BAJFINANCE
Bajaj Finance Limited
6907.75
92.00 (1.35%)
Option Chain for BAJFINANCE
27 Dec 2024 04:12 PM 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 | - | 1424.25 | 0.00 | 5600 | -2.75 | 4.20 | 34.10 | 151 | 57 | 133 | -0.02 |
| 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 | -3.80 | 5.90 | 30.92 | 244 | 78 | 174 | -0.02 |
| - | 0 | 0 | 0 | - | 771.75 | 0.00 | 5900 | 0.00 | 88.50 | 13.07 | 0 | 0 | 0 | -0.00 |
| 0.00 | 0 | 1 | 0 | 0.00 | 899.00 | 0.00 | 6000 | -5.85 | 9.80 | 28.50 | 780 | 127 | 958 | -0.04 |
| - | 0 | 0 | 0 | - | 624.75 | 0.00 | 6100 | -6.15 | 13.55 | 27.67 | 301 | 104 | 201 | -0.05 |
| 0.00 | 0 | 5 | 0 | 0.00 | 700.00 | 0.00 | 6200 | -8.55 | 18.20 | 26.69 | 944 | 241 | 981 | -0.07 |
| 0.87 | 8 | 1 | 5 | 30.93 | 705.00 | 37.00 | 6300 | -11.45 | 25.55 | 26.02 | 1,098 | 130 | 1,135 | -0.10 |
| 0.83 | 2 | 0 | 2 | 31.15 | 624.55 | -5.45 | 6400 | -12.55 | 35.55 | 25.37 | 1,200 | -1 | 1,040 | -0.13 |
| 0.81 | 163 | -18 | 130 | 27.21 | 524.00 | 93.55 | 6500 | -17.15 | 47.25 | 24.40 | 2,665 | 336 | 1,337 | -0.17 |
| 0.80 | 70 | 4 | 23 | 22.06 | 416.50 | 57.25 | 6600 | -21.85 | 64.40 | 23.73 | 1,631 | 84 | 623 | -0.22 |
| 0.73 | 171 | 46 | 148 | 21.94 | 342.00 | 56.05 | 6700 | -34.60 | 79.15 | 21.98 | 1,542 | 96 | 767 | -0.27 |
| 0.65 | 857 | -119 | 1,988 | 21.61 | 273.25 | 49.85 | 6800 | -34.10 | 117.00 | 22.62 | 3,447 | 144 | 1,447 | -0.35 |
| 0.57 | 1,217 | -124 | 4,441 | 21.36 | 212.95 | 44.70 | 6900 | -42.75 | 153.95 | 22.08 | 4,254 | 177 | 1,496 | -0.43 |
| 0.48 | 2,759 | 463 | 7,564 | 21.08 | 161.00 | 37.00 | 7000 | -51.25 | 199.90 | 21.65 | 3,510 | 409 | 2,157 | -0.52 |
| 0.39 | 974 | 15 | 3,105 | 20.86 | 118.30 | 30.25 | 7100 | -54.10 | 259.50 | 21.85 | 294 | 12 | 355 | -0.60 |
| 0.31 | 1,784 | 195 | 3,971 | 20.90 | 85.95 | 22.95 | 7200 | -62.40 | 328.50 | 22.27 | 225 | 7 | 967 | -0.67 |
| 0.24 | 1,455 | 551 | 3,072 | 20.89 | 60.55 | 16.10 | 7300 | -61.20 | 410.00 | 23.57 | 40 | 15 | 245 | -0.73 |
| 0.18 | 808 | 235 | 1,940 | 21.18 | 43.20 | 11.40 | 7400 | -67.80 | 491.20 | 24.16 | 54 | 0 | 299 | -0.78 |
| 0.14 | 3,396 | 898 | 4,252 | 21.88 | 32.35 | 9.25 | 7500 | -81.75 | 571.50 | 23.83 | 167 | 38 | 951 | -0.84 |
| 0.10 | 625 | 129 | 1,428 | 22.12 | 22.55 | 5.90 | 7600 | -97.20 | 632.80 | 15.44 | 53 | 34 | 202 | -0.97 |
| 0.08 | 334 | 181 | 652 | 22.67 | 16.50 | 4.15 | 7700 | 0.00 | 768.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.06 | 567 | 141 | 1,262 | 23.27 | 12.25 | 2.70 | 7800 | 0.00 | 900.00 | 0.00 | 0 | 7 | 0 | 0.00 |
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| 0.00 | 0 | 0 | 0 | 0.00 | 29.30 | 0.00 | 7900 | 0.00 | 1326.85 | - | 0 | 0 | 0 | - |
| 0.04 | 1,403 | 147 | 1,357 | 24.94 | 7.65 | 1.00 | 8000 | -87.90 | 1008.10 | - | 12 | 3 | 182 | - |
| 0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 8100 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
| 0.02 | 313 | 77 | 480 | 26.41 | 4.80 | -0.15 | 8200 | 0.00 | 1300.00 | 0.00 | 0 | 3 | 0 | 0.00 |
| 16,906 | 15,650 | |||||||||||||
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.
