FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
14 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 222.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.03
Vega: 0.03
Theta: -0.03
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 196.98 | 0.15 | -0.15 | 31.85 | 163 | -34 | 157 | |||
| 13 Nov | 199.38 | 0.3 | -0.25 | 30.40 | 182 | 32 | 192 | |||
| 12 Nov | 207.27 | 0.55 | -0.25 | 26.39 | 264 | -3 | 165 | |||
| 11 Nov | 207.73 | 0.8 | 0.05 | 26.10 | 319 | 7 | 169 | |||
| 8 Nov | 206.77 | 0.75 | -0.05 | 25.36 | 483 | 13 | 162 | |||
| 7 Nov | 206.01 | 0.8 | -0.05 | 25.66 | 374 | 8 | 151 | |||
| 6 Nov | 204.74 | 0.85 | -0.20 | 26.43 | 267 | -15 | 146 | |||
| 5 Nov | 204.27 | 1.05 | -0.45 | 28.39 | 403 | 78 | 163 | |||
| 4 Nov | 204.29 | 1.5 | 0.20 | 32.16 | 331 | 62 | 85 | |||
| 1 Nov | 204.17 | 1.3 | -0.05 | 28.53 | 7 | 0 | 22 | |||
| 31 Oct | 203.91 | 1.35 | -0.90 | - | 56 | 25 | 25 | |||
| 30 Oct | 203.24 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
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| 29 Oct | 200.70 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 186.24 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 188.86 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 188.72 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 189.34 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 195.30 | 2.25 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 194.40 | 2.25 | 2.25 | - | 0 | 0 | 0 | |||
| 1 Oct | 197.12 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 27 Sept | 193.71 | 0 | - | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 CE is 0.03
Historical price for 222.5 CE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.15, which was -0.15 lower than the previous day. The implied volatity was 31.85, the open interest changed by -34 which decreased total open position to 157
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 30.40, the open interest changed by 32 which increased total open position to 192
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 26.39, the open interest changed by -3 which decreased total open position to 165
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 26.10, the open interest changed by 7 which increased total open position to 169
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.75, which was -0.05 lower than the previous day. The implied volatity was 25.36, the open interest changed by 13 which increased total open position to 162
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.8, which was -0.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by 8 which increased total open position to 151
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 0.85, which was -0.20 lower than the previous day. The implied volatity was 26.43, the open interest changed by -15 which decreased total open position to 146
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 1.05, which was -0.45 lower than the previous day. The implied volatity was 28.39, the open interest changed by 78 which increased total open position to 163
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 1.5, which was 0.20 higher than the previous day. The implied volatity was 32.16, the open interest changed by 62 which increased total open position to 85
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 28.53, the open interest changed by 0 which decreased total open position to 22
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 1.35, which was -0.90 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 2.25, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 2.25, 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 2.25, 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 2.25, 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 2.25, 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 2.25, 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 2.25, 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 2.25, which was 2.25 higher 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 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 27 Sept FEDERALBNK was trading at 193.71. 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
| FEDERALBNK 28NOV2024 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 |
| 14 Nov | 196.98 | 19.05 | 0.00 | 0.00 | 0 | 2 | 0 |
| 13 Nov | 199.38 | 19.05 | 3.55 | - | 5 | 1 | 21 |
| 12 Nov | 207.27 | 15.5 | 0.30 | 22.25 | 18 | 5 | 19 |
| 11 Nov | 207.73 | 15.2 | -0.65 | 33.83 | 4 | -1 | 14 |
| 8 Nov | 206.77 | 15.85 | -0.50 | 27.31 | 10 | -3 | 14 |
| 7 Nov | 206.01 | 16.35 | -0.95 | 28.49 | 14 | -1 | 12 |
| 6 Nov | 204.74 | 17.3 | -0.90 | 30.58 | 20 | 3 | 12 |
| 5 Nov | 204.27 | 18.2 | 0.70 | 32.78 | 18 | 4 | 9 |
| 4 Nov | 204.29 | 17.5 | -11.90 | 19.93 | 20 | 5 | 5 |
| 1 Nov | 204.17 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 203.91 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 203.24 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 200.70 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 186.24 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 188.86 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 188.72 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 189.34 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 195.30 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 16 Oct | 194.40 | 29.4 | 29.40 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 0 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 0 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 222.5 expiring on 28NOV2024
Delta for 222.5 PE is 0.00
Historical price for 222.5 PE is as follows
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 19.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 19.05, which was 3.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 21
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 15.5, which was 0.30 higher than the previous day. The implied volatity was 22.25, the open interest changed by 5 which increased total open position to 19
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 15.2, which was -0.65 lower than the previous day. The implied volatity was 33.83, the open interest changed by -1 which decreased total open position to 14
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 15.85, which was -0.50 lower than the previous day. The implied volatity was 27.31, the open interest changed by -3 which decreased total open position to 14
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 16.35, which was -0.95 lower than the previous day. The implied volatity was 28.49, the open interest changed by -1 which decreased total open position to 12
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 17.3, which was -0.90 lower than the previous day. The implied volatity was 30.58, the open interest changed by 3 which increased total open position to 12
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 18.2, which was 0.70 higher than the previous day. The implied volatity was 32.78, the open interest changed by 4 which increased total open position to 9
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 17.5, which was -11.90 lower than the previous day. The implied volatity was 19.93, the open interest changed by 5 which increased total open position to 5
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 29.4, 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 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 29.4, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 29.4, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 29.4, 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 29.4, 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 29.4, 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 29.4, 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 29.4, 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 29.4, 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 29.4, which was 29.40 higher 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 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 27 Sept FEDERALBNK was trading at 193.71. 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
