FEDERALBNK
Federal Bank Ltd
197.31
-0.22 (-0.11%)
Option Chain for FEDERALBNK
07 Jan 2025 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 | 0 | 0 | - | 43.10 | 0.00 | 165 | -0.05 | 0.15 | 37.26 | 80 | 19 | 165 | -0.02 |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 167.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
- | 0 | 0 | 0 | - | 38.75 | 0.00 | 170 | -0.05 | 0.40 | 38.49 | 158 | 3 | 246 | -0.05 |
0.00 | 0 | 0 | 0 | 0.00 | 41.40 | 0.00 | 172.5 | -0.10 | 0.50 | 37.32 | 163 | 40 | 123 | -0.06 |
- | 0 | 0 | 0 | - | 34.60 | 0.00 | 175 | 0.05 | 0.70 | 37.20 | 95 | 10 | 300 | -0.08 |
0.00 | 0 | 0 | 0 | 0.00 | 20.25 | 0.00 | 177.5 | -0.05 | 0.85 | 35.82 | 92 | 10 | 242 | -0.10 |
0.88 | 77 | -1 | 10 | 34.29 | 19.50 | -0.70 | 180 | 0.10 | 1.15 | 35.59 | 510 | 49 | 487 | -0.13 |
0.85 | 15 | 1 | 6 | 34.30 | 17.40 | 0.95 | 182.5 | 0.05 | 1.50 | 35.11 | 363 | 43 | 225 | -0.16 |
0.78 | 26 | 1 | 6 | 38.21 | 15.95 | 0.10 | 185 | 0.10 | 1.90 | 34.38 | 564 | 38 | 380 | -0.19 |
0.78 | 45 | 11 | 17 | 30.51 | 12.95 | -0.90 | 187.5 | 0.10 | 2.40 | 33.72 | 347 | 17 | 213 | -0.24 |
0.72 | 181 | 9 | 63 | 31.86 | 11.35 | -0.55 | 190 | 0.10 | 3.15 | 33.92 | 709 | 27 | 734 | -0.29 |
0.67 | 62 | -4 | 69 | 31.90 | 9.70 | -0.50 | 192.5 | 0.20 | 3.90 | 33.33 | 294 | -10 | 186 | -0.34 |
0.61 | 216 | 18 | 259 | 31.67 | 8.15 | -0.60 | 195 | 0.30 | 4.90 | 33.37 | 1,047 | 59 | 915 | -0.40 |
0.54 | 150 | 18 | 463 | 32.18 | 6.90 | -0.40 | 197.5 | 0.25 | 5.90 | 32.64 | 525 | -50 | 318 | -0.46 |
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0.48 | 801 | 64 | 1,799 | 31.63 | 5.60 | -0.40 | 200 | 0.40 | 7.30 | 33.19 | 1,222 | 6 | 929 | -0.52 |
0.42 | 193 | 21 | 285 | 31.32 | 4.50 | -0.35 | 202.5 | 0.50 | 8.75 | 33.24 | 171 | -7 | 112 | -0.58 |
0.36 | 549 | 60 | 1,004 | 31.26 | 3.60 | -0.35 | 205 | 0.40 | 10.15 | 32.27 | 185 | -27 | 413 | -0.64 |
0.30 | 244 | -38 | 373 | 31.25 | 2.85 | -0.30 | 207.5 | 0.20 | 11.90 | 32.42 | 61 | -6 | 108 | -0.69 |
0.25 | 1,494 | 178 | 1,040 | 31.38 | 2.25 | -0.25 | 210 | 0.60 | 14.10 | 34.59 | 125 | -1 | 421 | -0.73 |
0.21 | 737 | 97 | 324 | 31.81 | 1.80 | -0.10 | 212.5 | 0.55 | 15.75 | 32.74 | 10 | -4 | 47 | -0.78 |
0.17 | 919 | 25 | 728 | 31.56 | 1.35 | -0.15 | 215 | 0.35 | 17.95 | 33.89 | 31 | 20 | 234 | -0.81 |
0.13 | 168 | -15 | 98 | 31.37 | 1.00 | -0.15 | 217.5 | 0.45 | 19.90 | 32.44 | 18 | -2 | 48 | -0.86 |
0.11 | 699 | -59 | 790 | 31.98 | 0.80 | -0.10 | 220 | 0.25 | 21.95 | 30.65 | 14 | 2 | 162 | -0.90 |
0.09 | 156 | -11 | 173 | 32.06 | 0.60 | -0.05 | 222.5 | -0.30 | 22.90 | - | 1 | 0 | 14 | - |
0.07 | 400 | -1 | 245 | 32.98 | 0.50 | 0.00 | 225 | 0.00 | 28.10 | 0.00 | 0 | 1 | 0 | 0.00 |
0.05 | 91 | 7 | 72 | 32.65 | 0.35 | 0.00 | 227.5 | 0.00 | 23.05 | 0.00 | 0 | 0 | 0 | 0.00 |
0.04 | 319 | 18 | 54 | 32.57 | 0.25 | -0.05 | 230 | 5.80 | 29.85 | - | 2 | -1 | 26 | - |
0.03 | 55 | 3 | 10 | 33.17 | 0.20 | 0.00 | 232.5 | 0.00 | 23.55 | 0.00 | 0 | 0 | 0 | 0.00 |
0.02 | 221 | 5 | 10 | 33.41 | 0.15 | -0.05 | 235 | 0.00 | 31.75 | - | 0 | 0 | 0 | - |
0.00 | 0 | 0 | 0 | 0.00 | 0.00 | 0.00 | 237.5 | 0.00 | 0.00 | 0.00 | 0 | 0 | 0 | 0.00 |
0.01 | 331 | 25 | 30 | 31.72 | 0.05 | 0.00 | 240 | 0.00 | 35.75 | 0.00 | 0 | 0 | 0 | 0.00 |
8,149 | 7,048 |
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.