FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.15
Vega: 0.06
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 0.6 | -1.60 | 30.84 | 1,915 | 59 | 378 | |||
| 19 Dec | 200.95 | 2.2 | 0.00 | 26.45 | 2,453 | 42 | 312 | |||
| 18 Dec | 200.03 | 2.2 | -6.75 | 27.72 | 2,281 | 235 | 264 | |||
| 17 Dec | 210.29 | 8.95 | -3.25 | 18.28 | 18 | -3 | 29 | |||
| 16 Dec | 213.40 | 12.2 | 0.40 | 31.82 | 16 | -5 | 32 | |||
| 13 Dec | 213.15 | 11.8 | 0.25 | 25.48 | 29 | 10 | 37 | |||
| 12 Dec | 212.68 | 11.55 | -2.20 | 23.31 | 14 | 1 | 26 | |||
| 11 Dec | 214.68 | 13.75 | 0.25 | 25.68 | 4 | 1 | 24 | |||
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| 10 Dec | 214.34 | 13.5 | 0.85 | 27.19 | 16 | 0 | 23 | |||
| 9 Dec | 213.77 | 12.65 | 0.30 | 19.60 | 9 | -1 | 23 | |||
| 6 Dec | 213.40 | 12.35 | -2.15 | - | 14 | 4 | 25 | |||
| 5 Dec | 214.97 | 14.5 | -0.90 | 24.76 | 36 | 1 | 19 | |||
| 4 Dec | 215.44 | 15.4 | 4.85 | 25.59 | 31 | -1 | 18 | |||
| 3 Dec | 209.96 | 10.55 | 0.35 | 25.14 | 7 | -1 | 20 | |||
| 2 Dec | 209.08 | 10.2 | -1.40 | 24.18 | 25 | 3 | 21 | |||
| 29 Nov | 210.78 | 11.6 | -0.95 | 23.93 | 11 | -1 | 18 | |||
| 28 Nov | 211.05 | 12.55 | -0.75 | 26.66 | 29 | 6 | 19 | |||
| 27 Nov | 212.88 | 13.3 | -1.50 | 25.56 | 13 | 3 | 12 | |||
| 26 Nov | 213.64 | 14.8 | 0.75 | 28.03 | 3 | 1 | 9 | |||
| 25 Nov | 212.88 | 14.05 | 2.25 | 28.88 | 11 | 7 | 7 | |||
| 22 Nov | 209.37 | 11.8 | -0.75 | 25.64 | 2 | 1 | 1 | |||
| 21 Nov | 210.88 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Nov | 200.25 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 12.55 | 0.00 | 1.44 | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 12.55 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 12.55 | 12.55 | - | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 202.5 expiring on 26DEC2024
Delta for 202.5 CE is 0.15
Historical price for 202.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.6, which was -1.60 lower than the previous day. The implied volatity was 30.84, the open interest changed by 59 which increased total open position to 378
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 2.2, which was 0.00 lower than the previous day. The implied volatity was 26.45, the open interest changed by 42 which increased total open position to 312
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 2.2, which was -6.75 lower than the previous day. The implied volatity was 27.72, the open interest changed by 235 which increased total open position to 264
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 8.95, which was -3.25 lower than the previous day. The implied volatity was 18.28, the open interest changed by -3 which decreased total open position to 29
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 12.2, which was 0.40 higher than the previous day. The implied volatity was 31.82, the open interest changed by -5 which decreased total open position to 32
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 11.8, which was 0.25 higher than the previous day. The implied volatity was 25.48, the open interest changed by 10 which increased total open position to 37
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 11.55, which was -2.20 lower than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 26
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 13.75, which was 0.25 higher than the previous day. The implied volatity was 25.68, the open interest changed by 1 which increased total open position to 24
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 13.5, which was 0.85 higher than the previous day. The implied volatity was 27.19, the open interest changed by 0 which decreased total open position to 23
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 12.65, which was 0.30 higher than the previous day. The implied volatity was 19.60, the open interest changed by -1 which decreased total open position to 23
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 12.35, which was -2.15 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 25
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 14.5, which was -0.90 lower than the previous day. The implied volatity was 24.76, the open interest changed by 1 which increased total open position to 19
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 15.4, which was 4.85 higher than the previous day. The implied volatity was 25.59, the open interest changed by -1 which decreased total open position to 18
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 10.55, which was 0.35 higher than the previous day. The implied volatity was 25.14, the open interest changed by -1 which decreased total open position to 20
