FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.06
Theta: -0.06
Gamma: 0.02
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 0.4 | -0.45 | 26.39 | 720 | -14 | 257 | |||
| 13 Nov | 199.38 | 0.85 | -1.10 | 25.47 | 927 | 82 | 280 | |||
| 12 Nov | 207.27 | 1.95 | -0.80 | 23.22 | 522 | 27 | 197 | |||
| 11 Nov | 207.73 | 2.75 | 0.30 | 23.81 | 304 | 24 | 167 | |||
| 8 Nov | 206.77 | 2.45 | -0.25 | 23.06 | 317 | -6 | 143 | |||
| 7 Nov | 206.01 | 2.7 | 0.15 | 24.54 | 364 | -1 | 150 | |||
|
|
||||||||||
| 6 Nov | 204.74 | 2.55 | -0.40 | 24.50 | 275 | 31 | 154 | |||
| 5 Nov | 204.27 | 2.95 | -0.55 | 27.23 | 401 | 23 | 124 | |||
| 4 Nov | 204.29 | 3.5 | 0.40 | 30.70 | 456 | 31 | 102 | |||
| 1 Nov | 204.17 | 3.1 | -0.40 | 26.45 | 20 | -2 | 73 | |||
| 31 Oct | 203.91 | 3.5 | 0.15 | - | 172 | 16 | 73 | |||
| 30 Oct | 203.24 | 3.35 | 0.60 | - | 125 | 38 | 56 | |||
| 29 Oct | 200.70 | 2.75 | -1.30 | - | 32 | 17 | 17 | |||
| 28 Oct | 184.99 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 186.24 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 188.86 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 4.05 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 4.05 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 212.5 expiring on 28NOV2024
Delta for 212.5 CE is 0.09
Historical price for 212.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.4, which was -0.45 lower than the previous day. The implied volatity was 26.39, the open interest changed by -14 which decreased total open position to 257
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.85, which was -1.10 lower than the previous day. The implied volatity was 25.47, the open interest changed by 82 which increased total open position to 280
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 1.95, which was -0.80 lower than the previous day. The implied volatity was 23.22, the open interest changed by 27 which increased total open position to 197
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 2.75, which was 0.30 higher than the previous day. The implied volatity was 23.81, the open interest changed by 24 which increased total open position to 167
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 2.45, which was -0.25 lower than the previous day. The implied volatity was 23.06, the open interest changed by -6 which decreased total open position to 143
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 2.7, which was 0.15 higher than the previous day. The implied volatity was 24.54, the open interest changed by -1 which decreased total open position to 150
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 2.55, which was -0.40 lower than the previous day. The implied volatity was 24.50, the open interest changed by 31 which increased total open position to 154
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 2.95, which was -0.55 lower than the previous day. The implied volatity was 27.23, the open interest changed by 23 which increased total open position to 124
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 3.5, which was 0.40 higher than the previous day. The implied volatity was 30.70, the open interest changed by 31 which increased total open position to 102
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 3.1, which was -0.40 lower than the previous day. The implied volatity was 26.45, the open interest changed by -2 which decreased total open position to 73
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 3.5, which was 0.15 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 3.35, which was 0.60 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 2.75, which was -1.30 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, 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 4.05, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 14.45 | 2.25 | - | 72 | -1 | 48 |
| 13 Nov | 199.38 | 12.2 | 4.20 | 29.88 | 91 | -27 | 48 |
| 12 Nov | 207.27 | 8 | 0.90 | 28.21 | 121 | -9 | 76 |
| 11 Nov | 207.73 | 7.1 | -1.25 | 28.38 | 108 | 15 | 85 |
| 8 Nov | 206.77 | 8.35 | 0.20 | 28.35 | 91 | 10 | 70 |
| 7 Nov | 206.01 | 8.15 | -1.05 | 25.41 | 116 | 15 | 63 |
| 6 Nov | 204.74 | 9.2 | -0.80 | 27.90 | 14 | 4 | 46 |
| 5 Nov | 204.27 | 10 | -0.90 | 29.34 | 36 | 6 | 42 |
| 4 Nov | 204.29 | 10.9 | -1.60 | 31.18 | 123 | 32 | 37 |
| 1 Nov | 204.17 | 12.5 | 0.00 | 0.00 | 0 | 2 | 0 |
| 31 Oct | 203.91 | 12.5 | 1.10 | - | 17 | 1 | 4 |
| 30 Oct | 203.24 | 11.4 | -9.95 | - | 16 | 2 | 2 |
| 29 Oct | 200.70 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.99 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 188.86 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 21.35 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 21.35 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 212.5 expiring on 28NOV2024
Delta for 212.5 PE is -
Historical price for 212.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 14.45, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 48
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 12.2, which was 4.20 higher than the previous day. The implied volatity was 29.88, the open interest changed by -27 which decreased total open position to 48
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 8, which was 0.90 higher than the previous day. The implied volatity was 28.21, the open interest changed by -9 which decreased total open position to 76
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 7.1, which was -1.25 lower than the previous day. The implied volatity was 28.38, the open interest changed by 15 which increased total open position to 85
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 8.35, which was 0.20 higher than the previous day. The implied volatity was 28.35, the open interest changed by 10 which increased total open position to 70
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 8.15, which was -1.05 lower than the previous day. The implied volatity was 25.41, the open interest changed by 15 which increased total open position to 63
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 9.2, which was -0.80 lower than the previous day. The implied volatity was 27.90, the open interest changed by 4 which increased total open position to 46
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 10, which was -0.90 lower than the previous day. The implied volatity was 29.34, the open interest changed by 6 which increased total open position to 42
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 10.9, which was -1.60 lower than the previous day. The implied volatity was 31.18, the open interest changed by 32 which increased total open position to 37
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 12.5, which was 1.10 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 11.4, which was -9.95 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 21.35, 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 28 Oct FEDERALBNK was trading at 184.99. The strike last trading price was 21.35, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 21.35, 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 24 Oct FEDERALBNK was trading at 188.86. The strike last trading price was 21.35, 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 23 Oct FEDERALBNK was trading at 188.72. The strike last trading price was 21.35, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 21.35, 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 18 Oct FEDERALBNK was trading at 195.30. The strike last trading price was 21.35, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 21.35, 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 21.35, 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 21.35, 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 21.35, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
