FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.32
Vega: 0.14
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 1.95 | -1.60 | 24.63 | 881 | 24 | 268 | |||
| 13 Nov | 199.38 | 3.55 | -3.05 | 24.54 | 611 | 39 | 243 | |||
| 12 Nov | 207.27 | 6.6 | -1.40 | 22.35 | 126 | 1 | 203 | |||
| 11 Nov | 207.73 | 8 | 0.85 | 22.82 | 162 | 3 | 204 | |||
| 8 Nov | 206.77 | 7.15 | -0.40 | 21.99 | 267 | -21 | 204 | |||
| 7 Nov | 206.01 | 7.55 | 0.35 | 25.02 | 311 | -15 | 223 | |||
| 6 Nov | 204.74 | 7.2 | -0.20 | 25.12 | 367 | 29 | 238 | |||
| 5 Nov | 204.27 | 7.4 | -0.35 | 27.61 | 589 | 35 | 211 | |||
| 4 Nov | 204.29 | 7.75 | 0.55 | 30.66 | 693 | 51 | 176 | |||
| 1 Nov | 204.17 | 7.2 | -0.65 | 25.48 | 44 | -8 | 128 | |||
| 31 Oct | 203.91 | 7.85 | 0.30 | - | 550 | 38 | 135 | |||
| 30 Oct | 203.24 | 7.55 | 1.30 | - | 631 | 32 | 97 | |||
| 29 Oct | 200.70 | 6.25 | 3.95 | - | 244 | 60 | 65 | |||
| 28 Oct | 184.99 | 2.3 | -0.10 | - | 6 | 4 | 5 | |||
| 25 Oct | 186.24 | 2.4 | -4.60 | - | 2 | 1 | 1 | |||
| 24 Oct | 188.86 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 7 | 0.00 | - | 0 | 0 | 0 | |||
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| 22 Oct | 189.34 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 193.39 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 193.61 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 198.62 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 187.55 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 185.84 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.20 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 7 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 7 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 202.5 expiring on 28NOV2024
Delta for 202.5 CE is 0.32
Historical price for 202.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 1.95, which was -1.60 lower than the previous day. The implied volatity was 24.63, the open interest changed by 24 which increased total open position to 268
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 3.55, which was -3.05 lower than the previous day. The implied volatity was 24.54, the open interest changed by 39 which increased total open position to 243
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 6.6, which was -1.40 lower than the previous day. The implied volatity was 22.35, the open interest changed by 1 which increased total open position to 203
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 8, which was 0.85 higher than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 204
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 7.15, which was -0.40 lower than the previous day. The implied volatity was 21.99, the open interest changed by -21 which decreased total open position to 204
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 7.55, which was 0.35 higher than the previous day. The implied volatity was 25.02, the open interest changed by -15 which decreased total open position to 223
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 7.2, which was -0.20 lower than the previous day. The implied volatity was 25.12, the open interest changed by 29 which increased total open position to 238
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 7.4, which was -0.35 lower than the previous day. The implied volatity was 27.61, the open interest changed by 35 which increased total open position to 211
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 7.75, which was 0.55 higher than the previous day. The implied volatity was 30.66, the open interest changed by 51 which increased total open position to 176
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 7.2, which was -0.65 lower than the previous day. The implied volatity was 25.48, the open interest changed by -8 which decreased total open position to 128
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 7.85, which was 0.30 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 7.55, which was 1.30 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 6.25, which was 3.95 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 2.3, which was -0.10 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 2.4, which was -4.60 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, 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 7, 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 7, 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 7, 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 7, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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, 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 7, 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 7, 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 7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.69
Vega: 0.14
Theta: -0.08
Gamma: 0.04
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 6.45 | 1.75 | 23.51 | 419 | -23 | 258 |
| 13 Nov | 199.38 | 4.7 | 2.05 | 25.96 | 1,186 | 35 | 280 |
| 12 Nov | 207.27 | 2.65 | 0.20 | 27.12 | 449 | -4 | 253 |
| 11 Nov | 207.73 | 2.45 | -0.65 | 28.43 | 308 | 87 | 258 |
| 8 Nov | 206.77 | 3.1 | 0.00 | 27.43 | 241 | -1 | 178 |
| 7 Nov | 206.01 | 3.1 | -0.45 | 26.13 | 376 | 20 | 182 |
| 6 Nov | 204.74 | 3.55 | -0.65 | 26.52 | 277 | 3 | 162 |
| 5 Nov | 204.27 | 4.2 | -0.90 | 28.02 | 544 | 19 | 161 |
| 4 Nov | 204.29 | 5.1 | -0.10 | 30.55 | 567 | 60 | 143 |
| 1 Nov | 204.17 | 5.2 | 0.05 | 30.06 | 4 | 1 | 83 |
