FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 180 CE | ||||||||||||||||
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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 | |||||||||
| 22 Sept | 195.00 | 16.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 21 Sept | 197.92 | 16.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 18 Sept | 198.43 | 16.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 14 Sept | 194.36 | 15.6 | -1.95 | 23.80 | 14 | -1 | 51 | |||||||||
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| 17 Aug | 195.86 | 35.25 | 0 | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 CE is 0.00
Historical price for 180 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 16.45, which was 0 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 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 16.45, which was 0 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 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 16.45, which was 0 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 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 15.6, which was -1.95 lower than the previous day. The implied volatity was 23.80, the open interest changed by -1 which decreased total open position to 51
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 35.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 30SEP2025 180 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 0.1 | 0 | 29.43 | 28 | -8 | 196 |
| 21 Sept | 197.92 | 0.1 | 0 | 29.30 | 4 | -3 | 204 |
| 18 Sept | 198.43 | 0.1 | 0 | 28.73 | 153 | -26 | 208 |
| 14 Sept | 194.36 | 0.3 | 0.05 | 24.68 | 56 | -27 | 205 |
| 17 Aug | 195.86 | 1 | -0.1 | 23.76 | 15 | 9 | 55 |
For Federal Bank Ltd - strike price 180 expiring on 30SEP2025
Delta for 180 PE is -0.03
Historical price for 180 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.43, the open interest changed by -8 which decreased total open position to 196
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 29.30, the open interest changed by -3 which decreased total open position to 204
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 28.73, the open interest changed by -26 which decreased total open position to 208
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 24.68, the open interest changed by -27 which decreased total open position to 205
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 1, which was -0.1 lower than the previous day. The implied volatity was 23.76, the open interest changed by 9 which increased total open position to 55
