BAJFINANCE
Bajaj Finance Limited
7345.75
-252.75 (-3.33%)
Option Chain for BAJFINANCE
16 Sep 2024 04:13 PM IST
Note:- Click on the strike price to open the historical data.
| Call | Put | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| OI | Change OI | Vol | Ltp | Change | Change | Ltp | Vol | Change OI | OI | |
| 0 | 0 | 0 | 1691.3 | 0.00 | 5600 | 0.00 | 2 | 2,125 | 250 | 11,000 |
| 0 | 0 | 0 | 0 | 0.00 | 5700 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1510.25 | 0.00 | 5800 | -0.65 | 1.85 | 375 | -125 | 375 |
| 0 | 0 | 0 | 893.7 | 0.00 | 5900 | -0.95 | 1.3 | 875 | -500 | 1,000 |
| 4,000 | 0 | 250 | 1380 | -187.60 | 6000 | -0.10 | 2.7 | 42,500 | 2,000 | 55,750 |
| 0 | 0 | 0 | 528.95 | 0.00 | 6100 | 0.50 | 3.5 | 2,500 | 1,500 | 13,000 |
| 0 | 0 | 0 | 1275 | 0.00 | 6200 | 0.85 | 3.7 | 9,625 | -2,750 | 26,625 |
| 0 | 0 | 0 | 788 | 0.00 | 6300 | 0.60 | 4 | 45,750 | 3,625 | 41,750 |
| 13,375 | -250 | 1,125 | 975 | -216.00 | 6400 | 1.40 | 5.3 | 97,375 | 3,750 | 73,750 |
| 22,125 | -250 | 375 | 875 | -242.45 | 6500 | 2.40 | 7.25 | 3,07,750 | 18,875 | 1,49,375 |
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| 15,375 | -125 | 625 | 765 | -265.00 | 6600 | 4.10 | 9 | 3,75,000 | 16,625 | 1,28,500 |
| 28,250 | -1,000 | 2,125 | 686.65 | -229.15 | 6700 | 5.15 | 11.9 | 5,44,625 | 1,45,875 | 3,34,375 |
| 66,125 | -2,875 | 6,375 | 575 | -263.35 | 6800 | 6.65 | 15.7 | 8,42,625 | 1,07,000 | 3,20,750 |
| 27,625 | 625 | 15,125 | 480.5 | -240.50 | 6900 | 6.75 | 19 | 8,09,625 | 84,250 | 2,23,250 |
| 1,27,625 | 4,500 | 1,18,875 | 390 | -239.85 | 7000 | 14.10 | 30.05 | 25,95,250 | 1,74,000 | 6,55,625 |
| 57,625 | 4,875 | 74,250 | 304.4 | -248.35 | 7100 | 21.55 | 43 | 14,97,875 | 89,500 | 3,02,625 |
| 1,93,875 | 1,500 | 3,67,000 | 222.05 | -216.45 | 7200 | 31.20 | 61.75 | 26,47,375 | -33,750 | 4,32,125 |
| 4,72,250 | 1,45,375 | 16,26,750 | 157.4 | -194.75 | 7300 | 51.45 | 94.4 | 35,29,500 | 1,17,375 | 4,59,000 |
| 7,93,375 | 5,02,000 | 39,26,250 | 106.5 | -168.50 | 7400 | 80.50 | 144.15 | 38,00,625 | 86,500 | 3,84,250 |
| 11,59,750 | 5,77,500 | 58,84,125 | 70 | -138.00 | 7500 | 112.35 | 208.45 | 24,63,500 | -71,125 | 2,50,375 |
| 13,67,875 | 7,42,125 | 66,51,500 | 47.35 | -109.40 | 7600 | 138.95 | 282.9 | 15,69,875 | -11,875 | 1,66,750 |
| 13,04,375 | 7,44,750 | 69,42,250 | 32.7 | -82.55 | 7700 | 170.00 | 373 | 4,66,250 | -2,000 | 1,07,375 |
| 8,83,875 | 4,09,625 | 47,94,250 | 25 | -60.40 | 7800 | 185.20 | 460.3 | 1,45,125 | -26,500 | 28,000 |
| 3,78,875 | 1,35,250 | 22,71,000 | 18.6 | -46.40 | 7900 | 207.35 | 557.35 | 60,750 | -27,250 | 20,875 |
| 12,85,500 | 3,39,375 | 49,53,000 | 14.95 | -33.05 | 8000 | 216.50 | 650.65 | 26,625 | -1,250 | 34,000 |
| 2,06,875 | 73,750 | 11,04,250 | 10.55 | -24.95 | 8100 | 47.55 | 574.6 | 9,375 | 3,375 | 3,500 |
| 3,85,875 | 67,500 | 14,34,625 | 8.25 | -17.55 | 8200 | 228.10 | 840 | 8,375 | 500 | 3,000 |
| 56,000 | 56,000 | 3,80,875 | 6.65 | 6.65 | 8300 | 1573.90 | 1573.9 | 0 | 0 | 0 |
| 3,66,500 | 75,000 | 10,40,000 | 5.4 | -9.15 | 8400 | 0.00 | 1219.25 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 8500 | 0 | 0 | 0 | 0 | ||
| 61,250 | 61,250 | 2,93,000 | 4.25 | 8600 | 1384.9 | 0 | 0 | 0 | ||
| 92,78,375 | 42,27,000 | |||||||||
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.