FEDERALBNK

Federal Bank Ltd

258.75 +1.30 (0.50%)

L: 255.6 H: 258.85

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Historical option data for FEDERALBNK
09 Dec 2025 10:20 AM 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 257.5 CE
Delta: 0.60 Vega: 0.24 Theta: -0.15 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	258.80	6.3 ₹ 31,500	0.9 4500.00	19.29	286 14,30,000	13 65,000	319 15,95,000
8 Dec	257.45	5.35 ₹ 26,750	-1.1 -5500.00	18.03	436 21,80,000	32 1,60,000	311 15,55,000
5 Dec	259.20	6.3 ₹ 31,500	0 0.00	16.45	417 20,85,000	-10 -50,000	280 14,00,000
4 Dec	258.65	6.1 ₹ 30,500	-0.3 -1500.00	17.73	508 25,40,000	-42 -2,10,000	288 14,40,000
3 Dec	258.25	6.5 ₹ 32,500	0.2 1000.00	17.29	497 24,85,000	22 1,10,000	335 16,75,000
2 Dec	258.45	6.35 ₹ 31,750	0.8 4000.00	14.77	622 31,10,000	2 10,000	316 15,80,000
1 Dec	256.60	5.5 ₹ 27,500	-0.51 -2550.00	16.28	750 37,50,000	24 1,20,000	318 15,90,000
28 Nov	257.92	5.74 ₹ 28,700	0.82 4100.00	14.55	801 40,05,000	-81 -4,05,000	294 14,70,000
27 Nov	254.87	4.98 ₹ 24,900	-0.48 -2400.00	15.99	512 25,60,000	-7 -35,000	375 18,75,000
26 Nov	256.37	5.39 ₹ 26,950	0.07 350.00	15.86	1,251 62,55,000	218 10,90,000	382 19,10,000
25 Nov	255.99	5.35 ₹ 26,750	2.47 12350.00	15.40	830 41,50,000	127 6,35,000	161 8,05,000
24 Nov	248.17	2.82 ₹ 14,100	0.69 3450.00	18.45	75 3,75,000	27 1,35,000	34 1,70,000
21 Nov	245.06	2.13 ₹ 10,650	-0.64 -3200.00	-	0 0	4 20,000	0 0
20 Nov	244.93	2.13 ₹ 10,650	-0.64 -3200.00	17.33	6 30,000	3 15,000	6 30,000
19 Nov	246.02	2.77 ₹ 13,850	-2.18 -10900.00	18.43	4 20,000	3 15,000	3 15,000
18 Nov	244.51	4.95 ₹ 24,750	0 0.00	3.56	0 0	0 0	0 0
17 Nov	239.06	4.95 ₹ 24,750	0 0.00	5.21	0 0	0 0	0 0
14 Nov	236.26	4.95 ₹ 24,750	0 0.00	6.09	0 0	0 0	0 0

13 Nov	235.79	4.95 ₹ 24,750	0 0.00	6.16	0 0	0 0	0 0
12 Nov	238.94	4.95 ₹ 24,750	0 0.00	5.19	0 0	0 0	0 0
11 Nov	235.89	4.95 ₹ 24,750	0 0.00	5.90	0 0	0 0	0 0
10 Nov	238.46	4.95 ₹ 24,750	0 0.00	5.22	0 0	0 0	0 0
7 Nov	237.26	4.95 ₹ 24,750	0 0.00	5.17	0 0	0 0	0 0
6 Nov	235.83	4.95 ₹ 24,750	0 0.00	5.84	0 0	0 0	0 0
4 Nov	237.85	4.95 ₹ 24,750	0 0.00	4.95	0 0	0 0	0 0
31 Oct	236.61	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	234.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	234.91	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Federal Bank Ltd - strike price 257.5 expiring on 30DEC2025

Delta for 257.5 CE is 0.60

Historical price for 257.5 CE is as follows

On 9 Dec FEDERALBNK was trading at 258.80. The strike last trading price was 6.3, which was 0.9 higher than the previous day. The implied volatity was 19.29, the open interest changed by 13 which increased total open position to 319

On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 5.35, which was -1.1 lower than the previous day. The implied volatity was 18.03, the open interest changed by 32 which increased total open position to 311

On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 6.3, which was 0 lower than the previous day. The implied volatity was 16.45, the open interest changed by -10 which decreased total open position to 280

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 6.1, which was -0.3 lower than the previous day. The implied volatity was 17.73, the open interest changed by -42 which decreased total open position to 288

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 6.5, which was 0.2 higher than the previous day. The implied volatity was 17.29, the open interest changed by 22 which increased total open position to 335

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 6.35, which was 0.8 higher than the previous day. The implied volatity was 14.77, the open interest changed by 2 which increased total open position to 316

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 5.5, which was -0.51 lower than the previous day. The implied volatity was 16.28, the open interest changed by 24 which increased total open position to 318

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 5.74, which was 0.82 higher than the previous day. The implied volatity was 14.55, the open interest changed by -81 which decreased total open position to 294

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 4.98, which was -0.48 lower than the previous day. The implied volatity was 15.99, the open interest changed by -7 which decreased total open position to 375

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 5.39, which was 0.07 higher than the previous day. The implied volatity was 15.86, the open interest changed by 218 which increased total open position to 382

