FEDERALBNK
Federal Bank Ltd
194.46
-6.49 (-3.23%)
Option Chain for FEDERALBNK
20 Dec 2024 04:10 PM IST
Note:- Click on the strike price to open the historical data.
Call |
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Put
Lot Size : 5000 |
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Delta | OI | Change OI | Vol | IV | Ltp | Change | Change | Ltp | IV | Vol | Change OI | OI | Delta | |
0.00 | 0 | 0 | 0 | 0.00 | 31.75 | 0.00 | 170 | 0.00 | 0.05 | 46.92 | 7 | -3 | 117 | -0.01 |
- | 0 | 0 | 0 | - | 34.35 | 0.00 | 172.5 | 0.00 | 1.00 | 30.00 | 0 | 0 | 0 | -0.00 |
- | 0 | 0 | 0 | - | 24.70 | 0.00 | 175 | -0.05 | 0.05 | 39.16 | 4 | 0 | 64 | -0.01 |
- | 0 | 0 | 0 | - | 30.00 | 0.00 | 177.5 | 0.00 | 1.60 | 22.15 | 0 | 0 | 0 | -0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 21.50 | 0.00 | 180 | 0.00 | 0.15 | 36.30 | 230 | 32 | 207 | -0.04 |
0.00 | 0 | 2 | 0 | 0.00 | 17.40 | 0.00 | 182.5 | 0.05 | 0.20 | 31.62 | 87 | 10 | 30 | -0.06 |
0.82 | 18 | 5 | 26 | 42.72 | 10.35 | -5.45 | 185 | 0.05 | 0.30 | 28.86 | 512 | 39 | 210 | -0.09 |
0.77 | 16 | 8 | 25 | 39.85 | 8.20 | -5.50 | 187.5 | 0.20 | 0.50 | 26.70 | 582 | 46 | 221 | -0.14 |
0.72 | 108 | 4 | 197 | 31.93 | 5.75 | -5.45 | 190 | 0.40 | 0.85 | 24.65 | 2,010 | -89 | 427 | -0.23 |
0.61 | 30 | 1 | 182 | 29.38 | 3.90 | -5.10 | 192.5 | 0.80 | 1.45 | 22.70 | 1,831 | -13 | 204 | -0.37 |
0.47 | 200 | 90 | 1,229 | 27.94 | 2.45 | -4.45 | 195 | 1.40 | 2.40 | 20.55 | 3,092 | -37 | 527 | -0.55 |
0.33 | 278 | 157 | 2,000 | 27.50 | 1.45 | -3.50 | 197.5 | 2.50 | 4.05 | 20.89 | 2,523 | 42 | 287 | -0.72 |
0.23 | 866 | 198 | 5,052 | 29.42 | 0.95 | -2.45 | 200 | 3.55 | 6.00 | 19.97 | 2,204 | -19 | 774 | -0.87 |
0.15 | 378 | 59 | 1,915 | 30.84 | 0.60 | -1.60 | 202.5 | 4.40 | 8.15 | - | 546 | -34 | 233 | - |
0.10 | 885 | 63 | 3,909 | 31.56 | 0.35 | -1.00 | 205 | 4.85 | 10.40 | - | 585 | 94 | 618 | - |
0.07 | 447 | 43 | 1,230 | 33.93 | 0.25 | -0.70 | 207.5 | 5.05 | 12.60 | - | 93 | -23 | 250 | - |
0.05 | 1,379 | -124 | 2,709 | 36.85 | 0.20 | -0.45 | 210 | 5.60 | 15.30 | - | 345 | -20 | 600 | - |
0.03 | 587 | -13 | 552 | 36.40 | 0.10 | -0.35 | 212.5 | 7.05 | 18.00 | - | 16 | -9 | 281 | - |
0.04 | 1,701 | -244 | 1,686 | 43.15 | 0.15 | -0.20 | 215 | 5.70 | 19.80 | - | 51 | -36 | 489 | - |
0.02 | 437 | -37 | 210 | 38.74 | 0.05 | -0.20 | 217.5 | 0.00 | 16.50 | 0.00 | 0 | -4 | 0 | 0.00 |
0.02 | 1,458 | -160 | 712 | 46.56 | 0.10 | -0.10 | 220 | 5.65 | 25.00 | - | 30 | -10 | 379 | - |
0.03 | 313 | -52 | 78 | 53.53 | 0.15 | 0.05 | 222.5 | 0.00 | 16.40 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 864 | -23 | 238 | - | 0.10 | -0.05 | 225 | 17.35 | 30.90 | - | 4 | 1 | 127 | - |
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0.01 | 270 | -14 | 44 | 52.01 | 0.05 | -0.05 | 227.5 | 0.00 | 22.45 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 589 | -45 | 167 | - | 0.05 | 0.00 | 230 | 6.30 | 35.45 | - | 3 | -1 | 56 | - |
- | 107 | -11 | 26 | - | 0.05 | 0.00 | 232.5 | 0.00 | 16.90 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 218 | -62 | 116 | - | 0.05 | -0.05 | 235 | 0.00 | 20.40 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | -1 | 0 | 0.00 | 0.05 | 0.00 | 237.5 | 0.00 | 33.05 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 419 | -4 | 9 | - | 0.05 | 0.00 | 240 | 0.00 | 41.30 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 242.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 281 | -3 | 10 | - | 0.05 | 0.00 | 245 | 0.00 | 49.25 | - | 0 | 0 | 0 | - |
11,849 | 6,101 |
Note
- 10% interest rate is applied while computing implied volatility.
- Volume and Open Interest, displayed in Contracts.
- 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.