BAJFINANCE
Bajaj Finance Limited
6465.65
-129.65 (-1.97%)
Option Chain for BAJFINANCE
21 Nov 2024 04:12 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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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 | -0.75 | 2.00 | 47.74 | 5 | -1 | 98 | -0.01 |
- | 0 | 0 | 0 | - | 2141.70 | 0.00 | 5700 | 0.00 | 1.90 | 22.51 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 1210.00 | 0.00 | 5800 | 0.10 | 3.00 | 39.93 | 303 | -5 | 240 | -0.02 |
- | 0 | 0 | 0 | - | 1946.50 | 0.00 | 5900 | -0.95 | 4.25 | 36.73 | 167 | 17 | 62 | -0.03 |
0.00 | 0 | 0 | 0 | 0.00 | 610.00 | 0.00 | 6000 | -0.25 | 7.75 | 35.12 | 1,839 | -13 | 1,304 | -0.06 |
0.88 | 36 | 19 | 93 | 36.47 | 390.45 | -132.80 | 6100 | -0.25 | 12.80 | 32.77 | 1,776 | -66 | 414 | -0.09 |
0.87 | 66 | 12 | 81 | 28.39 | 289.15 | -133.60 | 6200 | 1.95 | 21.95 | 30.72 | 4,100 | -229 | 1,680 | -0.15 |
0.77 | 144 | 45 | 233 | 27.56 | 206.40 | -103.50 | 6300 | 8.65 | 36.90 | 28.49 | 3,493 | 136 | 1,333 | -0.24 |
0.63 | 375 | 102 | 2,122 | 26.29 | 133.85 | -104.45 | 6400 | 17.45 | 64.20 | 27.06 | 5,783 | 249 | 1,701 | -0.37 |
0.46 | 1,607 | 693 | 9,160 | 25.33 | 77.50 | -77.20 | 6500 | 37.95 | 110.00 | 26.73 | 12,577 | -671 | 3,021 | -0.54 |
0.30 | 3,059 | 911 | 12,042 | 25.53 | 42.00 | -50.60 | 6600 | 60.85 | 170.85 | 26.01 | 4,093 | -5 | 1,516 | -0.70 |
0.18 | 2,502 | 368 | 9,604 | 26.45 | 22.30 | -26.75 | 6700 | 85.40 | 250.70 | 26.97 | 913 | -41 | 1,034 | -0.82 |
0.11 | 3,557 | 225 | 6,632 | 28.48 | 13.15 | -13.70 | 6800 | 98.65 | 342.30 | 29.74 | 277 | -26 | 1,387 | -0.88 |
0.07 | 2,649 | -78 | 4,197 | 30.34 | 7.80 | -7.15 | 6900 | 112.50 | 434.50 | 30.27 | 268 | 45 | 1,094 | -0.93 |
0.04 | 6,399 | -35 | 5,297 | 32.86 | 5.30 | -4.10 | 7000 | 109.55 | 533.50 | 34.64 | 182 | -70 | 1,616 | -0.95 |
0.03 | 1,866 | -707 | 3,040 | 35.27 | 3.70 | -2.60 | 7100 | 120.10 | 615.00 | - | 7 | -3 | 508 | - |
0.02 | 2,683 | -49 | 1,786 | 38.10 | 2.90 | -1.25 | 7200 | 72.50 | 690.00 | - | 16 | -8 | 549 | - |
0.02 | 1,576 | -85 | 659 | 40.52 | 2.20 | -0.55 | 7300 | 127.70 | 802.70 | - | 13 | -5 | 352 | - |
0.01 | 866 | -65 | 468 | 43.95 | 2.05 | -0.30 | 7400 | 97.25 | 904.35 | - | 7 | -6 | 329 | - |
0.01 | 2,790 | -263 | 1,001 | 46.52 | 1.70 | -0.45 | 7500 | 107.50 | 1018.50 | - | 28 | -14 | 508 | - |
0.01 | 491 | -87 | 207 | 48.67 | 1.35 | -0.40 | 7600 | 430.25 | 1121.05 | - | 12 | -6 | 140 | - |
0.01 | 402 | -8 | 85 | 49.03 | 0.80 | 0.00 | 7700 | 0.00 | 1010.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 464 | -34 | 89 | - | 1.10 | -0.05 | 7800 | 84.95 | 1309.95 | - | 7 | -2 | 278 | - |
- | 78 | -6 | 23 | - | 0.30 | -0.45 | 7900 | 0.00 | 900.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 1,443 | -126 | 362 | - | 0.80 | -0.20 | 8000 | 110.00 | 1510.00 | - | 1 | 0 | 159 | - |
0.00 | 0 | 0 | 0 | 0.00 | 1.05 | 0.00 | 8100 | 0.00 | 534.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 113 | -6 | 32 | - | 0.60 | -0.40 | 8200 | 0.00 | 1120.35 | - | 0 | 0 | 0 | - |
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0.00 | 0 | 0 | 0 | 0.00 | 235.40 | 0.00 | 8300 | 0.00 | 663.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 100.05 | 0.00 | 8400 | 0.00 | 1285.40 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 76 | 0 | 4 | - | 0.95 | 0.40 | 8500 | 0.00 | 1688.50 | 0.00 | 0 | 0 | 0 | 0.00 |
33,242 | 19,323 |
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.