FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 217.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.01
Theta: -0.03
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 0.05 | -0.20 | 38.74 | 210 | -37 | 437 | |||
| 19 Dec | 200.95 | 0.25 | -0.05 | 36.17 | 223 | -18 | 482 | |||
| 18 Dec | 200.03 | 0.3 | -0.85 | 36.66 | 1,477 | 19 | 506 | |||
| 17 Dec | 210.29 | 1.15 | -0.75 | 25.25 | 706 | 17 | 490 | |||
| 16 Dec | 213.40 | 1.9 | 0.10 | 23.96 | 802 | 30 | 477 | |||
| 13 Dec | 213.15 | 1.8 | -0.35 | 20.82 | 1,035 | 3 | 450 | |||
| 12 Dec | 212.68 | 2.15 | -0.95 | 22.71 | 701 | 9 | 448 | |||
| 11 Dec | 214.68 | 3.1 | -0.20 | 22.50 | 578 | 21 | 442 | |||
| 10 Dec | 214.34 | 3.3 | 0.10 | 24.20 | 606 | 41 | 421 | |||
| 9 Dec | 213.77 | 3.2 | -0.45 | 23.63 | 547 | -30 | 378 | |||
| 6 Dec | 213.40 | 3.65 | -1.00 | 23.58 | 1,072 | 104 | 415 | |||
| 5 Dec | 214.97 | 4.65 | -0.45 | 25.46 | 810 | 115 | 312 | |||
| 4 Dec | 215.44 | 5.1 | 2.40 | 25.03 | 810 | 35 | 199 | |||
| 3 Dec | 209.96 | 2.7 | 0.00 | 24.73 | 160 | 11 | 165 | |||
| 2 Dec | 209.08 | 2.7 | -0.80 | 24.82 | 269 | 47 | 151 | |||
| 29 Nov | 210.78 | 3.5 | -0.65 | 24.60 | 173 | 26 | 105 | |||
| 28 Nov | 211.05 | 4.15 | -0.60 | 26.19 | 170 | 44 | 83 | |||
| 27 Nov | 212.88 | 4.75 | -1.00 | 26.34 | 66 | -1 | 37 | |||
| 26 Nov | 213.64 | 5.75 | 0.30 | 27.72 | 71 | 14 | 40 | |||
| 25 Nov | 212.88 | 5.45 | 1.05 | 28.41 | 80 | 24 | 27 | |||
| 22 Nov | 209.37 | 4.4 | -1.05 | 27.00 | 8 | 5 | 8 | |||
| 21 Nov | 210.88 | 5.45 | 1.30 | 28.72 | 2 | 0 | 2 | |||
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| 20 Nov | 206.65 | 4.15 | 0.00 | 30.02 | 1 | 1 | 1 | |||
| 19 Nov | 206.65 | 4.15 | 1.95 | 30.02 | 1 | 0 | 1 | |||
| 18 Nov | 200.25 | 2.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 2.2 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 13 Nov | 199.38 | 2.2 | -4.10 | 25.22 | 1 | 0 | 0 | |||
| 12 Nov | 207.27 | 6.3 | 0.00 | 3.56 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 6.3 | 0.00 | 3.11 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 6.3 | 0.00 | 3.36 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 6.3 | 0.00 | 3.40 | 0 | 0 | 0 | |||
| 6 Nov | 204.74 | 6.3 | 0.00 | 3.64 | 0 | 0 | 0 | |||
| 5 Nov | 204.27 | 6.3 | 0.00 | 3.80 | 0 | 0 | 0 | |||
| 4 Nov | 204.29 | 6.3 | 6.30 | 4.04 | 0 | 0 | 0 | |||
| 1 Nov | 204.17 | 0 | 3.42 | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 CE is 0.02
Historical price for 217.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.05, which was -0.20 lower than the previous day. The implied volatity was 38.74, the open interest changed by -37 which decreased total open position to 437
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 36.17, the open interest changed by -18 which decreased total open position to 482
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.3, which was -0.85 lower than the previous day. The implied volatity was 36.66, the open interest changed by 19 which increased total open position to 506
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 1.15, which was -0.75 lower than the previous day. The implied volatity was 25.25, the open interest changed by 17 which increased total open position to 490
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1.9, which was 0.10 higher than the previous day. The implied volatity was 23.96, the open interest changed by 30 which increased total open position to 477
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 20.82, the open interest changed by 3 which increased total open position to 450
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 2.15, which was -0.95 lower than the previous day. The implied volatity was 22.71, the open interest changed by 9 which increased total open position to 448
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 3.1, which was -0.20 lower than the previous day. The implied volatity was 22.50, the open interest changed by 21 which increased total open position to 442
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 3.3, which was 0.10 higher than the previous day. The implied volatity was 24.20, the open interest changed by 41 which increased total open position to 421
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 3.2, which was -0.45 lower than the previous day. The implied volatity was 23.63, the open interest changed by -30 which decreased total open position to 378
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 3.65, which was -1.00 lower than the previous day. The implied volatity was 23.58, the open interest changed by 104 which increased total open position to 415
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 4.65, which was -0.45 lower than the previous day. The implied volatity was 25.46, the open interest changed by 115 which increased total open position to 312
