FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 197.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.35
Vega: 0.11
Theta: -0.16
Gamma: 0.06
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 1.4 | -1.4 | 20.58 | 1,382 | 78 | 371 | |||||||||
| 21 Sept | 197.92 | 2.7 | -0.6 | 15.46 | 571 | 5 | 293 | |||||||||
|
|
||||||||||||||||
| 18 Sept | 198.43 | 3.4 | -0.55 | 17.85 | 1,401 | -114 | 288 | |||||||||
| 14 Sept | 194.36 | 2.2 | -1.05 | 18.05 | 670 | 64 | 424 | |||||||||
| 17 Aug | 195.86 | 13.75 | 0 | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 197.5 expiring on 30SEP2025
Delta for 197.5 CE is 0.35
Historical price for 197.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 1.4, which was -1.4 lower than the previous day. The implied volatity was 20.58, the open interest changed by 78 which increased total open position to 371
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 2.7, which was -0.6 lower than the previous day. The implied volatity was 15.46, the open interest changed by 5 which increased total open position to 293
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 3.4, which was -0.55 lower than the previous day. The implied volatity was 17.85, the open interest changed by -114 which decreased total open position to 288
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 2.2, which was -1.05 lower than the previous day. The implied volatity was 18.05, the open interest changed by 64 which increased total open position to 424
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 13.75, 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.10
Theta: -0.06
Gamma: 0.08
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 3.15 | 1.35 | 15.15 | 1,189 | 47 | 381 |
| 21 Sept | 197.92 | 1.65 | -0.15 | 15.71 | 632 | 6 | 334 |
| 18 Sept | 198.43 | 1.7 | -0.3 | 16.75 | 1,250 | 83 | 331 |
| 14 Sept | 194.36 | 4.3 | 1.1 | 18.24 | 274 | -30 | 125 |
| 17 Aug | 195.86 | 6.8 | 0 | 0.43 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 197.5 expiring on 30SEP2025
Delta for 197.5 PE is -0.70
Historical price for 197.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 3.15, which was 1.35 higher than the previous day. The implied volatity was 15.15, the open interest changed by 47 which increased total open position to 381
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 15.71, the open interest changed by 6 which increased total open position to 334
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 1.7, which was -0.3 lower than the previous day. The implied volatity was 16.75, the open interest changed by 83 which increased total open position to 331
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 4.3, which was 1.1 higher than the previous day. The implied volatity was 18.24, the open interest changed by -30 which decreased total open position to 125
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 6.8, which was 0 lower than the previous day. The implied volatity was 0.43, the open interest changed by 0 which decreased total open position to 0
