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[--[65.84.65.76]--]
FEDERALBNK
Federal Bank Ltd

210.88 4.23 (2.05%)

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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
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
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
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