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[--[65.84.65.76]--]
BAJFINANCE
Bajaj Finance Limited

7438.6 -4.65 (-0.06%)

Option Chain for BAJFINANCE

24 Jan 2025 03:03 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 1480.00 0.00 5400 -0.20 0.35 - 7 -6 25 -
0.00 0 0 0 0.00 0.00 0.00 5500 0.00 0.00 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1424.25 0.00 5600 -1.30 0.45 - 13 -11 69 -
0.00 0 0 0 0.00 933.60 0.00 5700 0.00 52.80 0.00 0 0 0 0.00
- 0 0 0 - 1249.30 0.00 5800 -0.60 0.40 - 53 -2 397 -
0.00 0 0 0 0.00 771.75 0.00 5900 0.00 88.50 0.00 0 0 0 0.00
0.00 0 0 0 0.00 1402.00 0.00 6000 -0.05 1.40 - 113 -67 459 -
- 0 0 0 - 624.75 0.00 6100 -0.05 1.05 - 24 0 140 -
0.00 0 0 0 0.00 1007.05 0.00 6200 -1.00 1.00 - 5 0 585 -
0.00 0 0 0 0.00 1108.00 0.00 6300 -0.45 1.50 - 34 -3 303 -
0.00 0 0 0 0.00 880.00 0.00 6400 -0.35 2.65 54.60 240 -52 648 -0.01
- 147 -1 4 - 995.00 160.00 6500 -0.40 3.55 52.04 604 -143 1,408 -0.02
- 63 0 1 - 832.80 73.20 6600 -0.35 4.35 48.34 677 -50 1,058 -0.02
0.89 151 0 3 71.05 786.45 9.30 6700 -0.40 5.70 45.51 790 -30 1,400 -0.03
0.92 564 0 1 50.73 660.00 0.00 6800 -0.60 7.70 42.32 991 -31 1,582 -0.05
- 530 -13 19 - 538.75 -15.65 6900 -1.20 12.20 40.94 1,446 23 1,757 -0.07
0.94 1,169 -64 143 30.51 450.00 -12.50 7000 -2.35 18.65 39.01 2,861 -284 2,098 -0.10
0.98 1,125 -66 192 17.97 349.20 -25.35 7100 -3.85 28.95 37.31 3,544 90 2,056 -0.15
0.83 2,661 -42 609 28.24 273.00 -21.40 7200 -4.35 48.20 36.82 3,393 -59 2,917 -0.23
0.70 1,577 -64 1,915 31.52 207.40 -19.15 7300 -2.80 80.60 37.83 4,533 -41 2,506 -0.33
0.57 1,857 26 4,791 32.90 150.65 -16.20 7400 -1.25 122.70 38.37 6,532 102 1,998 -0.44
0.45 3,748 -120 11,045 33.66 104.60 -13.95 7500 2.60 176.30 39.03 2,972 28 1,317 -0.54
0.33 2,210 82 6,901 33.97 68.75 -9.05 7600 9.05 242.75 39.55 830 8 556 -0.65
0.23 2,111 -35 4,067 33.79 41.90 -7.05 7700 13.30 318.00 41.99 85 -5 226 -0.72
0.15 2,520 73 3,557 34.60 25.45 -5.05 7800 43.25 403.20 43.37 106 -38 138 -0.79
0.10 1,390 -58 2,461 35.35 15.95 -3.05 7900 7.80 468.60 36.51 28 16 42 -0.89
0.07 2,878 -119 4,294 37.62 11.10 -1.80 8000 1.00 565.00 36.40 36 -5 313 -0.94
0.05 1,269 56 1,772 39.04 7.60 -1.25 8100 0.00 811.05 0.00 0 0 0 0.00
0.04 1,621 -40 1,536 41.04 5.35 -0.80 8200 0.00 870.00 0.00 0 0 0 0.00
0.02 585 -41 531 41.66 3.35 -0.95 8300 0.00 1701.55 - 0 0 0 -
0.01 808 -89 660 42.45 2.00 -1.15 8400 0.00 1434.95 - 0 0 0 -
28,984 23,998
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.