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

197.31 -0.22 (-0.11%)

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Historical option data for FEDERALBNK

07 Jan 2025 04:10 PM IST
FEDERALBNK 30JAN2025 195 CE
Delta: 0.61
Vega: 0.19
Theta: -0.16
Gamma: 0.02
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
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
Delta: -0.40
Vega: 0.19
Theta: -0.12
Gamma: 0.02
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