FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
03 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 205 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 0.18
Theta: -0.13
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 209.96 | 8.65 | 0.30 | 24.30 | 113 | 9 | 169 | |||
| 2 Dec | 209.08 | 8.35 | -1.55 | 23.54 | 344 | 38 | 160 | |||
| 29 Nov | 210.78 | 9.9 | -0.80 | 24.46 | 90 | 8 | 122 | |||
| 28 Nov | 211.05 | 10.7 | -0.60 | 26.23 | 61 | 1 | 114 | |||
| 27 Nov | 212.88 | 11.3 | -1.50 | 24.72 | 101 | 18 | 115 | |||
| 26 Nov | 213.64 | 12.8 | 0.55 | 27.19 | 56 | -8 | 98 | |||
| 25 Nov | 212.88 | 12.25 | 1.45 | 28.63 | 216 | 17 | 106 | |||
| 22 Nov | 209.37 | 10.8 | -0.10 | 28.44 | 113 | -6 | 83 | |||
| 21 Nov | 210.88 | 10.9 | 3.10 | 24.55 | 168 | -21 | 92 | |||
| 20 Nov | 206.65 | 7.8 | 0.00 | 24.13 | 128 | 11 | 115 | |||
| 19 Nov | 206.65 | 7.8 | 3.10 | 24.13 | 128 | 13 | 115 | |||
| 18 Nov | 200.25 | 4.7 | 0.75 | 22.39 | 41 | 17 | 101 | |||
| 14 Nov | 196.98 | 3.95 | -1.50 | 23.51 | 8 | 0 | 84 | |||
| 13 Nov | 199.38 | 5.45 | -3.00 | 22.57 | 26 | 4 | 83 | |||
| 12 Nov | 207.27 | 8.45 | -0.80 | 22.60 | 48 | 1 | 79 | |||
| 11 Nov | 207.73 | 9.25 | 0.90 | 21.35 | 8 | 0 | 78 | |||
| 8 Nov | 206.77 | 8.35 | -0.70 | 21.01 | 7 | 0 | 77 | |||
| 7 Nov | 206.01 | 9.05 | 0.25 | 24.00 | 25 | 0 | 64 | |||
| 6 Nov | 204.74 | 8.8 | -0.15 | 23.77 | 7 | 3 | 64 | |||
| 5 Nov | 204.27 | 8.95 | 0.45 | 25.46 | 62 | 49 | 49 | |||
| 4 Nov | 204.29 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 31 Oct | 203.91 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 203.24 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 200.70 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 186.24 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
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| 21 Oct | 193.39 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 193.61 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 198.62 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 8.5 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 8.5 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 CE is 0.70
Historical price for 205 CE is as follows
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 8.65, which was 0.30 higher than the previous day. The implied volatity was 24.30, the open interest changed by 9 which increased total open position to 169
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 8.35, which was -1.55 lower than the previous day. The implied volatity was 23.54, the open interest changed by 38 which increased total open position to 160
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 9.9, which was -0.80 lower than the previous day. The implied volatity was 24.46, the open interest changed by 8 which increased total open position to 122
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 10.7, which was -0.60 lower than the previous day. The implied volatity was 26.23, the open interest changed by 1 which increased total open position to 114
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 11.3, which was -1.50 lower than the previous day. The implied volatity was 24.72, the open interest changed by 18 which increased total open position to 115
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 12.8, which was 0.55 higher than the previous day. The implied volatity was 27.19, the open interest changed by -8 which decreased total open position to 98
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 12.25, which was 1.45 higher than the previous day. The implied volatity was 28.63, the open interest changed by 17 which increased total open position to 106
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 10.8, which was -0.10 lower than the previous day. The implied volatity was 28.44, the open interest changed by -6 which decreased total open position to 83
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 10.9, which was 3.10 higher than the previous day. The implied volatity was 24.55, the open interest changed by -21 which decreased total open position to 92
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 7.8, which was 0.00 lower than the previous day. The implied volatity was 24.13, the open interest changed by 11 which increased total open position to 115
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 7.8, which was 3.10 higher than the previous day. The implied volatity was 24.13, the open interest changed by 13 which increased total open position to 115
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 4.7, which was 0.75 higher than the previous day. The implied volatity was 22.39, the open interest changed by 17 which increased total open position to 101
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 3.95, which was -1.50 lower than the previous day. The implied volatity was 23.51, the open interest changed by 0 which decreased total open position to 84
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 5.45, which was -3.00 lower than the previous day. The implied volatity was 22.57, the open interest changed by 4 which increased total open position to 83
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 8.45, which was -0.80 lower than the previous day. The implied volatity was 22.60, the open interest changed by 1 which increased total open position to 79
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 9.25, which was 0.90 higher than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 78
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 8.35, which was -0.70 lower than the previous day. The implied volatity was 21.01, the open interest changed by 0 which decreased total open position to 77
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 9.05, which was 0.25 higher than the previous day. The implied volatity was 24.00, the open interest changed by 0 which decreased total open position to 64
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 8.8, which was -0.15 lower than the previous day. The implied volatity was 23.77, the open interest changed by 3 which increased total open position to 64
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 8.95, which was 0.45 higher than the previous day. The implied volatity was 25.46, the open interest changed by 49 which increased total open position to 49
