FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
20 Dec 2024 04:10 PM IST
| FEDERALBNK 26DEC2024 227.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
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 | -0.05 | 52.01 | 44 | -14 | 270 | |||
| 19 Dec | 200.95 | 0.1 | 0.05 | 44.11 | 26 | -18 | 284 | |||
| 18 Dec | 200.03 | 0.05 | -0.15 | 38.48 | 77 | -17 | 309 | |||
| 17 Dec | 210.29 | 0.2 | -0.15 | 28.47 | 69 | 6 | 328 | |||
| 16 Dec | 213.40 | 0.35 | 0.05 | 26.53 | 156 | -35 | 324 | |||
| 13 Dec | 213.15 | 0.3 | -0.10 | 22.70 | 354 | -110 | 359 | |||
| 12 Dec | 212.68 | 0.4 | -0.20 | 23.67 | 286 | -6 | 471 | |||
| 11 Dec | 214.68 | 0.6 | -0.25 | 22.45 | 277 | -14 | 480 | |||
| 10 Dec | 214.34 | 0.85 | 0.00 | 24.99 | 372 | -2 | 496 | |||
| 9 Dec | 213.77 | 0.85 | -0.15 | 24.67 | 350 | 88 | 507 | |||
| 6 Dec | 213.40 | 1 | -0.60 | 23.70 | 615 | 87 | 420 | |||
| 5 Dec | 214.97 | 1.6 | -0.25 | 25.92 | 129 | -11 | 333 | |||
| 4 Dec | 215.44 | 1.85 | 1.00 | 25.67 | 397 | 68 | 344 | |||
| 3 Dec | 209.96 | 0.85 | -0.05 | 25.63 | 298 | 93 | 277 | |||
| 2 Dec | 209.08 | 0.9 | -0.30 | 25.94 | 291 | 38 | 193 | |||
| 29 Nov | 210.78 | 1.2 | -0.30 | 24.97 | 246 | 112 | 153 | |||
| 28 Nov | 211.05 | 1.5 | -0.50 | 25.92 | 38 | 12 | 41 | |||
| 27 Nov | 212.88 | 2 | -0.75 | 27.07 | 23 | 10 | 29 | |||
| 26 Nov | 213.64 | 2.75 | 0.30 | 28.93 | 8 | 4 | 18 | |||
| 25 Nov | 212.88 | 2.45 | -1.30 | 28.60 | 19 | 13 | 13 | |||
| 22 Nov | 209.37 | 3.75 | 0.00 | 6.94 | 0 | 0 | 0 | |||
| 21 Nov | 210.88 | 3.75 | 0.00 | 6.30 | 0 | 0 | 0 | |||
| 20 Nov | 206.65 | 3.75 | 0.00 | 8.67 | 0 | 0 | 0 | |||
| 19 Nov | 206.65 | 3.75 | 0.00 | 8.67 | 0 | 0 | 0 | |||
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| 18 Nov | 200.25 | 3.75 | 0.00 | 10.80 | 0 | 0 | 0 | |||
| 14 Nov | 196.98 | 3.75 | 0.00 | 11.72 | 0 | 0 | 0 | |||
| 13 Nov | 199.38 | 3.75 | 0.00 | 9.99 | 0 | 0 | 0 | |||
| 12 Nov | 207.27 | 3.75 | 0.00 | 6.59 | 0 | 0 | 0 | |||
| 11 Nov | 207.73 | 3.75 | 3.75 | 6.47 | 0 | 0 | 0 | |||
| 8 Nov | 206.77 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 206.01 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Federal Bank Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 CE is 0.01
Historical price for 227.5 CE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 52.01, the open interest changed by -14 which decreased total open position to 270
On 19 Dec FEDERALBNK was trading at 200.95. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 44.11, the open interest changed by -18 which decreased total open position to 284
On 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 0.05, which was -0.15 lower than the previous day. The implied volatity was 38.48, the open interest changed by -17 which decreased total open position to 309
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 28.47, the open interest changed by 6 which increased total open position to 328
On 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 0.35, which was 0.05 higher than the previous day. The implied volatity was 26.53, the open interest changed by -35 which decreased total open position to 324
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 22.70, the open interest changed by -110 which decreased total open position to 359
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 0.4, which was -0.20 lower than the previous day. The implied volatity was 23.67, the open interest changed by -6 which decreased total open position to 471
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 0.6, which was -0.25 lower than the previous day. The implied volatity was 22.45, the open interest changed by -14 which decreased total open position to 480
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 0.85, which was 0.00 lower than the previous day. The implied volatity was 24.99, the open interest changed by -2 which decreased total open position to 496
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 0.85, which was -0.15 lower than the previous day. The implied volatity was 24.67, the open interest changed by 88 which increased total open position to 507
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 1, which was -0.60 lower than the previous day. The implied volatity was 23.70, the open interest changed by 87 which increased total open position to 420
