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

194.46 -6.49 (-3.23%)

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Historical option data for FEDERALBNK

20 Dec 2024 04:10 PM IST
FEDERALBNK 26DEC2024 220 CE
Delta: 0.02
Vega: 0.01
Theta: -0.05
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 194.46 0.1 -0.10 46.56 712 -160 1,458
19 Dec 200.95 0.2 0.00 38.47 668 -82 1,622
18 Dec 200.03 0.2 -0.55 37.33 2,742 -103 1,703
17 Dec 210.29 0.75 -0.45 26.05 1,770 -92 1,830
16 Dec 213.40 1.2 0.05 23.93 1,263 -17 1,921
13 Dec 213.15 1.15 -0.30 20.99 2,532 -2 1,941
12 Dec 212.68 1.45 -0.70 22.81 1,505 36 1,948
11 Dec 214.68 2.15 -0.35 22.34 1,636 -77 1,916
10 Dec 214.34 2.5 0.20 24.84 1,513 -71 1,993
9 Dec 213.77 2.3 -0.50 23.52 1,752 -137 2,065
6 Dec 213.40 2.8 -0.80 23.97 4,029 197 2,247
5 Dec 214.97 3.6 -0.45 25.35 2,879 188 2,058
4 Dec 215.44 4.05 2.00 25.23 3,690 280 1,876
3 Dec 209.96 2.05 0.05 24.90 1,351 324 1,600
2 Dec 209.08 2 -0.65 24.64 1,334 118 1,255
29 Nov 210.78 2.65 -0.60 24.28 992 119 1,138
28 Nov 211.05 3.25 -0.55 25.93 1,059 114 1,020
27 Nov 212.88 3.8 -0.95 26.19 1,165 93 904
26 Nov 213.64 4.75 0.25 27.73 898 -12 808
25 Nov 212.88 4.5 0.85 28.36 1,498 337 825
22 Nov 209.37 3.65 -0.60 27.25 677 55 543
21 Nov 210.88 4.25 1.85 27.41 790 195 491
20 Nov 206.65 2.4 0.00 25.18 719 113 298
19 Nov 206.65 2.4 1.05 25.18 719 115 298
18 Nov 200.25 1.35 0.20 25.02 95 31 183
14 Nov 196.98 1.15 -0.60 25.60 242 56 153
13 Nov 199.38 1.75 -1.40 25.25 83 33 98
12 Nov 207.27 3.15 0.00 25.25 57 23 65
11 Nov 207.73 3.15 0.10 23.13 32 12 42
8 Nov 206.77 3.05 -0.15 23.48 13 4 29
7 Nov 206.01 3.2 0.00 24.40 15 9 25
6 Nov 204.74 3.2 -0.60 24.91 38 3 16
5 Nov 204.27 3.8 -0.40 27.48 19 5 14
4 Nov 204.29 4.2 0.40 29.40 2 1 9
1 Nov 204.17 3.8 0.10 26.96 1 0 7
31 Oct 203.91 3.7 0.00 - 1 0 6
30 Oct 203.24 3.7 0.70 - 2 0 5
29 Oct 200.70 3 -1.35 - 5 4 4
18 Oct 195.30 4.35 0.00 - 0 0 0
15 Oct 198.62 4.35 4.35 - 0 0 0
1 Oct 197.12 0 0.00 - 0 0 0
30 Sept 196.73 0 - 0 0 0


For Federal Bank Ltd - strike price 220 expiring on 26DEC2024

Delta for 220 CE is 0.02

Historical price for 220 CE is as follows

On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 46.56, the open interest changed by -160 which decreased total open position to 1458


On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 38.47, the open interest changed by -82 which decreased total open position to 1622


On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.2, which was -0.55 lower than the previous day. The implied volatity was 37.33, the open interest changed by -103 which decreased total open position to 1703


On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 26.05, the open interest changed by -92 which decreased total open position to 1830


On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1.2, which was 0.05 higher than the previous day. The implied volatity was 23.93, the open interest changed by -17 which decreased total open position to 1921


On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 1.15, which was -0.30 lower than the previous day. The implied volatity was 20.99, the open interest changed by -2 which decreased total open position to 1941


On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 1.45, which was -0.70 lower than the previous day. The implied volatity was 22.81, the open interest changed by 36 which increased total open position to 1948


On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 2.15, which was -0.35 lower than the previous day. The implied volatity was 22.34, the open interest changed by -77 which decreased total open position to 1916


On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 2.5, which was 0.20 higher than the previous day. The implied volatity was 24.84, the open interest changed by -71 which decreased total open position to 1993


On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 2.3, which was -0.50 lower than the previous day. The implied volatity was 23.52, the open interest changed by -137 which decreased total open position to 2065


On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 2.8, which was -0.80 lower than the previous day. The implied volatity was 23.97, the open interest changed by 197 which increased total open position to 2247


On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 3.6, which was -0.45 lower than the previous day. The implied volatity was 25.35, the open interest changed by 188 which increased total open position to 2058


