Sign in and get access to Probability of Profit for FREE

  1. home
    /
  2. option chain
    /
  3. bajaj finance limited
open link

BAJAJ FINANCE LIMITED Option Chain

open link
₹ 6683.1
6650.65
settings
LTP
Greeks
OI
--
arrow
Call Put
VegaThetaGammaDeltaImp VolVol (k)OI (lakhs)PoPLTPStrikeLTPPoPOI (lakhs)Vol (k)Imp VolDeltaGammaThetaVega
Last Updated now

0.000

0.000

0.000

1.000

0.00%

0.25

0.01

lock
****

1308.15

5,400PCR: 1.75

1.40

lock
****

0.02

0.50

35.64%

-0.007

0.000

-0.252

0.327

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

5,600PCR: --

2.95

lock
****

0.38

5.38

33.45%

-0.014

0.000

-0.442

0.612

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

5,800PCR: --

5.20

lock
****

0.76

61.00

30.40%

-0.026

0.000

-0.669

1.020

0.000

0.000

0.000

1.000

0.00%

0.00

0.00

lock
****

0.00

5,900PCR: --

6.60

lock
****

0.27

19.13

28.56%

-0.034

0.000

-0.785

1.273

1.659

-0.971

0.000

0.953

27.10%

0.75

0.07

lock
****

719.95

6,000PCR: 21.86

9.00

lock
****

1.61

80.25

26.98%

-0.046

0.000

-0.955

1.639

2.916

-1.899

0.000

0.902

30.15%

0.13

0.03

lock
****

635.00

6,100PCR: 25.17

13.25

lock
****

0.76

111.50

25.88%

-0.067

0.000

-1.229

2.199

2.070

-0.931

0.000

0.938

20.81%

0.13

0.12

lock
****

520.50

6,200PCR: 13.09

20.10

lock
****

1.59

191.63

24.96%

-0.098

0.000

-1.580

2.931

3.837

-2.015

0.001

0.856

24.32%

0.75

0.20

lock
****

442.00

6,300PCR: 5.91

31.50

lock
****

1.17

115.25

24.38%

-0.145

0.001

-2.026

3.847

4.895

-2.588

0.001

0.788

24.48%

10.00

0.27

lock
****

362.00

6,400PCR: 9.82

47.00

lock
****

2.69

222.25

23.61%

-0.204

0.001

-2.441

4.788

5.761

-2.960

0.001

0.713

23.79%

161.75

1.08

lock
****

284.50

6,500PCR: 2.75

70.55

lock
****

2.96

273.00

23.09%

-0.282

0.001

-2.848

5.711

6.425

-3.242

0.001

0.622

23.36%

279.75

1.98

lock
****

217.30

6,600PCR: 1.12

103.30

lock
****

2.22

310.38

22.78%

-0.375

0.001

-3.153

6.408

6.731

-3.334

0.001

0.522

22.93%

673.25

2.94

lock
****

159.45

6,700PCR: 0.62

144.15

lock
****

1.82

323.50

22.29%

-0.477

0.001

-3.241

6.731

6.602

-3.238

0.001

0.419

22.71%

744.13

5.03

lock
****

113.35

6,800PCR: 0.53

197.50

lock
****

2.65

152.25

21.93%

-0.585

0.001

-3.121

6.589

6.045

-2.925

0.001

0.320

22.40%

281.75

2.47

lock
****

76.50

6,900PCR: 0.11

262.35

lock
****

0.28

12.75

21.80%

-0.684

0.001

-2.831

6.012

5.226

-2.556

0.001

0.238

22.64%

597.63

7.51

lock
****

52.00

7,000PCR: 0.27

334.10

lock
****

2.01

24.88

21.10%

-0.779

0.001

-2.285

5.013

4.252

-2.080

0.001

0.169

22.64%

147.88

1.04

lock
****

33.55

7,100PCR: 0.21

430.00

lock
****

0.22

0.88

24.31%

-0.813

0.001

-2.381

4.536

3.333

-1.655

0.001

0.118

22.98%

142.25

2.26

lock
****

21.85

7,200PCR: 0.24

500.00

lock
****

0.54

3.13

19.17%