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 5.1, which was 2.40 higher than the previous day. The implied volatity was 25.03, the open interest changed by 35 which increased total open position to 199
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 2.7, which was 0.00 lower than the previous day. The implied volatity was 24.73, the open interest changed by 11 which increased total open position to 165
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 2.7, which was -0.80 lower than the previous day. The implied volatity was 24.82, the open interest changed by 47 which increased total open position to 151
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 24.60, the open interest changed by 26 which increased total open position to 105
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 4.15, which was -0.60 lower than the previous day. The implied volatity was 26.19, the open interest changed by 44 which increased total open position to 83
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 4.75, which was -1.00 lower than the previous day. The implied volatity was 26.34, the open interest changed by -1 which decreased total open position to 37
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 5.75, which was 0.30 higher than the previous day. The implied volatity was 27.72, the open interest changed by 14 which increased total open position to 40
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 5.45, which was 1.05 higher than the previous day. The implied volatity was 28.41, the open interest changed by 24 which increased total open position to 27
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 4.4, which was -1.05 lower than the previous day. The implied volatity was 27.00, the open interest changed by 5 which increased total open position to 8
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 5.45, which was 1.30 higher than the previous day. The implied volatity was 28.72, the open interest changed by 0 which decreased total open position to 2
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 4.15, which was 0.00 lower than the previous day. The implied volatity was 30.02, the open interest changed by 1 which increased total open position to 1
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 4.15, which was 1.95 higher than the previous day. The implied volatity was 30.02, the open interest changed by 0 which decreased total open position to 1
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 2.2, 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 2.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 2.2, which was -4.10 lower than the previous day. The implied volatity was 25.22, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.56, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.11, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.36, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.40, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.64, 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 6.3, which was 0.00 lower than the previous day. The implied volatity was 3.80, 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 6.3, which was 6.30 higher than the previous day. The implied volatity was 4.04, 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 3.42, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 26DEC2024 217.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 194.46 | 16.5 | 0.00 | 0.00 | 0 | -4 | 0 |
| 19 Dec | 200.95 | 16.5 | -0.35 | - | 8 | -4 | 123 |
| 18 Dec | 200.03 | 16.85 | 9.90 | - | 47 | -23 | 128 |
| 17 Dec | 210.29 | 6.95 | 1.75 | 21.22 | 99 | 6 | 150 |
| 16 Dec | 213.40 | 5.2 | -0.10 | 21.59 | 156 | 2 | 141 |
| 13 Dec | 213.15 | 5.3 | -0.50 | 18.69 | 156 | -23 | 141 |
| 12 Dec | 212.68 | 5.8 | 0.75 | 20.63 | 386 | 14 | 164 |
| 11 Dec | 214.68 | 5.05 | -0.60 | 23.50 | 229 | 20 | 149 |
| 10 Dec | 214.34 | 5.65 | -0.75 | 24.49 | 148 | -15 | 128 |
| 9 Dec | 213.77 | 6.4 | -0.40 | 26.95 | 159 | 12 | 141 |
| 6 Dec | 213.40 | 6.8 | 0.65 | 27.58 | 372 | 2 | 130 |
| 5 Dec | 214.97 | 6.15 | 0.20 | 26.67 | 280 | 18 | 127 |
| 4 Dec | 215.44 | 5.95 | -3.45 | 27.19 | 195 | 52 | 109 |
| 3 Dec | 209.96 | 9.4 | -0.75 | 26.64 | 30 | 6 | 57 |
| 2 Dec | 209.08 | 10.15 | 1.35 | 28.69 | 34 | 3 | 50 |
| 29 Nov | 210.78 | 8.8 | 0.10 | 25.49 | 38 | 9 | 47 |
| 28 Nov | 211.05 | 8.7 | 0.30 | 25.98 | 87 | 19 | 38 |
| 27 Nov | 212.88 | 8.4 | 0.05 | 27.07 | 16 | 0 | 20 |
| 26 Nov | 213.64 | 8.35 | -0.95 | 29.28 | 50 | 9 | 19 |
| 25 Nov | 212.88 | 9.3 | -8.20 | 29.84 | 33 | 11 | 11 |