On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 4.05, which was 2.00 higher than the previous day. The implied volatity was 25.23, the open interest changed by 280 which increased total open position to 1876


On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 2.05, which was 0.05 higher than the previous day. The implied volatity was 24.90, the open interest changed by 324 which increased total open position to 1600


On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 2, which was -0.65 lower than the previous day. The implied volatity was 24.64, the open interest changed by 118 which increased total open position to 1255


On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 2.65, which was -0.60 lower than the previous day. The implied volatity was 24.28, the open interest changed by 119 which increased total open position to 1138


On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 3.25, which was -0.55 lower than the previous day. The implied volatity was 25.93, the open interest changed by 114 which increased total open position to 1020


On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.8, which was -0.95 lower than the previous day. The implied volatity was 26.19, the open interest changed by 93 which increased total open position to 904


On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 4.75, which was 0.25 higher than the previous day. The implied volatity was 27.73, the open interest changed by -12 which decreased total open position to 808


On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 4.5, which was 0.85 higher than the previous day. The implied volatity was 28.36, the open interest changed by 337 which increased total open position to 825


On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 3.65, which was -0.60 lower than the previous day. The implied volatity was 27.25, the open interest changed by 55 which increased total open position to 543


On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 4.25, which was 1.85 higher than the previous day. The implied volatity was 27.41, the open interest changed by 195 which increased total open position to 491


On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 25.18, the open interest changed by 113 which increased total open position to 298


On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 2.4, which was 1.05 higher than the previous day. The implied volatity was 25.18, the open interest changed by 115 which increased total open position to 298


On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 25.02, the open interest changed by 31 which increased total open position to 183


On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 25.60, the open interest changed by 56 which increased total open position to 153


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1.75, which was -1.40 lower than the previous day. The implied volatity was 25.25, the open interest changed by 33 which increased total open position to 98


On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 3.15, which was 0.00 lower than the previous day. The implied volatity was 25.25, the open interest changed by 23 which increased total open position to 65


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 3.15, which was 0.10 higher than the previous day. The implied volatity was 23.13, the open interest changed by 12 which increased total open position to 42


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 23.48, the open interest changed by 4 which increased total open position to 29


On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 3.2, which was 0.00 lower than the previous day. The implied volatity was 24.40, the open interest changed by 9 which increased total open position to 25


On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 3.2, which was -0.60 lower than the previous day. The implied volatity was 24.91, the open interest changed by 3 which increased total open position to 16


On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 27.48, the open interest changed by 5 which increased total open position to 14


On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 4.2, which was 0.40 higher than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 9


On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 3.8, which was 0.10 higher than the previous day. The implied volatity was 26.96, the open interest changed by 0 which decreased total open position to 7


On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 3.7, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 3.7, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 3, which was -1.35 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 4.35, 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 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 4.35, which was 4.35 higher 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 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 30 Sept FEDERALBNK was trading at 196.73. 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


FEDERALBNK 26DEC2024 220 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume Change OI OI
20 Dec 194.46 25 5.65 - 30 -10 379
19 Dec 200.95 19.35 0.15 40.55 36 -19 397
18 Dec 200.03 19.2 10.20 - 105 -33 416
17 Dec 210.29 9 2.05 19.92 69 -4 453
16 Dec 213.40 6.95 -0.40 20.67 71 -13 458
13 Dec 213.15 7.35 -0.35 20.20 64 -15 471
12 Dec 212.68 7.7 1.05 21.24 131 21 493
11 Dec 214.68 6.65 -0.40 23.79 75 13 472
10 Dec 214.34 7.05 -1.15 23.39 95 6 454
9 Dec 213.77 8.2 -0.55 28.29 106 8 448
6 Dec 213.40 8.75 1.25 29.79 354 7 441
5 Dec 214.97 7.5 0.10 26.16 297 23 433
4 Dec 215.44 7.4 -3.75 27.50 269 72 408
3 Dec 209.96 11.15 -0.70 26.52 78 -1 336
2 Dec 209.08 11.85 1.45 28.39 118 13 336
29 Nov 210.78 10.4 -0.05 25.08 117 30 323
28 Nov 211.05 10.45 0.00 26.50 225 91 294
27 Nov 212.88 10.45 0.55 29.24 244 70 203
26 Nov 213.64 9.9 -0.65 29.63 45 0 133
25 Nov 212.88 10.55 -2.05 28.66 182 81 133
22 Nov 209.37 12.6 0.25 29.38 50 21 73
21 Nov 210.88 12.35 -3.20 31.44 19 6 48
20 Nov 206.65 15.55 0.00 30.52 45 38 42
19 Nov 206.65 15.55 1.05 30.52 45 38 42
18 Nov 200.25 14.5 0.00 0.00 0 0 0
14 Nov 196.98 14.5 0.00 0.00 0 0 0
13 Nov 199.38 14.5 0.00 0.00 0 0 0
12 Nov 207.27 14.5 0.00 0.00 0 2 0
11 Nov 207.73 14.5 -1.40 30.46 2 0 2
8 Nov 206.77 15.9 -11.95 31.33 2 0 0
7 Nov 206.01 27.85 0.00 - 0 0 0
6 Nov 204.74 27.85 0.00 - 0 0 0
5 Nov 204.27 27.85 0.00 - 0 0 0
4 Nov 204.29 27.85 27.85 - 0 0 0
1 Nov 204.17 0 0.00 - 0 0 0
31 Oct 203.91 0 0.00 - 0 0 0
30 Oct 203.24 0 0.00 - 0 0 0
29 Oct 200.70 0 0.00 - 0 0 0
18 Oct 195.30 0 0.00 - 0 0 0
15 Oct 198.62 0 0.00 - 0 0 0
1 Oct 197.12 0 0.00 - 0 0 0
30 Sept 196.73 0 - 0 0 0


