FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.03
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 0.25 | -0.70 | 33.93 | 1,230 | 43 | 447 | |||
| 19 Dec | 200.95 | 0.95 | -0.05 | 28.76 | 1,516 | -71 | 406 | |||
| 18 Dec | 200.03 | 1 | -4.65 | 29.57 | 3,075 | 357 | 473 | |||
| 17 Dec | 210.29 | 5.65 | -1.90 | 26.24 | 76 | 1 | 110 | |||
| 16 Dec | 213.40 | 7.55 | 0.10 | 25.07 | 38 | 1 | 110 | |||
| 13 Dec | 213.15 | 7.45 | -0.15 | 22.50 | 105 | -3 | 109 | |||
| 12 Dec | 212.68 | 7.6 | -1.70 | 23.75 | 180 | -70 | 111 | |||
| 11 Dec | 214.68 | 9.3 | 0.00 | 23.04 | 29 | 1 | 181 | |||
| 10 Dec | 214.34 | 9.3 | 0.45 | 25.41 | 28 | 1 | 180 | |||
| 9 Dec | 213.77 | 8.85 | 0.15 | 23.13 | 41 | 5 | 179 | |||
| 6 Dec | 213.40 | 8.7 | -1.90 | 19.11 | 179 | -6 | 173 | |||
| 5 Dec | 214.97 | 10.6 | -0.45 | 25.43 | 46 | -1 | 180 | |||
| 4 Dec | 215.44 | 11.05 | 3.90 | 23.50 | 207 | -37 | 182 | |||
| 3 Dec | 209.96 | 7.15 | 0.40 | 24.72 | 149 | 2 | 218 | |||
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| 2 Dec | 209.08 | 6.75 | -1.50 | 23.35 | 555 | 162 | 216 | |||
| 29 Nov | 210.78 | 8.25 | -0.80 | 24.37 | 67 | 15 | 55 | |||
| 28 Nov | 211.05 | 9.05 | -1.00 | 26.11 | 91 | -6 | 40 | |||
| 27 Nov | 212.88 | 10.05 | -1.10 | 26.86 | 27 | -2 | 47 | |||
| 26 Nov | 213.64 | 11.15 | 0.55 | 27.53 | 35 | -2 | 49 | |||
| 25 Nov | 212.88 | 10.6 | 1.70 | 28.52 | 136 | 22 | 50 | |||
| 22 Nov | 209.37 | 8.9 | -0.80 | 26.73 | 72 | 9 | 37 | |||
| 21 Nov | 210.88 | 9.7 | 3.10 | 26.19 | 217 | 24 | 29 | |||
| 20 Nov | 206.65 | 6.6 | 0.00 | 24.52 | 23 | 5 | 5 | |||
| 19 Nov | 206.65 | 6.6 | -0.95 | 24.52 | 23 | 5 | 5 | |||
| 18 Nov | 200.25 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 7.55 | 0.00 | 0.00 | 0 | -1 | 0 | |||
| 6 Nov | 204.74 | 7.55 | 0.10 | 24.08 | 1 | 0 | 1 | |||
| 5 Nov | 204.27 | 7.45 | -2.65 | 24.49 | 1 | 0 | 0 | |||
| 4 Nov | 204.29 | 10.1 | 10.10 | 0.30 | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 207.5 expiring on 26DEC2024
Delta for 207.5 CE is 0.07
Historical price for 207.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.25, which was -0.70 lower than the previous day. The implied volatity was 33.93, the open interest changed by 43 which increased total open position to 447
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.95, which was -0.05 lower than the previous day. The implied volatity was 28.76, the open interest changed by -71 which decreased total open position to 406
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 1, which was -4.65 lower than the previous day. The implied volatity was 29.57, the open interest changed by 357 which increased total open position to 473
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 5.65, which was -1.90 lower than the previous day. The implied volatity was 26.24, the open interest changed by 1 which increased total open position to 110
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 7.55, which was 0.10 higher than the previous day. The implied volatity was 25.07, the open interest changed by 1 which increased total open position to 110
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 7.45, which was -0.15 lower than the previous day. The implied volatity was 22.50, the open interest changed by -3 which decreased total open position to 109
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 7.6, which was -1.70 lower than the previous day. The implied volatity was 23.75, the open interest changed by -70 which decreased total open position to 111
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 9.3, which was 0.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 1 which increased total open position to 181
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 9.3, which was 0.45 higher than the previous day. The implied volatity was 25.41, the open interest changed by 1 which increased total open position to 180
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 8.85, which was 0.15 higher than the previous day. The implied volatity was 23.13, the open interest changed by 5 which increased total open position to 179
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 8.7, which was -1.90 lower than the previous day. The implied volatity was 19.11, the open interest changed by -6 which decreased total open position to 173
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 10.6, which was -0.45 lower than the previous day. The implied volatity was 25.43, the open interest changed by -1 which decreased total open position to 180
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 11.05, which was 3.90 higher than the previous day. The implied volatity was 23.50, the open interest changed by -37 which decreased total open position to 182
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 7.15, which was 0.40 higher than the previous day. The implied volatity was 24.72, the open interest changed by 2 which increased total open position to 218
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 6.75, which was -1.50 lower than the previous day. The implied volatity was 23.35, the open interest changed by 162 which increased total open position to 216
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 8.25, which was -0.80 lower than the previous day. The implied volatity was 24.37, the open interest changed by 15 which increased total open position to 55
