FEDERALBNK

Federal Bank Ltd

258.5 -0.15 (-0.06%)

L: 256.95 H: 260.25

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Historical option data for FEDERALBNK
05 Dec 2025 02:50 PM IST

Strike Price

Expiry

Ltp Ltp OI Open Interest (OI) OI Chg Change Open Interest Volume Volume IV IV

Call
Put

Per Lot

FEDERALBNK 30-DEC-2025 255 CE
Delta: 0.69 Vega: 0.24 Theta: -0.13 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	258.50	7.65 ₹ 38,250	-0.1 -500.00	16.91	342 17,10,000	-19 -95,000	419 20,95,000
4 Dec	258.65	7.5 ₹ 37,500	-0.5 -2500.00	17.31	323 16,15,000	-44 -2,20,000	441 22,05,000

3 Dec	258.25	8 ₹ 40,000	0.25 1250.00	17.04	356 17,80,000	-4 -20,000	484 24,20,000
2 Dec	258.45	7.8 ₹ 39,000	0.9 4500.00	13.80	509 25,45,000	-59 -2,95,000	491 24,55,000
1 Dec	256.60	6.7 ₹ 33,500	-0.62 -3100.00	15.35	653 32,65,000	-47 -2,35,000	548 27,40,000
28 Nov	257.92	7.11 ₹ 35,550	1 5000.00	13.92	1,611 80,55,000	-66 -3,30,000	611 30,55,000
27 Nov	254.87	6.19 ₹ 30,950	-0.47 -2350.00	15.59	1,356 67,80,000	35 1,75,000	678 33,90,000
26 Nov	256.37	6.63 ₹ 33,150	0.15 750.00	15.37	1,985 99,25,000	14 70,000	653 32,65,000
25 Nov	255.99	6.5 ₹ 32,500	2.86 14300.00	14.58	4,262 2,13,10,000	19 95,000	635 31,75,000
24 Nov	248.17	3.63 ₹ 18,150	1.07 5350.00	18.48	1,758 87,90,000	439 21,95,000	607 30,35,000
21 Nov	245.06	2.53 ₹ 12,650	-0.16 -800.00	17.40	319 15,95,000	76 3,80,000	168 8,40,000
20 Nov	244.93	2.8 ₹ 14,000	-0.47 -2350.00	17.36	113 5,65,000	9 45,000	91 4,55,000
19 Nov	246.02	3.28 ₹ 16,400	0.07 350.00	17.58	129 6,45,000	25 1,25,000	83 4,15,000
18 Nov	244.51	3.22 ₹ 16,100	0.85 4250.00	18.63	155 7,75,000	52 2,60,000	58 2,90,000
17 Nov	239.06	2.35 ₹ 11,750	0.7 3500.00	20.30	6 30,000	4 20,000	5 25,000
14 Nov	236.26	1.65 ₹ 8,250	1.2 6000.00	19.61	1 5,000	0 0	0 0
13 Nov	235.79	0.45 ₹ 2,250	0 0.00	5.49	0 0	0 0	0 0
12 Nov	238.94	0.45 ₹ 2,250	0 0.00	4.43	0 0	0 0	0 0
11 Nov	235.89	0.45 ₹ 2,250	0 0.00	5.26	0 0	0 0	0 0
10 Nov	238.46	0.45 ₹ 2,250	0 0.00	4.48	0 0	0 0	0 0
7 Nov	237.26	0.45 ₹ 2,250	0 0.00	4.45	0 0	0 0	0 0
6 Nov	235.83	0.45 ₹ 2,250	0 0.00	5.14	0 0	0 0	0 0
4 Nov	237.85	0.45 ₹ 2,250	0 0.00	4.28	0 0	0 0	0 0
31 Oct	236.61	0.45 ₹ 2,250	0 0.00	-	0 0	0 0	0 0
30 Oct	234.81	0.45 ₹ 2,250	0 0.00	4.88	0 0	0 0	0 0
29 Oct	234.91	0.45 ₹ 2,250	0 0.00	4.81	0 0	0 0	0 0

For Federal Bank Ltd - strike price 255 expiring on 30DEC2025

Delta for 255 CE is 0.69

Historical price for 255 CE is as follows

On 5 Dec FEDERALBNK was trading at 258.50. The strike last trading price was 7.65, which was -0.1 lower than the previous day. The implied volatity was 16.91, the open interest changed by -19 which decreased total open position to 419

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 7.5, which was -0.5 lower than the previous day. The implied volatity was 17.31, the open interest changed by -44 which decreased total open position to 441