| 31 Oct | 203.91 | 5.15 | -0.60 | - | 381 | 41 | 82 |
| 30 Oct | 203.24 | 5.75 | -0.50 | - | 177 | 19 | 41 |
| 29 Oct | 200.70 | 6.25 | -8.15 | - | 31 | 21 | 21 |
| 28 Oct | 184.99 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 188.86 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 193.39 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 187.55 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 185.84 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.20 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 193.80 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 196.73 | 14.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 14.4 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 202.5 expiring on 28NOV2024
Delta for 202.5 PE is -0.69
Historical price for 202.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 6.45, which was 1.75 higher than the previous day. The implied volatity was 23.51, the open interest changed by -23 which decreased total open position to 258
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 4.7, which was 2.05 higher than the previous day. The implied volatity was 25.96, the open interest changed by 35 which increased total open position to 280
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 2.65, which was 0.20 higher than the previous day. The implied volatity was 27.12, the open interest changed by -4 which decreased total open position to 253
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 2.45, which was -0.65 lower than the previous day. The implied volatity was 28.43, the open interest changed by 87 which increased total open position to 258
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 3.1, which was 0.00 lower than the previous day. The implied volatity was 27.43, the open interest changed by -1 which decreased total open position to 178
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 3.1, which was -0.45 lower than the previous day. The implied volatity was 26.13, the open interest changed by 20 which increased total open position to 182
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 3.55, which was -0.65 lower than the previous day. The implied volatity was 26.52, the open interest changed by 3 which increased total open position to 162
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 4.2, which was -0.90 lower than the previous day. The implied volatity was 28.02, the open interest changed by 19 which increased total open position to 161
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 5.1, which was -0.10 lower than the previous day. The implied volatity was 30.55, the open interest changed by 60 which increased total open position to 143
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 5.2, which was 0.05 higher than the previous day. The implied volatity was 30.06, the open interest changed by 1 which increased total open position to 83
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 5.15, which was -0.60 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 5.75, which was -0.50 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 6.25, which was -8.15 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 14.4, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 14.4, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 14.4, 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 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 14.4, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 14.4, 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 21 Oct FEDERALBNK was trading at 193.39. The strike last trading price was 14.4, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 14.4, 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 17 Oct FEDERALBNK was trading at 193.61. The strike last trading price was 14.4, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 14.4, 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 15 Oct FEDERALBNK was trading at 198.62. The strike last trading price was 14.4, 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 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 14.4, 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 11 Oct FEDERALBNK was trading at 187.55. The strike last trading price was 14.4, 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 10 Oct FEDERALBNK was trading at 185.68. The strike last trading price was 14.4, 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 9 Oct FEDERALBNK was trading at 185.84. The strike last trading price was 14.4, 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 8 Oct FEDERALBNK was trading at 187.76. The strike last trading price was 14.4, 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 7 Oct FEDERALBNK was trading at 184.20. The strike last trading price was 14.4, 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 4 Oct FEDERALBNK was trading at 193.67. The strike last trading price was 14.4, 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 3 Oct FEDERALBNK was trading at 193.80. The strike last trading price was 14.4, 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 1 Oct FEDERALBNK was trading at 197.12. The strike last trading price was 14.4, 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 30 Sept FEDERALBNK was trading at 196.73. The strike last trading price was 14.4, 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 14.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
