FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.52
Vega: 0.15
Theta: -0.16
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 14 Nov | 196.98 | 4 | -2.35 | 24.93 | 638 | 35 | 105 | |||
| 13 Nov | 199.38 | 6.35 | -3.90 | 24.87 | 196 | -17 | 70 | |||
| 12 Nov | 207.27 | 10.25 | -1.65 | 20.65 | 19 | -2 | 86 | |||
| 11 Nov | 207.73 | 11.9 | 0.45 | 21.72 | 30 | 3 | 88 | |||
| 8 Nov | 206.77 | 11.45 | 0.25 | 26.32 | 38 | -4 | 86 | |||
| 7 Nov | 206.01 | 11.2 | 0.50 | 25.86 | 32 | -6 | 91 | |||
| 6 Nov | 204.74 | 10.7 | 0.00 | 25.76 | 34 | 1 | 97 | |||
| 5 Nov | 204.27 | 10.7 | -0.30 | 28.12 | 201 | 10 | 97 | |||
| 4 Nov | 204.29 | 11 | -0.05 | 31.83 | 200 | 13 | 87 | |||
| 1 Nov | 204.17 | 11.05 | 0.00 | 0.00 | 0 | 12 | 0 | |||
| 31 Oct | 203.91 | 11.05 | 0.40 | - | 67 | 13 | 75 | |||
| 30 Oct | 203.24 | 10.65 | 1.45 | - | 176 | 8 | 61 | |||
| 29 Oct | 200.70 | 9.2 | 5.40 | - | 478 | 27 | 53 | |||
| 28 Oct | 184.99 | 3.8 | 0.00 | - | 77 | 18 | 25 | |||
| 25 Oct | 186.24 | 3.8 | 0.25 | - | 11 | 3 | 7 | |||
| 24 Oct | 188.86 | 3.55 | -0.65 | - | 2 | 0 | 2 | |||
| 23 Oct | 188.72 | 4.2 | -1.30 | - | 1 | 0 | 2 | |||
| 22 Oct | 189.34 | 5.5 | -0.45 | - | 1 | 0 | 1 | |||
| 21 Oct | 193.39 | 5.95 | -3.00 | - | 1 | 0 | 0 | |||
| 18 Oct | 195.30 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 193.61 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 198.62 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 187.55 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 185.84 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.20 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 8.95 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 8.95 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 197.5 expiring on 28NOV2024
Delta for 197.5 CE is 0.52
Historical price for 197.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 4, which was -2.35 lower than the previous day. The implied volatity was 24.93, the open interest changed by 35 which increased total open position to 105
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 6.35, which was -3.90 lower than the previous day. The implied volatity was 24.87, the open interest changed by -17 which decreased total open position to 70
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 10.25, which was -1.65 lower than the previous day. The implied volatity was 20.65, the open interest changed by -2 which decreased total open position to 86
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 11.9, which was 0.45 higher than the previous day. The implied volatity was 21.72, the open interest changed by 3 which increased total open position to 88
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 11.45, which was 0.25 higher than the previous day. The implied volatity was 26.32, the open interest changed by -4 which decreased total open position to 86
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 11.2, which was 0.50 higher than the previous day. The implied volatity was 25.86, the open interest changed by -6 which decreased total open position to 91
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 10.7, which was 0.00 lower than the previous day. The implied volatity was 25.76, the open interest changed by 1 which increased total open position to 97
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 10.7, which was -0.30 lower than the previous day. The implied volatity was 28.12, the open interest changed by 10 which increased total open position to 97
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 11, which was -0.05 lower than the previous day. The implied volatity was 31.83, the open interest changed by 13 which increased total open position to 87
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 11.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 12 which increased total open position to 0
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 11.05, which was 0.40 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 10.65, which was 1.45 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 9.2, which was 5.40 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 3.8, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 3.8, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 3.55, which was -0.65 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 4.2, which was -1.30 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 5.5, which was -0.45 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 5.95, which was -3.00 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 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 8.95, 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 15 Oct FEDERALBNK was trading at 198.62. 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 14 Oct FEDERALBNK was trading at 196.74. 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 11 Oct FEDERALBNK was trading at 187.55. 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 10 Oct FEDERALBNK was trading at 185.68. 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 9 Oct FEDERALBNK was trading at 185.84. 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 8 Oct FEDERALBNK was trading at 187.76. 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 7 Oct FEDERALBNK was trading at 184.20. 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 4 Oct FEDERALBNK was trading at 193.67. 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 3 Oct FEDERALBNK was trading at 193.80. 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 1 Oct FEDERALBNK was trading at 197.12. 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 30 Sept FEDERALBNK was trading at 196.73. 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 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.48
