FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.05
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 0.1 | -0.35 | 36.40 | 552 | -13 | 587 | |||
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| 19 Dec | 200.95 | 0.45 | -0.05 | 32.12 | 705 | -24 | 602 | |||
| 18 Dec | 200.03 | 0.5 | -2.15 | 32.62 | 2,297 | 60 | 621 | |||
| 17 Dec | 210.29 | 2.65 | -1.45 | 24.30 | 1,232 | 153 | 567 | |||
| 16 Dec | 213.40 | 4.1 | 0.00 | 23.97 | 582 | 1 | 415 | |||
| 13 Dec | 213.15 | 4.1 | -0.10 | 21.77 | 1,060 | 7 | 417 | |||
| 12 Dec | 212.68 | 4.2 | -1.45 | 22.14 | 598 | -5 | 418 | |||
| 11 Dec | 214.68 | 5.65 | -0.20 | 22.26 | 368 | 9 | 423 | |||
| 10 Dec | 214.34 | 5.85 | 0.35 | 24.64 | 445 | -9 | 415 | |||
| 9 Dec | 213.77 | 5.5 | -0.55 | 22.96 | 424 | -9 | 426 | |||
| 6 Dec | 213.40 | 6.05 | -1.20 | 23.31 | 1,139 | 64 | 442 | |||
| 5 Dec | 214.97 | 7.25 | -0.45 | 25.40 | 312 | -52 | 379 | |||
| 4 Dec | 215.44 | 7.7 | 3.20 | 24.33 | 887 | -122 | 431 | |||
| 3 Dec | 209.96 | 4.5 | 0.10 | 24.46 | 487 | 42 | 552 | |||
| 2 Dec | 209.08 | 4.4 | -1.20 | 24.27 | 623 | 120 | 509 | |||
| 29 Nov | 210.78 | 5.6 | -0.60 | 24.79 | 539 | 182 | 390 | |||
| 28 Nov | 211.05 | 6.2 | -0.60 | 25.80 | 348 | 28 | 209 | |||
| 27 Nov | 212.88 | 6.8 | -1.30 | 25.36 | 323 | 15 | 181 | |||
| 26 Nov | 213.64 | 8.1 | 0.35 | 27.38 | 344 | 55 | 168 | |||
| 25 Nov | 212.88 | 7.75 | 1.30 | 28.47 | 331 | 100 | 115 | |||
| 22 Nov | 209.37 | 6.45 | -0.60 | 27.18 | 48 | 23 | 38 | |||
| 21 Nov | 210.88 | 7.05 | 1.35 | 26.47 | 37 | 14 | 15 | |||
| 20 Nov | 206.65 | 5.7 | 0.00 | 29.40 | 3 | 1 | 0 | |||
| 19 Nov | 206.65 | 5.7 | -0.40 | 29.40 | 3 | 0 | 0 | |||
| 18 Nov | 200.25 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 6.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 6.1 | -1.95 | 26.00 | 6 | 1 | 1 | |||
| 6 Nov | 204.74 | 8.05 | 0.00 | 1.95 | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 8.05 | 0.00 | 2.15 | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 8.05 | 8.05 | 2.44 | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | 1.79 | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 CE is 0.03
Historical price for 212.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.1, which was -0.35 lower than the previous day. The implied volatity was 36.40, the open interest changed by -13 which decreased total open position to 587
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 32.12, the open interest changed by -24 which decreased total open position to 602
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.5, which was -2.15 lower than the previous day. The implied volatity was 32.62, the open interest changed by 60 which increased total open position to 621
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 2.65, which was -1.45 lower than the previous day. The implied volatity was 24.30, the open interest changed by 153 which increased total open position to 567
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 4.1, which was 0.00 lower than the previous day. The implied volatity was 23.97, the open interest changed by 1 which increased total open position to 415
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 4.1, which was -0.10 lower than the previous day. The implied volatity was 21.77, the open interest changed by 7 which increased total open position to 417
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 4.2, which was -1.45 lower than the previous day. The implied volatity was 22.14, the open interest changed by -5 which decreased total open position to 418
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 5.65, which was -0.20 lower than the previous day. The implied volatity was 22.26, the open interest changed by 9 which increased total open position to 423
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 5.85, which was 0.35 higher than the previous day. The implied volatity was 24.64, the open interest changed by -9 which decreased total open position to 415
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 5.5, which was -0.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by -9 which decreased total open position to 426
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 6.05, which was -1.20 lower than the previous day. The implied volatity was 23.31, the open interest changed by 64 which increased total open position to 442
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 7.25, which was -0.45 lower than the previous day. The implied volatity was 25.40, the open interest changed by -52 which decreased total open position to 379
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 7.7, which was 3.20 higher than the previous day. The implied volatity was 24.33, the open interest changed by -122 which decreased total open position to 431
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 4.5, which was 0.10 higher than the previous day. The implied volatity was 24.46, the open interest changed by 42 which increased total open position to 552
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 4.4, which was -1.20 lower than the previous day. The implied volatity was 24.27, the open interest changed by 120 which increased total open position to 509
