FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.77
Vega: 0.08
Theta: -0.29
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 8.2 | -5.50 | 39.85 | 25 | 8 | 16 | |||
| 19 Dec | 200.95 | 13.7 | -0.05 | 35.57 | 10 | 6 | 7 | |||
| 18 Dec | 200.03 | 13.75 | -8.30 | 46.61 | 1 | 0 | 0 | |||
| 17 Dec | 210.29 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 213.40 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 213.15 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 212.68 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 214.68 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 214.34 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 213.77 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 213.40 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 214.97 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 215.44 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 209.96 | 22.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 209.08 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 210.78 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Nov | 211.05 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 212.88 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 213.64 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 212.88 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 209.37 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 210.88 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 200.25 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 22.05 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 22.05 | 22.05 | - | 0 | 0 | 0 | |||
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| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 CE is 0.77
Historical price for 187.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 8.2, which was -5.50 lower than the previous day. The implied volatity was 39.85, the open interest changed by 8 which increased total open position to 16
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 13.7, which was -0.05 lower than the previous day. The implied volatity was 35.57, the open interest changed by 6 which increased total open position to 7
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 13.75, which was -8.30 lower than the previous day. The implied volatity was 46.61, the open interest changed by 0 which decreased total open position to 0
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 22.05, 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 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 22.05, 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 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 22.05, 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 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 22.05, 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 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 22.05, 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 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 22.05, 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 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 22.05, 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 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 22.05, 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 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 22.05, 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 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 22.05, 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 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 22.05, 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 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 22.05, 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 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 22.05, 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 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 22.05, 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 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 22.05, 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 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 22.05, 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 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 22.05, 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 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, 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 22.05, which was 22.05 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 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 26DEC2024 187.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.14
Vega: 0.06
Theta: -0.12
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 0.5 | 0.20 | 26.70 | 582 | 46 | 221 |
| 19 Dec | 200.95 | 0.3 | -0.25 | 34.28 | 538 | 99 | 176 |
| 18 Dec | 200.03 | 0.55 | 0.45 | 35.78 | 140 | 58 | 80 |
| 17 Dec | 210.29 | 0.1 | -0.05 | 38.00 | 8 | 6 | 26 |
| 16 Dec | 213.40 | 0.15 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Dec | 213.15 | 0.15 | -0.15 | 36.40 | 17 | 3 | 25 |
| 12 Dec | 212.68 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 214.68 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 214.34 | 0.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 213.77 | 0.3 | 0.00 | 0.00 | 0 | -3 | 0 |
| 6 Dec | 213.40 | 0.3 | 0.00 | 34.69 | 3 | 0 | 25 |
| 5 Dec | 214.97 | 0.3 | 0.00 | 0.00 | 0 | -8 | 0 |
| 4 Dec | 215.44 | 0.3 | -0.10 | 34.77 | 34 | -5 | 28 |
| 3 Dec | 209.96 | 0.4 | -0.15 | 30.59 | 16 | 1 | 33 |
| 2 Dec | 209.08 | 0.55 | -0.25 | 31.84 | 35 | 27 | 28 |
| 29 Nov | 210.78 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 211.05 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 212.88 | 0.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 213.64 | 0.8 | 0.00 | 0.00 | 0 | 1 | 0 |
| 25 Nov | 212.88 | 0.8 | -2.75 | 34.56 | 1 | 0 | 0 |
| 22 Nov | 209.37 | 3.55 | 0.00 | 11.41 | 0 | 0 | 0 |
| 21 Nov | 210.88 | 3.55 | 0.00 | 11.91 | 0 | 0 | 0 |
| 20 Nov | 206.65 | 3.55 | 0.00 | 9.92 | 0 | 0 | 0 |
| 19 Nov | 206.65 | 3.55 | 0.00 | 9.92 | 0 | 0 | 0 |
| 18 Nov | 200.25 | 3.55 | 0.00 | 7.55 | 0 | 0 | 0 |
| 14 Nov | 196.98 | 3.55 | 0.00 | 5.36 | 0 | 0 | 0 |
| 13 Nov | 199.38 | 3.55 | 0.00 | 6.87 | 0 | 0 | 0 |
| 12 Nov | 207.27 | 3.55 | 0.00 | 9.44 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 3.55 | 0.00 | 9.90 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 3.55 | 0.00 | 9.15 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 3.55 | 0.00 | 9.47 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 3.55 | 0.00 | 7.85 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 3.55 | 0.00 | 7.62 | 0 | 0 | 0 |
| 4 Nov | 204.29 | 3.55 | 3.55 | 7.75 | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | 7.74 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 187.5 expiring on 26DEC2024
Delta for 187.5 PE is -0.14
Historical price for 187.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.5, which was 0.20 higher than the previous day. The implied volatity was 26.70, the open interest changed by 46 which increased total open position to 221
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 34.28, the open interest changed by 99 which increased total open position to 176
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.55, which was 0.45 higher than the previous day. The implied volatity was 35.78, the open interest changed by 58 which increased total open position to 80
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 38.00, the open interest changed by 6 which increased total open position to 26
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 0
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 36.40, the open interest changed by 3 which increased total open position to 25
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.3, 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 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 0.3, 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 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 0.3, 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 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 34.69, the open interest changed by 0 which decreased total open position to 25
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -8 which decreased total open position to 0
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 34.77, the open interest changed by -5 which decreased total open position to 28
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 30.59, the open interest changed by 1 which increased total open position to 33
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 31.84, the open interest changed by 27 which increased total open position to 28
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 0.8, 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 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 0.8, 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 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 0.8, 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 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 0.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 0.8, which was -2.75 lower than the previous day. The implied volatity was 34.56, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 11.41, the open interest changed by 0 which decreased total open position to 0
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 11.91, the open interest changed by 0 which decreased total open position to 0
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.92, the open interest changed by 0 which decreased total open position to 0
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 3.55, which was 0.00 lower than the previous day. The implied volatity was 7.55, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 5.36, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 6.87, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.44, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.90, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.15, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 9.47, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 7.85, 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 3.55, which was 0.00 lower than the previous day. The implied volatity was 7.62, 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 3.55, which was 3.55 higher than the previous day. The implied volatity was 7.75, 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 lower than the previous day. The implied volatity was 7.74, the open interest changed by 0 which decreased total open position to 0
