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[--[65.84.65.76]--]
FEDERALBNK
Federal Bank Ltd

196.98 -2.40 (-1.20%)

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Historical option data for FEDERALBNK

14 Nov 2024 04:10 PM IST
FEDERALBNK 28NOV2024 190 CE
Delta: 0.78
Vega: 0.12
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 9.25 -2.80 28.26 153 6 208
13 Nov 199.38 12.05 -6.25 24.09 102 -24 199
12 Nov 207.27 18.3 0.00 38.75 14 -2 226
11 Nov 207.73 18.3 0.80 - 6 -1 229
8 Nov 206.77 17.5 -0.40 18.76 8 -1 231
7 Nov 206.01 17.9 1.10 30.31 42 -3 233
6 Nov 204.74 16.8 0.05 24.56 12 4 237
5 Nov 204.27 16.75 0.10 29.56 57 -8 228
4 Nov 204.29 16.65 0.35 32.68 173 -2 236
1 Nov 204.17 16.3 -0.45 25.84 1 0 238
31 Oct 203.91 16.75 0.85 - 57 0 238
30 Oct 203.24 15.9 1.35 - 156 -29 237
29 Oct 200.70 14.55 7.55 - 1,652 -218 267
28 Oct 184.99 7 0.50 - 1,525 374 500
25 Oct 186.24 6.5 -0.40 - 261 38 126
24 Oct 188.86 6.9 0.00 - 72 24 86
23 Oct 188.72 6.9 -0.95 - 70 32 61
22 Oct 189.34 7.85 -2.05 - 13 2 28
21 Oct 193.39 9.9 -1.50 - 6 2 26
18 Oct 195.30 11.4 1.50 - 4 -1 23
17 Oct 193.61 9.9 -0.60 - 9 2 24
16 Oct 194.40 10.5 -2.75 - 3 -1 21
15 Oct 198.62 13.25 1.00 - 9 -3 23
14 Oct 196.74 12.25 5.85 - 31 9 27
11 Oct 187.55 6.4 0.05 - 3 -2 18
10 Oct 185.68 6.35 -0.55 - 5 -3 21
9 Oct 185.84 6.9 -1.20 - 15 8 24
8 Oct 187.76 8.1 0.15 - 12 -3 16
7 Oct 184.20 7.95 -4.85 - 18 2 14
4 Oct 193.67 12.8 0.00 - 0 1 0
3 Oct 193.80 12.8 -2.20 - 1 0 11
1 Oct 197.12 15 1.90 - 3 1 10
30 Sept 196.73 13.1 1.10 - 4 1 9
27 Sept 193.71 12 0.70 - 1 0 8
26 Sept 192.57 11.3 0.35 - 1 0 8
25 Sept 192.75 10.95 -0.05 - 11 8 9
24 Sept 190.71 11 -6.45 - 2 1 1
18 Sept 185.91 17.45 0.00 - 0 0 0
17 Sept 184.33 17.45 0.00 - 0 0 0
16 Sept 184.69 17.45 0.00 - 0 0 0
11 Sept 183.18 17.45 0.00 - 0 0 0
10 Sept 185.37 17.45 0.00 - 0 0 0
5 Sept 189.65 17.45 0.00 - 0 0 0
3 Sept 194.61 17.45 0.00 - 0 0 0
2 Sept 194.72 17.45 - 0 0 0


For Federal Bank Ltd - strike price 190 expiring on 28NOV2024

Delta for 190 CE is 0.78

Historical price for 190 CE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 9.25, which was -2.80 lower than the previous day. The implied volatity was 28.26, the open interest changed by 6 which increased total open position to 208


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 12.05, which was -6.25 lower than the previous day. The implied volatity was 24.09, the open interest changed by -24 which decreased total open position to 199


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 18.3, which was 0.00 lower than the previous day. The implied volatity was 38.75, the open interest changed by -2 which decreased total open position to 226


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 18.3, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 229


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 17.5, which was -0.40 lower than the previous day. The implied volatity was 18.76, the open interest changed by -1 which decreased total open position to 231


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 17.9, which was 1.10 higher than the previous day. The implied volatity was 30.31, the open interest changed by -3 which decreased total open position to 233