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 5.6, which was -0.60 lower than the previous day. The implied volatity was 24.79, the open interest changed by 182 which increased total open position to 390
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 6.2, which was -0.60 lower than the previous day. The implied volatity was 25.80, the open interest changed by 28 which increased total open position to 209
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 6.8, which was -1.30 lower than the previous day. The implied volatity was 25.36, the open interest changed by 15 which increased total open position to 181
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 8.1, which was 0.35 higher than the previous day. The implied volatity was 27.38, the open interest changed by 55 which increased total open position to 168
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 7.75, which was 1.30 higher than the previous day. The implied volatity was 28.47, the open interest changed by 100 which increased total open position to 115
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 6.45, which was -0.60 lower than the previous day. The implied volatity was 27.18, the open interest changed by 23 which increased total open position to 38
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 7.05, which was 1.35 higher than the previous day. The implied volatity was 26.47, the open interest changed by 14 which increased total open position to 15
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 5.7, which was 0.00 lower than the previous day. The implied volatity was 29.40, the open interest changed by 1 which increased total open position to 0
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 5.7, which was -0.40 lower than the previous day. The implied volatity was 29.40, the open interest changed by 0 which decreased total open position to 0
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, 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 6.1, which was -1.95 lower than the previous day. The implied volatity was 26.00, the open interest changed by 1 which increased total open position to 1
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 8.05, which was 0.00 lower than the previous day. The implied volatity was 1.95, 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 8.05, which was 0.00 lower than the previous day. The implied volatity was 2.15, 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 8.05, which was 8.05 higher than the previous day. The implied volatity was 2.44, 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 1.79, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 26DEC2024 212.5 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 | 18 | 7.05 | - | 16 | -9 | 281 |
| 19 Dec | 200.95 | 10.95 | -1.05 | - | 87 | -34 | 292 |
| 18 Dec | 200.03 | 12 | 8.60 | - | 425 | -101 | 326 |
| 17 Dec | 210.29 | 3.4 | 0.95 | 20.80 | 1,153 | -14 | 423 |
| 16 Dec | 213.40 | 2.45 | -0.15 | 22.02 | 764 | 27 | 437 |
| 13 Dec | 213.15 | 2.6 | -0.50 | 19.72 | 1,044 | -6 | 403 |
| 12 Dec | 212.68 | 3.1 | 0.40 | 21.62 | 898 | 9 | 411 |
| 11 Dec | 214.68 | 2.7 | -0.50 | 23.80 | 565 | 27 | 401 |
| 10 Dec | 214.34 | 3.2 | -0.60 | 24.81 | 527 | -3 | 373 |
| 9 Dec | 213.77 | 3.8 | -0.40 | 26.75 | 485 | 33 | 380 |
| 6 Dec | 213.40 | 4.2 | 0.50 | 27.23 | 1,235 | 17 | 349 |
| 5 Dec | 214.97 | 3.7 | 0.00 | 26.26 | 610 | -24 | 332 |
| 4 Dec | 215.44 | 3.7 | -2.40 | 27.26 | 659 | 73 | 365 |
| 3 Dec | 209.96 | 6.1 | -0.70 | 25.58 | 231 | 6 | 292 |
| 2 Dec | 209.08 | 6.8 | 1.10 | 27.42 | 279 | 31 | 287 |
| 29 Nov | 210.78 | 5.7 | -0.25 | 24.60 | 254 | 67 | 257 |
| 28 Nov | 211.05 | 5.95 | -0.05 | 26.29 | 281 | 18 | 190 |
| 27 Nov | 212.88 | 6 | 0.15 | 28.23 | 249 | 27 | 174 |
| 26 Nov | 213.64 | 5.85 | -0.65 | 29.42 | 256 | 48 | 146 |
| 25 Nov | 212.88 | 6.5 | -1.75 | 29.32 | 199 | 96 | 96 |
| 22 Nov | 209.37 | 8.25 | -6.05 | 30.41 | 5 | 4 | 4 |
| 21 Nov | 210.88 | 14.3 | 0.00 | 0.22 | 0 | 0 | 0 |
| 20 Nov | 206.65 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 200.25 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 207.73 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 206.77 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 206.01 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 204.74 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 204.27 | 14.3 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 204.29 | 14.3 | 14.30 | - | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 212.5 expiring on 26DEC2024
Delta for 212.5 PE is -
Historical price for 212.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 18, which was 7.05 higher than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 281
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 10.95, which was -1.05 lower than the previous day. The implied volatity was -, the open interest changed by -34 which decreased total open position to 292
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 12, which was 8.60 higher than the previous day. The implied volatity was -, the open interest changed by -101 which decreased total open position to 326