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 8.5, 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 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 8.5, 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 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 8.5, 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 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 8.5, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, 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 8.5, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 26DEC2024 205 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.31
Vega: 0.19
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 209.96 | 2.85 | -0.50 | 25.86 | 374 | 42 | 427 |
| 2 Dec | 209.08 | 3.35 | 0.55 | 27.30 | 898 | 42 | 381 |
| 29 Nov | 210.78 | 2.8 | -0.30 | 25.48 | 407 | 41 | 340 |
| 28 Nov | 211.05 | 3.1 | 0.05 | 27.26 | 234 | 27 | 300 |
| 27 Nov | 212.88 | 3.05 | 0.00 | 28.12 | 345 | 24 | 272 |
| 26 Nov | 213.64 | 3.05 | -0.40 | 29.35 | 186 | 36 | 248 |
| 25 Nov | 212.88 | 3.45 | -1.05 | 29.08 | 238 | 100 | 212 |
| 22 Nov | 209.37 | 4.5 | -0.10 | 28.91 | 124 | 35 | 147 |
| 21 Nov | 210.88 | 4.6 | -1.50 | 30.84 | 158 | 56 | 110 |
| 20 Nov | 206.65 | 6.1 | 0.00 | 28.70 | 161 | 42 | 52 |
| 19 Nov | 206.65 | 6.1 | -2.40 | 28.70 | 161 | 40 | 52 |
| 18 Nov | 200.25 | 8.5 | -1.85 | 27.94 | 14 | 3 | 20 |
| 14 Nov | 196.98 | 10.35 | 1.75 | 27.32 | 5 | -3 | 17 |
| 13 Nov | 199.38 | 8.6 | -8.60 | 27.68 | 21 | 19 | 19 |
| 12 Nov | 207.27 | 17.2 | 0.00 | 1.77 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 17.2 | 0.00 | 2.55 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 17.2 | 0.00 | 1.85 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 17.2 | 0.00 | 1.69 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 17.2 | 0.00 | 1.35 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 17.2 | 0.00 | 1.06 | 0 | 0 | 0 |
| 4 Nov | 204.29 | 17.2 | 0.00 | 0.85 | 0 | 0 | 0 |
| 1 Nov | 204.17 | 17.2 | 0.00 | 1.37 | 0 | 0 | 0 |
| 31 Oct | 203.91 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 203.24 | 17.2 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 200.70 | 17.2 | 17.20 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 193.39 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 193.80 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 196.73 | 0 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 205 expiring on 26DEC2024
Delta for 205 PE is -0.31
Historical price for 205 PE is as follows
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 2.85, which was -0.50 lower than the previous day. The implied volatity was 25.86, the open interest changed by 42 which increased total open position to 427
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 3.35, which was 0.55 higher than the previous day. The implied volatity was 27.30, the open interest changed by 42 which increased total open position to 381
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 2.8, which was -0.30 lower than the previous day. The implied volatity was 25.48, the open interest changed by 41 which increased total open position to 340
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 3.1, which was 0.05 higher than the previous day. The implied volatity was 27.26, the open interest changed by 27 which increased total open position to 300
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.05, which was 0.00 lower than the previous day. The implied volatity was 28.12, the open interest changed by 24 which increased total open position to 272
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 3.05, which was -0.40 lower than the previous day. The implied volatity was 29.35, the open interest changed by 36 which increased total open position to 248
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.45, which was -1.05 lower than the previous day. The implied volatity was 29.08, the open interest changed by 100 which increased total open position to 212
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 4.5, which was -0.10 lower than the previous day. The implied volatity was 28.91, the open interest changed by 35 which increased total open position to 147
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 4.6, which was -1.50 lower than the previous day. The implied volatity was 30.84, the open interest changed by 56 which increased total open position to 110
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 6.1, which was 0.00 lower than the previous day. The implied volatity was 28.70, the open interest changed by 42 which increased total open position to 52
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 6.1, which was -2.40 lower than the previous day. The implied volatity was 28.70, the open interest changed by 40 which increased total open position to 52
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 8.5, which was -1.85 lower than the previous day. The implied volatity was 27.94, the open interest changed by 3 which increased total open position to 20
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 10.35, which was 1.75 higher than the previous day. The implied volatity was 27.32, the open interest changed by -3 which decreased total open position to 17
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 8.6, which was -8.60 lower than the previous day. The implied volatity was 27.68, the open interest changed by 19 which increased total open position to 19
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.77, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 2.55, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.85, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.69, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.35, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.06, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 0.85, 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 17.2, which was 0.00 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 17.2, 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 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 17.2, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 17.2, which was 17.20 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, 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 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