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 5.35, which was 2.47 higher than the previous day. The implied volatity was 15.40, the open interest changed by 127 which increased total open position to 161

On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 2.82, which was 0.69 higher than the previous day. The implied volatity was 18.45, the open interest changed by 27 which increased total open position to 34

On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 2.13, which was -0.64 lower than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 0

On 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 2.13, which was -0.64 lower than the previous day. The implied volatity was 17.33, the open interest changed by 3 which increased total open position to 6

On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 2.77, which was -2.18 lower than the previous day. The implied volatity was 18.43, the open interest changed by 3 which increased total open position to 3

On 18 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 3.56, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.21, 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 4.95, which was 0 lower than the previous day. The implied volatity was 6.09, 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 4.95, which was 0 lower than the previous day. The implied volatity was 6.16, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.19, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.90, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.22, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.17, 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 4.95, which was 0 lower than the previous day. The implied volatity was 5.84, 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 4.95, which was 0 lower than the previous day. The implied volatity was 4.95, 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, 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, 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 0, 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

FEDERALBNK 30DEC2025 257.5 PE
Delta: -0.40 Vega: 0.24 Theta: -0.08 Gamma: 0.03
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
9 Dec	258.80	3.55 ₹ 17,750	-0.7 -3500.00	19.46	284 14,20,000	18 90,000	340 17,00,000
8 Dec	257.45	4.25 ₹ 21,250	0.7 3500.00	19.83	578 28,90,000	22 1,10,000	320 16,00,000
5 Dec	259.20	3.5 ₹ 17,500	-0.65 -3250.00	18.61	606 30,30,000	39 1,95,000	299 14,95,000
4 Dec	258.65	4.3 ₹ 21,500	-0.05 -250.00	19.69	624 31,20,000	18 90,000	263 13,15,000
3 Dec	258.25	4.25 ₹ 21,250	-0.35 -1750.00	20.23	537 26,85,000	42 2,10,000	244 12,20,000
2 Dec	258.45	4.55 ₹ 22,750	-0.8 -4000.00	21.99	562 28,10,000	12 60,000	203 10,15,000
1 Dec	256.60	5.45 ₹ 27,250	0.11 550.00	21.48	728 36,40,000	0 0	194 9,70,000
28 Nov	257.92	5.46 ₹ 27,300	-0.85 -4250.00	21.83	432 21,60,000	-66 -3,30,000	194 9,70,000
27 Nov	254.87	6.22 ₹ 31,100	-0.07 -350.00	20.59	262 13,10,000	9 45,000	260 13,00,000
26 Nov	256.37	6.4 ₹ 32,000	-0.81 -4050.00	21.97	532 26,60,000	147 7,35,000	251 12,55,000
25 Nov	255.99	7.22 ₹ 36,100	-16.73 -83650.00	24.36	242 12,10,000	104 5,20,000	104 5,20,000
24 Nov	248.17	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
21 Nov	245.06	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
20 Nov	244.93	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
19 Nov	246.02	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
18 Nov	244.51	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
17 Nov	239.06	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
14 Nov	236.26	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
13 Nov	235.79	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
12 Nov	238.94	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
11 Nov	235.89	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
10 Nov	238.46	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
7 Nov	237.26	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
6 Nov	235.83	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
4 Nov	237.85	23.95 ₹ 1,19,750	0 0.00	-	0 0	0 0	0 0
31 Oct	236.61	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
30 Oct	234.81	0 ₹ 0	0 0.00	-	0 0	0 0	0 0
29 Oct	234.91	0 ₹ 0	0 0.00	0.00	0 0	0 0	0 0

For Federal Bank Ltd - strike price 257.5 expiring on 30DEC2025

Delta for 257.5 PE is -0.40

Historical price for 257.5 PE is as follows

On 9 Dec FEDERALBNK was trading at 258.80. The strike last trading price was 3.55, which was -0.7 lower than the previous day. The implied volatity was 19.46, the open interest changed by 18 which increased total open position to 340

On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 4.25, which was 0.7 higher than the previous day. The implied volatity was 19.83, the open interest changed by 22 which increased total open position to 320

On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 3.5, which was -0.65 lower than the previous day. The implied volatity was 18.61, the open interest changed by 39 which increased total open position to 299

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 4.3, which was -0.05 lower than the previous day. The implied volatity was 19.69, the open interest changed by 18 which increased total open position to 263

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 20.23, the open interest changed by 42 which increased total open position to 244

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 4.55, which was -0.8 lower than the previous day. The implied volatity was 21.99, the open interest changed by 12 which increased total open position to 203

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 5.45, which was 0.11 higher than the previous day. The implied volatity was 21.48, the open interest changed by 0 which decreased total open position to 194

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 5.46, which was -0.85 lower than the previous day. The implied volatity was 21.83, the open interest changed by -66 which decreased total open position to 194

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 6.22, which was -0.07 lower than the previous day. The implied volatity was 20.59, the open interest changed by 9 which increased total open position to 260

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 6.4, which was -0.81 lower than the previous day. The implied volatity was 21.97, the open interest changed by 147 which increased total open position to 251

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 7.22, which was -16.73 lower than the previous day. The implied volatity was 24.36, the open interest changed by 104 which increased total open position to 104

On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 23.95, 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 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 23.95, 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 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 23.95, 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 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 23.95, 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 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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 23.95, 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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