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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 195 CE
Delta: 0.62
Vega: 0.15
Theta: -0.17
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 5.5 -2.60 25.73 837 59 310
13 Nov 199.38 8.1 -4.40 25.06 260 5 249
12 Nov 207.27 12.5 -1.40 21.16 17 -4 245
11 Nov 207.73 13.9 0.55 15.29 32 0 249
8 Nov 206.77 13.35 0.00 25.30 30 6 249
7 Nov 206.01 13.35 0.75 27.20 62 11 244
6 Nov 204.74 12.6 -0.05 25.49 21 -4 233
5 Nov 204.27 12.65 -0.05 28.90 113 3 233
4 Nov 204.29 12.7 0.40 31.72 198 53 250
1 Nov 204.17 12.3 -0.50 26.09 4 1 197
31 Oct 203.91 12.8 0.50 - 193 35 235
30 Oct 203.24 12.3 1.35 - 322 -4 199
29 Oct 200.70 10.95 6.10 - 1,941 -85 205
28 Oct 184.99 4.85 0.25 - 566 206 290
25 Oct 186.24 4.6 -0.05 - 87 13 84
24 Oct 188.86 4.65 -0.45 - 59 4 71
23 Oct 188.72 5.1 -0.35 - 18 3 67
22 Oct 189.34 5.45 -1.20 - 62 31 64
21 Oct 193.39 6.65 -1.55 - 27 6 30
18 Oct 195.30 8.2 1.20 - 11 2 24
17 Oct 193.61 7 -0.75 - 4 1 20
16 Oct 194.40 7.75 -1.85 - 10 7 18
15 Oct 198.62 9.6 0.10 - 6 -1 11
14 Oct 196.74 9.5 4.50 - 20 4 12
11 Oct 187.55 5 -0.25 - 4 1 8
10 Oct 185.68 5.25 -1.25 - 2 0 7
9 Oct 185.84 6.5 0.00 - 0 1 0
8 Oct 187.76 6.5 0.45 - 4 0 6
7 Oct 184.20 6.05 -3.85 - 1 0 7
4 Oct 193.67 9.9 0.90 - 1 0 8
3 Oct 193.80 9 -1.40 - 5 4 7
1 Oct 197.12 10.4 -0.80 - 1 0 2
30 Sept 196.73 11.2 2.50 - 2 -1 3
27 Sept 193.71 8.7 -6.00 - 4 3 3
26 Sept 192.57 14.7 0.00 - 0 0 0
25 Sept 192.75 14.7 0.00 - 0 0 0
24 Sept 190.71 14.7 0.00 - 0 0 0
18 Sept 185.91 14.7 0.00 - 0 0 0
17 Sept 184.33 14.7 0.00 - 0 0 0
16 Sept 184.69 14.7 0.00 - 0 0 0
11 Sept 183.18 14.7 0.00 - 0 0 0
10 Sept 185.37 14.7 0.00 - 0 0 0
5 Sept 189.65 14.7 0.00 - 0 0 0
3 Sept 194.61 14.7 0.00 - 0 0 0
2 Sept 194.72 14.7 - 0 0 0


For Federal Bank Ltd - strike price 195 expiring on 28NOV2024

Delta for 195 CE is 0.62

Historical price for 195 CE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 5.5, which was -2.60 lower than the previous day. The implied volatity was 25.73, the open interest changed by 59 which increased total open position to 310


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 8.1, which was -4.40 lower than the previous day. The implied volatity was 25.06, the open interest changed by 5 which increased total open position to 249


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 12.5, which was -1.40 lower than the previous day. The implied volatity was 21.16, the open interest changed by -4 which decreased total open position to 245


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 13.9, which was 0.55 higher than the previous day. The implied volatity was 15.29, the open interest changed by 0 which decreased total open position to 249


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 25.30, the open interest changed by 6 which increased total open position to 249


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 13.35, which was 0.75 higher than the previous day. The implied volatity was 27.20, the open interest changed by 11 which increased total open position to 244


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 12.6, which was -0.05 lower than the previous day. The implied volatity was 25.49, the open interest changed by -4 which decreased total open position to 233


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 12.65, which was -0.05 lower than the previous day. The implied volatity was 28.90, the open interest changed by 3 which increased total open position to 233


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 12.7, which was 0.40 higher than the previous day. The implied volatity was 31.72, the open interest changed by 53 which increased total open position to 250


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 12.3, which was -0.50 lower than the previous day. The implied volatity was 26.09, the open interest changed by 1 which increased total open position to 197