| 22 Nov | 209.37 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 210.88 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 206.65 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 200.25 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 207.73 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 206.77 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 206.01 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 204.74 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 204.27 | 17.5 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 204.29 | 17.5 | 17.50 | - | 0 | 0 | 0 |
| 1 Nov | 204.17 | 0 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 217.5 expiring on 26DEC2024
Delta for 217.5 PE is 0.00
Historical price for 217.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 16.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 16.5, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 123
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 16.85, which was 9.90 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 128
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 6.95, which was 1.75 higher than the previous day. The implied volatity was 21.22, the open interest changed by 6 which increased total open position to 150
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 5.2, which was -0.10 lower than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 141
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 5.3, which was -0.50 lower than the previous day. The implied volatity was 18.69, the open interest changed by -23 which decreased total open position to 141
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 5.8, which was 0.75 higher than the previous day. The implied volatity was 20.63, the open interest changed by 14 which increased total open position to 164
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 5.05, which was -0.60 lower than the previous day. The implied volatity was 23.50, the open interest changed by 20 which increased total open position to 149
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 5.65, which was -0.75 lower than the previous day. The implied volatity was 24.49, the open interest changed by -15 which decreased total open position to 128
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 6.4, which was -0.40 lower than the previous day. The implied volatity was 26.95, the open interest changed by 12 which increased total open position to 141
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 6.8, which was 0.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 2 which increased total open position to 130
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 6.15, which was 0.20 higher than the previous day. The implied volatity was 26.67, the open interest changed by 18 which increased total open position to 127
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 5.95, which was -3.45 lower than the previous day. The implied volatity was 27.19, the open interest changed by 52 which increased total open position to 109
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 9.4, which was -0.75 lower than the previous day. The implied volatity was 26.64, the open interest changed by 6 which increased total open position to 57
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 10.15, which was 1.35 higher than the previous day. The implied volatity was 28.69, the open interest changed by 3 which increased total open position to 50
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 8.8, which was 0.10 higher than the previous day. The implied volatity was 25.49, the open interest changed by 9 which increased total open position to 47
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 8.7, which was 0.30 higher than the previous day. The implied volatity was 25.98, the open interest changed by 19 which increased total open position to 38
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 8.4, which was 0.05 higher than the previous day. The implied volatity was 27.07, the open interest changed by 0 which decreased total open position to 20
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 8.35, which was -0.95 lower than the previous day. The implied volatity was 29.28, the open interest changed by 9 which increased total open position to 19
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 9.3, which was -8.20 lower than the previous day. The implied volatity was 29.84, the open interest changed by 11 which increased total open position to 11
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 17.5, 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 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 17.5, 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 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, 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 17.5, which was 17.50 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
