FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 220 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
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 | 36.03 | 6 | -5 | 384 | |||||||||
| 21 Sept | 197.92 | 0.05 | 0 | 27.04 | 66 | 3 | 389 | |||||||||
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| 18 Sept | 198.43 | 0.05 | -0.05 | 25.35 | 75 | -46 | 389 | |||||||||
| 14 Sept | 194.36 | 0.1 | -0.05 | 26.55 | 67 | 15 | 446 | |||||||||
| 17 Aug | 195.86 | 0.65 | -0.15 | 21.34 | 3 | 0 | 47 | |||||||||
For Federal Bank Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 CE is 0.01
Historical price for 220 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 36.03, the open interest changed by -5 which decreased total open position to 384
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 27.04, the open interest changed by 3 which increased total open position to 389
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 25.35, the open interest changed by -46 which decreased total open position to 389
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 26.55, the open interest changed by 15 which increased total open position to 446
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 0.65, which was -0.15 lower than the previous day. The implied volatity was 21.34, the open interest changed by 0 which decreased total open position to 47
| FEDERALBNK 30SEP2025 220 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 | 22.75 | 1.95 | - | 7 | -6 | 310 |
| 21 Sept | 197.92 | 20.8 | 0.55 | - | 5 | 1 | 315 |
| 18 Sept | 198.43 | 20.25 | -4.95 | - | 6 | -2 | 319 |
| 14 Sept | 194.36 | 25.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 195.86 | 17.2 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 220 expiring on 30SEP2025
Delta for 220 PE is -
Historical price for 220 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 22.75, which was 1.95 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 310
On 21 Sept FEDERALBNK was trading at 197.92. The strike last trading price was 20.8, which was 0.55 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 315
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 20.25, which was -4.95 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 319
On 14 Sept FEDERALBNK was trading at 194.36. The strike last trading price was 25.2, 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 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 17.2, 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
