FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
07 Jan 2025 04:10 PM IST
FEDERALBNK 30JAN2025 195 CE | ||||||||||
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Delta: 0.61
Vega: 0.19
Theta: -0.16
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
7 Jan | 197.31 | 8.15 | -0.60 | 31.67 | 259 | 18 | 216 | |||
6 Jan | 197.53 | 8.75 | -4.70 | 30.40 | 352 | 16 | 200 | |||
3 Jan | 205.25 | 13.45 | -0.65 | 28.08 | 53 | -12 | 184 | |||
2 Jan | 206.14 | 14.1 | 5.00 | 27.47 | 143 | 6 | 205 | |||
1 Jan | 200.51 | 9.1 | 0.00 | 22.52 | 133 | -11 | 201 | |||
31 Dec | 200.02 | 9.1 | 1.40 | 22.14 | 282 | -3 | 213 | |||
30 Dec | 201.05 | 7.7 | 0.70 | 24.37 | 868 | -54 | 220 | |||
27 Dec | 196.73 | 7 | -0.60 | 21.13 | 380 | 91 | 273 | |||
26 Dec | 197.68 | 7.6 | -0.35 | 21.87 | 521 | 47 | 178 | |||
24 Dec | 196.72 | 7.95 | -0.30 | 22.02 | 162 | 52 | 131 | |||
23 Dec | 197.02 | 8.25 | 0.55 | 24.02 | 87 | 21 | 80 | |||
20 Dec | 194.46 | 7.7 | -3.50 | 27.45 | 65 | 55 | 58 | |||
19 Dec | 200.95 | 11.2 | -9.15 | 24.95 | 4 | 3 | 3 | |||
18 Dec | 200.03 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 210.29 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 213.40 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 213.15 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
12 Dec | 212.68 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 214.68 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
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10 Dec | 214.34 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 213.77 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Dec | 213.40 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
5 Dec | 214.97 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
4 Dec | 215.44 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
2 Dec | 209.08 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 210.78 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
12 Nov | 207.27 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
11 Nov | 207.73 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
8 Nov | 206.77 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
7 Nov | 206.01 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
6 Nov | 204.74 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
5 Nov | 204.27 | 20.35 | 0.00 | - | 0 | 0 | 0 | |||
4 Nov | 204.29 | 20.35 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 195 expiring on 30JAN2025
Delta for 195 CE is 0.61
Historical price for 195 CE is as follows
On 7 Jan FEDERALBNK was trading at 197.31. The strike last trading price was 8.15, which was -0.60 lower than the previous day. The implied volatity was 31.67, the open interest changed by 18 which increased total open position to 216
On 6 Jan FEDERALBNK was trading at 197.53. The strike last trading price was 8.75, which was -4.70 lower than the previous day. The implied volatity was 30.40, the open interest changed by 16 which increased total open position to 200
On 3 Jan FEDERALBNK was trading at 205.25. The strike last trading price was 13.45, which was -0.65 lower than the previous day. The implied volatity was 28.08, the open interest changed by -12 which decreased total open position to 184
On 2 Jan FEDERALBNK was trading at 206.14. The strike last trading price was 14.1, which was 5.00 higher than the previous day. The implied volatity was 27.47, the open interest changed by 6 which increased total open position to 205
On 1 Jan FEDERALBNK was trading at 200.51. The strike last trading price was 9.1, which was 0.00 lower than the previous day. The implied volatity was 22.52, the open interest changed by -11 which decreased total open position to 201
On 31 Dec FEDERALBNK was trading at 200.02. The strike last trading price was 9.1, which was 1.40 higher than the previous day. The implied volatity was 22.14, the open interest changed by -3 which decreased total open position to 213
On 30 Dec FEDERALBNK was trading at 201.05. The strike last trading price was 7.7, which was 0.70 higher than the previous day. The implied volatity was 24.37, the open interest changed by -54 which decreased total open position to 220
On 27 Dec FEDERALBNK was trading at 196.73. The strike last trading price was 7, which was -0.60 lower than the previous day. The implied volatity was 21.13, the open interest changed by 91 which increased total open position to 273
