,125 1,750 9,500
4,250 875 7,625 - 358.60 6300 101.90 - 2,22,500 22,375 1,13,625
2,500 500 4,750 - 318.65 6350 115.35 - 14,875 3,625 6,500
19,625 8,250 51,750 - 289.20 6400 135.00 - 1,79,125 3,875 75,750
7,250 5,375 28,125 - 258.30 6450 154.80 - 59,500 6,625 17,625
1,44,625 56,125 5,74,625 - 225.05 6500 175.00 - 4,17,875 62,625 2,45,625
49,375 24,750 1,21,000 - 202.00 6550 195.75 - 43,250 4,500 16,250
2,63,750 58,750 6,70,250 - 174.30 6600 220.80 - 1,44,375 25,750 1,10,750
36,250 3,625 52,875 - 151.90 6650 239.85 - 14,125 -875 12,625
3,18,125 82,000 6,48,500 - 136.70 6700 281.05 - 50,875 8,125 89,250
23,625 3,250 60,625 - 120.00 6750 310.45 - 10,000 3,750 15,625
2,98,500 85,875 5,66,500 - 105.00 6800 350.00 - 39,125 4,250 75,500
14,500 -2,000 43,000 - 92.95 6850 384.00 - 1,125 -250 4,750
1,01,500 -250 1,97,500 - 79.50 6900 418.95 - 28,625 9,750 28,375
22,125 11,875 27,250 - 70.50 6950 460.00 - 250 125 1,875
8,00,250 1,69,750 7,12,625 - 62.00 7000 501.00 - 69,250 54,875 1,46,000
14,625 6,000 24,125 - 54.75 7050 300.05 - 0 0 0
1,05,000 39,875 1,51,250 - 46.90 7100 589.90 - 16,125 11,750 23,250
0 0 0 - 85.00 7150 730.00 - 250 0 0
1,52,875 18,875 1,69,875 - 36.50 7200 680.75 - 24,625 15,875 30,500
3,000 -1,375 11,875 - 31.60 7250 738.85 - 0 1,375 0
1,80,625 43,750 1,37,375 - 29.45 7300 775.45 - 2,000 375 20,875
5,875 4,000 26,625 - 25.90 7350 760.20 - 0 3,125 0
40,500 5,875 41,625 - 21.70 7400 899.00 - 2,000 875 6,125
125 125 375 - 17.25 7450 486.25 - 0 0 0
2,36,375 2,250 1,91,000 - 18.00 7500 955.00 - 30,000 26,500 65,500
0 0 125 - 16.10 7550 545.45 - 0 0 0
13,750 -625 23,000 - 13.80 7600 1080.00 - 625 625 1,500
0 0 0 - 350.65 7650 1030.00 - 0 250 0
11,375 500 17,250 - 12.00 7700 1195.00 - 7,375 1,875 1,875
0 0 0 - 314.50 7750 666.45 - 0 0 0
4,750 1,125 3,625 - 6.55 7800 1245.00 - 375 375 3,125
0 0 0 - 281.30 7850 731.50 - 0 0 0
2,000 2,000 3,750 - 6.25 7900 1365.00 - 1,875 750 750
0 0 0 - 251.00 7950 799.35 - 0 0 0
1,30,875 2,125 55,875 - 6.15 8000 1440.00 - 25,250 25,500 39,000
30,27,500 18,29,125
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.