FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 195 CE | ||||||||||||||||
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Delta: 0.52
Vega: 0.11
Theta: -0.17
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 2.45 | -2.05 | 20.53 | 1,222 | 88 | 767 | |||||||||
| 21 Sept | 197.92 | 4.5 | -0.6 | 16.78 | 496 | -36 | 681 | |||||||||
| 18 Sept | 198.43 | 5.15 | -0.55 | 18.70 | 1,073 | -13 | 722 | |||||||||
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| 14 Sept | 194.36 | 3.3 | -1.4 | 17.93 | 1,008 | 151 | 822 | |||||||||
| 17 Aug | 195.86 | 6.5 | -0.8 | 16.50 | 3 | 2 | 14 | |||||||||
For Federal Bank Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 CE is 0.52
Historical price for 195 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 2.45, which was -2.05 lower than the previous day. The implied volatity was 20.53, the open interest changed by 88 which increased total open position to 767
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 4.5, which was -0.6 lower than the previous day. The implied volatity was 16.78, the open interest changed by -36 which decreased total open position to 681
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 5.15, which was -0.55 lower than the previous day. The implied volatity was 18.70, the open interest changed by -13 which decreased total open position to 722
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 3.3, which was -1.4 lower than the previous day. The implied volatity was 17.93, the open interest changed by 151 which increased total open position to 822
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 6.5, which was -0.8 lower than the previous day. The implied volatity was 16.50, the open interest changed by 2 which increased total open position to 14
| FEDERALBNK 30SEP2025 195 PE | |||||||
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Delta: -0.48
Vega: 0.11
Theta: -0.09
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 1.75 | 0.75 | 15.98 | 857 | 15 | 1,133 |
| 21 Sept | 197.92 | 0.95 | -0.15 | 17.02 | 431 | -53 | 1,118 |
| 18 Sept | 198.43 | 1.05 | -0.15 | 18.19 | 1,458 | 62 | 1,138 |
| 14 Sept | 194.36 | 2.85 | 0.7 | 17.76 | 695 | 26 | 909 |
| 17 Aug | 195.86 | 5.35 | 0 | 24.88 | 7 | 7 | 9 |
For Federal Bank Ltd - strike price 195 expiring on 30SEP2025
Delta for 195 PE is -0.48
Historical price for 195 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 1.75, which was 0.75 higher than the previous day. The implied volatity was 15.98, the open interest changed by 15 which increased total open position to 1133
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.95, which was -0.15 lower than the previous day. The implied volatity was 17.02, the open interest changed by -53 which decreased total open position to 1118
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 1.05, which was -0.15 lower than the previous day. The implied volatity was 18.19, the open interest changed by 62 which increased total open position to 1138
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 2.85, which was 0.7 higher than the previous day. The implied volatity was 17.76, the open interest changed by 26 which increased total open position to 909
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 5.35, which was 0 lower than the previous day. The implied volatity was 24.88, the open interest changed by 7 which increased total open position to 9
