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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 210 CE
Delta: 0.13
Vega: 0.08
Theta: -0.08
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 0.65 -0.55 26.46 2,871 112 1,863
13 Nov 199.38 1.2 -1.55 24.74 4,855 104 1,846
12 Nov 207.27 2.75 -0.95 22.99 4,238 90 1,748
11 Nov 207.73 3.7 0.45 23.49 3,407 64 1,661
8 Nov 206.77 3.25 -0.35 22.55 2,860 132 1,601
7 Nov 206.01 3.6 0.10 24.57 3,297 127 1,488
6 Nov 204.74 3.5 -0.25 25.03 1,717 178 1,358
5 Nov 204.27 3.75 -0.55 27.02 3,203 -32 1,193
4 Nov 204.29 4.3 0.35 30.47 6,353 287 1,230
1 Nov 204.17 3.95 -0.40 26.51 223 -8 935
31 Oct 203.91 4.35 0.20 - 2,947 188 946
30 Oct 203.24 4.15 0.95 - 2,602 58 759
29 Oct 200.70 3.2 1.60 - 2,584 444 703
28 Oct 184.99 1.6 0.30 - 401 40 258
25 Oct 186.24 1.3 0.05 - 217 23 218
24 Oct 188.86 1.25 -0.25 - 39 6 194
23 Oct 188.72 1.5 -0.10 - 59 9 188
22 Oct 189.34 1.6 -0.50 - 70 18 184
21 Oct 193.39 2.1 -0.65 - 78 33 165
18 Oct 195.30 2.75 0.50 - 51 22 132
17 Oct 193.61 2.25 -0.35 - 49 20 109
16 Oct 194.40 2.6 -0.90 - 54 1 86
15 Oct 198.62 3.5 0.15 - 27 0 84
14 Oct 196.74 3.35 1.80 - 59 10 83
11 Oct 187.55 1.55 -0.10 - 31 3 72
10 Oct 185.68 1.65 0.15 - 4 0 69
9 Oct 185.84 1.5 -0.50 - 28 26 69
8 Oct 187.76 2 -0.25 - 9 3 42
7 Oct 184.20 2.25 -1.90 - 11 1 39
4 Oct 193.67 4.15 0.15 - 9 1 37
3 Oct 193.80 4 -0.40 - 2 0 35
1 Oct 197.12 4.4 -0.15 - 22 12 37
30 Sept 196.73 4.55 1.45 - 35 17 25
27 Sept 193.71 3.1 -0.30 - 2 1 7
26 Sept 192.57 3.4 -0.35 - 2 1 5
25 Sept 192.75 3.75 0.75 - 3 2 4
24 Sept 190.71 3 -5.35 - 2 1 1
18 Sept 185.91 8.35 0.00 - 0 0 0
10 Sept 185.37 8.35 0.00 - 0 0 0
5 Sept 189.65 8.35 0.00 - 0 0 0
3 Sept 194.61 8.35 0.00 - 0 0 0
2 Sept 194.72 8.35 - 0 0 0


For Federal Bank Ltd - strike price 210 expiring on 28NOV2024

Delta for 210 CE is 0.13

Historical price for 210 CE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.65, which was -0.55 lower than the previous day. The implied volatity was 26.46, the open interest changed by 112 which increased total open position to 1863


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1.2, which was -1.55 lower than the previous day. The implied volatity was 24.74, the open interest changed by 104 which increased total open position to 1846


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 2.75, which was -0.95 lower than the previous day. The implied volatity was 22.99, the open interest changed by 90 which increased total open position to 1748


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 3.7, which was 0.45 higher than the previous day. The implied volatity was 23.49, the open interest changed by 64 which increased total open position to 1661


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 3.25, which was -0.35 lower than the previous day. The implied volatity was 22.55, the open interest changed by 132 which increased total open position to 1601


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 3.6, which was 0.10 higher than the previous day. The implied volatity was 24.57, the open interest changed by 127 which increased total open position to 1488


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 3.5, which was -0.25 lower than the previous day. The implied volatity was 25.03, the open interest changed by 178 which increased total open position to 1358


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 3.75, which was -0.55 lower than the previous day. The implied volatity was 27.02, the open interest changed by -32 which decreased total open position to 1193


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 4.3, which was 0.35 higher than the previous day. The implied volatity was 30.47, the open interest changed by 287 which increased total open position to 1230


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 3.95, which was -0.40 lower than the previous day. The implied volatity was 26.51, the open interest changed by -8 which decreased total open position to 935


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 4.35, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 4.15, which was 0.95 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 3.2, which was 1.60 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 1.6, 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 1.3, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 1.25, 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 1.5, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 1.6, which was -0.50 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 2.1, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 2.75, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 2.25, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 2.6, which was -0.90 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 3.5, 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 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 3.35, 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 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 1.55, 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 10 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 1.65, 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 9 Oct FEDERALBNK was trading at 185.84. The strike last trading price was 1.5, which was -0.50 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, 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 7 Oct FEDERALBNK was trading at 184.20. The strike last trading price was 2.25, which was -1.90 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 4.15, 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 3 Oct FEDERALBNK was trading at 193.80. The strike last trading price was 4, 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 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 4.4, 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 Sept FEDERALBNK was trading at 196.73. The strike last trading price was 4.55, which was 1.45 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 3.1, 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 26 Sept FEDERALBNK was trading at 192.57. The strike last trading price was 3.4, 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 25 Sept FEDERALBNK was trading at 192.75. The strike last trading price was 3.75, 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 24 Sept FEDERALBNK was trading at 190.71. The strike last trading price was 3, which was -5.35 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 8.35, 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 8.35, 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 8.35, 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 8.35, 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 8.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


