FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 222.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 0.02
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 194.46 | 0.15 | 0.05 | 53.53 | 78 | -52 | 313 | |||
| 19 Dec | 200.95 | 0.1 | -0.05 | 37.44 | 40 | -6 | 385 | |||
| 18 Dec | 200.03 | 0.15 | -0.30 | 38.77 | 669 | -127 | 402 | |||
| 17 Dec | 210.29 | 0.45 | -0.30 | 26.30 | 559 | -90 | 537 | |||
| 16 Dec | 213.40 | 0.75 | 0.00 | 24.25 | 334 | -10 | 627 | |||
| 13 Dec | 213.15 | 0.75 | -0.15 | 21.61 | 556 | 61 | 635 | |||
| 12 Dec | 212.68 | 0.9 | -0.55 | 22.50 | 1,040 | 288 | 577 | |||
| 11 Dec | 214.68 | 1.45 | -0.30 | 22.34 | 463 | -17 | 291 | |||
| 10 Dec | 214.34 | 1.75 | 0.10 | 24.62 | 445 | -16 | 306 | |||
| 9 Dec | 213.77 | 1.65 | -0.45 | 23.75 | 725 | -181 | 326 | |||
| 6 Dec | 213.40 | 2.1 | -0.75 | 24.23 | 792 | 51 | 502 | |||
| 5 Dec | 214.97 | 2.85 | -0.30 | 25.88 | 819 | 308 | 454 | |||
| 4 Dec | 215.44 | 3.15 | 1.60 | 25.31 | 400 | 35 | 152 | |||
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| 3 Dec | 209.96 | 1.55 | 0.00 | 25.18 | 214 | 21 | 117 | |||
| 2 Dec | 209.08 | 1.55 | -0.55 | 25.14 | 437 | 54 | 98 | |||
| 29 Nov | 210.78 | 2.1 | -0.40 | 24.76 | 92 | 17 | 44 | |||
| 28 Nov | 211.05 | 2.5 | -0.60 | 25.69 | 31 | -2 | 27 | |||
| 27 Nov | 212.88 | 3.1 | -0.85 | 26.55 | 22 | 2 | 30 | |||
| 26 Nov | 213.64 | 3.95 | 0.25 | 28.03 | 40 | 9 | 29 | |||
| 25 Nov | 212.88 | 3.7 | 0.80 | 28.42 | 32 | 19 | 19 | |||
| 22 Nov | 209.37 | 2.9 | -2.00 | 26.98 | 12 | 1 | 1 | |||
| 21 Nov | 210.88 | 4.9 | 0.00 | 4.31 | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 4.9 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 4.9 | 0.00 | 6.25 | 0 | 0 | 0 | |||
| 18 Nov | 200.25 | 4.9 | 0.00 | 8.93 | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 4.9 | 0.00 | 9.69 | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 4.9 | 0.00 | 7.79 | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 4.9 | 0.00 | 5.43 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 4.9 | 0.00 | 4.69 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 4.9 | 0.00 | 5.09 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 4.9 | 5.24 | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 222.5 expiring on 26DEC2024
Delta for 222.5 CE is 0.03
Historical price for 222.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 53.53, the open interest changed by -52 which decreased total open position to 313
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 37.44, the open interest changed by -6 which decreased total open position to 385
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.15, which was -0.30 lower than the previous day. The implied volatity was 38.77, the open interest changed by -127 which decreased total open position to 402
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.45, which was -0.30 lower than the previous day. The implied volatity was 26.30, the open interest changed by -90 which decreased total open position to 537
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.75, which was 0.00 lower than the previous day. The implied volatity was 24.25, the open interest changed by -10 which decreased total open position to 627
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 0.75, which was -0.15 lower than the previous day. The implied volatity was 21.61, the open interest changed by 61 which increased total open position to 635
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.9, which was -0.55 lower than the previous day. The implied volatity was 22.50, the open interest changed by 288 which increased total open position to 577
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 22.34, the open interest changed by -17 which decreased total open position to 291
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 1.75, which was 0.10 higher than the previous day. The implied volatity was 24.62, the open interest changed by -16 which decreased total open position to 306
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 1.65, which was -0.45 lower than the previous day. The implied volatity was 23.75, the open interest changed by -181 which decreased total open position to 326
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 2.1, which was -0.75 lower than the previous day. The implied volatity was 24.23, the open interest changed by 51 which increased total open position to 502
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 2.85, which was -0.30 lower than the previous day. The implied volatity was 25.88, the open interest changed by 308 which increased total open position to 454
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 3.15, which was 1.60 higher than the previous day. The implied volatity was 25.31, the open interest changed by 35 which increased total open position to 152
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 1.55, which was 0.00 lower than the previous day. The implied volatity was 25.18, the open interest changed by 21 which increased total open position to 117
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 1.55, which was -0.55 lower than the previous day. The implied volatity was 25.14, the open interest changed by 54 which increased total open position to 98
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 24.76, the open interest changed by 17 which increased total open position to 44
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 2.5, which was -0.60 lower than the previous day. The implied volatity was 25.69, the open interest changed by -2 which decreased total open position to 27
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.1, which was -0.85 lower than the previous day. The implied volatity was 26.55, the open interest changed by 2 which increased total open position to 30
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 3.95, which was 0.25 higher than the previous day. The implied volatity was 28.03, the open interest changed by 9 which increased total open position to 29
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 3.7, which was 0.80 higher than the previous day. The implied volatity was 28.42, the open interest changed by 19 which increased total open position to 19
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 2.9, which was -2.00 lower than the previous day. The implied volatity was 26.98, the open interest changed by 1 which increased total open position to 1
