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

197.53 -7.72 (-3.76%)

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Historical option data for FEDERALBNK

06 Jan 2025 04:10 PM IST
FEDERALBNK 30JAN2025 215 CE
Delta: 0.18
Vega: 0.14
Theta: -0.10
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
6 Jan 197.53 1.5 -1.40 30.50 1,482 53 898
3 Jan 205.25 2.9 -0.15 27.38 1,134 -36 849
2 Jan 206.14 3.05 1.80 26.31 1,690 68 887
1 Jan 200.51 1.25 -0.05 23.53 345 32 819
31 Dec 200.02 1.3 0.25 23.46 473 77 788
30 Dec 201.05 1.05 0.20 24.67 1,416 104 712
27 Dec 196.73 0.85 -0.15 22.39 598 42 607
26 Dec 197.68 1 -0.05 22.60 558 153 565
24 Dec 196.72 1.05 -0.35 22.05 500 193 410
23 Dec 197.02 1.4 -0.05 24.41 166 -20 219
20 Dec 194.46 1.45 -1.00 26.71 248 92 237
19 Dec 200.95 2.45 -0.05 24.54 100 21 145
18 Dec 200.03 2.5 -3.30 25.45 212 66 116
17 Dec 210.29 5.8 -2.15 22.50 46 28 50
16 Dec 213.40 7.95 0.80 25.08 7 4 20
13 Dec 213.15 7.15 -0.50 22.05 20 4 15
12 Dec 212.68 7.65 -1.15 23.72 4 1 10
11 Dec 214.68 8.8 0.40 23.30 5 0 8
10 Dec 214.34 8.4 0.00 22.48 1 0 7
9 Dec 213.77 8.4 -0.60 23.07 7 1 7
6 Dec 213.40 9 -1.60 23.81 8 5 5
5 Dec 214.97 10.6 0.00 - 0 0 0
4 Dec 215.44 10.6 0.00 - 0 0 0
3 Dec 209.96 10.6 0.00 0.85 0 0 0
2 Dec 209.08 10.6 0.00 0.89 0 0 0
29 Nov 210.78 10.6 0.00 0.26 0 0 0
28 Nov 211.05 10.6 0.00 0.16 0 0 0
27 Nov 212.88 10.6 0.00 - 0 0 0
26 Nov 213.64 10.6 0.00 - 0 0 0
25 Nov 212.88 10.6 0.00 - 0 0 0
22 Nov 209.37 10.6 0.00 0.73 0 0 0
12 Nov 207.27 10.6 0.00 1.00 0 0 0
11 Nov 207.73 10.6 10.60 1.30 0 0 0
8 Nov 206.77 0 0.00 1.13 0 0 0
7 Nov 206.01 0 0.00 1.33 0 0 0
6 Nov 204.74 0 0.00 1.85 0 0 0
5 Nov 204.27 0 0.00 1.82 0 0 0
4 Nov 204.29 0 1.77 0 0 0


For Federal Bank Ltd - strike price 215 expiring on 30JAN2025

Delta for 215 CE is 0.18

Historical price for 215 CE is as follows

On 6 Jan FEDERALBNK was trading at 197.53. The strike last trading price was 1.5, which was -1.40 lower than the previous day. The implied volatity was 30.50, the open interest changed by 53 which increased total open position to 898


On 3 Jan FEDERALBNK was trading at 205.25. The strike last trading price was 2.9, which was -0.15 lower than the previous day. The implied volatity was 27.38, the open interest changed by -36 which decreased total open position to 849


On 2 Jan FEDERALBNK was trading at 206.14. The strike last trading price was 3.05, which was 1.80 higher than the previous day. The implied volatity was 26.31, the open interest changed by 68 which increased total open position to 887


On 1 Jan FEDERALBNK was trading at 200.51. The strike last trading price was 1.25, which was -0.05 lower than the previous day. The implied volatity was 23.53, the open interest changed by 32 which increased total open position to 819


On 31 Dec FEDERALBNK was trading at 200.02. The strike last trading price was 1.3, which was 0.25 higher than the previous day. The implied volatity was 23.46, the open interest changed by 77 which increased total open position to 788


On 30 Dec FEDERALBNK was trading at 201.05. The strike last trading price was 1.05, which was 0.20 higher than the previous day. The implied volatity was 24.67, the open interest changed by 104 which increased total open position to 712


