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Related Pages for BAJFINANCE
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BAJFINANCE
Bajaj Finance Limited
6848.25 -70.30 (-1.02%)

Option Chain for BAJFINANCE

20 Dec 2024 04:12 PM IST

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

Call
Put

Lot Size : 125
Delta OI Change OI Vol IV Ltp Change Change Ltp IV Vol Change OI OI Delta
0.00 0 0 0 0.00 2663.35 0.00 5200 0.00 0.40 - 1 0 6 -
0.00 0 0 0 0.00 0.00 0.00 5300 0.00 0.00 0.00 0 0 0 0.00
- 8 0 5 - 1500.20 0.00 5400 0.00 0.25 - 5 -3 15 -
0.00 0 0 0 0.00 0.00 0.00 5500 0.00 0.00 0.00 0 0 0 0.00
- 0 0 0 - 2274.35 0.00 5600 0.40 0.95 - 32 0 264 -
0.00 0 0 0 0.00 1270.30 0.00 5700 0.00 17.25 0.00 0 0 0 0.00
- 0 0 0 - 2082.35 0.00 5800 0.55 1.55 - 52 0 416 -
- 0 0 0 - 1088.20 0.00 5900 0.20 1.80 51.44 31 -7 102 -0.01
- 50 -1 8 - 878.00 -42.00 6000 0.30 2.55 48.64 360 -104 786 -0.02
0.00 0 0 0 0.00 836.15 0.00 6100 0.65 3.20 44.86 317 -41 310 -0.02
0.00 0 0 0 0.00 1000.00 0.00 6200 0.80 4.15 41.16 733 -3 929 -0.03
0.88 137 -2 4 55.63 569.00 -356.00 6300 0.65 5.20 37.02 741 11 773 -0.04
0.98 142 -10 25 25.82 442.25 -108.85 6400 0.40 7.05 33.17 2,423 23 1,235 -0.06
0.92 305 -1 67 29.08 350.30 -92.15 6500 1.10 9.00 28.56 3,869 -28 2,040 -0.08
0.94 543 33 291 18.06 244.85 -91.90 6600 2.95 12.50 24.04 7,432 324 2,218 -0.12
0.78 521 -9 806 21.61 165.40 -80.40 6700 11.60 26.90 22.31 12,183 -172 1,364 -0.23
0.60 1,045 -126 5,165 19.44 90.25 -72.60 6800 27.85 58.75 21.96 24,905 -300 2,262 -0.41
0.37 1,883 134 13,181 20.72 46.10 -46.90 6900 53.30 115.30 23.56 12,127 -660 863 -0.61
0.22 3,321 36 27,172 22.72 24.15 -27.85 7000 73.55 193.95 25.96 5,954 -268 1,888 -0.75
0.13 3,519 578 17,526 25.69 14.55 -15.15 7100 77.00 274.95 26.56 2,398 -165 724 -0.86
0.06 5,000 -918 16,171 24.96 5.10 -13.15 7200 82.95 369.05 29.52 676 -216 1,134 -0.91
0.05 2,992 -304 9,919 30.04 5.15 -5.60 7300 93.05 470.00 36.13 206 -53 790 -0.92
0.03 2,197 -376 3,529 32.07 3.15 -3.20 7400 70.40 547.35 - 27 -7 151 -
0.02 2,712 -352 3,770 35.14 2.45 -1.45 7500 81.00 645.00 - 22 -2 375 -
0.02 1,049 -95 1,164 38.61 2.15 -0.65 7600 0.00 524.20 0.00 0 0 0 0.00
0.02 481 -138 609 42.07 1.95 -0.30 7700 0.00 477.50 0.00 0 0 0 0.00
0.01 660 -95 407 44.95 1.65 -0.40 7800 0.00 865.20 0.00 0 -1 0 0.00
0.01 221 -19 152 49.06 1.75 -0.25 7900 0.00 996.55 - 0 0 0 -
0.01 1,052 -243 699 50.81 1.30 -0.60 8000 90.30 1160.30 - 13 -7 146 -
0.00 0 0 0 0.00 0.00 0.00 8100 0.00 0.00 0.00 0 0 0 0.00
- 17 -2 21 - 0.45 -1.85 8200 0.00 1065.00 0.00 0 0 0 0.00
27,855 18,791
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.