FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 0.09
Theta: -0.22
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 1.45 | -3.50 | 27.50 | 2,000 | 157 | 278 | |||
| 19 Dec | 200.95 | 4.95 | 0.20 | 27.01 | 701 | 54 | 121 | |||
| 18 Dec | 200.03 | 4.75 | -9.45 | 28.50 | 324 | 33 | 66 | |||
| 17 Dec | 210.29 | 14.2 | -2.25 | 32.36 | 2 | 1 | 34 | |||
| 16 Dec | 213.40 | 16.45 | 0.00 | 0.00 | 0 | -3 | 0 | |||
| 13 Dec | 213.15 | 16.45 | 0.30 | 28.07 | 11 | -3 | 33 | |||
| 12 Dec | 212.68 | 16.15 | -1.90 | 23.99 | 9 | 3 | 35 | |||
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| 11 Dec | 214.68 | 18.05 | 0.00 | - | 4 | 2 | 33 | |||
| 10 Dec | 214.34 | 18.05 | 0.65 | 28.88 | 4 | 2 | 31 | |||
| 9 Dec | 213.77 | 17.4 | 0.50 | 20.31 | 4 | 1 | 29 | |||
| 6 Dec | 213.40 | 16.9 | -2.20 | - | 14 | 1 | 28 | |||
| 5 Dec | 214.97 | 19.1 | -0.15 | 26.72 | 25 | 5 | 28 | |||
| 4 Dec | 215.44 | 19.25 | 4.70 | - | 30 | 5 | 23 | |||
| 3 Dec | 209.96 | 14.55 | 0.00 | 25.60 | 19 | 7 | 16 | |||
| 2 Dec | 209.08 | 14.55 | -0.55 | 27.48 | 11 | 5 | 8 | |||
| 29 Nov | 210.78 | 15.1 | -0.25 | 18.66 | 3 | 2 | 2 | |||
| 28 Nov | 211.05 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Nov | 212.88 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 26 Nov | 213.64 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Nov | 212.88 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Nov | 209.37 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Nov | 210.88 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 200.25 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 15.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 15.35 | 15.35 | - | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 CE is 0.33
Historical price for 197.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 1.45, which was -3.50 lower than the previous day. The implied volatity was 27.50, the open interest changed by 157 which increased total open position to 278
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 4.95, which was 0.20 higher than the previous day. The implied volatity was 27.01, the open interest changed by 54 which increased total open position to 121
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 4.75, which was -9.45 lower than the previous day. The implied volatity was 28.50, the open interest changed by 33 which increased total open position to 66
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 14.2, which was -2.25 lower than the previous day. The implied volatity was 32.36, the open interest changed by 1 which increased total open position to 34
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 16.45, 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 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 16.45, which was 0.30 higher than the previous day. The implied volatity was 28.07, the open interest changed by -3 which decreased total open position to 33
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 16.15, which was -1.90 lower than the previous day. The implied volatity was 23.99, the open interest changed by 3 which increased total open position to 35
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 18.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 33
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 18.05, which was 0.65 higher than the previous day. The implied volatity was 28.88, the open interest changed by 2 which increased total open position to 31
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 17.4, which was 0.50 higher than the previous day. The implied volatity was 20.31, the open interest changed by 1 which increased total open position to 29
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 16.9, which was -2.20 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 28
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 19.1, which was -0.15 lower than the previous day. The implied volatity was 26.72, the open interest changed by 5 which increased total open position to 28
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 19.25, which was 4.70 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 23
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 14.55, which was 0.00 lower than the previous day. The implied volatity was 25.60, the open interest changed by 7 which increased total open position to 16
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 14.55, which was -0.55 lower than the previous day. The implied volatity was 27.48, the open interest changed by 5 which increased total open position to 8
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 15.1, which was -0.25 lower than the previous day. The implied volatity was 18.66, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, 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 15.35, which was 15.35 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.72
Vega: 0.08
Theta: -0.11
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 4.05 | 2.50 | 20.89 | 2,523 | 42 | 287 |
| 19 Dec | 200.95 | 1.55 | -0.75 | 26.69 | 1,859 | 14 | 244 |
| 18 Dec | 200.03 | 2.3 | 2.05 | 29.15 | 2,577 | 18 | 243 |
| 17 Dec | 210.29 | 0.25 | 0.00 | 28.20 | 260 | 18 | 227 |
| 16 Dec | 213.40 | 0.25 | 0.00 | 30.44 | 78 | 11 | 219 |
| 13 Dec | 213.15 | 0.25 | -0.15 | 26.45 | 317 | -15 | 208 |
| 12 Dec | 212.68 | 0.4 | 0.05 | 28.14 | 154 | 14 | 226 |
| 11 Dec | 214.68 | 0.35 | -0.10 | 28.93 | 84 | -3 | 217 |
| 10 Dec | 214.34 | 0.45 | -0.15 | 29.10 | 170 | 20 | 220 |
| 9 Dec | 213.77 | 0.6 | -0.20 | 30.00 | 241 | -7 | 200 |
| 6 Dec | 213.40 | 0.8 | 0.10 | 30.23 | 591 | 7 | 202 |
| 5 Dec | 214.97 | 0.7 | 0.00 | 29.63 | 244 | 10 | 196 |
| 4 Dec | 215.44 | 0.7 | -0.50 | 29.86 | 355 | 2 | 185 |
| 3 Dec | 209.96 | 1.2 | -0.30 | 27.16 | 304 | 32 | 185 |
| 2 Dec | 209.08 | 1.5 | 0.25 | 28.38 | 415 | 45 | 155 |
| 29 Nov | 210.78 | 1.25 | -0.25 | 26.83 | 209 | 80 | 111 |
| 28 Nov | 211.05 | 1.5 | 0.05 | 28.70 | 73 | 2 | 34 |
| 27 Nov | 212.88 | 1.45 | 0.00 | 29.08 | 39 | 5 | 29 |
| 26 Nov | 213.64 | 1.45 | -0.25 | 29.92 | 21 | 4 | 23 |
| 25 Nov | 212.88 | 1.7 | -0.80 | 30.21 | 16 | 5 | 20 |
| 22 Nov | 209.37 | 2.5 | -1.50 | 30.29 | 9 | 0 | 15 |
| 21 Nov | 210.88 | 4 | 1.35 | 38.97 | 2 | 0 | 16 |
| 20 Nov | 206.65 | 2.65 | 0.00 | 25.71 | 23 | 15 | 16 |