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 10.2, which was -1.40 lower than the previous day. The implied volatity was 24.18, the open interest changed by 3 which increased total open position to 21
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 11.6, which was -0.95 lower than the previous day. The implied volatity was 23.93, the open interest changed by -1 which decreased total open position to 18
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 12.55, which was -0.75 lower than the previous day. The implied volatity was 26.66, the open interest changed by 6 which increased total open position to 19
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 13.3, which was -1.50 lower than the previous day. The implied volatity was 25.56, the open interest changed by 3 which increased total open position to 12
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 14.8, which was 0.75 higher than the previous day. The implied volatity was 28.03, the open interest changed by 1 which increased total open position to 9
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 14.05, which was 2.25 higher than the previous day. The implied volatity was 28.88, the open interest changed by 7 which increased total open position to 7
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 11.8, which was -0.75 lower than the previous day. The implied volatity was 25.64, the open interest changed by 1 which increased total open position to 1
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, which was 0.00 lower than the previous day. The implied volatity was 1.44, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, 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 12.55, which was 12.55 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 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 8.15 | 4.40 | - | 546 | -34 | 233 |
| 19 Dec | 200.95 | 3.75 | -1.05 | 25.77 | 727 | 64 | 265 |
| 18 Dec | 200.03 | 4.8 | 4.30 | 28.89 | 3,652 | 13 | 200 |
| 17 Dec | 210.29 | 0.5 | 0.10 | 23.93 | 461 | -37 | 197 |
| 16 Dec | 213.40 | 0.4 | -0.10 | 25.47 | 311 | 12 | 240 |
| 13 Dec | 213.15 | 0.5 | -0.15 | 23.45 | 730 | 24 | 223 |
| 12 Dec | 212.68 | 0.65 | 0.00 | 24.21 | 586 | 37 | 197 |
| 11 Dec | 214.68 | 0.65 | -0.20 | 26.41 | 260 | -14 | 160 |
| 10 Dec | 214.34 | 0.85 | -0.20 | 27.04 | 318 | -4 | 177 |
| 9 Dec | 213.77 | 1.05 | -0.30 | 27.73 | 481 | 19 | 182 |
| 6 Dec | 213.40 | 1.35 | 0.20 | 28.32 | 994 | 14 | 157 |
| 5 Dec | 214.97 | 1.15 | -0.10 | 27.47 | 457 | 33 | 145 |
| 4 Dec | 215.44 | 1.25 | -0.90 | 28.70 | 595 | -29 | 114 |
| 3 Dec | 209.96 | 2.15 | -0.40 | 26.17 | 430 | 3 | 140 |
| 2 Dec | 209.08 | 2.55 | 0.35 | 27.37 | 272 | 36 | 139 |
| 29 Nov | 210.78 | 2.2 | -0.25 | 26.12 | 273 | 31 | 106 |
| 28 Nov | 211.05 | 2.45 | 0.05 | 27.69 | 84 | 31 | 74 |
| 27 Nov | 212.88 | 2.4 | 0.00 | 28.38 | 19 | 9 | 43 |
| 26 Nov | 213.64 | 2.4 | -0.35 | 29.47 | 20 | 1 | 35 |
| 25 Nov | 212.88 | 2.75 | -0.75 | 29.26 | 48 | 19 | 30 |
| 22 Nov | 209.37 | 3.5 | -0.35 | 28.34 | 31 | 13 | 24 |
| 21 Nov | 210.88 | 3.85 | -5.05 | 31.26 | 18 | 10 | 10 |
| 20 Nov | 206.65 | 8.9 | 0.00 | 2.78 | 0 | 0 | 0 |
| 19 Nov | 206.65 | 8.9 | 0.00 | 2.78 | 0 | 0 | 0 |
| 18 Nov | 200.25 | 8.9 | 0.00 | 0.08 | 0 | 0 | 0 |
| 14 Nov | 196.98 | 8.9 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 8.9 | 0.00 | 0.35 | 0 | 0 | 0 |
| 12 Nov | 207.27 | 8.9 | 0.00 | 2.96 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 8.9 | 0.00 | 3.64 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 8.9 | 0.00 | 2.92 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 8.9 | 0.00 | 2.80 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 8.9 | 0.00 | 2.46 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 8.9 | 0.00 | 2.16 | 0 | 0 | 0 |
| 4 Nov | 204.29 | 8.9 | 8.90 | 1.88 | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | 2.42 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 202.5 expiring on 26DEC2024
Delta for 202.5 PE is -
Historical price for 202.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 8.15, which was 4.40 higher than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 233
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 3.75, which was -1.05 lower than the previous day. The implied volatity was 25.77, the open interest changed by 64 which increased total open position to 265
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 4.8, which was 4.30 higher than the previous day. The implied volatity was 28.89, the open interest changed by 13 which increased total open position to 200