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 8, which was 0.25 higher than the previous day. The implied volatity was 17.04, the open interest changed by -4 which decreased total open position to 484

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 7.8, which was 0.9 higher than the previous day. The implied volatity was 13.80, the open interest changed by -59 which decreased total open position to 491

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 6.7, which was -0.62 lower than the previous day. The implied volatity was 15.35, the open interest changed by -47 which decreased total open position to 548

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 7.11, which was 1 higher than the previous day. The implied volatity was 13.92, the open interest changed by -66 which decreased total open position to 611

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 6.19, which was -0.47 lower than the previous day. The implied volatity was 15.59, the open interest changed by 35 which increased total open position to 678

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 6.63, which was 0.15 higher than the previous day. The implied volatity was 15.37, the open interest changed by 14 which increased total open position to 653

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 6.5, which was 2.86 higher than the previous day. The implied volatity was 14.58, the open interest changed by 19 which increased total open position to 635

On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 3.63, which was 1.07 higher than the previous day. The implied volatity was 18.48, the open interest changed by 439 which increased total open position to 607

On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 2.53, which was -0.16 lower than the previous day. The implied volatity was 17.40, the open interest changed by 76 which increased total open position to 168

On 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 2.8, which was -0.47 lower than the previous day. The implied volatity was 17.36, the open interest changed by 9 which increased total open position to 91

On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 3.28, which was 0.07 higher than the previous day. The implied volatity was 17.58, the open interest changed by 25 which increased total open position to 83

On 18 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 3.22, which was 0.85 higher than the previous day. The implied volatity was 18.63, the open interest changed by 52 which increased total open position to 58

On 17 Nov FEDERALBNK was trading at 239.06. The strike last trading price was 2.35, which was 0.7 higher than the previous day. The implied volatity was 20.30, the open interest changed by 4 which increased total open position to 5

On 14 Nov FEDERALBNK was trading at 236.26. The strike last trading price was 1.65, which was 1.2 higher than the previous day. The implied volatity was 19.61, the open interest changed by 0 which decreased total open position to 0

On 13 Nov FEDERALBNK was trading at 235.79. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 5.49, the open interest changed by 0 which decreased total open position to 0

On 12 Nov FEDERALBNK was trading at 238.94. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.43, the open interest changed by 0 which decreased total open position to 0

On 11 Nov FEDERALBNK was trading at 235.89. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 5.26, the open interest changed by 0 which decreased total open position to 0

On 10 Nov FEDERALBNK was trading at 238.46. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.48, the open interest changed by 0 which decreased total open position to 0

On 7 Nov FEDERALBNK was trading at 237.26. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.45, the open interest changed by 0 which decreased total open position to 0

On 6 Nov FEDERALBNK was trading at 235.83. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 5.14, the open interest changed by 0 which decreased total open position to 0

On 4 Nov FEDERALBNK was trading at 237.85. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.28, the open interest changed by 0 which decreased total open position to 0

On 31 Oct FEDERALBNK was trading at 236.61. The strike last trading price was 0.45, 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 30 Oct FEDERALBNK was trading at 234.81. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.88, the open interest changed by 0 which decreased total open position to 0

On 29 Oct FEDERALBNK was trading at 234.91. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 4.81, the open interest changed by 0 which decreased total open position to 0

