FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 215 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 0.05 | -0.05 | 30.25 | 45 | -19 | 126 | |||||||||
| 21 Sept | 197.92 | 0.1 | 0 | 24.28 | 86 | -16 | 151 | |||||||||
| 18 Sept | 198.43 | 0.1 | -0.1 | 22.67 | 91 | 6 | 161 | |||||||||
| 14 Sept | 194.36 | 0.15 | -0.05 | 23.76 | 37 | 9 | 144 | |||||||||
|
|
||||||||||||||||
| 17 Aug | 195.86 | 1 | -0.2 | 20.19 | 11 | 8 | 8 | |||||||||
For Federal Bank Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 CE is 0.02
Historical price for 215 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.25, the open interest changed by -19 which decreased total open position to 126
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 24.28, the open interest changed by -16 which decreased total open position to 151
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 22.67, the open interest changed by 6 which increased total open position to 161
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by 9 which increased total open position to 144
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 1, which was -0.2 lower than the previous day. The implied volatity was 20.19, the open interest changed by 8 which increased total open position to 8
| FEDERALBNK 30SEP2025 215 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 21 Sept | 197.92 | 16 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Sept | 198.43 | 16 | 0.3 | 22.89 | 6 | -4 | 23 |
| 14 Sept | 194.36 | 20.2 | 3.55 | 33.54 | 1 | 0 | 35 |
| 17 Aug | 195.86 | 14.35 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 215 expiring on 30SEP2025
Delta for 215 PE is 0.00
Historical price for 215 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 16, 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 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 16, 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 16, which was 0.3 higher than the previous day. The implied volatity was 22.89, the open interest changed by -4 which decreased total open position to 23
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 20.2, which was 3.55 higher than the previous day. The implied volatity was 33.54, the open interest changed by 0 which decreased total open position to 35
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 14.35, 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
