FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
21 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 230 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.05
Vega: 0.03
Theta: -0.08
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 210.88 | 0.2 | 0.10 | 36.16 | 457 | 47 | 442 | |||
| 20 Nov | 206.65 | 0.1 | 0.00 | 34.60 | 627 | 5 | 400 | |||
| 19 Nov | 206.65 | 0.1 | 0.05 | 34.60 | 627 | 10 | 400 | |||
| 18 Nov | 200.25 | 0.05 | 0.00 | 35.82 | 51 | 14 | 391 | |||
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| 14 Nov | 196.98 | 0.05 | -0.10 | 33.37 | 166 | -8 | 386 | |||
| 13 Nov | 199.38 | 0.15 | -0.10 | 33.72 | 370 | -99 | 395 | |||
| 12 Nov | 207.27 | 0.25 | -0.10 | 29.48 | 346 | 29 | 503 | |||
| 11 Nov | 207.73 | 0.35 | 0.00 | 28.68 | 487 | -85 | 471 | |||
| 8 Nov | 206.77 | 0.35 | -0.05 | 27.90 | 561 | 91 | 555 | |||
| 7 Nov | 206.01 | 0.4 | 0.00 | 28.39 | 742 | 58 | 466 | |||
| 6 Nov | 204.74 | 0.4 | -0.15 | 28.49 | 362 | -3 | 408 | |||
| 5 Nov | 204.27 | 0.55 | -0.25 | 30.62 | 990 | -116 | 412 | |||
| 4 Nov | 204.29 | 0.8 | 0.15 | 33.63 | 2,321 | 200 | 533 | |||
| 1 Nov | 204.17 | 0.65 | -0.10 | 29.91 | 81 | 10 | 338 | |||
| 31 Oct | 203.91 | 0.75 | 0.10 | - | 1,006 | 223 | 333 | |||
| 30 Oct | 203.24 | 0.65 | - | 349 | 109 | 109 | ||||
For Federal Bank Ltd - strike price 230 expiring on 28NOV2024
Delta for 230 CE is 0.05
Historical price for 230 CE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 0.2, which was 0.10 higher than the previous day. The implied volatity was 36.16, the open interest changed by 47 which increased total open position to 442
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 34.60, the open interest changed by 5 which increased total open position to 400
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 34.60, the open interest changed by 10 which increased total open position to 400
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 35.82, the open interest changed by 14 which increased total open position to 391
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.05, which was -0.10 lower than the previous day. The implied volatity was 33.37, the open interest changed by -8 which decreased total open position to 386
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 33.72, the open interest changed by -99 which decreased total open position to 395
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 29.48, the open interest changed by 29 which increased total open position to 503
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 28.68, the open interest changed by -85 which decreased total open position to 471
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.35, which was -0.05 lower than the previous day. The implied volatity was 27.90, the open interest changed by 91 which increased total open position to 555
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.4, which was 0.00 lower than the previous day. The implied volatity was 28.39, the open interest changed by 58 which increased total open position to 466
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 0.4, which was -0.15 lower than the previous day. The implied volatity was 28.49, the open interest changed by -3 which decreased total open position to 408
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 30.62, the open interest changed by -116 which decreased total open position to 412
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 0.8, which was 0.15 higher than the previous day. The implied volatity was 33.63, the open interest changed by 200 which increased total open position to 533
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 0.65, which was -0.10 lower than the previous day. The implied volatity was 29.91, the open interest changed by 10 which increased total open position to 338
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 0.75, which was 0.10 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 0.65, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 230 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 0.10
Theta: -0.81
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 210.88 | 25.25 | 3.00 | 114.49 | 2 | 1 | 3 |
| 20 Nov | 206.65 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 206.65 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 200.25 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 196.98 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 199.38 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 207.27 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 207.73 | 22.25 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 206.77 | 22.25 | -0.95 | - | 1 | 0 | 2 |
| 7 Nov | 206.01 | 23.2 | -0.70 | 30.00 | 6 | 0 | 1 |
| 6 Nov | 204.74 | 23.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 204.27 | 23.9 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Nov | 204.29 | 23.9 | -9.50 | - | 2 | 1 | 1 |
| 1 Nov | 204.17 | 33.4 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 203.91 | 33.4 | 0.00 | - | 0 | 0 | 0 |
| 30 Oct | 203.24 | 33.4 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 230 expiring on 28NOV2024
Delta for 230 PE is -0.68
Historical price for 230 PE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 25.25, which was 3.00 higher than the previous day. The implied volatity was 114.49, the open interest changed by 1 which increased total open position to 3
On 20 Nov FEDERALBNK was trading at 206.65. 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 19 Nov FEDERALBNK was trading at 206.65. 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 18 Nov FEDERALBNK was trading at 200.25. 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 14 Nov FEDERALBNK was trading at 196.98. 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 13 Nov FEDERALBNK was trading at 199.38. 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 12 Nov FEDERALBNK was trading at 207.27. 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 11 Nov FEDERALBNK was trading at 207.73. 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 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 22.25, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 23.2, which was -0.70 lower than the previous day. The implied volatity was 30.00, the open interest changed by 0 which decreased total open position to 1
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 23.9, 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 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 23.9, 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 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 23.9, which was -9.50 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 33.4, 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 33.4, 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 33.4, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