On 26 Dec FEDERALBNK was trading at 197.68. The strike last trading price was 7.6, which was -0.35 lower than the previous day. The implied volatity was 21.87, the open interest changed by 47 which increased total open position to 178
On 24 Dec FEDERALBNK was trading at 196.72. The strike last trading price was 7.95, which was -0.30 lower than the previous day. The implied volatity was 22.02, the open interest changed by 52 which increased total open position to 131
On 23 Dec FEDERALBNK was trading at 197.02. The strike last trading price was 8.25, which was 0.55 higher than the previous day. The implied volatity was 24.02, the open interest changed by 21 which increased total open position to 80
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 7.7, which was -3.50 lower than the previous day. The implied volatity was 27.45, the open interest changed by 55 which increased total open position to 58
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 11.2, which was -9.15 lower than the previous day. The implied volatity was 24.95, the open interest changed by 3 which increased total open position to 3
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 20.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 20.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
FEDERALBNK 30JAN2025 195 PE | |||||||
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Delta: -0.40
Vega: 0.19
Theta: -0.12
Gamma: 0.02
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
7 Jan | 197.31 | 4.9 | 0.30 | 33.37 | 1,047 | 59 | 915 |
6 Jan | 197.53 | 4.6 | 2.35 | 33.41 | 1,769 | 50 | 856 |
3 Jan | 205.25 | 2.25 | 0.35 | 29.70 | 1,110 | 15 | 809 |
2 Jan | 206.14 | 1.9 | -1.25 | 28.15 | 1,389 | 167 | 799 |
1 Jan | 200.51 | 3.15 | -0.15 | 26.84 | 570 | 47 | 642 |
31 Dec | 200.02 | 3.3 | -0.75 | 27.14 | 712 | 37 | 599 |
30 Dec | 201.05 | 4.05 | -0.05 | 25.51 | 2,128 | 79 | 559 |
27 Dec | 196.73 | 4.1 | 0.40 | 24.05 | 713 | 92 | 482 |
26 Dec | 197.68 | 3.7 | -0.10 | 22.92 | 546 | 55 | 389 |
24 Dec | 196.72 | 3.8 | -0.90 | 23.15 | 380 | 142 | 338 |
23 Dec | 197.02 | 4.7 | -1.45 | 25.96 | 287 | 56 | 195 |
20 Dec | 194.46 | 6.15 | 2.50 | 26.00 | 150 | 46 | 138 |
19 Dec | 200.95 | 3.65 | -0.85 | 25.67 | 53 | 18 | 93 |
18 Dec | 200.03 | 4.5 | 3.20 | 27.70 | 107 | 47 | 75 |
17 Dec | 210.29 | 1.3 | -0.05 | 24.62 | 10 | 4 | 27 |
16 Dec | 213.40 | 1.35 | 0.00 | 0.00 | 0 | -1 | 0 |
13 Dec | 213.15 | 1.35 | 0.00 | 26.10 | 3 | 0 | 24 |
12 Dec | 212.68 | 1.35 | -0.05 | 25.41 | 13 | 7 | 25 |
11 Dec | 214.68 | 1.4 | 0.00 | 26.93 | 1 | 0 | 18 |
10 Dec | 214.34 | 1.4 | -0.40 | 26.49 | 9 | 1 | 17 |
9 Dec | 213.77 | 1.8 | 0.00 | 0.00 | 0 | 11 | 0 |
6 Dec | 213.40 | 1.8 | -0.40 | 27.67 | 14 | 11 | 16 |
5 Dec | 214.97 | 2.2 | 0.00 | 0.00 | 0 | 4 | 0 |
4 Dec | 215.44 | 2.2 | -0.60 | 30.70 | 5 | 4 | 5 |
2 Dec | 209.08 | 2.8 | 0.00 | 0.00 | 0 | 1 | 0 |
29 Nov | 210.78 | 2.8 | -5.15 | 28.51 | 1 | 0 | 0 |
12 Nov | 207.27 | 7.95 | 0.00 | 4.99 | 0 | 0 | 0 |
11 Nov | 207.73 | 7.95 | 0.00 | 5.07 | 0 | 0 | 0 |
8 Nov | 206.77 | 7.95 | 0.00 | 4.99 | 0 | 0 | 0 |
7 Nov | 206.01 | 7.95 | 0.00 | 5.19 | 0 | 0 | 0 |
6 Nov | 204.74 | 7.95 | 0.00 | 4.24 | 0 | 0 | 0 |
5 Nov | 204.27 | 7.95 | 0.00 | 3.31 | 0 | 0 | 0 |
4 Nov | 204.29 | 7.95 | 4.33 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 195 expiring on 30JAN2025
Delta for 195 PE is -0.40
Historical price for 195 PE is as follows
On 7 Jan FEDERALBNK was trading at 197.31. The strike last trading price was 4.9, which was 0.30 higher than the previous day. The implied volatity was 33.37, the open interest changed by 59 which increased total open position to 915
On 6 Jan FEDERALBNK was trading at 197.53. The strike last trading price was 4.6, which was 2.35 higher than the previous day. The implied volatity was 33.41, the open interest changed by 50 which increased total open position to 856
On 3 Jan FEDERALBNK was trading at 205.25. The strike last trading price was 2.25, which was 0.35 higher than the previous day. The implied volatity was 29.70, the open interest changed by 15 which increased total open position to 809
On 2 Jan FEDERALBNK was trading at 206.14. The strike last trading price was 1.9, which was -1.25 lower than the previous day. The implied volatity was 28.15, the open interest changed by 167 which increased total open position to 799