On 27 Dec FEDERALBNK was trading at 196.73. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 22.39, the open interest changed by 42 which increased total open position to 607


On 26 Dec FEDERALBNK was trading at 197.68. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 22.60, the open interest changed by 153 which increased total open position to 565


On 24 Dec FEDERALBNK was trading at 196.72. The strike last trading price was 1.05, which was -0.35 lower than the previous day. The implied volatity was 22.05, the open interest changed by 193 which increased total open position to 410


On 23 Dec FEDERALBNK was trading at 197.02. The strike last trading price was 1.4, which was -0.05 lower than the previous day. The implied volatity was 24.41, the open interest changed by -20 which decreased total open position to 219


On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 1.45, which was -1.00 lower than the previous day. The implied volatity was 26.71, the open interest changed by 92 which increased total open position to 237


On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 2.45, which was -0.05 lower than the previous day. The implied volatity was 24.54, the open interest changed by 21 which increased total open position to 145


On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 2.5, which was -3.30 lower than the previous day. The implied volatity was 25.45, the open interest changed by 66 which increased total open position to 116


On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 5.8, which was -2.15 lower than the previous day. The implied volatity was 22.50, the open interest changed by 28 which increased total open position to 50


On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 7.95, which was 0.80 higher than the previous day. The implied volatity was 25.08, the open interest changed by 4 which increased total open position to 20


On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 7.15, which was -0.50 lower than the previous day. The implied volatity was 22.05, the open interest changed by 4 which increased total open position to 15


On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 7.65, which was -1.15 lower than the previous day. The implied volatity was 23.72, the open interest changed by 1 which increased total open position to 10


On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 8.8, which was 0.40 higher than the previous day. The implied volatity was 23.30, the open interest changed by 0 which decreased total open position to 8


On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 8.4, which was 0.00 lower than the previous day. The implied volatity was 22.48, the open interest changed by 0 which decreased total open position to 7


On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 8.4, which was -0.60 lower than the previous day. The implied volatity was 23.07, the open interest changed by 1 which increased total open position to 7


On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 9, which was -1.60 lower than the previous day. The implied volatity was 23.81, the open interest changed by 5 which increased total open position to 5


On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 10.6, 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 10.6, 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 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.89, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0


On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.16, the open interest changed by 0 which decreased total open position to 0


On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.6, 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 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 10.6, 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 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.6, 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 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 10.6, which was 0.00 lower than the previous day. The implied volatity was 0.73, 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 10.6, which was 0.00 lower than the previous day. The implied volatity was 1.00, 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 10.6, which was 10.60 higher than the previous day. The implied volatity was 1.30, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.13, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 0, which was 0.00 lower than the previous day. The implied volatity was 1.82, 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 0, which was lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


FEDERALBNK 30JAN2025 215 PE
Delta: -0.77
Vega: 0.16
Theta: -0.07
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
6 Jan 197.53 17.6 6.00 37.05 86 -20 217
3 Jan 205.25 11.6 1.10 28.97 189 103 238
2 Jan 206.14 10.5 -4.35 25.88 37 -1 137
1 Jan 200.51 14.85 -0.50 27.05 13 2 139
31 Dec 200.02 15.35 -0.25 29.52 10 0 137
30 Dec 201.05 15.6 -1.35 - 42 23 136
27 Dec 196.73 16.95 0.35 21.20 11 0 113
26 Dec 197.68 16.6 -0.75 22.11 28 26 112
24 Dec 196.72 17.35 0.20 27.61 9 5 84
23 Dec 197.02 17.15 2.55 24.27 11 7 78
20 Dec 194.46 14.6 0.00 0.00 0 41 0
19 Dec 200.95 14.6 0.90 25.00 47 40 70
18 Dec 200.03 13.7 5.55 16.66 1 0 29
17 Dec 210.29 8.15 1.50 24.89 26 22 28
16 Dec 213.40 6.65 -11.15 23.85 6 5 5
13 Dec 213.15 17.8 0.00 0.37 0 0 0
12 Dec 212.68 17.8 0.00 0.28 0 0 0
11 Dec 214.68 17.8 0.00 1.19 0 0 0
10 Dec 214.34 17.8 0.00 0.96 0 0 0
9 Dec 213.77 17.8 0.00 0.82 0 0 0
6 Dec 213.40 17.8 0.00 0.90 0 0 0
5 Dec 214.97 17.8 0.00 1.33 0 0 0
4 Dec 215.44 17.8 0.00 1.66 0 0 0
3 Dec 209.96 17.8 0.00 - 0 0 0
2 Dec 209.08 17.8 0.00 - 0 0 0
29 Nov 210.78 17.8 0.00 - 0 0 0
28 Nov 211.05 17.8 0.00 - 0 0 0
27 Nov 212.88 17.8 0.00 0.45 0 0 0
26 Nov 213.64 17.8 0.00 0.88 0 0 0
25 Nov 212.88 17.8 0.00 0.43 0 0 0
22 Nov 209.37 17.8 17.80 - 0 0 0
12 Nov 207.27 0 0.00 - 0 0 0
11 Nov 207.73 0 0.00 - 0 0 0
8 Nov 206.77 0 0.00 - 0 0 0
7 Nov 206.01 0 0.00 - 0 0 0
6 Nov 204.74 0 0.00 - 0 0 0
5 Nov 204.27 0 0.00 - 0 0 0
4 Nov 204.29 0 - 0 0 0