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 1.6, which was -0.25 lower than the previous day. The implied volatity was 25.92, the open interest changed by -11 which decreased total open position to 333
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 1.85, which was 1.00 higher than the previous day. The implied volatity was 25.67, the open interest changed by 68 which increased total open position to 344
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 0.85, which was -0.05 lower than the previous day. The implied volatity was 25.63, the open interest changed by 93 which increased total open position to 277
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 25.94, the open interest changed by 38 which increased total open position to 193
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 1.2, which was -0.30 lower than the previous day. The implied volatity was 24.97, the open interest changed by 112 which increased total open position to 153
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 1.5, which was -0.50 lower than the previous day. The implied volatity was 25.92, the open interest changed by 12 which increased total open position to 41
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 2, which was -0.75 lower than the previous day. The implied volatity was 27.07, the open interest changed by 10 which increased total open position to 29
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 2.75, which was 0.30 higher than the previous day. The implied volatity was 28.93, the open interest changed by 4 which increased total open position to 18
On 25 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 2.45, which was -1.30 lower than the previous day. The implied volatity was 28.60, the open interest changed by 13 which increased total open position to 13
On 22 Nov FEDERALBNK was trading at 209.37. The strike last trading price was 3.75, which was 0.00 lower than the previous day. The implied volatity was 6.94, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 6.30, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 8.67, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 8.67, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 10.80, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 11.72, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 9.99, 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 3.75, which was 0.00 lower than the previous day. The implied volatity was 6.59, 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 3.75, which was 3.75 higher than the previous day. The implied volatity was 6.47, 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 0, 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 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 26DEC2024 227.5 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 | 22.45 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 200.95 | 22.45 | 0.00 | 0.00 | 0 | 1 | 0 |
| 18 Dec | 200.03 | 22.45 | 8.55 | - | 1 | 0 | 152 |
| 17 Dec | 210.29 | 13.9 | 0.00 | 0.00 | 0 | -1 | 0 |
| 16 Dec | 213.40 | 13.9 | -0.10 | 26.02 | 10 | -1 | 152 |
| 13 Dec | 213.15 | 14 | -0.45 | 21.36 | 5 | 0 | 153 |
| 12 Dec | 212.68 | 14.45 | 2.20 | 25.37 | 12 | -1 | 153 |
| 11 Dec | 214.68 | 12.25 | -0.65 | 21.45 | 7 | -2 | 154 |
| 10 Dec | 214.34 | 12.9 | -1.20 | 22.93 | 10 | 1 | 156 |
| 9 Dec | 213.77 | 14.1 | -0.75 | 30.51 | 8 | 1 | 155 |
| 6 Dec | 213.40 | 14.85 | 1.70 | 34.34 | 46 | 11 | 154 |
| 5 Dec | 214.97 | 13.15 | 0.30 | 28.20 | 5 | 0 | 143 |
| 4 Dec | 215.44 | 12.85 | -4.50 | 29.59 | 10 | 1 | 144 |
| 3 Dec | 209.96 | 17.35 | -1.10 | 27.59 | 9 | -1 | 143 |
| 2 Dec | 209.08 | 18.45 | 1.70 | 32.89 | 15 | 1 | 144 |
| 29 Nov | 210.78 | 16.75 | 0.45 | 28.40 | 27 | 15 | 143 |
| 28 Nov | 211.05 | 16.3 | 0.10 | 27.65 | 138 | 125 | 128 |
| 27 Nov | 212.88 | 16.2 | 0.60 | 31.37 | 4 | 0 | 3 |
| 26 Nov | 213.64 | 15.6 | -1.00 | 32.39 | 4 | 0 | 3 |
| 25 Nov | 212.88 | 16.6 | -8.20 | 32.27 | 4 | 2 | 2 |
| 22 Nov | 209.37 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 21 Nov | 210.88 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 206.65 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 200.25 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 24.8 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 207.73 | 24.8 | 24.80 | - | 0 | 0 | 0 |
| 8 Nov | 206.77 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 206.01 | 0 | 0.00 | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 227.5 expiring on 26DEC2024
