FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
21 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 225 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 0.05
Theta: -0.12
Gamma: 0.02
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 210.88 | 0.4 | 0.20 | 33.49 | 803 | -5 | 525 | |||
| 20 Nov | 206.65 | 0.2 | 0.00 | 32.48 | 1,991 | 83 | 530 | |||
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| 19 Nov | 206.65 | 0.2 | 0.05 | 32.48 | 1,991 | 83 | 530 | |||
| 18 Nov | 200.25 | 0.15 | 0.10 | 36.27 | 108 | -23 | 447 | |||
| 14 Nov | 196.98 | 0.05 | -0.15 | 29.20 | 764 | -185 | 474 | |||
| 13 Nov | 199.38 | 0.2 | -0.20 | 30.58 | 837 | -99 | 672 | |||
| 12 Nov | 207.27 | 0.4 | -0.15 | 27.13 | 510 | 3 | 776 | |||
| 11 Nov | 207.73 | 0.55 | 0.00 | 26.30 | 512 | -14 | 777 | |||
| 8 Nov | 206.77 | 0.55 | -0.10 | 25.88 | 870 | 186 | 794 | |||
| 7 Nov | 206.01 | 0.65 | -0.05 | 26.80 | 713 | 38 | 601 | |||
| 6 Nov | 204.74 | 0.7 | -0.10 | 27.57 | 473 | 24 | 563 | |||
| 5 Nov | 204.27 | 0.8 | -0.40 | 28.71 | 1,522 | -144 | 541 | |||
| 4 Nov | 204.29 | 1.2 | 0.20 | 32.51 | 2,572 | 34 | 684 | |||
| 1 Nov | 204.17 | 1 | -0.20 | 28.68 | 97 | 42 | 650 | |||
| 31 Oct | 203.91 | 1.2 | 0.15 | - | 1,194 | 253 | 604 | |||
| 30 Oct | 203.24 | 1.05 | 0.20 | - | 751 | 159 | 351 | |||
| 29 Oct | 200.70 | 0.85 | 0.20 | - | 303 | 184 | 193 | |||
| 25 Oct | 186.24 | 0.65 | 0.00 | - | 1 | 0 | 9 | |||
| 24 Oct | 188.86 | 0.65 | 0.00 | - | 2 | 0 | 9 | |||
| 23 Oct | 188.72 | 0.65 | -0.15 | - | 4 | 2 | 8 | |||
| 22 Oct | 189.34 | 0.8 | 0.00 | - | 2 | 1 | 5 | |||
| 18 Oct | 195.30 | 0.8 | -0.05 | - | 1 | 0 | 4 | |||
| 16 Oct | 194.40 | 0.85 | -0.85 | - | 3 | 0 | 5 | |||
| 1 Oct | 197.12 | 1.7 | 0.70 | - | 3 | 1 | 4 | |||
| 27 Sept | 193.71 | 1 | - | 3 | 1 | 1 | ||||
For Federal Bank Ltd - strike price 225 expiring on 28NOV2024
Delta for 225 CE is 0.09
Historical price for 225 CE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 0.4, which was 0.20 higher than the previous day. The implied volatity was 33.49, the open interest changed by -5 which decreased total open position to 525
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 32.48, the open interest changed by 83 which increased total open position to 530
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.2, which was 0.05 higher than the previous day. The implied volatity was 32.48, the open interest changed by 83 which increased total open position to 530
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 0.15, which was 0.10 higher than the previous day. The implied volatity was 36.27, the open interest changed by -23 which decreased total open position to 447
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 29.20, the open interest changed by -185 which decreased total open position to 474
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 30.58, the open interest changed by -99 which decreased total open position to 672
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 27.13, the open interest changed by 3 which increased total open position to 776
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.55, which was 0.00 lower than the previous day. The implied volatity was 26.30, the open interest changed by -14 which decreased total open position to 777
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.55, which was -0.10 lower than the previous day. The implied volatity was 25.88, the open interest changed by 186 which increased total open position to 794
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.65, which was -0.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 38 which increased total open position to 601
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 27.57, the open interest changed by 24 which increased total open position to 563
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 0.8, which was -0.40 lower than the previous day. The implied volatity was 28.71, the open interest changed by -144 which decreased total open position to 541
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 1.2, which was 0.20 higher than the previous day. The implied volatity was 32.51, the open interest changed by 34 which increased total open position to 684
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 1, which was -0.20 lower than the previous day. The implied volatity was 28.68, the open interest changed by 42 which increased total open position to 650
