FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
11 Mar 2025 12:20 PM IST
| FEDERALBNK 27MAR2025 172.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.83
Vega: 0.10
Theta: -0.11
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Mar | 179.96 | 9.1 | 0.8 | 24.41 | 67 | -19 | 66 | |||
|
|
||||||||||
| 10 Mar | 179.12 | 8.4 | -1.6 | 26.85 | 219 | 62 | 81 | |||
| 7 Mar | 180.51 | 9.95 | -0.95 | 27.93 | 57 | -5 | 19 | |||
| 6 Mar | 181.74 | 10.9 | -0.05 | 27.48 | 34 | 6 | 24 | |||
| 5 Mar | 181.51 | 10.9 | 3.4 | 25.59 | 97 | -19 | 18 | |||
| 4 Mar | 176.51 | 7.5 | -2.05 | 26.75 | 97 | 8 | 37 | |||
| 3 Mar | 179.48 | 9.35 | 0.6 | 24.33 | 179 | 5 | 30 | |||
| 28 Feb | 177.62 | 9.05 | -9 | 24.93 | 95 | 25 | 25 | |||
| 27 Feb | 178.71 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 178.20 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 178.71 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 181.24 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 179.85 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 184.38 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 181.18 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 180.69 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 181.54 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 181.01 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 181.80 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 183.95 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 183.67 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 186.56 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 188.14 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 183.87 | 18.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 181.23 | 18.05 | 0 | - | 0 | 0 | 0 | |||
For Federal Bank Ltd - strike price 172.5 expiring on 27MAR2025
Delta for 172.5 CE is 0.83
Historical price for 172.5 CE is as follows
On 11 Mar FEDERALBNK was trading at 179.96. The strike last trading price was 9.1, which was 0.8 higher than the previous day. The implied volatity was 24.41, the open interest changed by -19 which decreased total open position to 66
On 10 Mar FEDERALBNK was trading at 179.12. The strike last trading price was 8.4, which was -1.6 lower than the previous day. The implied volatity was 26.85, the open interest changed by 62 which increased total open position to 81
On 7 Mar FEDERALBNK was trading at 180.51. The strike last trading price was 9.95, which was -0.95 lower than the previous day. The implied volatity was 27.93, the open interest changed by -5 which decreased total open position to 19
On 6 Mar FEDERALBNK was trading at 181.74. The strike last trading price was 10.9, which was -0.05 lower than the previous day. The implied volatity was 27.48, the open interest changed by 6 which increased total open position to 24
On 5 Mar FEDERALBNK was trading at 181.51. The strike last trading price was 10.9, which was 3.4 higher than the previous day. The implied volatity was 25.59, the open interest changed by -19 which decreased total open position to 18
On 4 Mar FEDERALBNK was trading at 176.51. The strike last trading price was 7.5, which was -2.05 lower than the previous day. The implied volatity was 26.75, the open interest changed by 8 which increased total open position to 37
On 3 Mar FEDERALBNK was trading at 179.48. The strike last trading price was 9.35, which was 0.6 higher than the previous day. The implied volatity was 24.33, the open interest changed by 5 which increased total open position to 30
On 28 Feb FEDERALBNK was trading at 177.62. The strike last trading price was 9.05, which was -9 lower than the previous day. The implied volatity was 24.93, the open interest changed by 25 which increased total open position to 25
On 27 Feb FEDERALBNK was trading at 178.71. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Feb FEDERALBNK was trading at 178.20. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 25 Feb FEDERALBNK was trading at 178.71. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 24 Feb FEDERALBNK was trading at 181.24. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 Feb FEDERALBNK was trading at 179.85. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Feb FEDERALBNK was trading at 184.38. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 Feb FEDERALBNK was trading at 181.18. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 Feb FEDERALBNK was trading at 180.69. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Feb FEDERALBNK was trading at 181.54. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 Feb FEDERALBNK was trading at 181.01. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Feb FEDERALBNK was trading at 181.80. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Feb FEDERALBNK was trading at 183.95. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Feb FEDERALBNK was trading at 183.67. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Feb FEDERALBNK was trading at 186.56. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Feb FEDERALBNK was trading at 188.14. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FEDERALBNK was trading at 183.87. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Feb FEDERALBNK was trading at 181.23. The strike last trading price was 18.05, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 27MAR2025 172.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 0.11
Theta: -0.09
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Mar | 179.96 | 1.5 | -0.25 | 30.20 | 198 | 23 | 128 |
| 10 Mar | 179.12 | 1.8 | 0.4 | 29.32 | 205 | 8 | 107 |
| 7 Mar | 180.51 | 1.35 | -0.15 | 26.25 | 84 | 5 | 99 |
| 6 Mar | 181.74 | 1.4 | -0.2 | 27.97 | 58 | -5 | 97 |
| 5 Mar | 181.51 | 1.55 | -1.55 | 28.83 | 205 | -36 | 110 |
| 4 Mar | 176.51 | 3.05 | 0.7 | 29.45 | 274 | 16 | 153 |
| 3 Mar | 179.48 | 2.45 | -0.35 | 30.70 | 356 | 42 | 137 |
| 28 Feb | 177.62 | 2.7 | 0.25 | 29.12 | 306 | 50 | 87 |
| 27 Feb | 178.71 | 2.55 | -0.1 | 27.34 | 53 | 11 | 37 |
