[--[65.84.65.76]--]

FEDERALBNK

Federal Bank Ltd
263.75 -3.20 (-1.20%)
L: 261.35 H: 267.1

Back to Option Chain


Historical option data for FEDERALBNK

05 Jan 2026 04:10 PM IST
FEDERALBNK 27-JAN-2026 260 CE
Delta: 0.67
Vega: 0.24
Theta: -0.16
Gamma: 0.03
Date Close Ltp Change IV Volume OI Chg OI
5 Jan 263.75 8.35 -2 20.48 437 17 276
2 Jan 266.95 10.35 -0.1 18.98 80 -8 259
1 Jan 266.25 10.5 0.05 17.34 58 6 267
31 Dec 267.10 10.75 -0.1 17.90 239 -87 262
30 Dec 267.60 10.1 1.85 18.26 530 27 349
29 Dec 262.90 8.4 -0.05 18.92 189 40 322
26 Dec 262.00 8.3 -0.35 20.74 196 86 281
24 Dec 261.75 8.5 -2.95 20.11 154 76 192
23 Dec 265.45 11.1 -2.35 20.55 86 30 118
22 Dec 269.15 13.55 0.55 18.23 93 -8 87
19 Dec 267.85 12.7 0.8 16.93 54 2 93
18 Dec 265.40 11.85 1.55 21.10 41 5 89
17 Dec 263.60 10.3 0.25 19.50 5 1 84
16 Dec 262.20 10 -1.45 20.72 17 -6 83
15 Dec 265.25 11.35 1.55 17.34 80 22 90
12 Dec 261.35 9.8 0.2 20.49 19 0 68
11 Dec 260.90 9.6 0.15 20.02 5 0 68
10 Dec 259.60 9.45 -0.8 21.60 13 -2 69
9 Dec 260.85 10.25 2.55 21.23 31 20 70
8 Dec 257.45 7.7 -1.15 18.90 11 0 49
5 Dec 259.20 8.85 0.3 18.74 27 22 49
4 Dec 258.65 8.55 0.35 19.29 6 1 28
3 Dec 258.25 8.2 -0.45 17.13 1 0 26
2 Dec 258.45 8.65 0.4 17.14 14 0 26
1 Dec 256.60 8.3 0.35 19.23 8 5 25
28 Nov 257.92 7.95 0.4 16.31 3 -2 20
27 Nov 254.87 7.55 -0.1 18.53 3 2 23
26 Nov 256.37 7.65 0.03 17.74 19 9 22
25 Nov 255.99 7.59 1.59 17.37 8 5 13
24 Nov 248.17 6 1.79 22.03 1 0 8
21 Nov 245.06 4.21 0.51 - 0 0 0
19 Nov 246.02 4.21 0.51 - 0 0 0
18 Nov 244.51 4.21 0.51 - 0 0 0
17 Nov 239.06 4.21 0.51 23.19 1 0 8
11 Nov 235.89 3.7 0.18 - 0 1 0
10 Nov 238.46 3.7 0.18 21.65 1 0 7
7 Nov 237.26 3.52 -3.18 - 0 0 0
6 Nov 235.83 3.52 -3.18 - 0 7 0
4 Nov 237.85 3.52 -3.18 20.37 7 5 5
3 Nov 237.89 6.7 0 4.14 0 0 0
31 Oct 236.61 6.7 0 - 0 0 0


For Federal Bank Ltd - strike price 260 expiring on 27JAN2026

Delta for 260 CE is 0.67

Historical price for 260 CE is as follows

On 5 Jan FEDERALBNK was trading at 263.75. The strike last trading price was 8.35, which was -2 lower than the previous day. The implied volatity was 20.48, the open interest changed by 17 which increased total open position to 276


On 2 Jan FEDERALBNK was trading at 266.95. The strike last trading price was 10.35, which was -0.1 lower than the previous day. The implied volatity was 18.98, the open interest changed by -8 which decreased total open position to 259


On 1 Jan FEDERALBNK was trading at 266.25. The strike last trading price was 10.5, which was 0.05 higher than the previous day. The implied volatity was 17.34, the open interest changed by 6 which increased total open position to 267


On 31 Dec FEDERALBNK was trading at 267.10. The strike last trading price was 10.75, which was -0.1 lower than the previous day. The implied volatity was 17.90, the open interest changed by -87 which decreased total open position to 262


