FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
17 Aug 2025 12:54 AM IST
| FEDERALBNK 30SEP2025 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 0.28
Theta: -0.08
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 17 Aug | 195.86 | 4.3 | -0.35 | 17.88 | 42 | 5 | 91 | |||||||||
For Federal Bank Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 CE is 0.46
Historical price for 200 CE is as follows
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 4.3, which was -0.35 lower than the previous day. The implied volatity was 17.88, the open interest changed by 5 which increased total open position to 91
| FEDERALBNK 30SEP2025 200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 0.28
Theta: -0.04
Gamma: 0.02
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 195.86 | 7.85 | 0.35 | 25.06 | 3 | 0 | 90 |
For Federal Bank Ltd - strike price 200 expiring on 30SEP2025
Delta for 200 PE is -0.52
Historical price for 200 PE is as follows
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 7.85, which was 0.35 higher than the previous day. The implied volatity was 25.06, the open interest changed by 0 which decreased total open position to 90
