FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
21 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 235 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.02
Theta: -0.05
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
|
|
||||||||||
| 21 Nov | 210.88 | 0.1 | 0.05 | 38.50 | 147 | -42 | 497 | |||
| 20 Nov | 206.65 | 0.05 | 0.00 | 36.50 | 237 | 55 | 541 | |||
| 19 Nov | 206.65 | 0.05 | 0.00 | 36.50 | 237 | 57 | 541 | |||
| 18 Nov | 200.25 | 0.05 | -0.05 | 40.60 | 13 | 5 | 490 | |||
| 14 Nov | 196.98 | 0.1 | 0.00 | 41.10 | 110 | -23 | 488 | |||
| 13 Nov | 199.38 | 0.1 | -0.10 | 35.95 | 146 | -14 | 511 | |||
| 12 Nov | 207.27 | 0.2 | -0.05 | 32.87 | 223 | 12 | 525 | |||
| 11 Nov | 207.73 | 0.25 | -0.05 | 31.40 | 194 | 59 | 510 | |||
| 8 Nov | 206.77 | 0.3 | 0.05 | 31.38 | 199 | 71 | 450 | |||
| 7 Nov | 206.01 | 0.25 | -0.05 | 29.90 | 552 | 106 | 379 | |||
| 6 Nov | 204.74 | 0.3 | -0.10 | 30.95 | 377 | 112 | 272 | |||
| 5 Nov | 204.27 | 0.4 | -0.10 | 32.69 | 652 | -122 | 159 | |||
| 4 Nov | 204.29 | 0.5 | 0.05 | 34.20 | 806 | 233 | 289 | |||
| 1 Nov | 204.17 | 0.45 | -0.10 | 31.38 | 53 | 21 | 56 | |||
| 31 Oct | 203.91 | 0.55 | - | 69 | 42 | 42 | ||||
For Federal Bank Ltd - strike price 235 expiring on 28NOV2024
Delta for 235 CE is 0.02
Historical price for 235 CE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 0.1, which was 0.05 higher than the previous day. The implied volatity was 38.50, the open interest changed by -42 which decreased total open position to 497
On 20 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 55 which increased total open position to 541
On 19 Nov FEDERALBNK was trading at 206.65. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 36.50, the open interest changed by 57 which increased total open position to 541
On 18 Nov FEDERALBNK was trading at 200.25. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 40.60, the open interest changed by 5 which increased total open position to 490
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.1, which was 0.00 lower than the previous day. The implied volatity was 41.10, the open interest changed by -23 which decreased total open position to 488
On 13 Nov FEDERALBNK was trading at 199.38. The strike last trading price was 0.1, which was -0.10 lower than the previous day. The implied volatity was 35.95, the open interest changed by -14 which decreased total open position to 511
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 32.87, the open interest changed by 12 which increased total open position to 525
On 11 Nov FEDERALBNK was trading at 207.73. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 31.40, the open interest changed by 59 which increased total open position to 510
On 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by 71 which increased total open position to 450
On 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 0.25, which was -0.05 lower than the previous day. The implied volatity was 29.90, the open interest changed by 106 which increased total open position to 379
On 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 0.3, which was -0.10 lower than the previous day. The implied volatity was 30.95, the open interest changed by 112 which increased total open position to 272
On 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 0.4, which was -0.10 lower than the previous day. The implied volatity was 32.69, the open interest changed by -122 which decreased total open position to 159
On 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 0.5, which was 0.05 higher than the previous day. The implied volatity was 34.20, the open interest changed by 233 which increased total open position to 289
On 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 0.45, which was -0.10 lower than the previous day. The implied volatity was 31.38, the open interest changed by 21 which increased total open position to 56
On 31 Oct FEDERALBNK was trading at 203.91. The strike last trading price was 0.55, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| FEDERALBNK 28NOV2024 235 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 210.88 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 206.65 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 18 Nov | 200.25 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 199.38 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 207.73 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 206.77 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 206.01 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 204.74 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 204.27 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 204.29 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 1 Nov | 204.17 | 37.6 | 0.00 | - | 0 | 0 | 0 |
| 31 Oct | 203.91 | 37.6 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 235 expiring on 28NOV2024
Delta for 235 PE is -
Historical price for 235 PE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 37.6, 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 37.6, 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 37.6, 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 37.6, 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 37.6, 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 37.6, 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 37.6, 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 37.6, 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 8 Nov FEDERALBNK was trading at 206.77. The strike last trading price was 37.6, 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 7 Nov FEDERALBNK was trading at 206.01. The strike last trading price was 37.6, 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 6 Nov FEDERALBNK was trading at 204.74. The strike last trading price was 37.6, 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 5 Nov FEDERALBNK was trading at 204.27. The strike last trading price was 37.6, 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 4 Nov FEDERALBNK was trading at 204.29. The strike last trading price was 37.6, 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 1 Nov FEDERALBNK was trading at 204.17. The strike last trading price was 37.6, 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 37.6, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