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 9.05, which was -1.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by -6 which decreased total open position to 40
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.05, which was -1.10 lower than the previous day. The implied volatity was 26.86, the open interest changed by -2 which decreased total open position to 47
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 11.15, which was 0.55 higher than the previous day. The implied volatity was 27.53, the open interest changed by -2 which decreased total open position to 49
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 10.6, which was 1.70 higher than the previous day. The implied volatity was 28.52, the open interest changed by 22 which increased total open position to 50
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 8.9, which was -0.80 lower than the previous day. The implied volatity was 26.73, the open interest changed by 9 which increased total open position to 37
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 9.7, which was 3.10 higher than the previous day. The implied volatity was 26.19, the open interest changed by 24 which increased total open position to 29
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 6.6, which was 0.00 lower than the previous day. The implied volatity was 24.52, the open interest changed by 5 which increased total open position to 5
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 6.6, which was -0.95 lower than the previous day. The implied volatity was 24.52, the open interest changed by 5 which increased total open position to 5
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 7.55, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 7.55, which was 0.10 higher than the previous day. The implied volatity was 24.08, the open interest changed by 0 which decreased total open position to 1
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 7.45, which was -2.65 lower than the previous day. The implied volatity was 24.49, 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 10.1, which was 10.10 higher than the previous day. The implied volatity was 0.30, 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 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 12.6 | 5.05 | - | 93 | -23 | 250 |
| 19 Dec | 200.95 | 7.55 | -1.00 | 28.60 | 147 | -31 | 272 |
| 18 Dec | 200.03 | 8.55 | 7.30 | 30.67 | 1,725 | -121 | 303 |
| 17 Dec | 210.29 | 1.25 | 0.30 | 20.90 | 985 | 52 | 428 |
| 16 Dec | 213.40 | 0.95 | -0.15 | 22.82 | 712 | -48 | 385 |
| 13 Dec | 213.15 | 1.1 | -0.30 | 20.93 | 1,318 | 83 | 437 |
| 12 Dec | 212.68 | 1.4 | 0.10 | 22.21 | 847 | 9 | 357 |
| 11 Dec | 214.68 | 1.3 | -0.30 | 24.51 | 669 | 12 | 348 |
| 10 Dec | 214.34 | 1.6 | -0.50 | 25.10 | 499 | 59 | 351 |
| 9 Dec | 213.77 | 2.1 | -0.30 | 27.24 | 296 | 30 | 295 |
| 6 Dec | 213.40 | 2.4 | 0.30 | 27.32 | 741 | -14 | 266 |
| 5 Dec | 214.97 | 2.1 | -0.10 | 26.61 | 525 | 11 | 288 |
| 4 Dec | 215.44 | 2.2 | -1.50 | 27.87 | 625 | 21 | 278 |
| 3 Dec | 209.96 | 3.7 | -0.65 | 25.49 | 250 | 39 | 262 |
| 2 Dec | 209.08 | 4.35 | 0.75 | 27.43 | 692 | 103 | 221 |
| 29 Nov | 210.78 | 3.6 | -0.30 | 25.16 | 140 | 22 | 117 |
| 28 Nov | 211.05 | 3.9 | 0.00 | 26.92 | 92 | 21 | 95 |
| 27 Nov | 212.88 | 3.9 | 0.10 | 28.20 | 49 | 8 | 73 |
| 26 Nov | 213.64 | 3.8 | -0.60 | 29.14 | 42 | 12 | 65 |
| 25 Nov | 212.88 | 4.4 | -1.60 | 29.46 | 89 | 33 | 54 |
| 22 Nov | 209.37 | 6 | 0.35 | 30.92 | 28 | 2 | 23 |
| 21 Nov | 210.88 | 5.65 | -1.65 | 31.18 | 27 | 18 | 21 |
| 20 Nov | 206.65 | 7.3 | 0.00 | 28.71 | 12 | 3 | 2 |
| 19 Nov | 206.65 | 7.3 | -4.10 | 28.71 | 12 | 2 | 2 |
| 18 Nov | 200.25 | 11.4 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 11.4 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 11.4 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 11.4 | 0.00 | 0.66 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 11.4 | 0.00 | 1.41 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 11.4 | 0.00 | 0.77 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 11.4 | 0.00 | 0.57 | 0 | 0 | 0 |
| 6 Nov | 204.74 | 11.4 | 0.00 | 0.27 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 11.4 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 204.29 | 11.4 | 11.40 | - | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | 0.33 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 207.5 expiring on 26DEC2024
Delta for 207.5 PE is -
Historical price for 207.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 12.6, which was 5.05 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 250
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 7.55, which was -1.00 lower than the previous day. The implied volatity was 28.60, the open interest changed by -31 which decreased total open position to 272
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 8.55, which was 7.30 higher than the previous day. The implied volatity was 30.67, the open interest changed by -121 which decreased total open position to 303
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 1.25, which was 0.30 higher than the previous day. The implied volatity was 20.90, the open interest changed by 52 which increased total open position to 428
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 22.82, the open interest changed by -48 which decreased total open position to 385
