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Pre-open brief

FEDERALBNK FEDERAL BANK LTD

OverviewPrice & levelsF&OFinancials & peersCompanyas of Thu 15 Oct 15:30

FEDERAL BANK LTD — on this desk since 2 Jan 2006.

Results meeting today Fri 16 Oct 2026, as the company announced it to NSE

implied move
5.2%
12 days to the expiry read
futures
short cover
price rose and open interest fell
basis
-0.25%
the future traded 0.25% below the share
option prices
99
dearer than 99 of the past 252 sessions

Option chain

as of Thu 15 Oct 15:30
CallsStrikePuts
What happenedPriceChange in OIOpen interestOpen interestChange in OIPriceWhat happened
————28570,000−77,5000.01—
————2906,40,000+2,5000.55long build-up
————2952,70,000−10,0000.01long unwinding
—35.6001,82,5003009,87,500+32,5001.00short build-up
long build-up30.85+7,5001,05,0003054,32,500−70,0001.40long unwinding
short covering26.10−2,5001,85,00031015,50,000+3,07,5001.95short build-up
short covering21.35−2,5007,95,0003157,97,500+20,0002.65short build-up
short covering18.00−1,87,50011,57,500320wall25,15,000+65,0003.55short build-up
short covering13.55−50,00013,40,00032517,60,000+2,17,5005.45short build-up
short covering10.85−95,00026,07,500wall33023,87,500+80,0006.85short build-up
long build-up8.40+5,07,50016,45,000335at the money8,87,500+3,90,0009.00short build-up
short covering6.05−1,00,00021,85,0003406,60,000+25,00011.85short build-up
long build-up4.50+57,5008,67,5003453,35,000015.15—
long build-up3.10+70,00021,70,0003508,32,500+2,50019.25short build-up
short covering2.15−12,5004,82,50035530,000020.18—
long build-up1.50+2,62,50017,95,0003604,60,000−2,50025.70long unwinding
long build-up1.05+32,5002,92,50036525,000029.53—
short covering0.75−17,5006,95,0003701,37,500034.40—
long build-up0.55+25,00080,00037510,000039.33—
short covering0.40−15,0003,82,500380————
—0.01020,000385————

The options were priced for a move of about 5.2% by 27 Oct.

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Open interest

as of Thu 15 Oct 15:30

Short cover: price rose and open interest fell.

For this stock, 351 of 667 times the close 5 sessions later was higher.

Across every F&O stock, 50,957 of 98,536 times the close 5 sessions later was higher.

Basis, rollover and the ban

as of Thu 15 Oct 15:30

The future traded 0.25% below the share.

Not in the F&O ban this session; open interest stood at 51% of its market-wide limit.

Implied volatility

as of Thu 15 Oct 15:30

The options were priced for a move of about 5.2% by 27 Oct; over the sessions the desk holds it ranged 1.5–7.8%.

Option prices were dearer than 99 of the past 252 sessions.

Puts were priced dearer than calls the same distance out.

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Implied and realised around results

as of Thu 15 Oct 15:30

No results meeting with an option chain on its eve yet.

The futures, session by session

as of Thu 15 Oct 15:30
sessionfuturesimplied movebasisban
Thu 15 Octshort cover5.2%-0.25%
Wed 14 Octshort cover5.2%0.44%
Tue 13 Octshort cover5.0%0.02%
Mon 12 Octlong unwind5.2%0.30%
Fri 9 Octshort cover5.3%0.12%
Thu 8 Octshort build5.7%0.53%
Wed 7 Octshort cover5.5%0.12%
Tue 6 Octlong unwind5.7%0.56%
Mon 5 Octshort cover5.6%0.20%
Thu 1 Octlong build5.9%0.69%
Wed 30 Sepshort build6.0%0.91%
Tue 29 Sepshort build6.1%1.16%
Mon 28 Seplong build6.1%0.52%
Fri 25 Sepshort build3.5%0.25%
Thu 24 Sepshort build2.0%0.36%
Wed 23 Sepshort cover2.0%-0.06%
Tue 22 Sepshort build2.5%0.34%
Mon 21 Seplong unwind2.6%0.32%
Fri 18 Seplong build2.9%0.65%
Thu 17 Sepshort build3.2%0.60%

After a name entered or left the ban

as of Thu 15 Oct 15:30
  • This stock, on entering the ban: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • This stock, on leaving it: 1 of 1 times the close 5 sessions later was higher — too few to read much into.
  • Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
  • Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.

Before comparing across time

as of Thu 15 Oct 15:30

Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.

The lot size changed from 5,000 to 2,500 on 29 Apr 2026; contracts either side are compared in shares, not lots.