FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 217.5 CE | ||||||||||||||||
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Delta: 0.02
Vega: 0.01
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 195.00 | 0.05 | 0 | 33.02 | 2 | 0 | 34 | |||||||||
| 21 Sept | 197.92 | 0.05 | -0.05 | 24.42 | 2 | -1 | 35 | |||||||||
| 18 Sept | 198.43 | 0.1 | 0 | 25.44 | 10 | -2 | 35 | |||||||||
| 14 Sept | 194.36 | 0.1 | -0.05 | 24.37 | 6 | 6 | 39 | |||||||||
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| 17 Aug | 195.86 | 5.2 | 0 | 7.33 | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 217.5 expiring on 30SEP2025
Delta for 217.5 CE is 0.02
Historical price for 217.5 CE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 33.02, the open interest changed by 0 which decreased total open position to 34
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 24.42, the open interest changed by -1 which decreased total open position to 35
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 25.44, the open interest changed by -2 which decreased total open position to 35
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 0.1, which was -0.05 lower than the previous day. The implied volatity was 24.37, the open interest changed by 6 which increased total open position to 39
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 5.2, which was 0 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 30SEP2025 217.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 195.00 | 18.05 | 0 | - | 0 | 0 | 0 |
| 21 Sept | 197.92 | 18.05 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 198.43 | 18.05 | 0 | - | 0 | 0 | 0 |
| 14 Sept | 194.36 | 18.05 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 195.86 | 18.05 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 217.5 expiring on 30SEP2025
Delta for 217.5 PE is -
Historical price for 217.5 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 18.05, 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
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 18.05, 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
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 18.05, 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
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 18.05, 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
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 18.05, 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