For Federal Bank Ltd - strike price 220 expiring on 26DEC2024

Delta for 220 PE is -

Historical price for 220 PE is as follows

On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 25, which was 5.65 higher than the previous day. The implied volatity was -, the open interest changed by -10 which decreased total open position to 379


On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 19.35, which was 0.15 higher than the previous day. The implied volatity was 40.55, the open interest changed by -19 which decreased total open position to 397


On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 19.2, which was 10.20 higher than the previous day. The implied volatity was -, the open interest changed by -33 which decreased total open position to 416


On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 9, which was 2.05 higher than the previous day. The implied volatity was 19.92, the open interest changed by -4 which decreased total open position to 453


On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 6.95, which was -0.40 lower than the previous day. The implied volatity was 20.67, the open interest changed by -13 which decreased total open position to 458


On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 7.35, which was -0.35 lower than the previous day. The implied volatity was 20.20, the open interest changed by -15 which decreased total open position to 471


On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 7.7, which was 1.05 higher than the previous day. The implied volatity was 21.24, the open interest changed by 21 which increased total open position to 493


On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 6.65, which was -0.40 lower than the previous day. The implied volatity was 23.79, the open interest changed by 13 which increased total open position to 472


On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 7.05, which was -1.15 lower than the previous day. The implied volatity was 23.39, the open interest changed by 6 which increased total open position to 454


On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 8.2, which was -0.55 lower than the previous day. The implied volatity was 28.29, the open interest changed by 8 which increased total open position to 448


On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 8.75, which was 1.25 higher than the previous day. The implied volatity was 29.79, the open interest changed by 7 which increased total open position to 441


On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 7.5, which was 0.10 higher than the previous day. The implied volatity was 26.16, the open interest changed by 23 which increased total open position to 433


On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 7.4, which was -3.75 lower than the previous day. The implied volatity was 27.50, the open interest changed by 72 which increased total open position to 408


On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 11.15, which was -0.70 lower than the previous day. The implied volatity was 26.52, the open interest changed by -1 which decreased total open position to 336


On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 11.85, which was 1.45 higher than the previous day. The implied volatity was 28.39, the open interest changed by 13 which increased total open position to 336


On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 10.4, which was -0.05 lower than the previous day. The implied volatity was 25.08, the open interest changed by 30 which increased total open position to 323


On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 10.45, which was 0.00 lower than the previous day. The implied volatity was 26.50, the open interest changed by 91 which increased total open position to 294


On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.45, which was 0.55 higher than the previous day. The implied volatity was 29.24, the open interest changed by 70 which increased total open position to 203


On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 9.9, which was -0.65 lower than the previous day. The implied volatity was 29.63, the open interest changed by 0 which decreased total open position to 133


On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.55, which was -2.05 lower than the previous day. The implied volatity was 28.66, the open interest changed by 81 which increased total open position to 133


On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 12.6, which was 0.25 higher than the previous day. The implied volatity was 29.38, the open interest changed by 21 which increased total open position to 73


On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 12.35, which was -3.20 lower than the previous day. The implied volatity was 31.44, the open interest changed by 6 which increased total open position to 48


On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 15.55, which was 0.00 lower than the previous day. The implied volatity was 30.52, the open interest changed by 38 which increased total open position to 42


On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 15.55, which was 1.05 higher than the previous day. The implied volatity was 30.52, the open interest changed by 38 which increased total open position to 42


On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 14.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0


On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 14.5, which was -1.40 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 2


On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 15.9, which was -11.95 lower than the previous day. The implied volatity was 31.33, 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 27.85, 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 27.85, 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 27.85, 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 27.85, which was 27.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Nov FEDERALBNK was trading at 204.17. 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 31 Oct FEDERALBNK was trading at 203.91. 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 30 Oct FEDERALBNK was trading at 203.24. 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 29 Oct FEDERALBNK was trading at 200.70. 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 18 Oct FEDERALBNK was trading at 195.30. 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 15 Oct FEDERALBNK was trading at 198.62. 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 1 Oct FEDERALBNK was trading at 197.12. 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 30 Sept FEDERALBNK was trading at 196.73. 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