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 3.4, which was 0.95 higher than the previous day. The implied volatity was 20.80, the open interest changed by -14 which decreased total open position to 423
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 2.45, which was -0.15 lower than the previous day. The implied volatity was 22.02, the open interest changed by 27 which increased total open position to 437
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 2.6, which was -0.50 lower than the previous day. The implied volatity was 19.72, the open interest changed by -6 which decreased total open position to 403
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 3.1, which was 0.40 higher than the previous day. The implied volatity was 21.62, the open interest changed by 9 which increased total open position to 411
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 2.7, which was -0.50 lower than the previous day. The implied volatity was 23.80, the open interest changed by 27 which increased total open position to 401
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 3.2, which was -0.60 lower than the previous day. The implied volatity was 24.81, the open interest changed by -3 which decreased total open position to 373
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 3.8, which was -0.40 lower than the previous day. The implied volatity was 26.75, the open interest changed by 33 which increased total open position to 380
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 4.2, which was 0.50 higher than the previous day. The implied volatity was 27.23, the open interest changed by 17 which increased total open position to 349
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 3.7, which was 0.00 lower than the previous day. The implied volatity was 26.26, the open interest changed by -24 which decreased total open position to 332
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 3.7, which was -2.40 lower than the previous day. The implied volatity was 27.26, the open interest changed by 73 which increased total open position to 365
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 6.1, which was -0.70 lower than the previous day. The implied volatity was 25.58, the open interest changed by 6 which increased total open position to 292
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 6.8, which was 1.10 higher than the previous day. The implied volatity was 27.42, the open interest changed by 31 which increased total open position to 287
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 5.7, which was -0.25 lower than the previous day. The implied volatity was 24.60, the open interest changed by 67 which increased total open position to 257
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 5.95, which was -0.05 lower than the previous day. The implied volatity was 26.29, the open interest changed by 18 which increased total open position to 190
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 6, which was 0.15 higher than the previous day. The implied volatity was 28.23, the open interest changed by 27 which increased total open position to 174
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 5.85, which was -0.65 lower than the previous day. The implied volatity was 29.42, the open interest changed by 48 which increased total open position to 146
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 6.5, which was -1.75 lower than the previous day. The implied volatity was 29.32, the open interest changed by 96 which increased total open position to 96
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 8.25, which was -6.05 lower than the previous day. The implied volatity was 30.41, the open interest changed by 4 which increased total open position to 4
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 14.3, which was 0.00 lower than the previous day. The implied volatity was 0.22, the open interest changed by 0 which decreased total open position to 0
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 14.3, 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 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 14.3, 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 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 14.3, 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 14.3, 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 14.3, 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 14.3, 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 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 14.3, 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 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 14.3, 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 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 14.3, 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 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 14.3, 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 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 14.3, 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 14.3, which was 14.30 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 -, the open interest changed by 0 which decreased total open position to 0
