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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 205 CE
Delta: 0.24
Vega: 0.12
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 1.3 -1.20 24.67 2,940 192 1,402
13 Nov 199.38 2.5 -2.65 24.28 3,351 268 1,222
12 Nov 207.27 5.15 -1.15 23.08 1,717 -123 950
11 Nov 207.73 6.3 0.70 22.86 1,677 -17 1,075
8 Nov 206.77 5.6 -0.55 22.07 2,823 74 1,168
7 Nov 206.01 6.15 0.40 25.47 2,144 -27 1,093
6 Nov 204.74 5.75 -0.25 24.98 1,884 194 1,135
5 Nov 204.27 6 -0.40 27.36 2,942 40 946
4 Nov 204.29 6.4 0.40 30.37 4,376 246 901
1 Nov 204.17 6 -0.50 26.06 247 -10 658
31 Oct 203.91 6.5 0.15 - 2,645 207 672
30 Oct 203.24 6.35 1.25 - 2,082 144 472
29 Oct 200.70 5.1 2.80 - 1,526 196 335
28 Oct 184.99 2.3 0.30 - 239 76 140
25 Oct 186.24 2 -0.10 - 60 4 64
24 Oct 188.86 2.1 -0.35 - 21 4 60
23 Oct 188.72 2.45 -0.25 - 17 2 57
22 Oct 189.34 2.7 -0.70 - 38 10 53
21 Oct 193.39 3.4 -0.60 - 42 -18 42
18 Oct 195.30 4 0.45 - 42 27 56
17 Oct 193.61 3.55 0.10 - 4 1 28
16 Oct 194.40 3.45 -1.65 - 1 0 28
15 Oct 198.62 5.1 0.20 - 15 2 28
14 Oct 196.74 4.9 2.90 - 8 1 24
11 Oct 187.55 2 -0.20 - 9 2 17
10 Oct 185.68 2.2 -0.20 - 5 3 15
9 Oct 185.84 2.4 0.00 - 0 0 0
8 Oct 187.76 2.4 0.00 - 0 4 0
7 Oct 184.20 2.4 -2.45 - 5 4 12
4 Oct 193.67 4.85 -0.85 - 8 1 2
3 Oct 193.80 5.7 -4.45 - 2 1 1
1 Oct 197.12 10.15 0.00 - 0 0 0
30 Sept 196.73 10.15 0.00 - 0 0 0
27 Sept 193.71 10.15 0.00 - 0 0 0
26 Sept 192.57 10.15 0.00 - 0 0 0
25 Sept 192.75 10.15 0.00 - 0 0 0
24 Sept 190.71 10.15 0.00 - 0 0 0
18 Sept 185.91 10.15 0.00 - 0 0 0
17 Sept 184.33 10.15 0.00 - 0 0 0
16 Sept 184.69 10.15 0.00 - 0 0 0
11 Sept 183.18 10.15 0.00 - 0 0 0
10 Sept 185.37 10.15 0.00 - 0 0 0
5 Sept 189.65 10.15 0.00 - 0 0 0
3 Sept 194.61 10.15 0.00 - 0 0 0
2 Sept 194.72 10.15 - 0 0 0


For Federal Bank Ltd - strike price 205 expiring on 28NOV2024

Delta for 205 CE is 0.24

Historical price for 205 CE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 1.3, which was -1.20 lower than the previous day. The implied volatity was 24.67, the open interest changed by 192 which increased total open position to 1402


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 2.5, which was -2.65 lower than the previous day. The implied volatity was 24.28, the open interest changed by 268 which increased total open position to 1222


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 5.15, which was -1.15 lower than the previous day. The implied volatity was 23.08, the open interest changed by -123 which decreased total open position to 950


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 6.3, which was 0.70 higher than the previous day. The implied volatity was 22.86, the open interest changed by -17 which decreased total open position to 1075


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 5.6, which was -0.55 lower than the previous day. The implied volatity was 22.07, the open interest changed by 74 which increased total open position to 1168


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 6.15, which was 0.40 higher than the previous day. The implied volatity was 25.47, the open interest changed by -27 which decreased total open position to 1093


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 24.98, the open interest changed by 194 which increased total open position to 1135


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 6, which was -0.40 lower than the previous day. The implied volatity was 27.36, the open interest changed by 40 which increased total open position to 946


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 6.4, which was 0.40 higher than the previous day. The implied volatity was 30.37, the open interest changed by 246 which increased total open position to 901


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 6, which was -0.50 lower than the previous day. The implied volatity was 26.06, the open interest changed by -10 which decreased total open position to 658


