BAJFINANCE
Bajaj Finance Limited
6576
10.00 (0.15%)
Option Chain for BAJFINANCE
14 Nov 2024 09:33 AM IST
Note:- Click on the strike price to open the historical data.
| Call |
|
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 | 0 | 0 | - | 1586.60 | 0.00 | 5600 | -1.75 | 0.80 | 33.37 | 1 | 0 | 93 | -0.01 |
| 0.00 | 0 | 32 | 0 | 0.00 | 41.30 | 0.00 | 5700 | 0.00 | 28.55 | 0.00 | 0 | -80 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 1210.00 | 0.00 | 5800 | 0.70 | 5.15 | 35.11 | 27 | 0 | 225 | -0.03 |
| - | 0 | 0 | 0 | - | 1946.50 | 0.00 | 5900 | 0.00 | 4.25 | 13.54 | 0 | 0 | 0 | -0.00 |
| 0.99 | 10 | 0 | 1 | 20.14 | 600.00 | 39.35 | 6000 | 0.60 | 10.50 | 31.28 | 194 | 3 | 1,262 | -0.06 |
| 0.93 | 14 | 1 | 2 | 26.40 | 500.00 | 14.35 | 6100 | 1.50 | 15.75 | 29.53 | 239 | -51 | 415 | -0.09 |
| 0.85 | 34 | 0 | 1 | 31.67 | 433.10 | -366.75 | 6200 | 2.60 | 24.15 | 28.10 | 348 | 50 | 843 | -0.13 |
| 0.86 | 90 | 2 | 13 | 22.13 | 313.00 | -5.55 | 6300 | 3.75 | 37.70 | 26.96 | 197 | 19 | 970 | -0.19 |
| 0.00 | 0 | 68 | 0 | 0.00 | 253.00 | 0.00 | 6400 | 7.10 | 60.00 | 26.41 | 268 | 16 | 1,209 | -0.28 |
| 0.63 | 416 | 24 | 211 | 23.27 | 170.45 | -15.55 | 6500 | 11.25 | 92.40 | 25.86 | 831 | 8 | 2,618 | -0.38 |
| 0.50 | 1,095 | 46 | 950 | 22.95 | 115.95 | -12.05 | 6600 | 13.10 | 138.10 | 26.09 | 446 | 46 | 1,385 | -0.50 |
| 0.37 | 1,748 | 6 | 724 | 23.08 | 74.95 | -7.85 | 6700 | 18.65 | 197.45 | 26.30 | 88 | 20 | 1,427 | -0.61 |
| 0.26 | 2,985 | -5 | 756 | 23.62 | 47.65 | -5.95 | 6800 | 20.00 | 270.00 | 27.57 | 71 | -6 | 2,020 | -0.70 |
| 0.18 | 3,344 | 18 | 367 | 24.41 | 30.20 | -3.90 | 6900 | 15.35 | 344.20 | 26.56 | 115 | -9 | 1,263 | -0.80 |
| 0.12 | 7,310 | 31 | 550 | 25.85 | 20.25 | -2.75 | 7000 | 15.15 | 430.15 | 29.75 | 42 | -4 | 1,881 | -0.83 |
| 0.09 | 2,063 | -59 | 272 | 27.10 | 13.70 | -1.80 | 7100 | -3.00 | 507.00 | 16.72 | 2 | 0 | 540 | -0.99 |
| 0.06 | 3,259 | -25 | 273 | 28.65 | 9.90 | -1.10 | 7200 | -12.30 | 623.10 | 36.31 | 38 | -10 | 597 | -0.88 |
| 0.05 | 1,844 | 13 | 160 | 30.19 | 7.35 | -0.45 | 7300 | -23.00 | 700.00 | - | 1 | 0 | 368 | - |
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| 0.04 | 961 | 5 | 29 | 31.95 | 5.80 | 0.25 | 7400 | 29.45 | 829.45 | 47.04 | 2 | 0 | 364 | -0.88 |
| 0.03 | 3,035 | 4 | 188 | 34.25 | 5.15 | -0.10 | 7500 | 0.00 | 915.00 | 0.00 | 0 | -3 | 0 | 0.00 |
| 0.00 | 0 | -52 | 0 | 0.00 | 3.75 | 0.00 | 7600 | 0.00 | 690.80 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | -14 | 0 | 0.00 | 3.60 | 0.00 | 7700 | 0.00 | 1010.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 577 | 0 | 4 | 39.23 | 3.10 | 0.00 | 7800 | -67.10 | 1152.90 | - | 1 | 0 | 281 | - |
| 0.00 | 0 | -10 | 0 | 0.00 | 2.30 | 0.00 | 7900 | 0.00 | 900.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.01 | 1,660 | -2 | 18 | 43.18 | 2.60 | -0.05 | 8000 | 0.00 | 1250.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.00 | 0 | 0 | 0 | 0.00 | 3.00 | 0.00 | 8100 | 0.00 | 534.90 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 130 | 0 | 1 | 50.71 | 4.00 | 0.15 | 8200 | 0.00 | 1120.35 | - | 0 | 0 | 0 | - |
| 30,575 | 17,761 | |||||||||||||
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.
