FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 182.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.97
Vega: 0.02
Theta: -0.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 15.35 | -2.45 | 21.37 | 10 | 1 | 9 | |||
| 13 Nov | 199.38 | 17.8 | -2.40 | - | 3 | 0 | 7 | |||
| 12 Nov | 207.27 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 20.2 | 3.25 | - | 1 | 0 | 7 | |||
| 4 Nov | 204.29 | 16.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 16.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 203.91 | 16.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.24 | 16.95 | 0.00 | - | 0 | -1 | 0 | |||
| 29 Oct | 200.70 | 16.95 | 6.40 | - | 1 | 0 | 8 | |||
| 28 Oct | 184.99 | 10.55 | -6.60 | - | 11 | 9 | 9 | |||
| 25 Oct | 186.24 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 188.86 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 193.39 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 193.61 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 198.62 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 187.55 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
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| 9 Oct | 185.84 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.20 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 17.15 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 17.15 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 CE is 0.97
Historical price for 182.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 15.35, which was -2.45 lower than the previous day. The implied volatity was 21.37, the open interest changed by 1 which increased total open position to 9
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 17.8, which was -2.40 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 20.2, 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 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 20.2, 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 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 20.2, 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 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 20.2, 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 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 20.2, 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 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 20.2, which was 3.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 7
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 16.95, 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 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 16.95, 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 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 16.95, 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 16.95, 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 16.95, which was 6.40 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 10.55, which was -6.60 lower 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 17.15, 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 17.15, 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 17.15, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 17.15, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 17.15, 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 17.15, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 17.15, 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 17.15, 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 17.15, 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 17.15, 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 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, 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 17.15, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 182.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.09
Vega: 0.06
Theta: -0.06
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 0.5 | 0.05 | 31.12 | 364 | 42 | 186 |
| 13 Nov | 199.38 | 0.45 | 0.15 | 34.21 | 69 | 31 | 146 |
| 12 Nov | 207.27 | 0.3 | -0.05 | 36.58 | 16 | -12 | 119 |
| 11 Nov | 207.73 | 0.35 | 0.00 | 38.48 | 6 | 0 | 132 |
| 8 Nov | 206.77 | 0.35 | -0.05 | 34.09 | 28 | 1 | 134 |
| 7 Nov | 206.01 | 0.4 | -0.10 | 33.88 | 40 | -1 | 133 |
| 6 Nov | 204.74 | 0.5 | -0.20 | 34.04 | 54 | 0 | 139 |
| 5 Nov | 204.27 | 0.7 | -0.20 | 35.45 | 157 | 15 | 142 |
| 4 Nov | 204.29 | 0.9 | -0.05 | 36.39 | 223 | 35 | 127 |
| 1 Nov | 204.17 | 0.95 | 0.10 | 35.30 | 1 | 0 | 93 |
| 31 Oct | 203.91 | 0.85 | -0.05 | - | 88 | 35 | 93 |
| 30 Oct | 203.24 | 0.9 | -0.20 | - | 116 | -34 | 59 |
| 29 Oct | 200.70 | 1.1 | -4.05 | - | 146 | 68 | 93 |
| 28 Oct | 184.99 | 5.15 | 0.30 | - | 72 | 13 | 26 |
| 25 Oct | 186.24 | 4.85 | 1.35 | - | 26 | 10 | 13 |
| 24 Oct | 188.86 | 3.5 | -0.60 | - | 3 | 0 | 2 |
| 23 Oct | 188.72 | 4.1 | 1.55 | - | 1 | 0 | 1 |
| 22 Oct | 189.34 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 193.39 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 2.55 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 2.55 | 0.00 | - | 0 | 1 | 0 |
| 14 Oct | 196.74 | 2.55 | -2.25 | - | 2 | 1 | 1 |
| 11 Oct | 187.55 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 185.84 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.20 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 193.80 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 196.73 | 4.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 4.8 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 182.5 expiring on 28NOV2024
Delta for 182.5 PE is -0.09
Historical price for 182.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 31.12, the open interest changed by 42 which increased total open position to 186
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.45, which was 0.15 higher than the previous day. The implied volatity was 34.21, the open interest changed by 31 which increased total open position to 146
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 36.58, the open interest changed by -12 which decreased total open position to 119
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 38.48, the open interest changed by 0 which decreased total open position to 132
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 34.09, the open interest changed by 1 which increased total open position to 134
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 33.88, the open interest changed by -1 which decreased total open position to 133
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 0.5, which was -0.20 lower than the previous day. The implied volatity was 34.04, the open interest changed by 0 which decreased total open position to 139
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 35.45, the open interest changed by 15 which increased total open position to 142
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 36.39, the open interest changed by 35 which increased total open position to 127
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 0.95, which was 0.10 higher than the previous day. The implied volatity was 35.30, the open interest changed by 0 which decreased total open position to 93
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 0.85, which was -0.05 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 0.9, which was -0.20 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 1.1, which was -4.05 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 5.15, 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 4.85, which was 1.35 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 3.5, which was -0.60 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 4.1, which was 1.55 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 2.55, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 2.55, 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 2.55, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 2.55, 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 2.55, 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 2.55, 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 2.55, which was -2.25 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, 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 4.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
