FEDERALBNK
Federal Bank Ltd
210.88
4.23 (2.05%)
Option Chain for FEDERALBNK
21 Nov 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 | 39.90 | 0.00 | 160 | 0.00 | 0.05 | - | 7 | -1 | 114 | - |
0.00 | 0 | 0 | 0 | 0.00 | 33.00 | 0.00 | 162.5 | 0.00 | 0.90 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 43.85 | 0.00 | 165 | 0.00 | 0.05 | - | 1 | 0 | 45 | - |
0.00 | 0 | 0 | 0 | 0.00 | 28.60 | 0.00 | 167.5 | 0.00 | 1.45 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 27.60 | 0.00 | 170 | 0.05 | 0.10 | - | 76 | -19 | 140 | - |
0.00 | 0 | 0 | 0 | 0.00 | 24.45 | 0.00 | 172.5 | 0.05 | 0.10 | - | 5 | -1 | 17 | - |
0.00 | 0 | 0 | 0 | 0.00 | 17.20 | 0.00 | 175 | -0.05 | 0.05 | - | 20 | -7 | 105 | - |
0.00 | 0 | 0 | 0 | 0.00 | 19.25 | 0.00 | 177.5 | 0.05 | 0.15 | - | 1 | 0 | 32 | - |
- | 50 | 0 | 1 | - | 26.35 | -1.85 | 180 | -0.05 | 0.10 | 55.34 | 264 | 22 | 768 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 17.90 | 0.00 | 182.5 | -0.05 | 0.15 | 54.59 | 3 | 0 | 140 | -0.02 |
- | 77 | 0 | 1 | - | 20.15 | -2.85 | 185 | -0.10 | 0.15 | 50.24 | 277 | 28 | 291 | -0.03 |
- | 36 | 0 | 5 | - | 20.50 | 1.90 | 187.5 | -0.10 | 0.20 | 48.35 | 203 | -27 | 258 | -0.04 |
- | 252 | -14 | 54 | - | 20.90 | 4.85 | 190 | -0.20 | 0.25 | 45.78 | 1,211 | 3 | 795 | -0.04 |
- | 35 | -5 | 18 | - | 18.25 | 4.45 | 192.5 | -0.30 | 0.30 | 42.77 | 553 | 13 | 191 | -0.06 |
|
||||||||||||||
- | 220 | -4 | 41 | - | 15.95 | 4.45 | 195 | -0.40 | 0.45 | 41.80 | 2,094 | 134 | 848 | -0.08 |
- | 73 | -2 | 105 | - | 13.55 | 4.35 | 197.5 | -0.50 | 0.60 | 39.65 | 1,285 | 108 | 399 | -0.11 |
0.97 | 557 | -134 | 1,282 | 20.83 | 11.25 | 4.15 | 200 | -0.85 | 0.85 | 38.16 | 3,738 | 318 | 1,250 | -0.15 |
0.90 | 291 | 25 | 804 | 23.54 | 9.00 | 3.65 | 202.5 | -1.10 | 1.20 | 36.71 | 1,673 | 95 | 327 | -0.20 |
0.81 | 742 | -90 | 4,356 | 24.78 | 6.95 | 3.20 | 205 | -1.75 | 1.60 | 34.41 | 5,016 | 461 | 1,073 | -0.26 |
0.70 | 401 | -25 | 3,136 | 25.95 | 5.20 | 2.55 | 207.5 | -2.10 | 2.40 | 34.47 | 2,370 | 108 | 398 | -0.35 |
0.57 | 1,813 | -141 | 12,192 | 27.24 | 3.80 | 2.10 | 210 | -2.70 | 3.45 | 34.65 | 3,573 | 67 | 833 | -0.44 |
0.44 | 523 | 216 | 4,212 | 27.87 | 2.65 | 1.55 | 212.5 | -3.30 | 4.75 | 34.86 | 628 | 39 | 112 | -0.54 |
0.33 | 905 | 148 | 6,587 | 28.60 | 1.80 | 1.10 | 215 | -3.55 | 6.35 | 35.63 | 197 | 25 | 137 | -0.63 |
0.25 | 496 | 202 | 2,000 | 29.95 | 1.25 | 0.75 | 217.5 | -1.70 | 8.20 | 36.86 | 81 | 4 | 28 | -0.71 |
0.17 | 1,255 | 111 | 4,376 | 30.40 | 0.80 | 0.50 | 220 | -4.55 | 10.15 | 37.44 | 54 | 18 | 167 | -0.78 |
0.13 | 155 | -6 | 425 | 32.57 | 0.60 | 0.35 | 222.5 | -1.40 | 12.55 | 42.04 | 35 | -2 | 31 | -0.81 |
0.09 | 525 | -5 | 803 | 33.49 | 0.40 | 0.20 | 225 | -2.80 | 15.30 | 50.71 | 8 | 1 | 16 | -0.81 |
0.06 | 81 | 30 | 76 | 33.97 | 0.25 | 0.10 | 227.5 | 0.00 | 17.90 | 0.00 | 0 | 1 | 0 | 0.00 |
0.05 | 442 | 47 | 457 | 36.16 | 0.20 | 0.10 | 230 | 3.00 | 25.25 | 114.49 | 2 | 1 | 3 | -0.68 |
0.00 | 0 | 0 | 0 | 19.68 | 1.15 | 0.00 | 232.5 | 0.00 | 38.20 | - | 0 | 0 | 0 | - |
0.02 | 497 | -42 | 147 | 38.50 | 0.10 | 0.05 | 235 | 0.00 | 37.60 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 24.81 | 0.85 | 0.00 | 237.5 | 0.00 | 42.80 | - | 0 | 0 | 0 | - |
0.01 | 35 | 29 | 35 | 40.65 | 0.05 | 0.00 | 240 | 0.00 | 41.90 | - | 0 | 0 | 0 | - |
9,461 | 8,518 |
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.