FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 28OCT2025 200 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.24
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 3.55 | -1.25 | 20.42 | 215 | 76 | 372 | |||||||||
| 21 Sept | 197.92 | 4.85 | -0.35 | 18.57 | 187 | 48 | 297 | |||||||||
| 18 Sept | 198.43 | 5.2 | -0.55 | 18.75 | 281 | 43 | 233 | |||||||||
| 14 Sept | 194.36 | 3.75 | -1.1 | 18.47 | 74 | -25 | 158 | |||||||||
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| 17 Aug | 195.86 | 14.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 200 expiring on 28OCT2025
Delta for 200 CE is 0.41
Historical price for 200 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 20.42, the open interest changed by 76 which increased total open position to 372
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 4.85, which was -0.35 lower than the previous day. The implied volatity was 18.57, the open interest changed by 48 which increased total open position to 297
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 5.2, which was -0.55 lower than the previous day. The implied volatity was 18.75, the open interest changed by 43 which increased total open position to 233
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 3.75, which was -1.1 lower than the previous day. The implied volatity was 18.47, the open interest changed by -25 which decreased total open position to 158
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 14.85, 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 28OCT2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.60
Vega: 0.24
Theta: -0.03
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 6.65 | 1.5 | 19.63 | 136 | 53 | 261 |
| 21 Sept | 197.92 | 5.05 | -0.05 | 19.79 | 165 | 93 | 207 |
| 18 Sept | 198.43 | 5.2 | 0 | 20.97 | 96 | 20 | 114 |
| 14 Sept | 194.36 | 7.55 | 1.3 | 21.29 | 21 | 6 | 18 |
| 17 Aug | 195.86 | 9 | 0 | 0.00 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 200 expiring on 28OCT2025
Delta for 200 PE is -0.60
Historical price for 200 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 6.65, which was 1.5 higher than the previous day. The implied volatity was 19.63, the open interest changed by 53 which increased total open position to 261
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 5.05, which was -0.05 lower than the previous day. The implied volatity was 19.79, the open interest changed by 93 which increased total open position to 207
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 20.97, the open interest changed by 20 which increased total open position to 114
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 7.55, which was 1.3 higher than the previous day. The implied volatity was 21.29, the open interest changed by 6 which increased total open position to 18
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 9, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