FEDERALBNK 30DEC2025 255 PE
Delta: -0.33 Vega: 0.25 Theta: -0.07 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
5 Dec	258.50	2.9 ₹ 14,500	-0.25 -1250.00	19.14	933 46,65,000	-29 -1,45,000	655 32,75,000
4 Dec	258.65	3.3 ₹ 16,500	-0.05 -250.00	19.72	854 42,70,000	9 45,000	686 34,30,000
3 Dec	258.25	3.3 ₹ 16,500	-0.3 -1500.00	20.31	943 47,15,000	13 65,000	678 33,90,000
2 Dec	258.45	3.5 ₹ 17,500	-0.7 -3500.00	21.64	866 43,30,000	16 80,000	668 33,40,000
1 Dec	256.60	4.25 ₹ 21,250	-0.01 -50.00	21.10	895 44,75,000	-61 -3,05,000	660 33,00,000
28 Nov	257.92	4.31 ₹ 21,550	-0.75 -3750.00	21.49	1,384 69,20,000	119 5,95,000	721 36,05,000
27 Nov	254.87	4.91 ₹ 24,550	-0.26 -1300.00	20.16	1,307 65,35,000	-24 -1,20,000	617 30,85,000
26 Nov	256.37	5.12 ₹ 25,600	-0.76 -3800.00	21.54	1,879 93,95,000	229 11,45,000	640 32,00,000
25 Nov	255.99	5.95 ₹ 29,750	-2.88 -14400.00	24.02	1,170 58,50,000	310 15,50,000	410 20,50,000
24 Nov	248.17	8.79 ₹ 43,950	-2.27 -11350.00	19.03	104 5,20,000	38 1,90,000	99 4,95,000
21 Nov	245.06	11.06 ₹ 55,300	0.06 300.00	19.50	78 3,90,000	57 2,85,000	62 3,10,000
20 Nov	244.93	11 ₹ 55,000	-47.65 -238250.00	-	0 0	5 25,000	0 0
19 Nov	246.02	11 ₹ 55,000	-47.65 -238250.00	22.59	6 30,000	4 20,000	4 20,000
18 Nov	244.51	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
17 Nov	239.06	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
14 Nov	236.26	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
13 Nov	235.79	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
12 Nov	238.94	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
11 Nov	235.89	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
10 Nov	238.46	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
7 Nov	237.26	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
6 Nov	235.83	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
4 Nov	237.85	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
31 Oct	236.61	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
30 Oct	234.81	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0
29 Oct	234.91	58.65 ₹ 2,93,250	0 0.00	-	0 0	0 0	0 0

For Federal Bank Ltd - strike price 255 expiring on 30DEC2025

Delta for 255 PE is -0.33

Historical price for 255 PE is as follows

On 5 Dec FEDERALBNK was trading at 258.50. The strike last trading price was 2.9, which was -0.25 lower than the previous day. The implied volatity was 19.14, the open interest changed by -29 which decreased total open position to 655

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 3.3, which was -0.05 lower than the previous day. The implied volatity was 19.72, the open interest changed by 9 which increased total open position to 686

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 3.3, which was -0.3 lower than the previous day. The implied volatity was 20.31, the open interest changed by 13 which increased total open position to 678

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 3.5, which was -0.7 lower than the previous day. The implied volatity was 21.64, the open interest changed by 16 which increased total open position to 668

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 4.25, which was -0.01 lower than the previous day. The implied volatity was 21.10, the open interest changed by -61 which decreased total open position to 660

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 4.31, which was -0.75 lower than the previous day. The implied volatity was 21.49, the open interest changed by 119 which increased total open position to 721

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 4.91, which was -0.26 lower than the previous day. The implied volatity was 20.16, the open interest changed by -24 which decreased total open position to 617

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 5.12, which was -0.76 lower than the previous day. The implied volatity was 21.54, the open interest changed by 229 which increased total open position to 640

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 5.95, which was -2.88 lower than the previous day. The implied volatity was 24.02, the open interest changed by 310 which increased total open position to 410

On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 8.79, which was -2.27 lower than the previous day. The implied volatity was 19.03, the open interest changed by 38 which increased total open position to 99

On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 11.06, which was 0.06 higher than the previous day. The implied volatity was 19.50, the open interest changed by 57 which increased total open position to 62

On 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 11, which was -47.65 lower than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 0

On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 11, which was -47.65 lower than the previous day. The implied volatity was 22.59, the open interest changed by 4 which increased total open position to 4

On 18 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 58.65, 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 Nov FEDERALBNK was trading at 239.06. The strike last trading price was 58.65, 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 Nov FEDERALBNK was trading at 236.26. The strike last trading price was 58.65, 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 13 Nov FEDERALBNK was trading at 235.79. The strike last trading price was 58.65, 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 12 Nov FEDERALBNK was trading at 238.94. The strike last trading price was 58.65, 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 11 Nov FEDERALBNK was trading at 235.89. The strike last trading price was 58.65, 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 10 Nov FEDERALBNK was trading at 238.46. The strike last trading price was 58.65, 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 7 Nov FEDERALBNK was trading at 237.26. The strike last trading price was 58.65, 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 6 Nov FEDERALBNK was trading at 235.83. The strike last trading price was 58.65, 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 4 Nov FEDERALBNK was trading at 237.85. The strike last trading price was 58.65, 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 31 Oct FEDERALBNK was trading at 236.61. The strike last trading price was 58.65, 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 30 Oct FEDERALBNK was trading at 234.81. The strike last trading price was 58.65, 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 29 Oct FEDERALBNK was trading at 234.91. The strike last trading price was 58.65, 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

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