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BAJAJ AUTO LIMITED Option Chain

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₹ 8544.4
8581.4
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LTP
Greeks
OI
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Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

3.627

-22.363

0.000

0.826

123.32%

0.00

0.00

lock
****

1522.40

7,200PCR: 37.00

2.15

lock
****

0.14

0.53

44.92%

-0.010

0.000

-0.819

0.365

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,400PCR: --

4.50

lock
****

0.20

35.33

43.09%

-0.020

0.000

-1.459

0.677

4.307

-23.631

0.000

0.769

109.74%

0.00

0.00

lock
****

1172.25

7,600PCR: 2,024.00

9.75

lock
****

1.52

64.20

41.44%

-0.040

0.000

-2.524

1.218

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,700PCR: --

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

4.654

-23.881

0.000

0.733

102.65%

0.00

0.00

lock
****

1001.95

7,800PCR: 315.33

21.55

lock
****

0.71

67.73

40.53%

-0.081

0.000

-4.290

2.117

4.784

-23.016

0.000

0.718

96.22%

0.00

0.00

lock
****

909.25

7,900PCR: 124.50

32.80

lock
****

0.37

30.98

40.68%

-0.114

0.000

-5.547

2.727

3.410

-7.060

0.000

0.842

41.41%

0.68

0.03

lock
****

600.00

8,000PCR: 37.48

46.05

lock
****

1.12

79.95

40.19%

-0.151

0.000

-6.667

3.318

3.715

-6.848

0.001

0.820

36.87%

0.53

0.01

lock
****

501.55

8,100PCR: 60.50

63.00

lock
****

0.36

53.78

39.61%

-0.196

0.001

-7.753

3.915

4.575

-9.375

0.001

0.742

40.99%

0.68

0.01

lock
****

442.55

8,200PCR: 65.27

84.90

lock
****

0.54

88.20

39.12%

-0.249

0.001

-8.777

4.487

4.976

-9.468

0.001

0.692

38.06%

4.73

0.01

lock
****

362.75

8,300PCR: 29.53

110.70

lock
****

0.42

79.80

38.85%

-0.311

0.001

-9.716

5.002

5.373

-10.081

0.001

0.623

37.52%

31.20

0.11

lock
****

292.85

8,400PCR: 5.52

146.35

lock
****

0.60

152.78

38.07%

-0.377

0.001

-10.235

5.377

5.602

-10.642

0.001

0.550

37.99%

272.48

0.49

lock
****

237.40

8,500PCR: 2.07

186.75

lock
****

1.01

360.53

37.51%

-0.450

0.001

-10.505

5.602

5.635

-10.541

0.001

0.475

37.41%

360.23

0.96

lock
****

187.80

8,600PCR: 0.88

240.00

lock
****

0.84

139.58

36.94%

-0.526

0.001

-10.406

5.634

5.474

-10.269

0.001

0.402

37.52%

305.93

0.97

lock
****

149.80

8,700PCR: 0.63

294.85

lock
****

0.61

41.40

37.14%

-0.600

0.001

-10.156

5.469

5.143

-9.668

0.001

0.333

37.60%

340.95

1.18

lock
****

114.95

8,800PCR: 0.65

368.55

lock
****

0.77

17.93

38.67%

-0.662

0.001

-10.001

5.173

4.687

-8.858

0.001

0.271

37.80%

200.70

1.13

lock
****

85.95

8,900PCR: 0.37

442.60

lock
****

0.41

6.38

39.05%

-0.723

0.001

-9.260

4.743

4.172

-7.987

0.001

0.218

38.28%

259.13

1.91

lock
****

65.25

9,000PCR: 0.42

515.00

lock
****

0.80

6.68

37.93%

-0.784

0.001

-7.854

4.141

3.612

-6.960

0.001

0.172

38.54%

92.85

1.06

lock
****

48.95

9,100PCR: 0.36

607.45

lock
****

0.39

0.45

40.83%

-0.813

0.001

-7.767

3.804

3.098

-6.080

0.000

0.137

39.25%

129.90

1.56

lock
****

37.15

9,200PCR: 0.21

674.35

lock
****

0.33

1.20

34.36%

-0.896

0.000

-4.376

2.547

2.579

-5.101

0.000

0.105

39.55%

99.90

0.62

lock
****

29.05

9,300PCR: 0.26

780.00

lock
****

0.16

0.45

40.19%

-0.891

0.000

-5.309

2.642

2.174

-4.399

0.000

0.084

40.47%

55.73

0.57

lock
****

21.55

9,400PCR: 0.14

788.00

lock
****

0.08

0.00

0.00%

-1.000

0.000

0.000

0.000

1.817

-3.760

0.000

0.066

41.38%

125.78

1.41