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.5, which was 0.10 higher than the previous day. The implied volatity was 23.93, the open interest changed by -37 which decreased total open position to 197
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by 12 which increased total open position to 240
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 0.5, which was -0.15 lower than the previous day. The implied volatity was 23.45, the open interest changed by 24 which increased total open position to 223
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.65, which was 0.00 lower than the previous day. The implied volatity was 24.21, the open interest changed by 37 which increased total open position to 197
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 0.65, which was -0.20 lower than the previous day. The implied volatity was 26.41, the open interest changed by -14 which decreased total open position to 160
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 27.04, the open interest changed by -4 which decreased total open position to 177
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 1.05, which was -0.30 lower than the previous day. The implied volatity was 27.73, the open interest changed by 19 which increased total open position to 182
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 28.32, the open interest changed by 14 which increased total open position to 157
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 1.15, which was -0.10 lower than the previous day. The implied volatity was 27.47, the open interest changed by 33 which increased total open position to 145
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 1.25, which was -0.90 lower than the previous day. The implied volatity was 28.70, the open interest changed by -29 which decreased total open position to 114
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 2.15, which was -0.40 lower than the previous day. The implied volatity was 26.17, the open interest changed by 3 which increased total open position to 140
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 2.55, which was 0.35 higher than the previous day. The implied volatity was 27.37, the open interest changed by 36 which increased total open position to 139
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 2.2, which was -0.25 lower than the previous day. The implied volatity was 26.12, the open interest changed by 31 which increased total open position to 106
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 2.45, which was 0.05 higher than the previous day. The implied volatity was 27.69, the open interest changed by 31 which increased total open position to 74
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 28.38, the open interest changed by 9 which increased total open position to 43
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 2.4, which was -0.35 lower than the previous day. The implied volatity was 29.47, the open interest changed by 1 which increased total open position to 35
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 2.75, which was -0.75 lower than the previous day. The implied volatity was 29.26, the open interest changed by 19 which increased total open position to 30
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 3.5, which was -0.35 lower than the previous day. The implied volatity was 28.34, the open interest changed by 13 which increased total open position to 24
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 3.85, which was -5.05 lower than the previous day. The implied volatity was 31.26, the open interest changed by 10 which increased total open position to 10
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.78, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 0.08, 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 8.9, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 0.35, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.96, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.92, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.80, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.46, 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 8.9, which was 0.00 lower than the previous day. The implied volatity was 2.16, 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 8.9, which was 8.90 higher than the previous day. The implied volatity was 1.88, 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 2.42, the open interest changed by 0 which decreased total open position to 0