-0.924

0.000

-0.999

2.412

2.544

-1.288

0.000

0.081

23.44%

106.38

1.67

lock
****

14.35

7,300PCR: 0.23

602.15

lock
****

0.39

0.13

22.89%

-0.924

0.000

-1.197

2.421

1.910

-0.990

0.000

0.056

23.99%

77.88

0.88

lock
****

9.45

7,400PCR: 0.11

769.40

lock
****

0.10

0.00

43.85%

-0.797

0.000

-4.526

4.778

1.468

-0.788

0.000

0.040

24.84%

85.38

2.22

lock
****

6.70

7,500PCR: 0.27

786.40

lock
****

0.61

4.50

0.00%

-1.000

0.000

0.000

0.000

1.169

-0.655

0.000

0.031

25.94%

46.13

1.10

lock
****

5.10

7,600PCR: 0.06

1055.15

lock
****

0.07

0.00

67.87%

-0.740

0.000

-8.040

5.485

1.013

-0.658

0.000

0.026

30.09%

2.50

0.08

lock
****

4.85

7,800PCR: 0.69

1170.00

lock
****

0.06

0.00

57.46%

-0.833

0.000

-5.243

4.224

0.677

-0.468

0.000

0.016

31.98%

36.38

1.82

lock
****

3.00

8,000PCR: 0.14

1280.00

lock
****

0.25

0.38

0.00%

-1.000

0.000

0.000

0.000

BAJAJ FINANCE LIMITED - Statistics

Day Range
₹6,656.10 - ₹6,722.40
52w Range
₹6,187.80 - ₹7830.00
Volume
651,593

F&O Tools

Span Margin Calculator

New

The span margin calculator helps traders compute the margin (capital) required for initiating a trade.

Underlying Assets & Securities

assets logo

BAJAJ FINANCE LIMITED

6,683.10

+32.45 (0.49%)

BAJAJ FINANCE LIMITED Options

BAJFINANCE 6600 CE 26 DEC 24

₹217.30

+17.20 (8.60%)

BAJFINANCE 7000 CE 26 DEC 24

₹52.00

+3.20 (6.56%)

BAJFINANCE 6700 CE 26 DEC 24

₹159.50

+12.85 (8.76%)

BAJFINANCE 6800 CE 26 DEC 24

₹113.35

+9.00 (8.62%)

BAJAJ FINANCE LIMITED Futures

BAJFINANCE FUT 27 FEB 25

₹6,797.80

+35.20 (0.52%)

BAJFINANCE FUT 26 DEC 24

₹6,709.95

+33.80 (0.51%)

BAJFINANCE FUT 30 JAN 25

₹6,759.80

+43.05 (0.64%)

Frequently Asked Questions

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

The current spot price for BAJAJ FINANCE LIMITED is ₹6,683.10.

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

The minimum lot size for BAJAJ FINANCE LIMITED is 125.

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

The 7,000.00 strike for BAJAJ FINANCE LIMITED call options have an OI of 7.51 Lakhs. The 6,500.00 strike for BAJAJ FINANCE LIMITED put options has an OI of 2.96 Lakhs

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

The current ATM strike for BAJAJ FINANCE LIMITED is 6,600.00. The call price is ₹217.30 and the put price is ₹103.30.

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

The PCR for the 6,600.00 strike is 1.12.

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

The implied volatility (IV) of at-the-money BAJAJ FINANCE LIMITED call is 23.36% and 22.78% for puts.

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

The ATM strike is 6,600.00 and the call option is priced at ₹217.30. If BAJAJ FINANCE LIMITED moves up by ₹1, then the approximate change in price for the option is +₹0.6218. The value of 0.6218 is the option's 'Delta'.