FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 210 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 0.05 | -0.1 | 23.88 | 308 | -45 | 918 | |||||||||
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| 21 Sept | 197.92 | 0.2 | 0 | 20.96 | 539 | -16 | 963 | |||||||||
| 18 Sept | 198.43 | 0.2 | -0.15 | 19.41 | 1,444 | 53 | 1,003 | |||||||||
| 14 Sept | 194.36 | 0.25 | -0.1 | 21.01 | 679 | 19 | 913 | |||||||||
| 17 Aug | 195.86 | 1.6 | -0.35 | 19.14 | 21 | 12 | 56 | |||||||||
For Federal Bank Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 CE is 0.02
Historical price for 210 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 23.88, the open interest changed by -45 which decreased total open position to 918
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 20.96, the open interest changed by -16 which decreased total open position to 963
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.2, which was -0.15 lower than the previous day. The implied volatity was 19.41, the open interest changed by 53 which increased total open position to 1003
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 21.01, the open interest changed by 19 which increased total open position to 913
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 1.6, which was -0.35 lower than the previous day. The implied volatity was 19.14, the open interest changed by 12 which increased total open position to 56
| FEDERALBNK 30SEP2025 210 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 | 14.05 | 2.9 | - | 13 | -8 | 250 |
| 21 Sept | 197.92 | 11.15 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 198.43 | 11.15 | 0.15 | 20.22 | 42 | 3 | 259 |
| 14 Sept | 194.36 | 14.8 | 2.15 | 21.77 | 16 | 2 | 271 |
| 17 Aug | 195.86 | 15.15 | 0 | 0.00 | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 210 expiring on 30SEP2025
Delta for 210 PE is -
Historical price for 210 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 14.05, which was 2.9 higher than the previous day. The implied volatity was -, the open interest changed by -8 which decreased total open position to 250
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 11.15, which was 0 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 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 11.15, which was 0.15 higher than the previous day. The implied volatity was 20.22, the open interest changed by 3 which increased total open position to 259
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 14.8, which was 2.15 higher than the previous day. The implied volatity was 21.77, the open interest changed by 2 which increased total open position to 271
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 15.15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