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 16.8, which was 0.05 higher than the previous day. The implied volatity was 24.56, the open interest changed by 4 which increased total open position to 237


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 16.75, which was 0.10 higher than the previous day. The implied volatity was 29.56, the open interest changed by -8 which decreased total open position to 228


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 16.65, which was 0.35 higher than the previous day. The implied volatity was 32.68, the open interest changed by -2 which decreased total open position to 236


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 16.3, which was -0.45 lower than the previous day. The implied volatity was 25.84, the open interest changed by 0 which decreased total open position to 238


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 16.75, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 15.9, which was 1.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 14.55, which was 7.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct FEDERALBNK was trading at 184.99. The strike last trading price was 7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 6.5, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 6.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 6.9, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 7.85, which was -2.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 9.9, which was -1.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 11.4, which was 1.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 9.9, which was -0.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 10.5, which was -2.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 13.25, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 12.25, which was 5.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 6.4, which was 0.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 6.35, which was -0.55 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct FEDERALBNK was trading at 185.84. The strike last trading price was 6.9, which was -1.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct FEDERALBNK was trading at 187.76. The strike last trading price was 8.1, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct FEDERALBNK was trading at 184.20. The strike last trading price was 7.95, which was -4.85 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct FEDERALBNK was trading at 193.67. The strike last trading price was 12.8, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct FEDERALBNK was trading at 193.80. The strike last trading price was 12.8, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 15, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept FEDERALBNK was trading at 196.73. The strike last trading price was 13.1, which was 1.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 12, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept FEDERALBNK was trading at 192.57. The strike last trading price was 11.3, which was 0.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept FEDERALBNK was trading at 192.75. The strike last trading price was 10.95, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept FEDERALBNK was trading at 190.71. The strike last trading price was 11, which was -6.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept FEDERALBNK was trading at 185.91. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept FEDERALBNK was trading at 184.33. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept FEDERALBNK was trading at 184.69. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept FEDERALBNK was trading at 183.18. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept FEDERALBNK was trading at 185.37. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept FEDERALBNK was trading at 189.65. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept FEDERALBNK was trading at 194.61. The strike last trading price was 17.45, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept FEDERALBNK was trading at 194.72. The strike last trading price was 17.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FEDERALBNK 28NOV2024 190 PE
Delta: -0.22
Vega: 0.11
Theta: -0.10
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 1.35 0.35 27.37 1,804 53 895
13 Nov 199.38 1 0.40 29.59 1,609 25 842
12 Nov 207.27 0.6 0.00 31.86 401 -30 818
11 Nov 207.73 0.6 -0.20 33.02 637 -42 849
8 Nov 206.77 0.8 0.00 31.25 729 -6 893
7 Nov 206.01 0.8 -0.20 30.09 769 22 904
6 Nov 204.74 1 -0.25 30.56 783 75 882
5 Nov 204.27 1.25 -0.45 31.34 1,359 -33 808
4 Nov 204.29 1.7 -0.05 33.40 1,615 37 838
1 Nov 204.17 1.75 0.10 32.38 87 26 800
31 Oct 203.91 1.65 -0.15 - 907 91 778
30 Oct 203.24 1.8 -0.35 - 851 67 687
29 Oct 200.70 2.15 -6.25 - 2,118 296 616
28 Oct 184.99 8.4 0.40 - 445 126 322
25 Oct 186.24 8 1.25 - 79 -3 196
24 Oct 188.86 6.75 -0.25 - 125 37 199
23 Oct 188.72 7 0.50 - 55 -2 165
22 Oct 189.34 6.5 1.80 - 70 21 165
21 Oct 193.39 4.7 0.70 - 93 73 145
18 Oct 195.30 4 -0.70 - 25 7 73
17 Oct 193.61 4.7 0.85 - 22 4 67
16 Oct 194.40 3.85 0.65 - 60 -9 62
15 Oct 198.62 3.2 -0.40 - 75 37 70
14 Oct 196.74 3.6 -3.75 - 30 5 34
11 Oct 187.55 7.35 -1.60 - 3 -1 30
10 Oct 185.68 8.95 0.00 - 0 6 0
9 Oct 185.84 8.95 0.15 - 8 4 29
8 Oct 187.76 8.8 -1.80 - 3 -2 25
7 Oct 184.20 10.6 4.65 - 14 0 27
4 Oct 193.67 5.95 0.00 - 0 6 0
3 Oct 193.80 5.95 1.75 - 8 5 26
1 Oct 197.12 4.2 -0.30 - 21 9 21
30 Sept 196.73 4.5 -0.65 - 7 5 11
27 Sept 193.71 5.15 -1.80 - 5 2 5
26 Sept 192.57 6.95 0.00 - 0 1 0
25 Sept 192.75 6.95 -0.10 - 2 1 3
24 Sept 190.71 7.05 1.55 - 2 0 1
18 Sept 185.91 5.5 0.00 - 0 0 0
17 Sept 184.33 5.5 0.00 - 0 0 0
16 Sept 184.69 5.5 0.00 - 0 0 0
11 Sept 183.18 5.5 0.00 - 0 0 0
10 Sept 185.37 5.5 0.00 - 0 0 0
5 Sept 189.65 5.5 0.00 - 0 0 0
3 Sept 194.61 5.5 -2.60 - 1 0 0
2 Sept 194.72 8.1 - 0 0 0


