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[--[65.84.65.76]--]
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
Put

Lot Size : 5000

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 -
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
  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.