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  1. bajaj auto limited
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BAJAJ AUTO LIMITED Option Chain

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₹ 8787.25
8982.65
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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

3.039

-61.514

0.000

0.812

242.92%

0.00

0.00

lock
****

2113.00

7,000PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

0.000

0.000

0.000

0.000

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,200PCR: --

1.40

lock
****

0.00

0.00

62.99%

-0.006

0.000

-1.021

0.195

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,400PCR: --

2.50

lock
****

0.27

0.38

59.08%

-0.011

0.000

-1.572

0.319

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,600PCR: --

1.85

lock
****

0.15

1.88

48.83%

-0.010

0.000

-1.177

0.289

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

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

7,800PCR: --

2.35

lock
****

0.12

8.93

42.48%

-0.014

0.000

-1.395

0.394

3.378

-33.876

0.000

0.774

120.33%

0.00

0.00

lock
****

1058.75

7,900PCR: 39.00

3.75

lock
****

0.03

0.00

41.75%

-0.021

0.000

-1.988

0.572

3.587

-36.170

0.000

0.748

121.00%

0.00

0.02

lock
****

990.00

8,000PCR: 42.04

4.40

lock
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0.76

48.83

36.87%

-0.025

0.000

-2.008

0.654

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

8,100PCR: --

5.50

lock
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0.22

32.55

34.42%

-0.035

0.000

-2.468

0.861

4.043

-49.388

0.000

0.677

146.61%

0.00

0.00

lock
****

969.10

8,200PCR: 181.00

6.95

lock
****

0.14

42.68

31.37%

-0.046

0.000

-2.861

1.094

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

8,300PCR: --

9.40

lock
****

0.59

84.15

28.69%

-0.066

0.000

-3.432

1.436

2.706

-7.667

0.001

0.843

34.00%

0.08

0.01

lock
****

400.00

8,400PCR: 38.89

12.50

lock
****

0.26

74.10

25.82%

-0.095

0.001

-4.084

1.898

3.030

-7.044

0.001

0.812

27.89%

3.23

0.07

lock
****

300.70

8,500PCR: 10.16

20.60

lock
****

0.68

200.78

23.80%

-0.148

0.001

-5.149

2.596

3.834

-9.642

0.001

0.713

30.18%

0.83

0.03

lock
****

245.00

8,600PCR: 12.24

37.15

lock
****

0.35

227.85

22.63%

-0.243

0.001

-6.641

3.522

4.311

-8.179

0.002

0.611

22.77%

14.55

0.14

lock
****

139.20

8,700PCR: 4.13

63.15

lock
****

0.57

254.93

21.33%

-0.377

0.002

-7.593

4.271

4.464

-8.174

0.002

0.460

21.97%

87.75

0.50

lock
****

84.95

8,800PCR: 1.74

110.35

lock
****

0.88

427.88

21.27%

-0.542

0.002

-7.910

4.462

3.982

-7.707

0.001

0.313

23.22%

349.58

0.74

lock
****

51.10

8,900PCR: 1.00

176.75

lock
****

0.75

389.25

22.13%

-0.691

0.001

-7.309

3.964

3.292

-6.849

0.001

0.216

24.96%

959.85

2.73

lock
****

34.05

9,000PCR: 0.52

259.85

lock
****

1.41

404.93

23.99%

-0.794

0.001

-6.407

3.205

2.565

-5.702

0.001

0.145

26.67%

797.70

2.39

lock
****

22.15

9,100PCR: 0.29

349.85

lock
****

0.68

124.20

23.47%

-0.890

0.001

-4.127

2.110

2.056

-5.092

0.001

0.106

29.72%

598.73

3.05

lock
****

17.15

9,200PCR: 0.24

439.80

lock
****

0.73

21.38

24.48%

-0.935

0.001

-2.892

1.418

1.517

-3.895

0.000

0.070

30.82%

293.25

1.91

lock
****

10.70

9,300PCR: 0.21

512.95

lock
****

0.40

10.65

0.00%

-1.000

0.000

0.000

0.000

1.173

-3.210

0.000

0.051

32.84%

247.43

1.62

lock
****

7.70

9,400PCR: 0.14

616.00

lock
****

0.22

9.45

0.00%

-1.000

0.000

0.000

0.000

0.993

-2.948

0.000

0.041

35.64%

336.08

3.37