On 30 Dec FEDERALBNK was trading at 267.60. The strike last trading price was 10.1, which was 1.85 higher than the previous day. The implied volatity was 18.26, the open interest changed by 27 which increased total open position to 349


On 29 Dec FEDERALBNK was trading at 262.90. The strike last trading price was 8.4, which was -0.05 lower than the previous day. The implied volatity was 18.92, the open interest changed by 40 which increased total open position to 322


On 26 Dec FEDERALBNK was trading at 262.00. The strike last trading price was 8.3, which was -0.35 lower than the previous day. The implied volatity was 20.74, the open interest changed by 86 which increased total open position to 281


On 24 Dec FEDERALBNK was trading at 261.75. The strike last trading price was 8.5, which was -2.95 lower than the previous day. The implied volatity was 20.11, the open interest changed by 76 which increased total open position to 192


On 23 Dec FEDERALBNK was trading at 265.45. The strike last trading price was 11.1, which was -2.35 lower than the previous day. The implied volatity was 20.55, the open interest changed by 30 which increased total open position to 118


On 22 Dec FEDERALBNK was trading at 269.15. The strike last trading price was 13.55, which was 0.55 higher than the previous day. The implied volatity was 18.23, the open interest changed by -8 which decreased total open position to 87


On 19 Dec FEDERALBNK was trading at 267.85. The strike last trading price was 12.7, which was 0.8 higher than the previous day. The implied volatity was 16.93, the open interest changed by 2 which increased total open position to 93


On 18 Dec FEDERALBNK was trading at 265.40. The strike last trading price was 11.85, which was 1.55 higher than the previous day. The implied volatity was 21.10, the open interest changed by 5 which increased total open position to 89


On 17 Dec FEDERALBNK was trading at 263.60. The strike last trading price was 10.3, which was 0.25 higher than the previous day. The implied volatity was 19.50, the open interest changed by 1 which increased total open position to 84


On 16 Dec FEDERALBNK was trading at 262.20. The strike last trading price was 10, which was -1.45 lower than the previous day. The implied volatity was 20.72, the open interest changed by -6 which decreased total open position to 83


On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 11.35, which was 1.55 higher than the previous day. The implied volatity was 17.34, the open interest changed by 22 which increased total open position to 90


On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 9.8, which was 0.2 higher than the previous day. The implied volatity was 20.49, the open interest changed by 0 which decreased total open position to 68


On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 9.6, which was 0.15 higher than the previous day. The implied volatity was 20.02, the open interest changed by 0 which decreased total open position to 68


On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 9.45, which was -0.8 lower than the previous day. The implied volatity was 21.60, the open interest changed by -2 which decreased total open position to 69


On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 10.25, which was 2.55 higher than the previous day. The implied volatity was 21.23, the open interest changed by 20 which increased total open position to 70


On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 7.7, which was -1.15 lower than the previous day. The implied volatity was 18.90, the open interest changed by 0 which decreased total open position to 49


On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 8.85, which was 0.3 higher than the previous day. The implied volatity was 18.74, the open interest changed by 22 which increased total open position to 49


On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 8.55, which was 0.35 higher than the previous day. The implied volatity was 19.29, the open interest changed by 1 which increased total open position to 28


On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 8.2, which was -0.45 lower than the previous day. The implied volatity was 17.13, the open interest changed by 0 which decreased total open position to 26


On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 8.65, which was 0.4 higher than the previous day. The implied volatity was 17.14, the open interest changed by 0 which decreased total open position to 26


On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 8.3, which was 0.35 higher than the previous day. The implied volatity was 19.23, the open interest changed by 5 which increased total open position to 25


On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 7.95, which was 0.4 higher than the previous day. The implied volatity was 16.31, the open interest changed by -2 which decreased total open position to 20


On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 7.55, which was -0.1 lower than the previous day. The implied volatity was 18.53, the open interest changed by 2 which increased total open position to 23


On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 7.65, which was 0.03 higher than the previous day. The implied volatity was 17.74, the open interest changed by 9 which increased total open position to 22


On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 7.59, which was 1.59 higher than the previous day. The implied volatity was 17.37, the open interest changed by 5 which increased total open position to 13


On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 6, which was 1.79 higher than the previous day. The implied volatity was 22.03, the open interest changed by 0 which decreased total open position to 8


On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 4.21, which was 0.51 higher 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 4.21, which was 0.51 higher 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 4.21, which was 0.51 higher 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 4.21, which was 0.51 higher than the previous day. The implied volatity was 23.19, the open interest changed by 0 which decreased total open position to 8


