FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.71
Vega: 0.13
Theta: -0.16
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 7.25 | -2.80 | 26.71 | 144 | 10 | 34 | |||
| 13 Nov | 199.38 | 10.05 | -4.50 | 25.27 | 55 | -2 | 24 | |||
| 12 Nov | 207.27 | 14.55 | -1.30 | - | 15 | -3 | 26 | |||
| 11 Nov | 207.73 | 15.85 | 0.20 | - | 14 | 3 | 30 | |||
| 8 Nov | 206.77 | 15.65 | 0.25 | 26.86 | 11 | 3 | 27 | |||
| 7 Nov | 206.01 | 15.4 | 0.75 | 26.82 | 17 | 6 | 24 | |||
| 6 Nov | 204.74 | 14.65 | 0.00 | 25.21 | 25 | -5 | 18 | |||
|
|
||||||||||
| 5 Nov | 204.27 | 14.65 | -0.80 | 29.25 | 42 | 9 | 24 | |||
| 4 Nov | 204.29 | 15.45 | 1.55 | 37.48 | 38 | 1 | 15 | |||
| 1 Nov | 204.17 | 13.9 | 0.00 | 0.00 | 0 | -2 | 0 | |||
| 31 Oct | 203.91 | 13.9 | 0.25 | - | 6 | -2 | 14 | |||
| 30 Oct | 203.24 | 13.65 | 1.10 | - | 10 | -2 | 15 | |||
| 29 Oct | 200.70 | 12.55 | 7.00 | - | 153 | -11 | 16 | |||
| 28 Oct | 184.99 | 5.55 | 0.20 | - | 84 | 14 | 27 | |||
| 25 Oct | 186.24 | 5.35 | 0.00 | - | 18 | 9 | 13 | |||
| 24 Oct | 188.86 | 5.35 | -1.60 | - | 5 | 2 | 3 | |||
| 23 Oct | 188.72 | 6.95 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 6.95 | -2.00 | - | 2 | 1 | 2 | |||
| 21 Oct | 193.39 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 8.95 | 0.00 | - | 0 | 1 | 0 | |||
| 17 Oct | 193.61 | 8.95 | -2.35 | - | 2 | 1 | 1 | |||
| 16 Oct | 194.40 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 198.62 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 187.55 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 185.84 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.20 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 11.3 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 11.3 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 CE is 0.71
Historical price for 192.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 7.25, which was -2.80 lower than the previous day. The implied volatity was 26.71, the open interest changed by 10 which increased total open position to 34
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 10.05, which was -4.50 lower than the previous day. The implied volatity was 25.27, the open interest changed by -2 which decreased total open position to 24
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 14.55, which was -1.30 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 26
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 15.85, which was 0.20 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 30
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 15.65, which was 0.25 higher than the previous day. The implied volatity was 26.86, the open interest changed by 3 which increased total open position to 27
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 15.4, which was 0.75 higher than the previous day. The implied volatity was 26.82, the open interest changed by 6 which increased total open position to 24
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 14.65, which was 0.00 lower than the previous day. The implied volatity was 25.21, the open interest changed by -5 which decreased total open position to 18
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 14.65, which was -0.80 lower than the previous day. The implied volatity was 29.25, the open interest changed by 9 which increased total open position to 24
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 15.45, which was 1.55 higher than the previous day. The implied volatity was 37.48, the open interest changed by 1 which increased total open position to 15
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 13.9, 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 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 13.9, which was 0.25 higher 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 13.65, which was 1.10 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 12.55, which was 7.00 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 5.55, which was 0.20 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 5.35, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 5.35, which was -1.60 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 6.95, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 6.95, which was -2.00 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 8.95, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 8.95, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 8.95, which was -2.35 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, 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 11.3, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.28
Vega: 0.13
Theta: -0.10
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 1.8 | 0.40 | 25.62 | 803 | 10 | 289 |
| 13 Nov | 199.38 | 1.4 | 0.65 | 28.77 | 1,143 | 117 | 283 |
| 12 Nov | 207.27 | 0.75 | -0.05 | 30.10 | 390 | 8 | 172 |
| 11 Nov | 207.73 | 0.8 | -0.20 | 32.04 | 281 | 28 | 161 |
| 8 Nov | 206.77 | 1 | -0.05 | 29.85 | 424 | 13 | 133 |
| 7 Nov | 206.01 | 1.05 | -0.20 | 29.17 | 291 | 12 | 123 |
| 6 Nov | 204.74 | 1.25 | -0.40 | 29.29 | 363 | -22 | 112 |
| 5 Nov | 204.27 | 1.65 | -0.50 | 30.89 | 506 | -13 | 136 |
| 4 Nov | 204.29 | 2.15 | 0.10 | 32.78 | 477 | 58 | 154 |
| 1 Nov | 204.17 | 2.05 | 0.00 | 0.00 | 0 | 6 | 0 |
| 31 Oct | 203.91 | 2.05 | -0.30 | - | 216 | 11 | 101 |
| 30 Oct | 203.24 | 2.35 | -0.40 | - | 93 | 6 | 89 |
| 29 Oct | 200.70 | 2.75 | -7.45 | - | 190 | 61 | 83 |
| 28 Oct | 184.99 | 10.2 | 2.35 | - | 50 | 25 | 25 |
| 25 Oct | 186.24 | 7.85 | 0.00 | - | 0 | 2 | 0 |
| 24 Oct | 188.86 | 7.85 | -0.20 | - | 2 | 0 | 2 |
| 23 Oct | 188.72 | 8.05 | -0.75 | - | 2 | 0 | 0 |
| 22 Oct | 189.34 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 193.39 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 187.55 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 185.84 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.20 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 193.80 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 196.73 | 8.8 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 8.8 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 192.5 expiring on 28NOV2024
Delta for 192.5 PE is -0.28
Historical price for 192.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 1.8, which was 0.40 higher than the previous day. The implied volatity was 25.62, the open interest changed by 10 which increased total open position to 289
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1.4, which was 0.65 higher than the previous day. The implied volatity was 28.77, the open interest changed by 117 which increased total open position to 283
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 30.10, the open interest changed by 8 which increased total open position to 172
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.8, which was -0.20 lower than the previous day. The implied volatity was 32.04, the open interest changed by 28 which increased total open position to 161
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 29.85, the open interest changed by 13 which increased total open position to 133
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 1.05, which was -0.20 lower than the previous day. The implied volatity was 29.17, the open interest changed by 12 which increased total open position to 123
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 1.25, which was -0.40 lower than the previous day. The implied volatity was 29.29, the open interest changed by -22 which decreased total open position to 112
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 1.65, which was -0.50 lower than the previous day. The implied volatity was 30.89, the open interest changed by -13 which decreased total open position to 136
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 2.15, which was 0.10 higher than the previous day. The implied volatity was 32.78, the open interest changed by 58 which increased total open position to 154
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 2.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 2.05, which was -0.30 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 2.35, which was -0.40 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 2.75, which was -7.45 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 10.2, which was 2.35 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 7.85, 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 7.85, 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 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 8.05, which was -0.75 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 8.8, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 8.8, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 8.8, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 8.8, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 8.8, 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 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 8.8, 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 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 8.8, 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 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, 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 8.8, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
