FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
06 Jan 2025 04:10 PM IST
FEDERALBNK 30JAN2025 215 CE | ||||||||||
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Delta: 0.18
Vega: 0.14
Theta: -0.10
Gamma: 0.02
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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 | |||
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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 | |||||||
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Delta: -0.77
Vega: 0.16
Theta: -0.07
Gamma: 0.02
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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