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 12.8, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 12.3, 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 10.95, which was 6.10 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 4.85, which was 0.25 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 4.6, 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 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 4.65, which was -0.45 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 5.1, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 5.45, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 6.65, which was -1.55 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 8.2, which was 1.20 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 7, which was -0.75 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 7.75, which was -1.85 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 9.6, which was 0.10 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 9.5, which was 4.50 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 5, 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 10 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 5.25, which was -1.25 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 6.5, 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 8 Oct FEDERALBNK was trading at 187.76. The strike last trading price was 6.5, which was 0.45 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 6.05, which was -3.85 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 9.9, which was 0.90 higher 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 9, which was -1.40 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 10.4, which was -0.80 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 11.2, which was 2.50 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 8.7, which was -6.00 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 14.7, 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 14.7, 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 24 Sept FEDERALBNK was trading at 190.71. The strike last trading price was 14.7, 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 18 Sept FEDERALBNK was trading at 185.91. The strike last trading price was 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, 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 14.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FEDERALBNK 28NOV2024 195 PE
Delta: -0.37
Vega: 0.15
Theta: -0.11
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 2.55 0.70 24.81 1,929 87 650
13 Nov 199.38 1.85 0.85 27.34 1,617 -158 562
12 Nov 207.27 1 -0.05 28.88 880 -5 724
11 Nov 207.73 1.05 -0.30 30.95 777 50 728
8 Nov 206.77 1.35 0.00 29.24 673 49 685
7 Nov 206.01 1.35 -0.25 28.06 740 -10 634
6 Nov 204.74 1.6 -0.50 28.26 777 51 641
5 Nov 204.27 2.1 -0.65 30.11 1,116 -5 586
4 Nov 204.29 2.75 0.00 32.48 1,142 59 591
1 Nov 204.17 2.75 0.10 31.08 43 18 531
31 Oct 203.91 2.65 -0.30 - 937 37 512
30 Oct 203.24 2.95 -0.45 - 699 124 474
29 Oct 200.70 3.4 -8.35 - 1,247 289 347
28 Oct 184.99 11.75 1.10 - 80 20 57
25 Oct 186.24 10.65 2.05 - 15 6 37
24 Oct 188.86 8.6 -1.40 - 8 -1 31
23 Oct 188.72 10 0.70 - 12 5 31
22 Oct 189.34 9.3 2.40 - 20 2 21
21 Oct 193.39 6.9 0.90 - 22 14 20
18 Oct 195.30 6 -0.95 - 4 0 4
17 Oct 193.61 6.95 0.75 - 2 0 4
16 Oct 194.40 6.2 0.40 - 4 1 5
15 Oct 198.62 5.8 0.00 - 0 1 0
14 Oct 196.74 5.8 -3.90 - 5 0 3
11 Oct 187.55 9.7 4.20 - 2 0 2
10 Oct 185.68 5.5 0.00 - 0 0 0
9 Oct 185.84 5.5 0.00 - 0 0 0
8 Oct 187.76 5.5 0.00 - 0 0 0
7 Oct 184.20 5.5 0.00 - 0 1 0
4 Oct 193.67 5.5 -2.00 - 1 0 1
3 Oct 193.80 7.5 -2.75 - 1 0 0
1 Oct 197.12 10.25 0.00 - 0 0 0
30 Sept 196.73 10.25 0.00 - 0 0 0
27 Sept 193.71 10.25 0.00 - 0 0 0
26 Sept 192.57 10.25 0.00 - 0 0 0
25 Sept 192.75 10.25 0.00 - 0 0 0
24 Sept 190.71 10.25 0.00 - 0 0 0
18 Sept 185.91 10.25 0.00 - 0 0 0
17 Sept 184.33 10.25 0.00 - 0 0 0
16 Sept 184.69 10.25 0.00 - 0 0 0
11 Sept 183.18 10.25 0.00 - 0 0 0
10 Sept 185.37 10.25 0.00 - 0 0 0
5 Sept 189.65 10.25 0.00 - 0 0 0
3 Sept 194.61 10.25 0.00 - 0 0 0
2 Sept 194.72 10.25 - 0 0 0


For Federal Bank Ltd - strike price 195 expiring on 28NOV2024

Delta for 195 PE is -0.37

Historical price for 195 PE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 2.55, which was 0.70 higher than the previous day. The implied volatity was 24.81, the open interest changed by 87 which increased total open position to 650


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1.85, which was 0.85 higher than the previous day. The implied volatity was 27.34, the open interest changed by -158 which decreased total open position to 562


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 28.88, the open interest changed by -5 which decreased total open position to 724


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 30.95, the open interest changed by 50 which increased total open position to 728


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 29.24, the open interest changed by 49 which increased total open position to 685


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 1.35, which was -0.25 lower than the previous day. The implied volatity was 28.06, the open interest changed by -10 which decreased total open position to 634


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 28.26, the open interest changed by 51 which increased total open position to 641


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 2.1, which was -0.65 lower than the previous day. The implied volatity was 30.11, the open interest changed by -5 which decreased total open position to 586


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 2.75, which was 0.00 lower than the previous day. The implied volatity was 32.48, the open interest changed by 59 which increased total open position to 591


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 2.75, which was 0.10 higher than the previous day. The implied volatity was 31.08, the open interest changed by 18 which increased total open position to 531


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 2.65, 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 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 2.95, which was -0.45 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 3.4, which was -8.35 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 11.75, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 10.65, which was 2.05 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 8.6, which was -1.40 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 10, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 9.3, which was 2.40 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 6.9, which was 0.90 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 6, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 6.95, which was 0.75 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 6.2, 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 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 5.8, 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 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 5.8, which was -3.90 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 9.7, which was 4.20 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 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 9 Oct FEDERALBNK was trading at 185.84. 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 8 Oct FEDERALBNK was trading at 187.76. 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 7 Oct FEDERALBNK was trading at 184.20. 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 4 Oct FEDERALBNK was trading at 193.67. The strike last trading price was 5.5, which was -2.00 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 7.5, 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 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 10.25, 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 30 Sept FEDERALBNK was trading at 196.73. The strike last trading price was 10.25, 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 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 10.25, 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 26 Sept FEDERALBNK was trading at 192.57. The strike last trading price was 10.25, 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 10.25, 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 24 Sept FEDERALBNK was trading at 190.71. The strike last trading price was 10.25, 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 18 Sept FEDERALBNK was trading at 185.91. The strike last trading price was 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, 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 10.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to