FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
21 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 220 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 0.07
Theta: -0.17
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 210.88 | 0.8 | 0.50 | 30.40 | 4,376 | 111 | 1,255 | |||
| 20 Nov | 206.65 | 0.3 | 0.00 | 28.03 | 4,435 | -76 | 1,158 | |||
| 19 Nov | 206.65 | 0.3 | 0.15 | 28.03 | 4,435 | -62 | 1,158 | |||
| 18 Nov | 200.25 | 0.15 | -0.05 | 30.24 | 230 | -26 | 1,223 | |||
| 14 Nov | 196.98 | 0.2 | -0.15 | 30.88 | 859 | -74 | 1,239 | |||
| 13 Nov | 199.38 | 0.35 | -0.35 | 28.61 | 2,879 | -415 | 1,315 | |||
| 12 Nov | 207.27 | 0.7 | -0.35 | 25.02 | 1,895 | 78 | 1,748 | |||
| 11 Nov | 207.73 | 1.05 | 0.05 | 25.10 | 1,583 | -20 | 1,672 | |||
| 8 Nov | 206.77 | 1 | -0.15 | 24.66 | 1,957 | 75 | 1,690 | |||
| 7 Nov | 206.01 | 1.15 | 0.00 | 25.74 | 2,114 | 19 | 1,618 | |||
| 6 Nov | 204.74 | 1.15 | -0.20 | 26.13 | 1,341 | 194 | 1,601 | |||
| 5 Nov | 204.27 | 1.35 | -0.50 | 27.91 | 4,582 | -948 | 1,406 | |||
| 4 Nov | 204.29 | 1.85 | 0.30 | 31.69 | 9,290 | 1,370 | 2,365 | |||
| 1 Nov | 204.17 | 1.55 | -0.30 | 27.56 | 177 | 57 | 998 | |||
| 31 Oct | 203.91 | 1.85 | 0.15 | - | 2,209 | 228 | 950 | |||
| 30 Oct | 203.24 | 1.7 | 0.50 | - | 1,653 | 134 | 722 | |||
| 29 Oct | 200.70 | 1.2 | 0.45 | - | 1,227 | 559 | 587 | |||
| 28 Oct | 184.99 | 0.75 | 0.20 | - | 31 | 21 | 26 | |||
| 25 Oct | 186.24 | 0.55 | -4.90 | - | 6 | 5 | 5 | |||
| 24 Oct | 188.86 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
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| 14 Oct | 196.74 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 5.45 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 5.45 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 220 expiring on 28NOV2024
Delta for 220 CE is 0.17
Historical price for 220 CE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 0.8, which was 0.50 higher than the previous day. The implied volatity was 30.40, the open interest changed by 111 which increased total open position to 1255
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.3, which was 0.00 lower than the previous day. The implied volatity was 28.03, the open interest changed by -76 which decreased total open position to 1158
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.3, which was 0.15 higher than the previous day. The implied volatity was 28.03, the open interest changed by -62 which decreased total open position to 1158
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 30.24, the open interest changed by -26 which decreased total open position to 1223
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 30.88, the open interest changed by -74 which decreased total open position to 1239
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 28.61, the open interest changed by -415 which decreased total open position to 1315
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.7, which was -0.35 lower than the previous day. The implied volatity was 25.02, the open interest changed by 78 which increased total open position to 1748
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 25.10, the open interest changed by -20 which decreased total open position to 1672
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 24.66, the open interest changed by 75 which increased total open position to 1690
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 25.74, the open interest changed by 19 which increased total open position to 1618
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 1.15, which was -0.20 lower than the previous day. The implied volatity was 26.13, the open interest changed by 194 which increased total open position to 1601
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 1.35, which was -0.50 lower than the previous day. The implied volatity was 27.91, the open interest changed by -948 which decreased total open position to 1406
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 1.85, which was 0.30 higher than the previous day. The implied volatity was 31.69, the open interest changed by 1370 which increased total open position to 2365
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 1.55, which was -0.30 lower than the previous day. The implied volatity was 27.56, the open interest changed by 57 which increased total open position to 998
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 1.85, 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 1.7, which was 0.50 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 1.2, which was 0.45 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 0.75, 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 25 Oct FEDERALBNK was trading at 186.24. The strike last trading price was 0.55, which was -4.90 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, 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 5.45, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 220 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 0.09
Theta: -0.19
Gamma: 0.03
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 210.88 | 10.15 | -4.55 | 37.44 | 54 | 18 | 167 |
