FEDERALBNK
Federal Bank Ltd
200.35
0.97 (0.49%)
Option Chain for FEDERALBNK
14 Nov 2024 09:20 AM 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 | 35.35 | 0.00 | 165 | 0.00 | 0.15 | 49.70 | 1 | 0 | 56 | -0.02 |
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 | 19.05 | 0.00 | 170 | 0.00 | 0.20 | 0.00 | 0 | -9 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 24.45 | 0.00 | 172.5 | 0.00 | 0.10 | 0.00 | 0 | 0 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 17.20 | 0.00 | 175 | 0.00 | 0.25 | 40.35 | 1 | 0 | 118 | -0.04 |
0.00 | 0 | 0 | 0 | 0.00 | 12.65 | 0.00 | 177.5 | 0.00 | 0.30 | 0.00 | 0 | 23 | 0 | 0.00 |
0.92 | 45 | 0 | 2 | 40.21 | 21.45 | -0.15 | 180 | 0.05 | 0.40 | 37.01 | 7 | 2 | 873 | -0.06 |
0.00 | 0 | 1 | 0 | 0.00 | 17.80 | 0.00 | 182.5 | 0.00 | 0.45 | 0.00 | 0 | 29 | 0 | 0.00 |
0.95 | 86 | 13 | 16 | 25.38 | 16.10 | 0.15 | 185 | 0.05 | 0.60 | 32.87 | 26 | 13 | 317 | -0.10 |
0.92 | 49 | 0 | 1 | 25.25 | 13.80 | -0.25 | 187.5 | 0.10 | 0.80 | 31.51 | 11 | 3 | 279 | -0.13 |
0.87 | 205 | 3 | 6 | 25.79 | 11.60 | -0.45 | 190 | 0.10 | 1.10 | 30.37 | 50 | 3 | 845 | -0.17 |
0.78 | 26 | 2 | 8 | 29.22 | 9.95 | -0.10 | 192.5 | 0.10 | 1.50 | 29.31 | 35 | 7 | 286 | -0.22 |
0.73 | 258 | 7 | 29 | 26.10 | 7.70 | -0.40 | 195 | 0.20 | 2.05 | 28.28 | 65 | 20 | 583 | -0.29 |
0.64 | 73 | 3 | 35 | 25.71 | 6.00 | -0.35 | 197.5 | 0.20 | 2.85 | 27.95 | 33 | 7 | 175 | -0.37 |
0.55 | 734 | 51 | 168 | 25.42 | 4.50 | -0.35 | 200 | 0.40 | 3.85 | 27.19 | 314 | 115 | 1,066 | -0.46 |
0.45 | 259 | 15 | 112 | 24.67 | 3.20 | -0.35 | 202.5 | 0.35 | 5.05 | 26.88 | 72 | 3 | 284 | -0.55 |
0.35 | 1,212 | 2 | 107 | 25.02 | 2.25 | -0.25 | 205 | 0.35 | 6.55 | 26.60 | 23 | -6 | 468 | -0.64 |
0.27 | 465 | 7 | 19 | 24.81 | 1.55 | -0.20 | 207.5 | 0.00 | 8.05 | 0.00 | 0 | -77 | 0 | 0.00 |
0.19 | 1,805 | 54 | 261 | 25.38 | 1.05 | -0.15 | 210 | 0.10 | 9.90 | 23.73 | 22 | 7 | 451 | -0.82 |
0.15 | 294 | 23 | 59 | 26.00 | 0.75 | -0.10 | 212.5 | 0.55 | 12.75 | 31.39 | 22 | 10 | 59 | -0.81 |
0.11 | 955 | 22 | 64 | 27.12 | 0.55 | -0.10 | 215 | -0.60 | 14.95 | 32.12 | 42 | 19 | 119 | -0.85 |
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0.07 | 243 | 0 | 10 | 27.16 | 0.35 | -0.10 | 217.5 | 2.35 | 17.30 | 34.38 | 2 | 0 | 20 | -0.87 |
0.06 | 1,335 | 22 | 94 | 29.15 | 0.30 | -0.05 | 220 | -0.35 | 19.50 | 33.37 | 9 | 2 | 164 | -0.91 |
0.05 | 192 | 1 | 4 | 30.75 | 0.25 | -0.05 | 222.5 | 0.00 | 19.05 | 0.00 | 0 | 2 | 0 | 0.00 |
0.04 | 658 | -1 | 49 | 32.07 | 0.20 | 0.00 | 225 | 0.00 | 21.25 | 0.00 | 0 | -1 | 0 | 0.00 |
0.00 | 0 | 0 | 0 | 0.00 | 0.30 | 0.00 | 227.5 | 0.00 | 18.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.03 | 399 | 5 | 18 | 35.27 | 0.15 | 0.00 | 230 | 0.00 | 22.25 | 0.00 | 0 | 0 | 0 | 0.00 |
9,293 | 6,163 |
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.