lock
****

16.50

9,500PCR: 0.11

925.00

lock
****

0.15

0.00

0.00%

-1.000

0.000

0.000

0.000

1.511

-3.192

0.000

0.052

42.24%

88.65

0.74

lock
****

12.65

9,600PCR: 0.01

910.05

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

1.253

-2.699

0.000

0.041

43.09%

46.73

0.53

lock
****

9.95

9,700PCR: 0.01

790.65

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

1.077

-2.394

0.000

0.034

44.43%

61.28

0.56

lock
****

8.30

9,800PCR: 0.04

1021.15

lock
****

0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.922

-2.105

0.000

0.029

45.65%

23.18

0.26

lock
****

6.90

9,900PCR: 0.02

1036.70

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.826

-1.957

0.000

0.025

47.36%

125.33

2.32

lock
****

6.15

10,000PCR: 0.14

1490.00

lock
****

0.32

0.08

68.15%

-0.909

0.000

-7.907

2.321

0.540

-1.305

0.000

0.015

48.34%

20.85

0.32

lock
****

3.55

10,200PCR: 0.01

1160.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.468

-1.223

0.000

0.013

52.25%

1.73

0.30

lock
****

3.20

10,400PCR: 0.00

1751.15

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.402

-1.115

0.000

0.011

55.42%

0.68

0.38

lock
****

2.85

10,600PCR: 0.05

2000.00

lock
****

0.02

0.00

0.00%

-1.000

0.000

0.000

0.000

0.172

-0.488

0.000

0.004

56.64%

6.15

0.35

lock
****

1.00

11,000PCR: 0.24

2400.00

lock
****

0.08

0.00

0.00%

-1.000

0.000

0.000

0.000

BAJAJ AUTO LIMITED - Statistics

Day Range
₹8,462.70 - ₹8,609.60
52w Range
₹6,936.55 - ₹12774.00
Volume
294,136

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Underlying Assets & Securities

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BAJAJ AUTO LIMITED

8,544.40

-37.00 (-0.43%)

BAJAJ AUTO LIMITED Options

BAJAJ-AUTO 8500 PE 30 JAN 25

₹186.75

+13.95 (8.07%)

BAJAJ-AUTO 8600 CE 30 JAN 25

₹187.80

-25.85 (-12.10%)

BAJAJ-AUTO 8800 CE 30 JAN 25

₹114.95

-17.00 (-12.88%)

BAJAJ-AUTO 8700 CE 30 JAN 25

₹149.80

-19.10 (-11.31%)

BAJAJ AUTO LIMITED Futures

BAJAJ-AUTO FUT 27 FEB 25

₹8,602.00

-43.60 (-0.50%)

BAJAJ-AUTO FUT 27 MAR 25

₹8,649.40

-50.60 (-0.58%)

BAJAJ-AUTO FUT 30 JAN 25

₹8,546.00

-45.20 (-0.53%)

Frequently Asked Questions

What is the current spot price for BAJAJ AUTO LIMITED?chevron-up

The current spot price for BAJAJ AUTO LIMITED is ₹8,544.40.

What is the minimum option lot size for BAJAJ AUTO LIMITED?chevron-up

The minimum lot size for BAJAJ AUTO LIMITED is 75.

Which BAJAJ AUTO LIMITED call and put option contract has the highest open interest?chevron-up

The 10,000.00 strike for BAJAJ AUTO LIMITED call options have an OI of 2.32 Lakhs. The 7,600.00 strike for BAJAJ AUTO LIMITED put options has an OI of 1.52 Lakhs

What is the current at-the-money (ATM) strike for BAJAJ AUTO LIMITED and what is its price?chevron-up

The current ATM strike for BAJAJ AUTO LIMITED is 10,000.00. The call price is ₹6.15 and the put price is ₹1,490.00.

What is the Put-Call Ratio (PCR) of the current at-the-money (ATM) strike for BAJAJ AUTO LIMITED?chevron-up

The PCR for the 10,000.00 strike is 0.14.

What is the implied volatility of BAJAJ AUTO LIMITED?chevron-up

The implied volatility (IV) of at-the-money BAJAJ AUTO LIMITED call is 47.36% and 68.15% for puts.

How much will the price change of the at-the-money (ATM) strike for BAJAJ AUTO LIMITED call options if BAJAJ AUTO LIMITED moves up in price by ₹1?chevron-up

The ATM strike is 10,000.00 and the call option is priced at ₹6.15. If BAJAJ AUTO LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.025. The value of 0.025 is the option's 'Delta'.