FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
21 Nov 2024 04:10 PM IST
| FEDERALBNK 28NOV2024 240 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 | |||
| 21 Nov | 210.88 | 0.05 | 0.00 | 40.65 | 35 | 29 | 35 | |||
| 20 Nov | 206.65 | 0.05 | 0.00 | 41.53 | 36 | 2 | 7 | |||
| 19 Nov | 206.65 | 0.05 | 0.00 | 41.53 | 36 | 3 | 7 | |||
| 14 Nov | 196.98 | 0.05 | -0.05 | 42.09 | 1 | 0 | 4 | |||
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| 12 Nov | 207.27 | 0.1 | 33.40 | 6 | 3 | 3 | ||||
For Federal Bank Ltd - strike price 240 expiring on 28NOV2024
Delta for 240 CE is 0.01
Historical price for 240 CE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 0.05, which was 0.00 lower than the previous day. The implied volatity was 40.65, the open interest changed by 29 which increased total open position to 35
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 41.53, the open interest changed by 2 which increased total open position to 7
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 41.53, the open interest changed by 3 which increased total open position to 7
On 14 Nov FEDERALBNK was trading at 196.98. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 42.09, the open interest changed by 0 which decreased total open position to 4
On 12 Nov FEDERALBNK was trading at 207.27. The strike last trading price was 0.1, which was lower than the previous day. The implied volatity was 33.40, the open interest changed by 3 which increased total open position to 3
| FEDERALBNK 28NOV2024 240 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 210.88 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 20 Nov | 206.65 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 19 Nov | 206.65 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 196.98 | 41.9 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 207.27 | 41.9 | - | 0 | 0 | 0 | |
For Federal Bank Ltd - strike price 240 expiring on 28NOV2024
Delta for 240 PE is -
Historical price for 240 PE is as follows
On 21 Nov FEDERALBNK was trading at 210.88. The strike last trading price was 41.9, 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 41.9, 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 41.9, 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 41.9, 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 41.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
