[--[65.84.65.76]--]
  1. home
  2. Option Chain
  3. FEDERALBNK

search
Option Chain For FEDERALBNK - FEDERAL BANK LTD
Last updated on 25 Sep 2020 05:03 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
- - - - - 34 - - - - 8,500
- - - - - 35 -0.05 0.30 72.51 - 42,500
- - - - - 36 - - - - -
- - - - - 37 - - - - -
- - - - - 38 - - - - -
- - - - - 39 - - - - -
8,500 - - - - 40 -0.50 0.50 55.16 170,000 1,368,500
- - - - - 41 -0.15 0.90 61.60 17,000 93,500
- - - - - 42 -1.25 0.85 54.33 170,000 170,000
17,000 17,000 - 4.90 -9.10 43 -0.90 1.05 53.19 34,000 221,000
- - - - - 44 -0.95 1.40 52.33 85,000 297,500
391,000 42,500 45.32 4.40 0.70 45 -1.05 1.75 53.57 -51,000 1,521,500
561,000 76,500 44.89 3.75 0.55 46 -1.20 2.10 53.71 144,500 663,000
425,000 153,000 46.10 3.25 0.45 47 -1.35 2.60 54.70 76,500 255,000
892,500 374,000 47.06 2.80 0.30 48 -1.40 3.10 54.76 -17,000 654,500
357,000 42,500 48.74 2.45 0.30 49 -1.40 3.65 54.84 -34,000 306,000
3,927,000 620,500 47.75 2.05 0.10 50 -1.45 4.35 56.70 -59,500 2,065,500
510,000 25,500 49.40 1.75 0.10 51 - - - - 306,000
1,003,000 136,000 50.31 1.50 0.05 52 -2.00 5.60 55.57 17,000 476,000
450,500 -76,500 51.48 1.30 0.05 53 -0.55 7.80 82.81 -8,500 127,500
391,000 59,500 52.01 1.10 - 54 -1.60 7.05 55.15 8,500 246,500
3,111,000 110,500 51.85 0.90 -0.05 55 0.05 10.05 97.90 -17,000 1,173,000
195,500 34,000 52.17 0.75 -0.10 56 - - - - 85,000
51,000 - 53.22 0.65 -0.10 57 - - - - -
297,500 34,000 52.27 0.55 -0.15 58 - - - - 59,500
- - - - - 59 - - - - -
3,077,000 136,000 56.90 0.40 -0.10 60 -0.90 12.90 76.68 - 144,500
- - - - - 61 - - - - 8,500
- - - - - 62 - - - - 8,500
8,500 - - - - 63 - - - - -
- - - - - 64 - - - - -
646,000 178,500 59.17 0.20 -0.05 65 -0.45 18.40 106.13 - 127,500
- - - - - 66 - - - - -
- - - - - 67 - - - - -
51,000 - - - - 68 - - - - 17,000
- - - - - 69 - - - - -
238,000 -8,500 62.23 0.15 - 70 - - - - -
Total 16,609,000 10,446,500
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 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.