FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 187.5 CE | ||||||||||||||||
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Delta: 0.81
Vega: 0.08
Theta: -0.19
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 8.6 | -2.6 | 31.23 | 2 | 0 | 32 | |||||||||
| 21 Sept | 197.92 | 11.25 | -0.4 | 21.59 | 3 | 2 | 32 | |||||||||
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| 18 Sept | 198.43 | 11.65 | -0.3 | 19.73 | 20 | -6 | 29 | |||||||||
| 14 Sept | 194.36 | 8.65 | -2 | 19.69 | 16 | 1 | 32 | |||||||||
| 17 Aug | 195.86 | 20.3 | 0 | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 187.5 expiring on 30SEP2025
Delta for 187.5 CE is 0.81
Historical price for 187.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 8.6, which was -2.6 lower than the previous day. The implied volatity was 31.23, the open interest changed by 0 which decreased total open position to 32
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 11.25, which was -0.4 lower than the previous day. The implied volatity was 21.59, the open interest changed by 2 which increased total open position to 32
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 11.65, which was -0.3 lower than the previous day. The implied volatity was 19.73, the open interest changed by -6 which decreased total open position to 29
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 8.65, which was -2 lower than the previous day. The implied volatity was 19.69, the open interest changed by 1 which increased total open position to 32
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 20.3, 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 187.5 PE | |||||||
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Delta: -0.09
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 0.25 | 0.1 | 20.47 | 73 | 12 | 165 |
| 21 Sept | 197.92 | 0.15 | -0.05 | 20.40 | 28 | 8 | 152 |
| 18 Sept | 198.43 | 0.2 | -0.1 | 21.42 | 187 | 10 | 142 |
| 14 Sept | 194.36 | 0.8 | 0.2 | 19.99 | 85 | 31 | 206 |
| 17 Aug | 195.86 | 3.5 | 0 | 4.66 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 187.5 expiring on 30SEP2025
Delta for 187.5 PE is -0.09
Historical price for 187.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.25, which was 0.1 higher than the previous day. The implied volatity was 20.47, the open interest changed by 12 which increased total open position to 165
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 20.40, the open interest changed by 8 which increased total open position to 152
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.2, which was -0.1 lower than the previous day. The implied volatity was 21.42, the open interest changed by 10 which increased total open position to 142
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.8, which was 0.2 higher than the previous day. The implied volatity was 19.99, the open interest changed by 31 which increased total open position to 206
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 3.5, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
