BAJFINANCE
Bajaj Finance Limited
7317.15
72.25 (1.00%)
Option Chain for BAJFINANCE
06 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 | 3.55 | 125 | 0 | 14,000 |
| 0 | 0 | 0 | 0 | 0.00 | 5700 | 0.00 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1510.25 | 0.00 | 5800 | 0.00 | 4.5 | 0 | 0 | 0 |
| 0 | 0 | 0 | 893.7 | 0.00 | 5900 | 0.00 | 2.55 | 0 | 0 | 0 |
| 0 | 0 | 0 | 1300.65 | 0.00 | 6000 | 0.00 | 4.5 | 20,500 | 125 | 68,500 |
| 0 | 0 | 0 | 528.95 | 0.00 | 6100 | 0.05 | 5.25 | 1,375 | -375 | 14,750 |
| 0 | 0 | 0 | 1275 | 0.00 | 6200 | -0.25 | 5.6 | 18,125 | -1,500 | 41,875 |
| 0 | 0 | 0 | 788 | 0.00 | 6300 | 0.45 | 6.45 | 17,500 | -125 | 42,625 |
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| 14,125 | 0 | 125 | 968 | -10.00 | 6400 | 0.40 | 8.65 | 1,10,000 | -9,500 | 88,500 |
| 24,375 | -1,000 | 4,750 | 820.2 | 10.20 | 6500 | -0.10 | 11.35 | 1,61,625 | -5,750 | 1,77,500 |
| 16,375 | -250 | 1,250 | 785 | 135.00 | 6600 | -0.20 | 15.3 | 1,37,125 | 2,000 | 1,15,875 |
| 30,000 | -250 | 750 | 642 | 42.75 | 6700 | -2.00 | 20 | 1,67,500 | 13,625 | 2,27,125 |
| 79,875 | -875 | 9,375 | 581 | 81.75 | 6800 | -4.05 | 29 | 3,43,750 | -15,750 | 2,90,125 |
| 47,375 | -1,125 | 3,750 | 498.8 | 83.80 | 6900 | -4.85 | 40.15 | 3,36,125 | -5,000 | 1,41,375 |
| 1,60,625 | -21,500 | 1,26,000 | 409.95 | 72.25 | 7000 | -7.70 | 57.25 | 6,75,500 | -6,375 | 3,80,750 |
| 97,000 | -2,500 | 1,29,250 | 332.1 | 66.85 | 7100 | -14.00 | 79.7 | 6,41,250 | -250 | 2,20,750 |
| 2,51,375 | -49,750 | 6,54,250 | 265.3 | 59.75 | 7200 | -21.50 | 110.7 | 16,00,750 | -31,500 | 3,50,125 |
| 5,90,125 | 13,250 | 28,99,375 | 205.65 | 50.40 | 7300 | -30.20 | 151.8 | 16,60,250 | -3,000 | 3,02,625 |
| 5,63,500 | 63,000 | 34,72,000 | 157.5 | 41.80 | 7400 | -39.45 | 202.35 | 10,17,000 | 5,500 | 2,14,625 |
| 8,57,375 | 52,375 | 29,29,375 | 118 | 33.45 | 7500 | -46.80 | 263.9 | 2,26,750 | -10,750 | 1,66,875 |
| 3,13,000 | -10,125 | 12,46,500 | 87.05 | 25.05 | 7600 | -60.00 | 330 | 30,500 | -1,375 | 31,000 |
| 3,61,375 | -3,875 | 12,20,875 | 64.55 | 18.80 | 7700 | -65.55 | 404.45 | 8,500 | -250 | 23,500 |
| 3,66,625 | -6,750 | 9,92,250 | 49.3 | 14.65 | 7800 | -41.00 | 520 | 2,500 | 375 | 14,375 |
| 1,10,125 | 17,375 | 4,35,750 | 38.45 | 11.85 | 7900 | -63.45 | 585.15 | 1,000 | 750 | 25,375 |
| 8,25,375 | -18,000 | 13,91,375 | 31.2 | 10.75 | 8000 | -42.65 | 687.05 | 7,750 | -3,375 | 54,375 |
| 71,625 | 8,000 | 1,71,250 | 24 | 8.70 | 8100 | 0.00 | 1388.8 | 0 | 0 | 0 |
| 2,79,500 | 250 | 6,45,750 | 18.65 | 7.30 | 8200 | 0.00 | 947 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0.00 | 8300 | 0.00 | 0 | 0 | 0 | 0 |
| 1,35,625 | 31,375 | 4,64,750 | 11.55 | 5.10 | 8400 | 0.00 | 1219.25 | 0 | 0 | 0 |
| 51,95,375 | 30,06,625 | |||||||||
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.