FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
22 Sep 2025 08:00 PM IST
| FEDERALBNK 30SEP2025 225 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 | |||||||||
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| 22 Sept | 195.00 | 0.05 | 0 | 41.72 | 26 | 15 | 141 | |||||||||
| 18 Sept | 198.43 | 0.05 | 0 | 30.17 | 2 | 0 | 126 | |||||||||
| 17 Aug | 195.86 | 0.5 | -0.2 | 23.14 | 6 | 4 | 13 | |||||||||
For Federal Bank Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 CE is 0.01
Historical price for 225 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 41.72, the open interest changed by 15 which increased total open position to 141
On 18 Sept FEDERALBNK was trading at 198.43. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 30.17, the open interest changed by 0 which decreased total open position to 126
On 17 Aug FEDERALBNK was trading at 195.86. The strike last trading price was 0.5, which was -0.2 lower than the previous day. The implied volatity was 23.14, the open interest changed by 4 which increased total open position to 13
| FEDERALBNK 30SEP2025 225 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 | 20.3 | 0 | - | 0 | 0 | 0 |
| 18 Sept | 198.43 | 20.3 | 0 | - | 0 | 0 | 0 |
| 17 Aug | 195.86 | 20.3 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 225 expiring on 30SEP2025
Delta for 225 PE is -
Historical price for 225 PE is as follows
On 22 Sept FEDERALBNK was trading at 195.00. The strike last trading price was 20.3, 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 20.3, 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 20.3, 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
