FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 202.5 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.06
Theta: -0.09
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 0.4 | -0.4 | 21.72 | 687 | 21 | 409 | |||||||||
| 21 Sept | 197.92 | 0.8 | -0.35 | 16.10 | 554 | -48 | 386 | |||||||||
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| 18 Sept | 198.43 | 1.1 | -0.55 | 16.88 | 1,893 | 29 | 437 | |||||||||
| 14 Sept | 194.36 | 0.85 | -0.5 | 18.34 | 277 | 18 | 190 | |||||||||
| 17 Aug | 195.86 | 11.05 | 0 | 1.92 | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 202.5 expiring on 30SEP2025
Delta for 202.5 CE is 0.13
Historical price for 202.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.4, which was -0.4 lower than the previous day. The implied volatity was 21.72, the open interest changed by 21 which increased total open position to 409
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.8, which was -0.35 lower than the previous day. The implied volatity was 16.10, the open interest changed by -48 which decreased total open position to 386
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 1.1, which was -0.55 lower than the previous day. The implied volatity was 16.88, the open interest changed by 29 which increased total open position to 437
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.85, which was -0.5 lower than the previous day. The implied volatity was 18.34, the open interest changed by 18 which increased total open position to 190
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 11.05, which was 0 lower than the previous day. The implied volatity was 1.92, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 30SEP2025 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 7.05 | 2.25 | - | 242 | -23 | 122 |
| 21 Sept | 197.92 | 4.75 | 0.1 | 16.55 | 217 | -10 | 146 |
| 18 Sept | 198.43 | 4.65 | 0.15 | 17.80 | 437 | -6 | 154 |
| 14 Sept | 194.36 | 7.95 | 1.6 | 18.81 | 34 | 1 | 31 |
| 17 Aug | 195.86 | 9.05 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 202.5 expiring on 30SEP2025
Delta for 202.5 PE is -
Historical price for 202.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 7.05, which was 2.25 higher than the previous day. The implied volatity was -, the open interest changed by -23 which decreased total open position to 122
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 4.75, which was 0.1 higher than the previous day. The implied volatity was 16.55, the open interest changed by -10 which decreased total open position to 146
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 4.65, which was 0.15 higher than the previous day. The implied volatity was 17.80, the open interest changed by -6 which decreased total open position to 154
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 7.95, which was 1.6 higher than the previous day. The implied volatity was 18.81, the open interest changed by 1 which increased total open position to 31
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 9.05, 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