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 4.31, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 6.25, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 8.93, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 9.69, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 7.79, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 5.43, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 4.69, 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 4.9, which was 0.00 lower than the previous day. The implied volatity was 5.09, 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 4.9, which was lower than the previous day. The implied volatity was 5.24, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 26DEC2024 222.5 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 | 16.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 200.95 | 16.4 | 0.00 | 0.00 | 0 | -6 | 0 |
| 18 Dec | 200.03 | 16.4 | 4.90 | - | 8 | -5 | 50 |
| 17 Dec | 210.29 | 11.5 | 2.40 | 24.00 | 16 | -4 | 55 |
| 16 Dec | 213.40 | 9.1 | -0.50 | 21.34 | 20 | 7 | 60 |
| 13 Dec | 213.15 | 9.6 | 0.00 | 22.22 | 10 | 3 | 55 |
| 12 Dec | 212.68 | 9.6 | 1.35 | 20.11 | 18 | 7 | 53 |
| 11 Dec | 214.68 | 8.25 | -0.75 | 22.64 | 8 | -1 | 46 |
| 10 Dec | 214.34 | 9 | -0.95 | 24.44 | 12 | 6 | 48 |
| 9 Dec | 213.77 | 9.95 | -0.20 | 28.43 | 9 | -3 | 42 |
| 6 Dec | 213.40 | 10.15 | 0.85 | 28.33 | 36 | 5 | 44 |
| 5 Dec | 214.97 | 9.3 | 0.35 | 27.08 | 72 | 9 | 39 |
| 4 Dec | 215.44 | 8.95 | -4.10 | 27.50 | 53 | 17 | 30 |
| 3 Dec | 209.96 | 13.05 | -1.15 | 26.45 | 11 | 2 | 12 |
| 2 Dec | 209.08 | 14.2 | 1.80 | 31.11 | 10 | 3 | 8 |
| 29 Nov | 210.78 | 12.4 | 0.20 | 25.99 | 10 | -3 | 6 |
| 28 Nov | 211.05 | 12.2 | 0.90 | 26.40 | 13 | 5 | 9 |
| 27 Nov | 212.88 | 11.3 | -1.00 | 25.42 | 7 | 1 | 3 |
| 26 Nov | 213.64 | 12.3 | 0.05 | 33.11 | 1 | 0 | 3 |
| 25 Nov | 212.88 | 12.25 | -8.75 | 28.83 | 4 | 2 | 2 |
| 22 Nov | 209.37 | 21 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 210.88 | 21 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 206.65 | 21 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 21 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 200.25 | 21 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 21 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 21 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 21 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 207.73 | 21 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 206.77 | 21 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 206.01 | 21 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 222.5 expiring on 26DEC2024
Delta for 222.5 PE is 0.00
Historical price for 222.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 16.4, 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 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 16.4, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -6 which decreased total open position to 0
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 16.4, which was 4.90 higher than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 50
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 11.5, which was 2.40 higher than the previous day. The implied volatity was 24.00, the open interest changed by -4 which decreased total open position to 55
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 9.1, which was -0.50 lower than the previous day. The implied volatity was 21.34, the open interest changed by 7 which increased total open position to 60
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 9.6, which was 0.00 lower than the previous day. The implied volatity was 22.22, the open interest changed by 3 which increased total open position to 55
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 9.6, which was 1.35 higher than the previous day. The implied volatity was 20.11, the open interest changed by 7 which increased total open position to 53
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 8.25, which was -0.75 lower than the previous day. The implied volatity was 22.64, the open interest changed by -1 which decreased total open position to 46
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 9, which was -0.95 lower than the previous day. The implied volatity was 24.44, the open interest changed by 6 which increased total open position to 48
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 9.95, which was -0.20 lower than the previous day. The implied volatity was 28.43, the open interest changed by -3 which decreased total open position to 42
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 10.15, which was 0.85 higher than the previous day. The implied volatity was 28.33, the open interest changed by 5 which increased total open position to 44
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 9.3, which was 0.35 higher than the previous day. The implied volatity was 27.08, the open interest changed by 9 which increased total open position to 39
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 8.95, which was -4.10 lower than the previous day. The implied volatity was 27.50, the open interest changed by 17 which increased total open position to 30
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 13.05, which was -1.15 lower than the previous day. The implied volatity was 26.45, the open interest changed by 2 which increased total open position to 12
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 14.2, which was 1.80 higher than the previous day. The implied volatity was 31.11, the open interest changed by 3 which increased total open position to 8
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 12.4, which was 0.20 higher than the previous day. The implied volatity was 25.99, the open interest changed by -3 which decreased total open position to 6
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 12.2, which was 0.90 higher than the previous day. The implied volatity was 26.40, the open interest changed by 5 which increased total open position to 9
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 11.3, which was -1.00 lower than the previous day. The implied volatity was 25.42, the open interest changed by 1 which increased total open position to 3
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 12.3, which was 0.05 higher than the previous day. The implied volatity was 33.11, the open interest changed by 0 which decreased total open position to 3
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 12.25, which was -8.75 lower than the previous day. The implied volatity was 28.83, the open interest changed by 2 which increased total open position to 2
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, 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 21, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