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 1.2, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 1.05, 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 29 Oct FEDERALBNK was trading at 200.70. The strike last trading price was 0.85, 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 0.65, 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 0.65, 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 0.65, which was -0.15 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 0.8, 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 0.8, 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 16 Oct FEDERALBNK was trading at 194.40. The strike last trading price was 0.85, which was -0.85 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 1.7, 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 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 1, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 225 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 0.08
Theta: -0.24
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 210.88 | 15.3 | -2.80 | 50.71 | 8 | 1 | 16 |
| 20 Nov | 206.65 | 18.1 | 0.00 | - | 15 | -4 | 16 |
| 19 Nov | 206.65 | 18.1 | -7.75 | - | 15 | -3 | 16 |
| 18 Nov | 200.25 | 25.85 | 4.60 | 67.75 | 1 | 0 | 20 |
| 14 Nov | 196.98 | 21.25 | 0.00 | 0.00 | 0 | -1 | 0 |
| 13 Nov | 199.38 | 21.25 | 3.85 | - | 4 | -1 | 20 |
| 12 Nov | 207.27 | 17.4 | -0.35 | - | 20 | -2 | 21 |
| 11 Nov | 207.73 | 17.75 | -0.75 | 37.86 | 5 | -2 | 24 |
| 8 Nov | 206.77 | 18.5 | -0.15 | 31.73 | 10 | -4 | 25 |
| 7 Nov | 206.01 | 18.65 | -0.85 | 29.68 | 16 | 10 | 27 |
| 6 Nov | 204.74 | 19.5 | -0.80 | 31.01 | 13 | 0 | 17 |
| 5 Nov | 204.27 | 20.3 | -0.20 | 32.59 | 17 | 5 | 16 |
| 4 Nov | 204.29 | 20.5 | -1.75 | 28.59 | 15 | 10 | 11 |
| 1 Nov | 204.17 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 203.91 | 22.25 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 203.24 | 22.25 | 0.00 | - | 0 | 1 | 0 |
| 29 Oct | 200.70 | 22.25 | -7.15 | - | 1 | 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 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 197.12 | 29.4 | 0.00 | - | 0 | 0 | 0 |
| 27 Sept | 193.71 | 29.4 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 225 expiring on 28NOV2024
Delta for 225 PE is -0.81
Historical price for 225 PE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 15.3, which was -2.80 lower than the previous day. The implied volatity was 50.71, the open interest changed by 1 which increased total open position to 16
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 18.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 16
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 18.1, which was -7.75 lower than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 16
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 25.85, which was 4.60 higher than the previous day. The implied volatity was 67.75, the open interest changed by 0 which decreased total open position to 20
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 21.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 21.25, which was 3.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 20
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 17.4, which was -0.35 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 17.75, which was -0.75 lower than the previous day. The implied volatity was 37.86, the open interest changed by -2 which decreased total open position to 24
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 18.5, which was -0.15 lower than the previous day. The implied volatity was 31.73, the open interest changed by -4 which decreased total open position to 25
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 18.65, which was -0.85 lower than the previous day. The implied volatity was 29.68, the open interest changed by 10 which increased total open position to 27
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 19.5, which was -0.80 lower than the previous day. The implied volatity was 31.01, the open interest changed by 0 which decreased total open position to 17
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 20.3, which was -0.20 lower than the previous day. The implied volatity was 32.59, the open interest changed by 5 which increased total open position to 16
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 20.5, which was -1.75 lower than the previous day. The implied volatity was 28.59, the open interest changed by 10 which increased total open position to 11
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 22.25, 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 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 22.25, 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 30 Oct FEDERALBNK was trading at 203.24. The strike last trading price was 22.25, 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 22.25, which was -7.15 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 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 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 27 Sept FEDERALBNK was trading at 193.71. The strike last trading price was 29.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