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 1.1, which was -0.30 lower than the previous day. The implied volatity was 20.93, the open interest changed by 83 which increased total open position to 437
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 1.4, which was 0.10 higher than the previous day. The implied volatity was 22.21, the open interest changed by 9 which increased total open position to 357
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 1.3, which was -0.30 lower than the previous day. The implied volatity was 24.51, the open interest changed by 12 which increased total open position to 348
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 1.6, which was -0.50 lower than the previous day. The implied volatity was 25.10, the open interest changed by 59 which increased total open position to 351
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 2.1, which was -0.30 lower than the previous day. The implied volatity was 27.24, the open interest changed by 30 which increased total open position to 295
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 2.4, which was 0.30 higher than the previous day. The implied volatity was 27.32, the open interest changed by -14 which decreased total open position to 266
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 2.1, which was -0.10 lower than the previous day. The implied volatity was 26.61, the open interest changed by 11 which increased total open position to 288
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 2.2, which was -1.50 lower than the previous day. The implied volatity was 27.87, the open interest changed by 21 which increased total open position to 278
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 3.7, which was -0.65 lower than the previous day. The implied volatity was 25.49, the open interest changed by 39 which increased total open position to 262
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 4.35, which was 0.75 higher than the previous day. The implied volatity was 27.43, the open interest changed by 103 which increased total open position to 221
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 3.6, which was -0.30 lower than the previous day. The implied volatity was 25.16, the open interest changed by 22 which increased total open position to 117
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 3.9, which was 0.00 lower than the previous day. The implied volatity was 26.92, the open interest changed by 21 which increased total open position to 95
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.9, which was 0.10 higher than the previous day. The implied volatity was 28.20, the open interest changed by 8 which increased total open position to 73
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 3.8, which was -0.60 lower than the previous day. The implied volatity was 29.14, the open interest changed by 12 which increased total open position to 65
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 4.4, which was -1.60 lower than the previous day. The implied volatity was 29.46, the open interest changed by 33 which increased total open position to 54
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 6, which was 0.35 higher than the previous day. The implied volatity was 30.92, the open interest changed by 2 which increased total open position to 23
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 5.65, which was -1.65 lower than the previous day. The implied volatity was 31.18, the open interest changed by 18 which increased total open position to 21
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 7.3, which was 0.00 lower than the previous day. The implied volatity was 28.71, the open interest changed by 3 which increased total open position to 2
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 7.3, which was -4.10 lower than the previous day. The implied volatity was 28.71, the open interest changed by 2 which increased total open position to 2
On 18 Nov FEDERALBNK was trading at 200.25. 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 0 which decreased total open position to 0
On 14 Nov FEDERALBNK was trading at 196.98. 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 0 which decreased total open position to 0
On 13 Nov FEDERALBNK was trading at 199.38. 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 0 which decreased total open position to 0
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 11.4, which was 0.00 lower than the previous day. The implied volatity was 0.66, 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 11.4, which was 0.00 lower than the previous day. The implied volatity was 1.41, 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 11.4, which was 0.00 lower than the previous day. The implied volatity was 0.77, 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 11.4, which was 0.00 lower than the previous day. The implied volatity was 0.57, 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 11.4, which was 0.00 lower than the previous day. The implied volatity was 0.27, 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 11.4, 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 11.4, which was 11.40 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 0.33, the open interest changed by 0 which decreased total open position to 0