For Federal Bank Ltd - strike price 215 expiring on 30JAN2025

Delta for 215 PE is -0.77

Historical price for 215 PE is as follows

On 6 Jan FEDERALBNK was trading at 197.53. The strike last trading price was 17.6, which was 6.00 higher than the previous day. The implied volatity was 37.05, the open interest changed by -20 which decreased total open position to 217


On 3 Jan FEDERALBNK was trading at 205.25. The strike last trading price was 11.6, which was 1.10 higher than the previous day. The implied volatity was 28.97, the open interest changed by 103 which increased total open position to 238


On 2 Jan FEDERALBNK was trading at 206.14. The strike last trading price was 10.5, which was -4.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by -1 which decreased total open position to 137


On 1 Jan FEDERALBNK was trading at 200.51. The strike last trading price was 14.85, which was -0.50 lower than the previous day. The implied volatity was 27.05, the open interest changed by 2 which increased total open position to 139


On 31 Dec FEDERALBNK was trading at 200.02. The strike last trading price was 15.35, which was -0.25 lower than the previous day. The implied volatity was 29.52, the open interest changed by 0 which decreased total open position to 137


On 30 Dec FEDERALBNK was trading at 201.05. The strike last trading price was 15.6, which was -1.35 lower than the previous day. The implied volatity was -, the open interest changed by 23 which increased total open position to 136


On 27 Dec FEDERALBNK was trading at 196.73. The strike last trading price was 16.95, which was 0.35 higher than the previous day. The implied volatity was 21.20, the open interest changed by 0 which decreased total open position to 113


On 26 Dec FEDERALBNK was trading at 197.68. The strike last trading price was 16.6, which was -0.75 lower than the previous day. The implied volatity was 22.11, the open interest changed by 26 which increased total open position to 112


On 24 Dec FEDERALBNK was trading at 196.72. The strike last trading price was 17.35, which was 0.20 higher than the previous day. The implied volatity was 27.61, the open interest changed by 5 which increased total open position to 84


On 23 Dec FEDERALBNK was trading at 197.02. The strike last trading price was 17.15, which was 2.55 higher than the previous day. The implied volatity was 24.27, the open interest changed by 7 which increased total open position to 78


On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 14.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 41 which increased total open position to 0


On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 14.6, which was 0.90 higher than the previous day. The implied volatity was 25.00, the open interest changed by 40 which increased total open position to 70


On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 13.7, which was 5.55 higher than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 29


On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 8.15, which was 1.50 higher than the previous day. The implied volatity was 24.89, the open interest changed by 22 which increased total open position to 28


On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 6.65, which was -11.15 lower than the previous day. The implied volatity was 23.85, the open interest changed by 5 which increased total open position to 5


On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.28, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 1.19, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.96, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.82, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.90, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 1.33, 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 17.8, which was 0.00 lower than the previous day. The implied volatity was 1.66, the open interest changed by 0 which decreased total open position to 0


On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 17.8, 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 17.8, 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 17.8, 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 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 17.8, 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 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.45, the open interest changed by 0 which decreased total open position to 0


On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.88, the open interest changed by 0 which decreased total open position to 0


On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 17.8, which was 0.00 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0


On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 17.8, which was 17.80 higher 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0