FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 190 CE | ||||||||||||||||
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Delta: 0.76
Vega: 0.09
Theta: -0.19
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 6.3 | -2.55 | 26.83 | 120 | -10 | 327 | |||||||||
| 21 Sept | 197.92 | 8.85 | -0.4 | 19.39 | 138 | -4 | 337 | |||||||||
| 18 Sept | 198.43 | 9.4 | -0.6 | 20.71 | 325 | -6 | 341 | |||||||||
| 14 Sept | 194.36 | 6.6 | -1.85 | 18.88 | 233 | 10 | 370 | |||||||||
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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 0.76
Historical price for 190 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 6.3, which was -2.55 lower than the previous day. The implied volatity was 26.83, the open interest changed by -10 which decreased total open position to 327
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 8.85, which was -0.4 lower than the previous day. The implied volatity was 19.39, the open interest changed by -4 which decreased total open position to 337
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 9.4, which was -0.6 lower than the previous day. The implied volatity was 20.71, the open interest changed by -6 which decreased total open position to 341
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 6.6, which was -1.85 lower than the previous day. The implied volatity was 18.88, the open interest changed by 10 which increased total open position to 370
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: -0.16
Vega: 0.07
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 0.45 | 0.2 | 18.44 | 653 | 0 | 765 |
| 21 Sept | 197.92 | 0.25 | -0.1 | 18.69 | 258 | -18 | 775 |
| 18 Sept | 198.43 | 0.35 | -0.1 | 20.30 | 1,053 | -106 | 774 |
| 14 Sept | 194.36 | 1.25 | 0.35 | 19.21 | 554 | 2 | 867 |
| 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 -0.16
Historical price for 190 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 18.44, the open interest changed by 0 which decreased total open position to 765
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 18.69, the open interest changed by -18 which decreased total open position to 775
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.35, which was -0.1 lower than the previous day. The implied volatity was 20.30, the open interest changed by -106 which decreased total open position to 774
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 1.25, which was 0.35 higher than the previous day. The implied volatity was 19.21, the open interest changed by 2 which increased total open position to 867
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