On 11 Nov FEDERALBNK was trading at 235.89. The strike last trading price was 3.7, which was 0.18 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0


On 10 Nov FEDERALBNK was trading at 238.46. The strike last trading price was 3.7, which was 0.18 higher than the previous day. The implied volatity was 21.65, the open interest changed by 0 which decreased total open position to 7


On 7 Nov FEDERALBNK was trading at 237.26. The strike last trading price was 3.52, which was -3.18 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 3.52, which was -3.18 lower than the previous day. The implied volatity was -, the open interest changed by 7 which increased total open position to 0


On 4 Nov FEDERALBNK was trading at 237.85. The strike last trading price was 3.52, which was -3.18 lower than the previous day. The implied volatity was 20.37, the open interest changed by 5 which increased total open position to 5


On 3 Nov FEDERALBNK was trading at 237.89. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 4.14, 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 6.7, 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


FEDERALBNK 27JAN2026 260 PE
Delta: -0.36
Vega: 0.24
Theta: -0.12
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
5 Jan 263.75 4.5 1.15 26.79 961 14 808
2 Jan 266.95 3.3 -0.2 24.22 605 13 794
1 Jan 266.25 3.5 0.2 25.25 855 330 744
31 Dec 267.10 3.25 -0.05 23.87 924 57 413
30 Dec 267.60 3.8 -0.55 24.31 960 -21 350
29 Dec 262.90 4.3 -0.3 22.20 290 123 371
26 Dec 262.00 4.65 -0.35 20.47 254 75 250
24 Dec 261.75 5.1 1.15 21.77 222 25 175
23 Dec 265.45 4.05 0.9 22.36 111 0 151
22 Dec 269.15 3.1 -0.5 22.86 83 18 150
19 Dec 267.85 3.6 -0.95 22.88 65 12 130
18 Dec 265.40 4.5 -1 22.63 101 -10 117
17 Dec 263.60 5.5 -0.3 23.62 28 -5 127
16 Dec 262.20 5.95 0.95 23.29 39 1 132
15 Dec 265.25 5 -1.15 24.02 52 27 130
12 Dec 261.35 6.15 -0.1 22.05 12 3 105
11 Dec 260.90 6.25 -0.85 21.89 13 10 101
10 Dec 259.60 7.1 0.6 22.40 12 6 94
9 Dec 260.85 6.5 -2.4 22.23 18 10 84
8 Dec 257.45 8.9 0.95 24.81 11 5 79
5 Dec 259.20 7.95 -0.05 23.76 24 15 74
4 Dec 258.65 8 -0.1 22.52 29 8 58
3 Dec 258.25 8.1 -0.9 23.38 12 4 46
2 Dec 258.45 9 0.35 26.21 33 20 40
1 Dec 256.60 8.65 -1.9 22.65 1 0 19
28 Nov 257.92 10.55 0.05 27.93 3 1 17
27 Nov 254.87 10.5 0.63 24.79 4 1 13
26 Nov 256.37 9.87 -17.08 23.92 13 11 11
25 Nov 255.99 26.95 0 0.19 0 0 0
24 Nov 248.17 26.95 0 - 0 0 0
21 Nov 245.06 26.95 0 - 0 0 0
19 Nov 246.02 26.95 0 - 0 0 0
18 Nov 244.51 26.95 0 - 0 0 0
17 Nov 239.06 26.95 0 - 0 0 0
11 Nov 235.89 26.95 0 - 0 0 0
10 Nov 238.46 26.95 0 - 0 0 0
7 Nov 237.26 26.95 0 - 0 0 0
6 Nov 235.83 26.95 0 - 0 0 0
4 Nov 237.85 26.95 0 - 0 0 0
3 Nov 237.89 26.95 0 - 0 0 0
31 Oct 236.61 0 0 - 0 0 0


For Federal Bank Ltd - strike price 260 expiring on 27JAN2026

Delta for 260 PE is -0.36

Historical price for 260 PE is as follows

On 5 Jan FEDERALBNK was trading at 263.75. The strike last trading price was 4.5, which was 1.15 higher than the previous day. The implied volatity was 26.79, the open interest changed by 14 which increased total open position to 808


On 2 Jan FEDERALBNK was trading at 266.95. The strike last trading price was 3.3, which was -0.2 lower than the previous day. The implied volatity was 24.22, the open interest changed by 13 which increased total open position to 794


