FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 205 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 0.04
Theta: -0.07
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 22 Sept | 195.00 | 0.25 | -0.2 | 23.54 | 1,681 | -99 | 894 | |||||||||
| 21 Sept | 197.92 | 0.4 | -0.25 | 16.66 | 859 | 0 | 999 | |||||||||
| 18 Sept | 198.43 | 0.6 | -0.4 | 17.40 | 2,271 | -19 | 994 | |||||||||
| 14 Sept | 194.36 | 0.5 | -0.35 | 18.58 | 762 | 97 | 759 | |||||||||
| 17 Aug | 195.86 | 2.6 | -0.9 | 18.28 | 14 | 12 | 58 | |||||||||
For Federal Bank Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 CE is 0.08
Historical price for 205 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 23.54, the open interest changed by -99 which decreased total open position to 894
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 16.66, the open interest changed by 0 which decreased total open position to 999
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.6, which was -0.4 lower than the previous day. The implied volatity was 17.40, the open interest changed by -19 which decreased total open position to 994
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 18.58, the open interest changed by 97 which increased total open position to 759
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 2.6, which was -0.9 lower than the previous day. The implied volatity was 18.28, the open interest changed by 12 which increased total open position to 58
| FEDERALBNK 30SEP2025 205 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 9.3 | 2.4 | - | 85 | -2 | 120 |
| 21 Sept | 197.92 | 6.8 | 0.15 | 16.75 | 57 | -8 | 124 |
| 18 Sept | 198.43 | 6.7 | 0.25 | 19.16 | 112 | 1 | 130 |
| 14 Sept | 194.36 | 10.1 | 1.75 | 19.32 | 20 | 3 | 134 |
| 17 Aug | 195.86 | 9.5 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 205 expiring on 30SEP2025
Delta for 205 PE is -
Historical price for 205 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 9.3, which was 2.4 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 120
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 6.8, which was 0.15 higher than the previous day. The implied volatity was 16.75, the open interest changed by -8 which decreased total open position to 124
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 6.7, which was 0.25 higher than the previous day. The implied volatity was 19.16, the open interest changed by 1 which increased total open position to 130
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 10.1, which was 1.75 higher than the previous day. The implied volatity was 19.32, the open interest changed by 3 which increased total open position to 134
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 9.5, 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