For Federal Bank Ltd - strike price 190 expiring on 28NOV2024

Delta for 190 PE is -0.22

Historical price for 190 PE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 1.35, which was 0.35 higher than the previous day. The implied volatity was 27.37, the open interest changed by 53 which increased total open position to 895


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1, which was 0.40 higher than the previous day. The implied volatity was 29.59, the open interest changed by 25 which increased total open position to 842


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.6, which was 0.00 lower than the previous day. The implied volatity was 31.86, the open interest changed by -30 which decreased total open position to 818


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 33.02, the open interest changed by -42 which decreased total open position to 849


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 31.25, the open interest changed by -6 which decreased total open position to 893


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 30.09, the open interest changed by 22 which increased total open position to 904


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 1, which was -0.25 lower than the previous day. The implied volatity was 30.56, the open interest changed by 75 which increased total open position to 882


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 1.25, which was -0.45 lower than the previous day. The implied volatity was 31.34, the open interest changed by -33 which decreased total open position to 808


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 1.7, which was -0.05 lower than the previous day. The implied volatity was 33.40, the open interest changed by 37 which increased total open position to 838


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 32.38, the open interest changed by 26 which increased total open position to 800


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 2.15, which was -6.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 28 Oct FEDERALBNK was trading at 184.99. The strike last trading price was 8.4, which was 0.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 8, which was 1.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 6.75, which was -0.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 7, which was 0.50 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 6.5, which was 1.80 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 4.7, which was 0.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 4, which was -0.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 4.7, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 3.85, which was 0.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 3.2, which was -0.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 3.6, which was -3.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 7.35, which was -1.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 8.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct FEDERALBNK was trading at 185.84. The strike last trading price was 8.95, which was 0.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct FEDERALBNK was trading at 187.76. The strike last trading price was 8.8, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct FEDERALBNK was trading at 184.20. The strike last trading price was 10.6, which was 4.65 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct FEDERALBNK was trading at 193.67. The strike last trading price was 5.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct FEDERALBNK was trading at 193.80. The strike last trading price was 5.95, which was 1.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 4.2, which was -0.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Sept FEDERALBNK was trading at 196.73. The strike last trading price was 4.5, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 5.15, which was -1.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 26 Sept FEDERALBNK was trading at 192.57. The strike last trading price was 6.95, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 25 Sept FEDERALBNK was trading at 192.75. The strike last trading price was 6.95, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 24 Sept FEDERALBNK was trading at 190.71. The strike last trading price was 7.05, which was 1.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Sept FEDERALBNK was trading at 185.91. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Sept FEDERALBNK was trading at 184.33. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 16 Sept FEDERALBNK was trading at 184.69. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Sept FEDERALBNK was trading at 183.18. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Sept FEDERALBNK was trading at 185.37. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 5 Sept FEDERALBNK was trading at 189.65. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Sept FEDERALBNK was trading at 194.61. The strike last trading price was 5.5, which was -2.60 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 2 Sept FEDERALBNK was trading at 194.72. The strike last trading price was 8.1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to