FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 200 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 195.00 | 0.75 | -0.85 | 20.93 | 2,937 | 366 | 2,307 | |||||||||
| 21 Sept | 197.92 | 1.5 | -0.5 | 15.48 | 2,084 | 90 | 1,954 | |||||||||
| 18 Sept | 198.43 | 2 | -0.6 | 16.98 | 4,838 | -52 | 1,870 | |||||||||
| 14 Sept | 194.36 | 1.4 | -0.75 | 18.20 | 1,102 | 96 | 1,589 | |||||||||
| 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 0.22
Historical price for 200 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.75, which was -0.85 lower than the previous day. The implied volatity was 20.93, the open interest changed by 366 which increased total open position to 2307
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 1.5, which was -0.5 lower than the previous day. The implied volatity was 15.48, the open interest changed by 90 which increased total open position to 1954
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 2, which was -0.6 lower than the previous day. The implied volatity was 16.98, the open interest changed by -52 which decreased total open position to 1870
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 1.4, which was -0.75 lower than the previous day. The implied volatity was 18.20, the open interest changed by 96 which increased total open position to 1589
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 | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.89
Vega: 0.05
Theta: 0.01
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 5 | 1.9 | 13.07 | 937 | -30 | 754 |
| 21 Sept | 197.92 | 3 | -0.05 | 16.17 | 727 | -59 | 783 |
| 18 Sept | 198.43 | 2.9 | -0.25 | 16.68 | 1,755 | 158 | 842 |
| 14 Sept | 194.36 | 5.9 | 1.3 | 17.82 | 205 | 4 | 709 |
| 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 -0.89
Historical price for 200 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 5, which was 1.9 higher than the previous day. The implied volatity was 13.07, the open interest changed by -30 which decreased total open position to 754
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 3, which was -0.05 lower than the previous day. The implied volatity was 16.17, the open interest changed by -59 which decreased total open position to 783
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 16.68, the open interest changed by 158 which increased total open position to 842
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 5.9, which was 1.3 higher than the previous day. The implied volatity was 17.82, the open interest changed by 4 which increased total open position to 709
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
