FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 207.5 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 0.1 | -0.15 | 23.08 | 201 | -73 | 153 | |||||||||
| 21 Sept | 197.92 | 0.25 | -0.1 | 18.39 | 119 | -17 | 227 | |||||||||
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| 18 Sept | 198.43 | 0.35 | -0.25 | 18.48 | 520 | 74 | 242 | |||||||||
| 14 Sept | 194.36 | 0.3 | -0.25 | 19.07 | 39 | -1 | 96 | |||||||||
| 17 Aug | 195.86 | 8.7 | 0 | 3.83 | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 207.5 expiring on 30SEP2025
Delta for 207.5 CE is 0.04
Historical price for 207.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.1, which was -0.15 lower than the previous day. The implied volatity was 23.08, the open interest changed by -73 which decreased total open position to 153
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 18.39, the open interest changed by -17 which decreased total open position to 227
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.35, which was -0.25 lower than the previous day. The implied volatity was 18.48, the open interest changed by 74 which increased total open position to 242
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.3, which was -0.25 lower than the previous day. The implied volatity was 19.07, the open interest changed by -1 which decreased total open position to 96
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 8.7, which was 0 lower than the previous day. The implied volatity was 3.83, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 30SEP2025 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 9.1 | -0.1 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 197.92 | 9.1 | 0.25 | 17.71 | 28 | 0 | 39 |
| 18 Sept | 198.43 | 8.65 | -0.2 | 16.57 | 55 | 4 | 39 |
| 14 Sept | 194.36 | 12.45 | 2.05 | 20.90 | 13 | 0 | 40 |
| 17 Aug | 195.86 | 11.7 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 207.5 expiring on 30SEP2025
Delta for 207.5 PE is 0.00
Historical price for 207.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 9.1, which was -0.1 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 9.1, which was 0.25 higher than the previous day. The implied volatity was 17.71, the open interest changed by 0 which decreased total open position to 39
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 8.65, which was -0.2 lower than the previous day. The implied volatity was 16.57, the open interest changed by 4 which increased total open position to 39
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 12.45, which was 2.05 higher than the previous day. The implied volatity was 20.90, the open interest changed by 0 which decreased total open position to 40
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 11.7, 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