lock
****

5.90

9,500PCR: 0.12

711.10

lock
****

0.41

11.55

0.00%

-1.000

0.000

0.000

0.000

0.736

-2.254

0.000

0.029

36.74%

161.70

1.07

lock
****

4.50

9,600PCR: 0.13

619.45

lock
****

0.14

0.00

0.00%

-1.000

0.000

0.000

0.000

0.632

-2.071

0.000

0.024

39.31%

159.00

1.07

lock
****

3.85

9,700PCR: 0.00

625.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.609

-2.174

0.000

0.023

42.85%

75.45

0.85

lock
****

4.05

9,800PCR: 0.18

1010.00

lock
****

0.15

1.35

0.00%

-1.000

0.000

0.000

0.000

0.573

-2.197

0.000

0.021

46.02%

123.60

1.24

lock
****

4.00

9,900PCR: 0.01

727.45

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.481

-1.917

0.000

0.017

47.85%

288.83

4.14

lock
****

3.25

10,000PCR: 0.06

1200.00

lock
****

0.25

1.20

0.00%

-1.000

0.000

0.000

0.000

0.403

-1.665

0.000

0.014

49.56%

69.68

0.45

lock
****

3.30

10,100PCR: 0.02

970.00

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.442

-1.985

0.000

0.016

53.96%

75.53

1.07

lock
****

3.30

10,200PCR: 0.02

1186.60

lock
****

0.02

0.15

0.00%

-1.000

0.000

0.000

0.000

0.347

-1.580

0.000

0.012

54.69%

43.73

0.35

lock
****

2.75

10,300PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.345

-1.664

0.000

0.012

57.86%

13.05

0.19

lock
****

2.60

10,400PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.302

-1.502

0.000

0.010

59.57%

88.35

1.01

lock
****

2.25

10,500PCR: 0.26

1610.00

lock
****

0.27

4.50

0.00%

-1.000

0.000

0.000

0.000

0.261

-1.325

0.000

0.009

61.04%

6.38

0.17

lock
****

1.95

10,600PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.217

-1.172

0.000

0.007

64.94%

7.20

0.05

lock
****

1.65

10,800PCR: 0.00

0.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.239

-1.371

0.000

0.008

68.85%

2.93

0.06

lock
****

1.90

10,900PCR: 1.03

1416.00

lock
****

0.06

0.00

0.00%

-1.000

0.000

0.000

0.000

0.212

-1.242

0.000

0.007

70.31%

17.63

0.79

lock
****

1.70

11,000PCR: 0.15

2200.00

lock
****

0.12

1.65

0.00%

-1.000

0.000

0.000

0.000

0.234

-1.474

0.000

0.007

75.68%

0.00

0.00

lock
****

2.00

11,200PCR: 0.50

2100.00

lock
****

0.00

0.00

0.00%

-1.000

0.000

0.000

0.000

0.194

-1.283

0.000

0.006

79.59%

0.00

0.02

lock
****

1.70

11,400PCR: 0.43

2220.90

lock
****

0.01

0.00

0.00%

-1.000

0.000

0.000

0.000

0.253

-1.973

0.000

0.008

93.75%

0.15

0.01

lock
****

2.75

11,800PCR: 4.13

2785.00

lock
****

0.05

0.60

0.00%

-1.000

0.000

0.000

0.000

BAJAJ AUTO LIMITED - Statistics

Day Range
₹8,759.40 - ₹9,066.75
52w Range
₹6,264.25 - ₹12774.00
Volume
316,335

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Underlying Assets & Securities

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BAJAJ AUTO LIMITED

8,787.25

-195.40 (-2.18%)

BAJAJ AUTO LIMITED Options

BAJAJ AUTO LIMITED Futures

Frequently Asked Questions

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

The current spot price for BAJAJ AUTO LIMITED is ₹8,787.25.

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 4.14 Lakhs. The 9,000.00 strike for BAJAJ AUTO LIMITED put options has an OI of 1.41 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 ₹3.25 and the put price is ₹1,200.00.

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 0.06.

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

The implied volatility (IV) of at-the-money BAJAJ AUTO LIMITED call is 47.85% and 0.00% 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 ₹3.25. If BAJAJ AUTO LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.0173. The value of 0.0173 is the option's 'Delta'.