FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 0.10
Theta: -0.27
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 3.9 | -5.10 | 29.38 | 182 | 1 | 30 | |||
| 19 Dec | 200.95 | 9 | 0.85 | 29.90 | 49 | 7 | 30 | |||
| 18 Dec | 200.03 | 8.15 | -11.80 | 26.09 | 58 | 10 | 23 | |||
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| 17 Dec | 210.29 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 213.40 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 213.15 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 212.68 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 214.68 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 214.34 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 213.77 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 213.40 | 19.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 214.97 | 19.95 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 4 Dec | 215.44 | 19.95 | 1.00 | - | 1 | 0 | 14 | |||
| 3 Dec | 209.96 | 18.95 | 0.60 | 25.70 | 12 | 4 | 15 | |||
| 2 Dec | 209.08 | 18.35 | -1.55 | 21.07 | 22 | 8 | 11 | |||
| 29 Nov | 210.78 | 19.9 | 1.40 | 20.82 | 3 | 2 | 2 | |||
| 28 Nov | 211.05 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 212.88 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 213.64 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 212.88 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 209.37 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 210.88 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 200.25 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 18.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 18.5 | 18.50 | - | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 CE is 0.61
Historical price for 192.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 3.9, which was -5.10 lower than the previous day. The implied volatity was 29.38, the open interest changed by 1 which increased total open position to 30
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 9, which was 0.85 higher than the previous day. The implied volatity was 29.90, the open interest changed by 7 which increased total open position to 30
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 8.15, which was -11.80 lower than the previous day. The implied volatity was 26.09, the open interest changed by 10 which increased total open position to 23
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 19.95, 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 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 19.95, 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 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 19.95, 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 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 19.95, 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 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 19.95, 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 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 19.95, 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 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 19.95, 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 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 19.95, 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 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 19.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 19.95, which was 1.00 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 14
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 18.95, which was 0.60 higher than the previous day. The implied volatity was 25.70, the open interest changed by 4 which increased total open position to 15
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 18.35, which was -1.55 lower than the previous day. The implied volatity was 21.07, the open interest changed by 8 which increased total open position to 11
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 19.9, which was 1.40 higher than the previous day. The implied volatity was 20.82, the open interest changed by 2 which increased total open position to 2
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, 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 18.5, which was 18.50 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 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.09
Theta: -0.16
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 1.45 | 0.80 | 22.70 | 1,831 | -13 | 204 |
| 19 Dec | 200.95 | 0.65 | -0.45 | 30.04 | 825 | 26 | 207 |
| 18 Dec | 200.03 | 1.1 | 0.90 | 32.05 | 1,175 | 33 | 185 |
| 17 Dec | 210.29 | 0.2 | 0.00 | 35.05 | 2 | 0 | 151 |
| 16 Dec | 213.40 | 0.2 | 0.00 | 0.00 | 0 | -2 | 0 |
| 13 Dec | 213.15 | 0.2 | -0.05 | 31.76 | 54 | 4 | 157 |
| 12 Dec | 212.68 | 0.25 | 0.00 | 31.78 | 15 | 5 | 152 |
| 11 Dec | 214.68 | 0.25 | -0.05 | 33.09 | 64 | 23 | 146 |
| 10 Dec | 214.34 | 0.3 | -0.05 | 32.66 | 41 | 8 | 127 |
| 9 Dec | 213.77 | 0.35 | -0.10 | 32.40 | 23 | 9 | 120 |
| 6 Dec | 213.40 | 0.45 | 0.05 | 31.82 | 64 | 24 | 115 |
| 5 Dec | 214.97 | 0.4 | -0.05 | 31.32 | 40 | 8 | 96 |
| 4 Dec | 215.44 | 0.45 | -0.25 | 32.24 | 234 | -15 | 96 |
| 3 Dec | 209.96 | 0.7 | -0.20 | 28.90 | 94 | -14 | 114 |
| 2 Dec | 209.08 | 0.9 | 0.10 | 29.97 | 291 | 29 | 128 |
| 29 Nov | 210.78 | 0.8 | -0.10 | 28.91 | 127 | 73 | 103 |
| 28 Nov | 211.05 | 0.9 | 0.00 | 29.85 | 13 | 7 | 30 |
| 27 Nov | 212.88 | 0.9 | -0.05 | 30.41 | 14 | 1 | 23 |
| 26 Nov | 213.64 | 0.95 | -0.25 | 31.54 | 6 | 1 | 22 |
| 25 Nov | 212.88 | 1.2 | -0.45 | 31.98 | 16 | 13 | 17 |
| 22 Nov | 209.37 | 1.65 | -0.05 | 31.37 | 3 | 0 | 4 |