| 20 Nov | 206.65 | 14.7 | 0.00 | 39.72 | 103 | -10 | 150 |
| 19 Nov | 206.65 | 14.7 | -5.95 | 39.72 | 103 | -9 | 150 |
| 18 Nov | 200.25 | 20.65 | 0.00 | 0.00 | 0 | -3 | 0 |
| 14 Nov | 196.98 | 20.65 | 0.80 | - | 19 | -3 | 159 |
| 13 Nov | 199.38 | 19.85 | 6.45 | 42.90 | 75 | -5 | 162 |
| 12 Nov | 207.27 | 13.4 | 0.50 | 24.61 | 56 | 15 | 179 |
| 11 Nov | 207.73 | 12.9 | -1.45 | 31.52 | 54 | 16 | 166 |
| 8 Nov | 206.77 | 14.35 | 0.25 | 31.72 | 52 | 6 | 148 |
| 7 Nov | 206.01 | 14.1 | -0.70 | 27.30 | 41 | 16 | 140 |
| 6 Nov | 204.74 | 14.8 | -1.20 | 27.46 | 40 | 13 | 123 |
| 5 Nov | 204.27 | 16 | -0.65 | 31.72 | 62 | 14 | 110 |
| 4 Nov | 204.29 | 16.65 | -0.10 | 31.97 | 65 | 23 | 96 |
| 1 Nov | 204.17 | 16.75 | 0.45 | 32.61 | 8 | 3 | 72 |
| 31 Oct | 203.91 | 16.3 | -0.50 | - | 58 | 18 | 69 |
| 30 Oct | 203.24 | 16.8 | -2.70 | - | 45 | 26 | 50 |
| 29 Oct | 200.70 | 19.5 | -10.75 | - | 25 | 15 | 24 |
| 28 Oct | 184.99 | 30.25 | -3.10 | - | 1 | 3 | 8 |
| 25 Oct | 186.24 | 33.35 | 9.15 | - | 4 | 1 | 5 |
| 24 Oct | 188.86 | 24.2 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 24.2 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 24.2 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 24.2 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 24.2 | 0.15 | - | 1 | 0 | 3 |
| 14 Oct | 196.74 | 24.05 | -1.55 | - | 3 | 2 | 2 |
| 1 Oct | 197.12 | 25.6 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 25.6 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 220 expiring on 28NOV2024
Delta for 220 PE is -0.78
Historical price for 220 PE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 10.15, which was -4.55 lower than the previous day. The implied volatity was 37.44, the open interest changed by 18 which increased total open position to 167
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 14.7, which was 0.00 lower than the previous day. The implied volatity was 39.72, the open interest changed by -10 which decreased total open position to 150
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 14.7, which was -5.95 lower than the previous day. The implied volatity was 39.72, the open interest changed by -9 which decreased total open position to 150
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 20.65, which was 0.80 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 159
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 19.85, which was 6.45 higher than the previous day. The implied volatity was 42.90, the open interest changed by -5 which decreased total open position to 162
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 13.4, which was 0.50 higher than the previous day. The implied volatity was 24.61, the open interest changed by 15 which increased total open position to 179
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 12.9, which was -1.45 lower than the previous day. The implied volatity was 31.52, the open interest changed by 16 which increased total open position to 166
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 14.35, which was 0.25 higher than the previous day. The implied volatity was 31.72, the open interest changed by 6 which increased total open position to 148
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 14.1, which was -0.70 lower than the previous day. The implied volatity was 27.30, the open interest changed by 16 which increased total open position to 140
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 14.8, which was -1.20 lower than the previous day. The implied volatity was 27.46, the open interest changed by 13 which increased total open position to 123
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 16, which was -0.65 lower than the previous day. The implied volatity was 31.72, the open interest changed by 14 which increased total open position to 110
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 16.65, which was -0.10 lower than the previous day. The implied volatity was 31.97, the open interest changed by 23 which increased total open position to 96
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 16.75, which was 0.45 higher than the previous day. The implied volatity was 32.61, the open interest changed by 3 which increased total open position to 72
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 16.3, which was -0.50 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 16.8, which was -2.70 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 19.5, which was -10.75 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 30.25, which was -3.10 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 33.35, which was 9.15 higher 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 24.2, 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 14 Oct FEDERALBNK was trading at 196.74. The strike last trading price was 24.05, which was -1.55 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 25.6, 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 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 25.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