Vega: 0.15
Theta: -0.11
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 3.6 | 0.95 | 24.45 | 1,494 | 11 | 179 |
| 13 Nov | 199.38 | 2.65 | 1.20 | 27.28 | 771 | -25 | 175 |
| 12 Nov | 207.27 | 1.45 | 0.05 | 28.63 | 571 | -29 | 200 |
| 11 Nov | 207.73 | 1.4 | -0.35 | 30.06 | 530 | 39 | 228 |
| 8 Nov | 206.77 | 1.75 | -0.05 | 28.25 | 505 | -32 | 186 |
| 7 Nov | 206.01 | 1.8 | -0.35 | 27.40 | 449 | -7 | 220 |
| 6 Nov | 204.74 | 2.15 | -0.50 | 27.91 | 262 | -21 | 227 |
| 5 Nov | 204.27 | 2.65 | -0.75 | 29.30 | 542 | -18 | 254 |
| 4 Nov | 204.29 | 3.4 | 0.00 | 31.80 | 649 | 109 | 275 |
| 1 Nov | 204.17 | 3.4 | 0.05 | 30.64 | 25 | 13 | 167 |
| 31 Oct | 203.91 | 3.35 | -0.40 | - | 341 | -1 | 154 |
| 30 Oct | 203.24 | 3.75 | -0.55 | - | 313 | 34 | 156 |
| 29 Oct | 200.70 | 4.3 | -8.65 | - | 317 | 95 | 120 |
| 28 Oct | 184.99 | 12.95 | -0.05 | - | 7 | 12 | 24 |
| 25 Oct | 186.24 | 13 | 1.95 | - | 11 | 1 | 12 |
| 24 Oct | 188.86 | 11.05 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 11.05 | 0.00 | - | 0 | 10 | 0 |
| 22 Oct | 189.34 | 11.05 | 3.35 | - | 10 | 0 | 1 |
| 21 Oct | 193.39 | 7.7 | -0.20 | - | 1 | 0 | 0 |
| 18 Oct | 195.30 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 187.55 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 185.84 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.20 | 7.9 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 7.9 | 0.00 | - | 0 | -1 | 0 |
| 3 Oct | 193.80 | 7.9 | -2.10 | - | 1 | 0 | 1 |
| 1 Oct | 197.12 | 10 | -1.40 | - | 1 | 0 | 0 |
| 30 Sept | 196.73 | 11.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 11.4 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 197.5 expiring on 28NOV2024
Delta for 197.5 PE is -0.48
Historical price for 197.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 3.6, which was 0.95 higher than the previous day. The implied volatity was 24.45, the open interest changed by 11 which increased total open position to 179
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 2.65, which was 1.20 higher than the previous day. The implied volatity was 27.28, the open interest changed by -25 which decreased total open position to 175
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 28.63, the open interest changed by -29 which decreased total open position to 200
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 1.4, which was -0.35 lower than the previous day. The implied volatity was 30.06, the open interest changed by 39 which increased total open position to 228
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 1.75, which was -0.05 lower than the previous day. The implied volatity was 28.25, the open interest changed by -32 which decreased total open position to 186
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 27.40, the open interest changed by -7 which decreased total open position to 220
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 2.15, which was -0.50 lower than the previous day. The implied volatity was 27.91, the open interest changed by -21 which decreased total open position to 227
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 2.65, which was -0.75 lower than the previous day. The implied volatity was 29.30, the open interest changed by -18 which decreased total open position to 254
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 3.4, which was 0.00 lower than the previous day. The implied volatity was 31.80, the open interest changed by 109 which increased total open position to 275
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 3.4, which was 0.05 higher than the previous day. The implied volatity was 30.64, the open interest changed by 13 which increased total open position to 167
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 3.35, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 3.75, which was -0.55 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 4.3, which was -8.65 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 12.95, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 13, which was 1.95 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 11.05, 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 11.05, 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 11.05, which was 3.35 higher 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 7.7, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, 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 7.9, which was -2.10 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 10, which was -1.40 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 11.4, 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 11.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