Delta for 227.5 PE is 0.00
Historical price for 227.5 PE is as follows
On 20 Dec FEDERALBNK was trading at 194.46. The strike last trading price was 22.45, 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 22.45, 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 18 Dec FEDERALBNK was trading at 200.03. The strike last trading price was 22.45, which was 8.55 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 152
On 17 Dec FEDERALBNK was trading at 210.29. The strike last trading price was 13.9, 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 16 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 13.9, which was -0.10 lower than the previous day. The implied volatity was 26.02, the open interest changed by -1 which decreased total open position to 152
On 13 Dec FEDERALBNK was trading at 213.15. The strike last trading price was 14, which was -0.45 lower than the previous day. The implied volatity was 21.36, the open interest changed by 0 which decreased total open position to 153
On 12 Dec FEDERALBNK was trading at 212.68. The strike last trading price was 14.45, which was 2.20 higher than the previous day. The implied volatity was 25.37, the open interest changed by -1 which decreased total open position to 153
On 11 Dec FEDERALBNK was trading at 214.68. The strike last trading price was 12.25, which was -0.65 lower than the previous day. The implied volatity was 21.45, the open interest changed by -2 which decreased total open position to 154
On 10 Dec FEDERALBNK was trading at 214.34. The strike last trading price was 12.9, which was -1.20 lower than the previous day. The implied volatity was 22.93, the open interest changed by 1 which increased total open position to 156
On 9 Dec FEDERALBNK was trading at 213.77. The strike last trading price was 14.1, which was -0.75 lower than the previous day. The implied volatity was 30.51, the open interest changed by 1 which increased total open position to 155
On 6 Dec FEDERALBNK was trading at 213.40. The strike last trading price was 14.85, which was 1.70 higher than the previous day. The implied volatity was 34.34, the open interest changed by 11 which increased total open position to 154
On 5 Dec FEDERALBNK was trading at 214.97. The strike last trading price was 13.15, which was 0.30 higher than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 143
On 4 Dec FEDERALBNK was trading at 215.44. The strike last trading price was 12.85, which was -4.50 lower than the previous day. The implied volatity was 29.59, the open interest changed by 1 which increased total open position to 144
On 3 Dec FEDERALBNK was trading at 209.96. The strike last trading price was 17.35, which was -1.10 lower than the previous day. The implied volatity was 27.59, the open interest changed by -1 which decreased total open position to 143
On 2 Dec FEDERALBNK was trading at 209.08. The strike last trading price was 18.45, which was 1.70 higher than the previous day. The implied volatity was 32.89, the open interest changed by 1 which increased total open position to 144
On 29 Nov FEDERALBNK was trading at 210.78. The strike last trading price was 16.75, which was 0.45 higher than the previous day. The implied volatity was 28.40, the open interest changed by 15 which increased total open position to 143
On 28 Nov FEDERALBNK was trading at 211.05. The strike last trading price was 16.3, which was 0.10 higher than the previous day. The implied volatity was 27.65, the open interest changed by 125 which increased total open position to 128
On 27 Nov FEDERALBNK was trading at 212.88. The strike last trading price was 16.2, which was 0.60 higher than the previous day. The implied volatity was 31.37, the open interest changed by 0 which decreased total open position to 3
On 26 Nov FEDERALBNK was trading at 213.64. The strike last trading price was 15.6, which was -1.00 lower than the previous day. The implied volatity was 32.39, 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 16.6, which was -8.20 lower than the previous day. The implied volatity was 32.27, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, 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 24.8, which was 24.80 higher 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 0, 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 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
