FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 192.5 CE | ||||||||||||||||
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Delta: 0.67
Vega: 0.10
Theta: -0.18
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 4.05 | -2.5 | 21.80 | 253 | -1 | 197 | |||||||||
| 21 Sept | 197.92 | 6.5 | -0.6 | 16.99 | 82 | -9 | 198 | |||||||||
| 18 Sept | 198.43 | 7.2 | -0.65 | 19.86 | 101 | -7 | 208 | |||||||||
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| 14 Sept | 194.36 | 4.75 | -1.65 | 18.02 | 112 | 12 | 257 | |||||||||
| 17 Aug | 195.86 | 16.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 192.5 expiring on 30SEP2025
Delta for 192.5 CE is 0.67
Historical price for 192.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 4.05, which was -2.5 lower than the previous day. The implied volatity was 21.80, the open interest changed by -1 which decreased total open position to 197
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 6.5, which was -0.6 lower than the previous day. The implied volatity was 16.99, the open interest changed by -9 which decreased total open position to 198
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 7.2, which was -0.65 lower than the previous day. The implied volatity was 19.86, the open interest changed by -7 which decreased total open position to 208
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 4.75, which was -1.65 lower than the previous day. The implied volatity was 18.02, the open interest changed by 12 which increased total open position to 257
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 16.85, 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 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 0.10
Theta: -0.09
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 0.9 | 0.4 | 17.09 | 310 | -8 | 309 |
| 21 Sept | 197.92 | 0.5 | -0.1 | 17.87 | 192 | -18 | 339 |
| 18 Sept | 198.43 | 0.55 | -0.15 | 18.53 | 436 | -34 | 335 |
| 14 Sept | 194.36 | 1.85 | 0.45 | 18.06 | 347 | -7 | 325 |
| 17 Aug | 195.86 | 4.95 | 0 | 2.84 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 192.5 expiring on 30SEP2025
Delta for 192.5 PE is -0.29
Historical price for 192.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.9, which was 0.4 higher than the previous day. The implied volatity was 17.09, the open interest changed by -8 which decreased total open position to 309
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.5, which was -0.1 lower than the previous day. The implied volatity was 17.87, the open interest changed by -18 which decreased total open position to 339
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 18.53, the open interest changed by -34 which decreased total open position to 335
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 1.85, which was 0.45 higher than the previous day. The implied volatity was 18.06, the open interest changed by -7 which decreased total open position to 325
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 2.84, the open interest changed by 0 which decreased total open position to 0