| 19 Nov | 206.65 | 2.65 | -4.35 | 25.71 | 23 | 15 | 16 |
| 18 Nov | 200.25 | 7 | 0.25 | 36.54 | 1 | 0 | 0 |
| 14 Nov | 196.98 | 6.75 | 0.00 | 0.94 | 0 | 0 | 0 |
| 13 Nov | 199.38 | 6.75 | 0.00 | 2.75 | 0 | 0 | 0 |
| 12 Nov | 207.27 | 6.75 | 0.00 | 4.76 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 6.75 | 0.00 | 5.39 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 6.75 | 0.00 | 4.71 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 6.75 | 0.00 | 4.54 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 6.75 | 0.00 | 4.22 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 6.75 | 0.00 | 3.99 | 0 | 0 | 0 |
| 4 Nov | 204.29 | 6.75 | 6.75 | 4.02 | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | 4.10 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 197.5 expiring on 26DEC2024
Delta for 197.5 PE is -0.72
Historical price for 197.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 4.05, which was 2.50 higher than the previous day. The implied volatity was 20.89, the open interest changed by 42 which increased total open position to 287
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 1.55, which was -0.75 lower than the previous day. The implied volatity was 26.69, the open interest changed by 14 which increased total open position to 244
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 2.3, which was 2.05 higher than the previous day. The implied volatity was 29.15, the open interest changed by 18 which increased total open position to 243
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 28.20, the open interest changed by 18 which increased total open position to 227
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 30.44, the open interest changed by 11 which increased total open position to 219
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 0.25, which was -0.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by -15 which decreased total open position to 208
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 28.14, the open interest changed by 14 which increased total open position to 226
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 28.93, the open interest changed by -3 which decreased total open position to 217
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 0.45, which was -0.15 lower than the previous day. The implied volatity was 29.10, the open interest changed by 20 which increased total open position to 220
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 0.6, which was -0.20 lower than the previous day. The implied volatity was 30.00, the open interest changed by -7 which decreased total open position to 200
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.8, which was 0.10 higher than the previous day. The implied volatity was 30.23, the open interest changed by 7 which increased total open position to 202
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 0.7, which was 0.00 lower than the previous day. The implied volatity was 29.63, the open interest changed by 10 which increased total open position to 196
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 0.7, which was -0.50 lower than the previous day. The implied volatity was 29.86, the open interest changed by 2 which increased total open position to 185
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 27.16, the open interest changed by 32 which increased total open position to 185
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 1.5, which was 0.25 higher than the previous day. The implied volatity was 28.38, the open interest changed by 45 which increased total open position to 155
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 1.25, which was -0.25 lower than the previous day. The implied volatity was 26.83, the open interest changed by 80 which increased total open position to 111
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 1.5, which was 0.05 higher than the previous day. The implied volatity was 28.70, the open interest changed by 2 which increased total open position to 34
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 29.08, the open interest changed by 5 which increased total open position to 29
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 1.45, which was -0.25 lower than the previous day. The implied volatity was 29.92, the open interest changed by 4 which increased total open position to 23
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 30.21, the open interest changed by 5 which increased total open position to 20
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 2.5, which was -1.50 lower than the previous day. The implied volatity was 30.29, the open interest changed by 0 which decreased total open position to 15
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 4, which was 1.35 higher than the previous day. The implied volatity was 38.97, the open interest changed by 0 which decreased total open position to 16
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 2.65, which was 0.00 lower than the previous day. The implied volatity was 25.71, the open interest changed by 15 which increased total open position to 16
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 2.65, which was -4.35 lower than the previous day. The implied volatity was 25.71, the open interest changed by 15 which increased total open position to 16
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 7, which was 0.25 higher than the previous day. The implied volatity was 36.54, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 0.94, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 2.75, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.76, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 5.39, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.71, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.54, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 4.22, 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 6.75, which was 0.00 lower than the previous day. The implied volatity was 3.99, 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 6.75, which was 6.75 higher than the previous day. The implied volatity was 4.02, 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 4.10, the open interest changed by 0 which decreased total open position to 0