| 21 Nov | 210.88 | 1.7 | 0.00 | 0.00 | 0 | 3 | 0 |
| 20 Nov | 206.65 | 1.7 | 0.00 | 27.01 | 8 | 3 | 5 |
| 19 Nov | 206.65 | 1.7 | -2.50 | 27.01 | 8 | 4 | 5 |
| 18 Nov | 200.25 | 4.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 14 Nov | 196.98 | 4.2 | -0.75 | 27.01 | 1 | 0 | 0 |
| 13 Nov | 199.38 | 4.95 | 0.00 | 4.68 | 0 | 0 | 0 |
| 12 Nov | 207.27 | 4.95 | 0.00 | 6.78 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 4.95 | 0.00 | 7.35 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 4.95 | 0.00 | 6.59 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 4.95 | 0.00 | 6.47 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 4.95 | 0.00 | 6.15 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 4.95 | 0.00 | 5.89 | 0 | 0 | 0 |
| 4 Nov | 204.29 | 4.95 | 4.95 | 5.58 | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | 5.95 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 192.5 expiring on 26DEC2024
Delta for 192.5 PE is -0.37
Historical price for 192.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 1.45, which was 0.80 higher than the previous day. The implied volatity was 22.70, the open interest changed by -13 which decreased total open position to 204
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.65, which was -0.45 lower than the previous day. The implied volatity was 30.04, the open interest changed by 26 which increased total open position to 207
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 1.1, which was 0.90 higher than the previous day. The implied volatity was 32.05, the open interest changed by 33 which increased total open position to 185
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 35.05, the open interest changed by 0 which decreased total open position to 151
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.2, 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 0.2, which was -0.05 lower than the previous day. The implied volatity was 31.76, the open interest changed by 4 which increased total open position to 157
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 31.78, the open interest changed by 5 which increased total open position to 152
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 33.09, the open interest changed by 23 which increased total open position to 146
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 32.66, the open interest changed by 8 which increased total open position to 127
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 32.40, the open interest changed by 9 which increased total open position to 120
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.45, which was 0.05 higher than the previous day. The implied volatity was 31.82, the open interest changed by 24 which increased total open position to 115
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 31.32, the open interest changed by 8 which increased total open position to 96
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 32.24, the open interest changed by -15 which decreased total open position to 96
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 0.7, which was -0.20 lower than the previous day. The implied volatity was 28.90, the open interest changed by -14 which decreased total open position to 114
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 0.9, which was 0.10 higher than the previous day. The implied volatity was 29.97, the open interest changed by 29 which increased total open position to 128
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 28.91, the open interest changed by 73 which increased total open position to 103
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 29.85, the open interest changed by 7 which increased total open position to 30
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 0.9, which was -0.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 1 which increased total open position to 23
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 0.95, which was -0.25 lower than the previous day. The implied volatity was 31.54, the open interest changed by 1 which increased total open position to 22
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 1.2, which was -0.45 lower than the previous day. The implied volatity was 31.98, the open interest changed by 13 which increased total open position to 17
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 1.65, which was -0.05 lower than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 4
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 27.01, the open interest changed by 3 which increased total open position to 5
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 1.7, which was -2.50 lower than the previous day. The implied volatity was 27.01, the open interest changed by 4 which increased total open position to 5
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 4.2, 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 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 27.01, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 4.68, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.78, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 7.35, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.47, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.15, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 5.89, 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 4.95, which was 4.95 higher than the previous day. The implied volatity was 5.58, 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 5.95, the open interest changed by 0 which decreased total open position to 0
