FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 0.10
Theta: -0.10
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 0.85 | -0.90 | 24.87 | 1,111 | -25 | 433 | |||
| 13 Nov | 199.38 | 1.75 | -2.05 | 24.48 | 1,472 | -4 | 465 | |||
| 12 Nov | 207.27 | 3.8 | -1.10 | 22.88 | 1,076 | 11 | 469 | |||
| 11 Nov | 207.73 | 4.9 | 0.55 | 23.29 | 901 | 7 | 457 | |||
| 8 Nov | 206.77 | 4.35 | -0.45 | 22.51 | 1,090 | 26 | 450 | |||
| 7 Nov | 206.01 | 4.8 | 0.25 | 25.14 | 1,319 | 71 | 426 | |||
| 6 Nov | 204.74 | 4.55 | -0.25 | 25.11 | 460 | 8 | 357 | |||
| 5 Nov | 204.27 | 4.8 | -0.50 | 27.25 | 674 | -42 | 350 | |||
| 4 Nov | 204.29 | 5.3 | 0.30 | 30.54 | 1,364 | 216 | 393 | |||
| 1 Nov | 204.17 | 5 | -0.30 | 26.77 | 44 | 13 | 178 | |||
| 31 Oct | 203.91 | 5.3 | 0.10 | - | 418 | 63 | 164 | |||
| 30 Oct | 203.24 | 5.2 | 1.15 | - | 277 | 18 | 103 | |||
| 29 Oct | 200.70 | 4.05 | 1.55 | - | 137 | 77 | 83 | |||
| 28 Oct | 184.99 | 2.5 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 186.24 | 2.5 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 188.86 | 2.5 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 2.5 | 0.00 | - | 0 | 1 | 0 | |||
| 22 Oct | 189.34 | 2.5 | -0.15 | - | 1 | 0 | 5 | |||
| 21 Oct | 193.39 | 2.65 | -1.85 | - | 5 | 3 | 5 | |||
| 18 Oct | 195.30 | 4.5 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 193.61 | 4.5 | 0.00 | - | 0 | 2 | 0 | |||
| 16 Oct | 194.40 | 4.5 | -0.85 | - | 2 | 0 | 0 | |||
| 15 Oct | 198.62 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 187.55 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 185.68 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 185.84 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 187.76 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 184.20 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 193.67 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Oct | 193.80 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
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| 1 Oct | 197.12 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 196.73 | 5.35 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 5.35 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 207.5 expiring on 28NOV2024
Delta for 207.5 CE is 0.17
Historical price for 207.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.85, which was -0.90 lower than the previous day. The implied volatity was 24.87, the open interest changed by -25 which decreased total open position to 433
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 1.75, which was -2.05 lower than the previous day. The implied volatity was 24.48, the open interest changed by -4 which decreased total open position to 465
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 3.8, which was -1.10 lower than the previous day. The implied volatity was 22.88, the open interest changed by 11 which increased total open position to 469
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 4.9, which was 0.55 higher than the previous day. The implied volatity was 23.29, the open interest changed by 7 which increased total open position to 457
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 4.35, which was -0.45 lower than the previous day. The implied volatity was 22.51, the open interest changed by 26 which increased total open position to 450
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 4.8, which was 0.25 higher than the previous day. The implied volatity was 25.14, the open interest changed by 71 which increased total open position to 426
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 4.55, which was -0.25 lower than the previous day. The implied volatity was 25.11, the open interest changed by 8 which increased total open position to 357
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 4.8, which was -0.50 lower than the previous day. The implied volatity was 27.25, the open interest changed by -42 which decreased total open position to 350
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 5.3, which was 0.30 higher than the previous day. The implied volatity was 30.54, the open interest changed by 216 which increased total open position to 393
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 5, which was -0.30 lower than the previous day. The implied volatity was 26.77, the open interest changed by 13 which increased total open position to 178
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 5.3, which was 0.10 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 5.2, which was 1.15 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 4.05, which was 1.55 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 2.5, 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 2.5, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 2.5, 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 2.5, 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 2.5, which was -0.15 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 2.65, which was -1.85 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 4.5, 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 4.5, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 4.5, which was -0.85 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, 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 5.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.90
Vega: 0.07
Theta: 0.00
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 10 | 1.95 | 19.14 | 83 | -23 | 192 |
| 13 Nov | 199.38 | 8.05 | 3.25 | 27.31 | 705 | -78 | 214 |
| 12 Nov | 207.27 | 4.8 | 0.50 | 26.98 | 806 | -40 | 295 |
| 11 Nov | 207.73 | 4.3 | -0.90 | 27.89 | 599 | 96 | 343 |
| 8 Nov | 206.77 | 5.2 | 0.00 | 27.05 | 604 | 36 | 248 |
| 7 Nov | 206.01 | 5.2 | -0.50 | 25.55 | 627 | 80 | 212 |
| 6 Nov | 204.74 | 5.7 | -0.90 | 25.60 | 90 | 12 | 134 |
| 5 Nov | 204.27 | 6.6 | -1.05 | 27.81 | 157 | 0 | 121 |
| 4 Nov | 204.29 | 7.65 | 0.05 | 30.59 | 412 | 85 | 120 |
| 1 Nov | 204.17 | 7.6 | 0.00 | 0.00 | 0 | 13 | 0 |
| 31 Oct | 203.91 | 7.6 | -0.30 | - | 47 | 13 | 35 |
| 30 Oct | 203.24 | 7.9 | -1.35 | - | 51 | 17 | 22 |
| 29 Oct | 200.70 | 9.25 | -8.45 | - | 6 | 4 | 4 |
| 28 Oct | 184.99 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 188.86 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 193.39 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 193.61 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 198.62 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 187.55 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 185.68 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 185.84 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 187.76 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 7 Oct | 184.20 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 4 Oct | 193.67 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 3 Oct | 193.80 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 196.73 | 17.7 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 17.7 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 207.5 expiring on 28NOV2024
Delta for 207.5 PE is -0.90
Historical price for 207.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 10, which was 1.95 higher than the previous day. The implied volatity was 19.14, the open interest changed by -23 which decreased total open position to 192
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 8.05, which was 3.25 higher than the previous day. The implied volatity was 27.31, the open interest changed by -78 which decreased total open position to 214
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 4.8, which was 0.50 higher than the previous day. The implied volatity was 26.98, the open interest changed by -40 which decreased total open position to 295
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 4.3, which was -0.90 lower than the previous day. The implied volatity was 27.89, the open interest changed by 96 which increased total open position to 343
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 5.2, which was 0.00 lower than the previous day. The implied volatity was 27.05, the open interest changed by 36 which increased total open position to 248
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 5.2, which was -0.50 lower than the previous day. The implied volatity was 25.55, the open interest changed by 80 which increased total open position to 212
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 5.7, which was -0.90 lower than the previous day. The implied volatity was 25.60, the open interest changed by 12 which increased total open position to 134
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 6.6, which was -1.05 lower than the previous day. The implied volatity was 27.81, the open interest changed by 0 which decreased total open position to 121
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 7.65, which was 0.05 higher than the previous day. The implied volatity was 30.59, the open interest changed by 85 which increased total open position to 120
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 7.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 7.6, which was -0.30 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 7.9, which was -1.35 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 9.25, which was -8.45 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 17.7, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 17.7, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, 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 17.7, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