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 6.5, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 6.35, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 5.1, which was 2.80 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 2.3, which was 0.30 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 2, 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 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 2.1, 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 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 2.45, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 2.7, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 3.4, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 4, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 3.55, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 3.45, which was -1.65 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 5.1, which was 0.20 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 4.9, which was 2.90 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 2, which was -0.20 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 2.2, which was -0.20 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 2.4, 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 2.4, 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 2.4, which was -2.45 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 4.85, which was -0.85 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 5.7, which was -4.45 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, 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 10.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FEDERALBNK 28NOV2024 205 PE
Delta: -0.78
Vega: 0.11
Theta: -0.05
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 8.2 2.00 22.57 506 -117 357
13 Nov 199.38 6.2 2.60 26.15 2,186 -183 480
12 Nov 207.27 3.6 0.30 26.94 1,631 -5 668
11 Nov 207.73 3.3 -0.75 28.27 1,222 99 677
8 Nov 206.77 4.05 0.05 27.20 1,470 45 582
7 Nov 206.01 4 -0.60 25.55 1,489 97 538
6 Nov 204.74 4.6 -0.70 26.40 911 32 447
5 Nov 204.27 5.3 -0.95 27.84 1,066 -34 412
4 Nov 204.29 6.25 -0.25 30.34 2,161 275 446
1 Nov 204.17 6.5 0.20 30.62 54 9 170
31 Oct 203.91 6.3 -0.40 - 947 43 161
30 Oct 203.24 6.7 -0.70 - 459 33 119
29 Oct 200.70 7.4 -12.60 - 124 86 87
28 Oct 184.99 20 4.45 - 2 1 1
25 Oct 186.24 15.55 0.00 - 0 0 0
24 Oct 188.86 15.55 0.00 - 0 0 0
23 Oct 188.72 15.55 0.00 - 0 0 0
22 Oct 189.34 15.55 0.00 - 0 0 0
21 Oct 193.39 15.55 0.00 - 0 0 0
18 Oct 195.30 15.55 0.00 - 0 0 0
17 Oct 193.61 15.55 0.00 - 0 0 0
16 Oct 194.40 15.55 0.00 - 0 0 0
15 Oct 198.62 15.55 0.00 - 0 0 0
14 Oct 196.74 15.55 0.00 - 0 0 0
11 Oct 187.55 15.55 0.00 - 0 0 0
10 Oct 185.68 15.55 0.00 - 0 0 0
9 Oct 185.84 15.55 0.00 - 0 0 0
8 Oct 187.76 15.55 0.00 - 0 0 0
7 Oct 184.20 15.55 0.00 - 0 0 0
4 Oct 193.67 15.55 0.00 - 0 0 0
3 Oct 193.80 15.55 0.00 - 0 0 0
1 Oct 197.12 15.55 0.00 - 0 0 0
30 Sept 196.73 15.55 0.00 - 0 0 0
27 Sept 193.71 15.55 0.00 - 0 0 0
26 Sept 192.57 15.55 0.00 - 0 0 0
25 Sept 192.75 15.55 0.00 - 0 0 0
24 Sept 190.71 15.55 0.00 - 0 0 0
18 Sept 185.91 15.55 0.00 - 0 0 0
17 Sept 184.33 15.55 0.00 - 0 0 0
16 Sept 184.69 15.55 0.00 - 0 0 0
11 Sept 183.18 15.55 0.00 - 0 0 0
10 Sept 185.37 15.55 0.00 - 0 0 0
5 Sept 189.65 15.55 15.55 - 0 0 0
3 Sept 194.61 0 0.00 - 0 0 0
2 Sept 194.72 0 - 0 0 0


For Federal Bank Ltd - strike price 205 expiring on 28NOV2024

Delta for 205 PE is -0.78

Historical price for 205 PE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 8.2, which was 2.00 higher than the previous day. The implied volatity was 22.57, the open interest changed by -117 which decreased total open position to 357


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 6.2, which was 2.60 higher than the previous day. The implied volatity was 26.15, the open interest changed by -183 which decreased total open position to 480


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 3.6, which was 0.30 higher than the previous day. The implied volatity was 26.94, the open interest changed by -5 which decreased total open position to 668


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 3.3, which was -0.75 lower than the previous day. The implied volatity was 28.27, the open interest changed by 99 which increased total open position to 677


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 4.05, which was 0.05 higher than the previous day. The implied volatity was 27.20, the open interest changed by 45 which increased total open position to 582


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 4, which was -0.60 lower than the previous day. The implied volatity was 25.55, the open interest changed by 97 which increased total open position to 538


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 4.6, which was -0.70 lower than the previous day. The implied volatity was 26.40, the open interest changed by 32 which increased total open position to 447


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 5.3, which was -0.95 lower than the previous day. The implied volatity was 27.84, the open interest changed by -34 which decreased total open position to 412


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 6.25, which was -0.25 lower than the previous day. The implied volatity was 30.34, the open interest changed by 275 which increased total open position to 446


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 6.5, which was 0.20 higher than the previous day. The implied volatity was 30.62, the open interest changed by 9 which increased total open position to 170


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 6.3, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 6.7, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 7.4, which was -12.60 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 20, which was 4.45 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 15.55, 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 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 15.55, 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 15.55, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 15.55, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 15.55, 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 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 15.55, 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 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 15.55, 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 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 15.55, 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 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 15.55, 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 15.55, 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 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 15.55, 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 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, 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 15.55, which was 15.55 higher 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to