FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 185 CE | ||||||||||||||||
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Delta: 0.85
Vega: 0.07
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 10.95 | -3.4 | 35.42 | 5 | -3 | 52 | |||||||||
| 21 Sept | 197.92 | 14.35 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
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| 18 Sept | 198.43 | 14.35 | 0 | 0.00 | 0 | -4 | 0 | |||||||||
| 14 Sept | 194.36 | 10.85 | -2.05 | 20.51 | 23 | 6 | 62 | |||||||||
| 17 Aug | 195.86 | 13.7 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 CE is 0.85
Historical price for 185 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 10.95, which was -3.4 lower than the previous day. The implied volatity was 35.42, the open interest changed by -3 which decreased total open position to 52
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 14.35, 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 14.35, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 10.85, which was -2.05 lower than the previous day. The implied volatity was 20.51, the open interest changed by 6 which increased total open position to 62
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 13.7, 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
| FEDERALBNK 30SEP2025 185 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.05
Vega: 0.03
Theta: -0.04
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 0.15 | 0 | 22.69 | 76 | -19 | 435 |
| 21 Sept | 197.92 | 0.15 | -0.05 | 24.15 | 66 | 0 | 454 |
| 18 Sept | 198.43 | 0.2 | 0 | 25.15 | 398 | -101 | 453 |
| 14 Sept | 194.36 | 0.45 | 0 | 20.13 | 225 | -28 | 595 |
| 17 Aug | 195.86 | 3.25 | 0 | 5.78 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 185 expiring on 30SEP2025
Delta for 185 PE is -0.05
Historical price for 185 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.15, which was 0 lower than the previous day. The implied volatity was 22.69, the open interest changed by -19 which decreased total open position to 435
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 24.15, the open interest changed by 0 which decreased total open position to 454
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 25.15, the open interest changed by -101 which decreased total open position to 453
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 20.13, the open interest changed by -28 which decreased total open position to 595
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 3.25, which was 0 lower than the previous day. The implied volatity was 5.78, the open interest changed by 0 which decreased total open position to 0