On 1 Jan FEDERALBNK was trading at 200.51. The strike last trading price was 3.15, which was -0.15 lower than the previous day. The implied volatity was 26.84, the open interest changed by 47 which increased total open position to 642
On 31 Dec FEDERALBNK was trading at 200.02. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 27.14, the open interest changed by 37 which increased total open position to 599
On 30 Dec FEDERALBNK was trading at 201.05. The strike last trading price was 4.05, which was -0.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 79 which increased total open position to 559
On 27 Dec FEDERALBNK was trading at 196.73. The strike last trading price was 4.1, which was 0.40 higher than the previous day. The implied volatity was 24.05, the open interest changed by 92 which increased total open position to 482
On 26 Dec FEDERALBNK was trading at 197.68. The strike last trading price was 3.7, which was -0.10 lower than the previous day. The implied volatity was 22.92, the open interest changed by 55 which increased total open position to 389
On 24 Dec FEDERALBNK was trading at 196.72. The strike last trading price was 3.8, which was -0.90 lower than the previous day. The implied volatity was 23.15, the open interest changed by 142 which increased total open position to 338
On 23 Dec FEDERALBNK was trading at 197.02. The strike last trading price was 4.7, which was -1.45 lower than the previous day. The implied volatity was 25.96, the open interest changed by 56 which increased total open position to 195
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 6.15, which was 2.50 higher than the previous day. The implied volatity was 26.00, the open interest changed by 46 which increased total open position to 138
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 3.65, which was -0.85 lower than the previous day. The implied volatity was 25.67, the open interest changed by 18 which increased total open position to 93
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 4.5, which was 3.20 higher than the previous day. The implied volatity was 27.70, the open interest changed by 47 which increased total open position to 75
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 24.62, the open interest changed by 4 which increased total open position to 27
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 24
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 1.35, which was -0.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 7 which increased total open position to 25
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 1.4, which was 0.00 lower than the previous day. The implied volatity was 26.93, the open interest changed by 0 which decreased total open position to 18
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 1.4, which was -0.40 lower than the previous day. The implied volatity was 26.49, the open interest changed by 1 which increased total open position to 17
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1.8, which was -0.40 lower than the previous day. The implied volatity was 27.67, the open interest changed by 11 which increased total open position to 16
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 2.2, which was -0.60 lower than the previous day. The implied volatity was 30.70, the open interest changed by 4 which increased total open position to 5
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 2.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 2.8, which was -5.15 lower than the previous day. The implied volatity was 28.51, the open interest changed by 0 which decreased total open position to 0
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 5.07, the open interest changed by 0 which decreased total open position to 0
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 4.99, the open interest changed by 0 which decreased total open position to 0
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 5.19, the open interest changed by 0 which decreased total open position to 0
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 4.24, the open interest changed by 0 which decreased total open position to 0
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 7.95, which was 0.00 lower than the previous day. The implied volatity was 3.31, the open interest changed by 0 which decreased total open position to 0
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 7.95, which was lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0