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Option Chain For FEDERALBNK - FEDERAL BANK LTD
Last updated on 16 Jul 2020 12:51 PM info_outline

Note:- Click on the strike price to open the historical data.

Call
Put
OI Chng OI IV Ltp Chng Chng Ltp IV Chng OI OI
- - - - - 20 - - - - 14,000
- - - - - 22.5 - - - - 7,000
- - - - - 25 - - - - -
- - - - - 27.5 - - - - -
- - - - - 30 - - - - -
- - - - - 32.5 - - - - 42,000
- - - - - 33 - - - - -
- - - - - 34 - - - - -
- - - - - 35 -0.05 0.05 96.38 - 63,000
- - - - - 36 - - - - -
- - - - - 37 - - - - -
- - - - - 37.5 - - - - 21,000
- - - - - 38 - - - - 7,000
- - - - - 39 - - - - 28,000
- - - - - 40 -0.20 0.15 82.02 35,000 980,000
- - - - - 41 - - - - -
- - - - - 42 0.40 0.65 101.60 -7,000 7,000
14,000 - - - - 42.5 -0.40 0.25 74.56 504,000 658,000
- - - - - 43 - - - - 7,000
- - - - - 44 - - - - -
105,000 -21,000 56.58 7.35 1.85 45 -0.65 0.50 71.15 -42,000 1,827,000
63,000 - - - - 46 -0.60 0.60 67.88 - 182,000
7,000 - - - - 47 -0.30 0.90 70.94 - 42,000
7,000 - - - - 47.5 -1.10 0.90 69.96 42,000 336,000
49,000 - 73.80 5.40 0.95 48 -1.00 1.10 68.70 - 546,000
7,000 -7,000 72.78 4.70 1.20 49 -1.25 1.40 68.20 91,000 322,000
819,000 -224,000 67.85 4.10 1.00 50 -1.55 1.70 67.63 966,000 3,521,000
210,000 35,000 69.56 3.40 0.60 51 -1.60 2.15 66.91 161,000 504,000
672,000 -105,000 68.51 3.00 0.45 52 -1.80 2.60 70.96 -77,000 518,000
980,000 35,000 68.09 2.65 0.35 52.5 -1.85 2.90 69.35 434,000 777,000
525,000 35,000 68.56 2.60 0.45 53 -1.55 3.30 69.86 91,000 322,000
854,000 112,000 70.99 2.10 0.25 54 -1.50 4.20 77.40 -35,000 315,000
4,648,000 196,000 72.24 1.90 0.30 55 -2.05 4.50 68.62 -42,000 973,000
1,071,000 21,000 73.69 1.60 0.20 56 -0.95 5.45 76.75 -7,000 105,000
861,000 -399,000 75.52 1.35 0.10 57 - - - - 14,000
490,000 -21,000 77.55 1.30 0.10 57.5 -2.35 5.80 50.89 - 63,000
560,000 63,000 77.94 1.20 - 58 - - - - 35,000
168,000 35,000 78.04 1.00 -0.55 59 - - - - 14,000
6,055,000 392,000 80.58 0.95 0.05 60 -3.10 7.60 - - 84,000
28,000 -7,000 80.70 0.75 0.15 61 - - - - -
252,000 - 83.95 0.65 -0.55 62 - - - - -
336,000 35,000 82.33 0.60 - 62.5 - - - - -
266,000 -7,000 84.72 0.60 -0.30 63 - - - - -
21,000 - - - - 64 - - - - -
2,205,000 434,000 86.71 0.45 -0.05 65 - - - - -
98,000 - - - - 66 - - - - -
- - - - - 67 - - - - -
280,000 14,000 102.23 0.55 0.20 67.5 - - - - -
28,000 - - - - 68 - - - - -
- - - - - 69 - - - - -
1,225,000 105,000 93.44 0.25 - 70 - - - - -
343,000 7,000 92.43 0.15 - 72.5 - - - - -
Total 23,247,000 12,334,000
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 prices, 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.