FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 215 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.05
Theta: -0.06
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 0.35 | -0.30 | 28.64 | 1,483 | -67 | 866 | |||
| 13 Nov | 199.38 | 0.65 | -0.75 | 26.81 | 3,852 | 33 | 950 | |||
| 12 Nov | 207.27 | 1.4 | -0.60 | 23.84 | 1,614 | -10 | 922 | |||
| 11 Nov | 207.73 | 2 | 0.20 | 24.10 | 1,909 | 60 | 928 | |||
| 8 Nov | 206.77 | 1.8 | -0.20 | 23.41 | 1,799 | 129 | 872 | |||
| 7 Nov | 206.01 | 2 | 0.00 | 24.63 | 1,676 | 100 | 737 | |||
| 6 Nov | 204.74 | 2 | -0.25 | 25.26 | 1,050 | 94 | 639 | |||
| 5 Nov | 204.27 | 2.25 | -0.55 | 27.18 | 1,410 | -82 | 547 | |||
| 4 Nov | 204.29 | 2.8 | 0.25 | 30.78 | 2,589 | 263 | 631 | |||
| 1 Nov | 204.17 | 2.55 | -0.35 | 27.39 | 52 | -3 | 367 | |||
| 31 Oct | 203.91 | 2.9 | 0.20 | - | 1,104 | 53 | 363 | |||
| 30 Oct | 203.24 | 2.7 | 0.70 | - | 855 | 89 | 309 | |||
| 29 Oct | 200.70 | 2 | 1.00 | - | 630 | 182 | 221 | |||
| 28 Oct | 184.99 | 1 | 0.15 | - | 30 | 10 | 38 | |||
| 25 Oct | 186.24 | 0.85 | -0.05 | - | 10 | 3 | 28 | |||
| 24 Oct | 188.86 | 0.9 | -0.20 | - | 3 | 1 | 23 | |||
| 23 Oct | 188.72 | 1.1 | 0.10 | - | 18 | 11 | 21 | |||
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| 22 Oct | 189.34 | 1 | -5.75 | - | 10 | 4 | 5 | |||
| 18 Oct | 195.30 | 6.75 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 6.75 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 196.74 | 6.75 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 6.75 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 6.75 | 1.15 | - | 0 | 0 | 0 | |||
| 3 Sept | 194.61 | 5.6 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 194.72 | 5.6 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 CE is 0.07
Historical price for 215 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.35, which was -0.30 lower than the previous day. The implied volatity was 28.64, the open interest changed by -67 which decreased total open position to 866
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.65, which was -0.75 lower than the previous day. The implied volatity was 26.81, the open interest changed by 33 which increased total open position to 950
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 1.4, which was -0.60 lower than the previous day. The implied volatity was 23.84, the open interest changed by -10 which decreased total open position to 922
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 2, which was 0.20 higher than the previous day. The implied volatity was 24.10, the open interest changed by 60 which increased total open position to 928
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 1.8, which was -0.20 lower than the previous day. The implied volatity was 23.41, the open interest changed by 129 which increased total open position to 872
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 2, which was 0.00 lower than the previous day. The implied volatity was 24.63, the open interest changed by 100 which increased total open position to 737
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 2, which was -0.25 lower than the previous day. The implied volatity was 25.26, the open interest changed by 94 which increased total open position to 639
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 2.25, which was -0.55 lower than the previous day. The implied volatity was 27.18, the open interest changed by -82 which decreased total open position to 547
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 2.8, which was 0.25 higher than the previous day. The implied volatity was 30.78, the open interest changed by 263 which increased total open position to 631
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 2.55, which was -0.35 lower than the previous day. The implied volatity was 27.39, the open interest changed by -3 which decreased total open position to 367
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 2.9, which was 0.20 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 2.7, which was 0.70 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, which was 1.00 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 1, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 0.85, which was -0.05 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 0.9, which was -0.20 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 1.1, 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 22 Oct FEDERALBNK was trading at 189.34. The strike last trading price was 1, which was -5.75 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 6.75, 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 3 Sept FEDERALBNK was trading at 194.61. The strike last trading price was 5.6, 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 2 Sept FEDERALBNK was trading at 194.72. The strike last trading price was 5.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.85
Vega: 0.09
Theta: -0.08
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 196.98 | 18.3 | 2.75 | 40.06 | 155 | -8 | 92 |
| 13 Nov | 199.38 | 15.55 | 5.65 | 41.17 | 120 | -18 | 100 |
| 12 Nov | 207.27 | 9.9 | 1.05 | 29.12 | 158 | 35 | 127 |
| 11 Nov | 207.73 | 8.85 | -1.25 | 29.09 | 41 | 3 | 88 |
| 8 Nov | 206.77 | 10.1 | 0.20 | 28.64 | 30 | 8 | 86 |
| 7 Nov | 206.01 | 9.9 | -0.80 | 25.38 | 63 | 7 | 78 |
| 6 Nov | 204.74 | 10.7 | -1.00 | 26.41 | 28 | 2 | 71 |
| 5 Nov | 204.27 | 11.7 | -1.00 | 28.98 | 24 | 3 | 69 |
| 4 Nov | 204.29 | 12.7 | -0.10 | 31.38 | 98 | 36 | 66 |
| 1 Nov | 204.17 | 12.8 | 0.40 | 31.53 | 2 | 0 | 28 |
| 31 Oct | 203.91 | 12.4 | -0.80 | - | 43 | 19 | 23 |
| 30 Oct | 203.24 | 13.2 | -8.80 | - | 21 | 4 | 4 |
| 29 Oct | 200.70 | 22 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 184.99 | 22 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 22 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 188.86 | 22 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 22 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 22 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 22 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 22 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 196.74 | 22 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 22 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 22 | 22.00 | - | 0 | 0 | 0 |
| 3 Sept | 194.61 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 194.72 | 0 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 215 expiring on 28NOV2024
Delta for 215 PE is -0.85
Historical price for 215 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 18.3, which was 2.75 higher than the previous day. The implied volatity was 40.06, the open interest changed by -8 which decreased total open position to 92
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 15.55, which was 5.65 higher than the previous day. The implied volatity was 41.17, the open interest changed by -18 which decreased total open position to 100
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 9.9, which was 1.05 higher than the previous day. The implied volatity was 29.12, the open interest changed by 35 which increased total open position to 127
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 8.85, which was -1.25 lower than the previous day. The implied volatity was 29.09, the open interest changed by 3 which increased total open position to 88
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 10.1, which was 0.20 higher than the previous day. The implied volatity was 28.64, the open interest changed by 8 which increased total open position to 86
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 9.9, which was -0.80 lower than the previous day. The implied volatity was 25.38, the open interest changed by 7 which increased total open position to 78
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 10.7, which was -1.00 lower than the previous day. The implied volatity was 26.41, the open interest changed by 2 which increased total open position to 71
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 11.7, which was -1.00 lower than the previous day. The implied volatity was 28.98, the open interest changed by 3 which increased total open position to 69
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 12.7, which was -0.10 lower than the previous day. The implied volatity was 31.38, the open interest changed by 36 which increased total open position to 66
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 12.8, which was 0.40 higher than the previous day. The implied volatity was 31.53, the open interest changed by 0 which decreased total open position to 28
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 12.4, which was -0.80 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 13.2, which was -8.80 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, 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 22, which was 22.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept FEDERALBNK was trading at 194.61. 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 2 Sept FEDERALBNK was trading at 194.72. 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
