FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
17 Aug 2025 12:54 AM IST
| FEDERALBNK 30SEP2025 195 CE | ||||||||||||||||
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Delta: 0.63
Vega: 0.27
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.63
Historical price for 195 CE is as follows
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: -0.40
Vega: 0.27
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.40
Historical price for 195 PE is as follows
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
