FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
17 Aug 2025 12:54 AM IST
| FEDERALBNK 30SEP2025 190 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.20
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 195.86 | 9.75 | -0.4 | 15.85 | 4 | 3 | 13 | |||||||||
For Federal Bank Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 CE is 0.79
Historical price for 190 CE is as follows
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 9.75, which was -0.4 lower than the previous day. The implied volatity was 15.85, the open interest changed by 3 which increased total open position to 13
| FEDERALBNK 30SEP2025 190 PE | |||||||
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Delta: -0.29
Vega: 0.24
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 195.86 | 3.25 | 0.15 | 24.04 | 13 | 11 | 43 |
For Federal Bank Ltd - strike price 190 expiring on 30SEP2025
Delta for 190 PE is -0.29
Historical price for 190 PE is as follows
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 3.25, which was 0.15 higher than the previous day. The implied volatity was 24.04, the open interest changed by 11 which increased total open position to 43