| 26 Feb | 178.20 | 2.7 | 0.6 | 27.77 | 43 | 18 | 26 |
| 25 Feb | 178.71 | 2.7 | 0.6 | 27.77 | 43 | 18 | 26 |
| 24 Feb | 181.24 | 2.1 | -0.35 | 28.24 | 8 | 2 | 8 |
| 21 Feb | 179.85 | 2.5 | -1.2 | 27.09 | 11 | 7 | 7 |
| 20 Feb | 184.38 | 3.7 | 0 | 7.60 | 0 | 0 | 0 |
| 19 Feb | 181.18 | 3.7 | 0 | 6.02 | 0 | 0 | 0 |
| 18 Feb | 180.69 | 3.7 | 0 | 5.64 | 0 | 0 | 0 |
| 17 Feb | 181.54 | 3.7 | 0 | 6.23 | 0 | 0 | 0 |
| 14 Feb | 181.01 | 3.7 | 0 | 5.73 | 0 | 0 | 0 |
| 13 Feb | 181.80 | 3.7 | 0 | 5.96 | 0 | 0 | 0 |
| 12 Feb | 183.95 | 3.7 | 0 | 7.05 | 0 | 0 | 0 |
| 11 Feb | 183.67 | 3.7 | 0 | 6.96 | 0 | 0 | 0 |
| 10 Feb | 186.56 | 3.7 | 0 | 8.25 | 0 | 0 | 0 |
| 7 Feb | 188.14 | 3.7 | 0 | 8.67 | 0 | 0 | 0 |
| 5 Feb | 183.87 | 3.7 | 0 | 6.26 | 0 | 0 | 0 |
| 4 Feb | 181.23 | 3.7 | 0 | 5.04 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 172.5 expiring on 27MAR2025
Delta for 172.5 PE is -0.22
Historical price for 172.5 PE is as follows
On 11 Mar FEDERALBNK was trading at 179.96. The strike last trading price was 1.5, which was -0.25 lower than the previous day. The implied volatity was 30.20, the open interest changed by 23 which increased total open position to 128
On 10 Mar FEDERALBNK was trading at 179.12. The strike last trading price was 1.8, which was 0.4 higher than the previous day. The implied volatity was 29.32, the open interest changed by 8 which increased total open position to 107
On 7 Mar FEDERALBNK was trading at 180.51. The strike last trading price was 1.35, which was -0.15 lower than the previous day. The implied volatity was 26.25, the open interest changed by 5 which increased total open position to 99
On 6 Mar FEDERALBNK was trading at 181.74. The strike last trading price was 1.4, which was -0.2 lower than the previous day. The implied volatity was 27.97, the open interest changed by -5 which decreased total open position to 97
On 5 Mar FEDERALBNK was trading at 181.51. The strike last trading price was 1.55, which was -1.55 lower than the previous day. The implied volatity was 28.83, the open interest changed by -36 which decreased total open position to 110
On 4 Mar FEDERALBNK was trading at 176.51. The strike last trading price was 3.05, which was 0.7 higher than the previous day. The implied volatity was 29.45, the open interest changed by 16 which increased total open position to 153
On 3 Mar FEDERALBNK was trading at 179.48. The strike last trading price was 2.45, which was -0.35 lower than the previous day. The implied volatity was 30.70, the open interest changed by 42 which increased total open position to 137
On 28 Feb FEDERALBNK was trading at 177.62. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 29.12, the open interest changed by 50 which increased total open position to 87
On 27 Feb FEDERALBNK was trading at 178.71. The strike last trading price was 2.55, which was -0.1 lower than the previous day. The implied volatity was 27.34, the open interest changed by 11 which increased total open position to 37
On 26 Feb FEDERALBNK was trading at 178.20. The strike last trading price was 2.7, which was 0.6 higher than the previous day. The implied volatity was 27.77, the open interest changed by 18 which increased total open position to 26
On 25 Feb FEDERALBNK was trading at 178.71. The strike last trading price was 2.7, which was 0.6 higher than the previous day. The implied volatity was 27.77, the open interest changed by 18 which increased total open position to 26
On 24 Feb FEDERALBNK was trading at 181.24. The strike last trading price was 2.1, which was -0.35 lower than the previous day. The implied volatity was 28.24, the open interest changed by 2 which increased total open position to 8
On 21 Feb FEDERALBNK was trading at 179.85. The strike last trading price was 2.5, which was -1.2 lower than the previous day. The implied volatity was 27.09, the open interest changed by 7 which increased total open position to 7
On 20 Feb FEDERALBNK was trading at 184.38. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.60, the open interest changed by 0 which decreased total open position to 0
On 19 Feb FEDERALBNK was trading at 181.18. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 6.02, the open interest changed by 0 which decreased total open position to 0
On 18 Feb FEDERALBNK was trading at 180.69. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 5.64, the open interest changed by 0 which decreased total open position to 0
On 17 Feb FEDERALBNK was trading at 181.54. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 6.23, the open interest changed by 0 which decreased total open position to 0
On 14 Feb FEDERALBNK was trading at 181.01. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 5.73, the open interest changed by 0 which decreased total open position to 0
On 13 Feb FEDERALBNK was trading at 181.80. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 5.96, the open interest changed by 0 which decreased total open position to 0
On 12 Feb FEDERALBNK was trading at 183.95. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 7.05, the open interest changed by 0 which decreased total open position to 0
On 11 Feb FEDERALBNK was trading at 183.67. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 6.96, the open interest changed by 0 which decreased total open position to 0
On 10 Feb FEDERALBNK was trading at 186.56. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0
On 7 Feb FEDERALBNK was trading at 188.14. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 8.67, the open interest changed by 0 which decreased total open position to 0
On 5 Feb FEDERALBNK was trading at 183.87. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 6.26, the open interest changed by 0 which decreased total open position to 0
On 4 Feb FEDERALBNK was trading at 181.23. The strike last trading price was 3.7, which was 0 lower than the previous day. The implied volatity was 5.04, the open interest changed by 0 which decreased total open position to 0