FEDERALBNK 28NOV2024 210 PE
Delta: -0.99
Vega: 0.01
Theta: 0.05
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
14 Nov 196.98 12.15 2.35 13.70 186 5 449
13 Nov 199.38 9.8 3.50 26.48 919 -59 445
12 Nov 207.27 6.3 0.70 27.57 809 50 506
11 Nov 207.73 5.6 -1.10 28.11 416 13 455
8 Nov 206.77 6.7 0.10 27.75 482 6 443
7 Nov 206.01 6.6 -0.70 25.57 457 59 437
6 Nov 204.74 7.3 -1.00 26.38 121 25 379
5 Nov 204.27 8.3 -0.90 28.94 358 -24 354
4 Nov 204.29 9.2 -0.10 30.85 622 73 380
1 Nov 204.17 9.3 0.10 30.66 14 -2 306
31 Oct 203.91 9.2 -0.35 - 456 158 307
30 Oct 203.24 9.55 -1.55 - 258 13 150
29 Oct 200.70 11.1 -14.90 - 187 99 128
28 Oct 184.99 26 5.10 - 4 29 29
25 Oct 186.24 20.9 0.00 - 0 7 0
24 Oct 188.86 20.9 0.00 - 8 6 25
23 Oct 188.72 20.9 3.10 - 7 6 18
22 Oct 189.34 17.8 2.60 - 9 8 11
21 Oct 193.39 15.2 0.00 - 0 2 0
18 Oct 195.30 15.2 -0.40 - 2 1 2
17 Oct 193.61 15.6 0.00 - 0 0 0
16 Oct 194.40 15.6 0.00 - 0 0 0
15 Oct 198.62 15.6 0.00 - 0 1 0
14 Oct 196.74 15.6 -3.05 - 1 0 0
11 Oct 187.55 18.65 0.00 - 0 0 0
10 Oct 185.68 18.65 0.00 - 0 0 0
9 Oct 185.84 18.65 0.00 - 0 0 0
8 Oct 187.76 18.65 0.00 - 0 0 0
7 Oct 184.20 18.65 0.00 - 0 0 0
4 Oct 193.67 18.65 0.00 - 0 0 0
3 Oct 193.80 18.65 0.00 - 0 0 0
1 Oct 197.12 18.65 0.00 - 0 0 0
30 Sept 196.73 18.65 0.00 - 0 0 0
27 Sept 193.71 18.65 -0.95 - 0 0 0
26 Sept 192.57 19.6 0.00 - 0 0 0
25 Sept 192.75 19.6 0.00 - 0 0 0
24 Sept 190.71 19.6 0.00 - 0 0 0
18 Sept 185.91 19.6 0.00 - 0 0 0
10 Sept 185.37 19.6 0.00 - 0 0 0
5 Sept 189.65 19.6 0.00 - 0 0 0
3 Sept 194.61 19.6 0.00 - 0 0 0
2 Sept 194.72 19.6 - 0 0 0


For Federal Bank Ltd - strike price 210 expiring on 28NOV2024

Delta for 210 PE is -0.99

Historical price for 210 PE is as follows

On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 12.15, which was 2.35 higher than the previous day. The implied volatity was 13.70, the open interest changed by 5 which increased total open position to 449


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 9.8, which was 3.50 higher than the previous day. The implied volatity was 26.48, the open interest changed by -59 which decreased total open position to 445


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 6.3, which was 0.70 higher than the previous day. The implied volatity was 27.57, the open interest changed by 50 which increased total open position to 506


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 5.6, which was -1.10 lower than the previous day. The implied volatity was 28.11, the open interest changed by 13 which increased total open position to 455


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 6.7, which was 0.10 higher than the previous day. The implied volatity was 27.75, the open interest changed by 6 which increased total open position to 443


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 6.6, which was -0.70 lower than the previous day. The implied volatity was 25.57, the open interest changed by 59 which increased total open position to 437


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 7.3, which was -1.00 lower than the previous day. The implied volatity was 26.38, the open interest changed by 25 which increased total open position to 379


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 8.3, which was -0.90 lower than the previous day. The implied volatity was 28.94, the open interest changed by -24 which decreased total open position to 354


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 9.2, which was -0.10 lower than the previous day. The implied volatity was 30.85, the open interest changed by 73 which increased total open position to 380


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 9.3, which was 0.10 higher than the previous day. The implied volatity was 30.66, the open interest changed by -2 which decreased total open position to 306


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 9.2, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 9.55, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 11.1, which was -14.90 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 26, which was 5.10 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 20.9, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 20.9, 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 20.9, which was 3.10 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 17.8, which was 2.60 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 15.2, 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 15.2, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 15.6, 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 15.6, 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 15.6, 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 15.6, which was -3.05 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 18.65, 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 26 Sept FEDERALBNK was trading at 192.57. The strike last trading price was 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, 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 19.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to