On 1 Jan FEDERALBNK was trading at 266.25. The strike last trading price was 3.5, which was 0.2 higher than the previous day. The implied volatity was 25.25, the open interest changed by 330 which increased total open position to 744


On 31 Dec FEDERALBNK was trading at 267.10. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 23.87, the open interest changed by 57 which increased total open position to 413


On 30 Dec FEDERALBNK was trading at 267.60. The strike last trading price was 3.8, which was -0.55 lower than the previous day. The implied volatity was 24.31, the open interest changed by -21 which decreased total open position to 350


On 29 Dec FEDERALBNK was trading at 262.90. The strike last trading price was 4.3, which was -0.3 lower than the previous day. The implied volatity was 22.20, the open interest changed by 123 which increased total open position to 371


On 26 Dec FEDERALBNK was trading at 262.00. The strike last trading price was 4.65, which was -0.35 lower than the previous day. The implied volatity was 20.47, the open interest changed by 75 which increased total open position to 250


On 24 Dec FEDERALBNK was trading at 261.75. The strike last trading price was 5.1, which was 1.15 higher than the previous day. The implied volatity was 21.77, the open interest changed by 25 which increased total open position to 175


On 23 Dec FEDERALBNK was trading at 265.45. The strike last trading price was 4.05, which was 0.9 higher than the previous day. The implied volatity was 22.36, the open interest changed by 0 which decreased total open position to 151


On 22 Dec FEDERALBNK was trading at 269.15. The strike last trading price was 3.1, which was -0.5 lower than the previous day. The implied volatity was 22.86, the open interest changed by 18 which increased total open position to 150


On 19 Dec FEDERALBNK was trading at 267.85. The strike last trading price was 3.6, which was -0.95 lower than the previous day. The implied volatity was 22.88, the open interest changed by 12 which increased total open position to 130


On 18 Dec FEDERALBNK was trading at 265.40. The strike last trading price was 4.5, which was -1 lower than the previous day. The implied volatity was 22.63, the open interest changed by -10 which decreased total open position to 117


On 17 Dec FEDERALBNK was trading at 263.60. The strike last trading price was 5.5, which was -0.3 lower than the previous day. The implied volatity was 23.62, the open interest changed by -5 which decreased total open position to 127


On 16 Dec FEDERALBNK was trading at 262.20. The strike last trading price was 5.95, which was 0.95 higher than the previous day. The implied volatity was 23.29, the open interest changed by 1 which increased total open position to 132


On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 5, which was -1.15 lower than the previous day. The implied volatity was 24.02, the open interest changed by 27 which increased total open position to 130


On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 6.15, which was -0.1 lower than the previous day. The implied volatity was 22.05, the open interest changed by 3 which increased total open position to 105


On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 6.25, which was -0.85 lower than the previous day. The implied volatity was 21.89, the open interest changed by 10 which increased total open position to 101


On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 7.1, which was 0.6 higher than the previous day. The implied volatity was 22.40, the open interest changed by 6 which increased total open position to 94


On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 6.5, which was -2.4 lower than the previous day. The implied volatity was 22.23, the open interest changed by 10 which increased total open position to 84


On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 8.9, which was 0.95 higher than the previous day. The implied volatity was 24.81, the open interest changed by 5 which increased total open position to 79


On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 7.95, which was -0.05 lower than the previous day. The implied volatity was 23.76, the open interest changed by 15 which increased total open position to 74


On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 8, which was -0.1 lower than the previous day. The implied volatity was 22.52, the open interest changed by 8 which increased total open position to 58


On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 8.1, which was -0.9 lower than the previous day. The implied volatity was 23.38, the open interest changed by 4 which increased total open position to 46


On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 9, which was 0.35 higher than the previous day. The implied volatity was 26.21, the open interest changed by 20 which increased total open position to 40


On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 8.65, which was -1.9 lower than the previous day. The implied volatity was 22.65, the open interest changed by 0 which decreased total open position to 19


On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 10.55, which was 0.05 higher than the previous day. The implied volatity was 27.93, the open interest changed by 1 which increased total open position to 17


On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 10.5, which was 0.63 higher than the previous day. The implied volatity was 24.79, the open interest changed by 1 which increased total open position to 13


On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 9.87, which was -17.08 lower than the previous day. The implied volatity was 23.92, the open interest changed by 11 which increased total open position to 11


On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 26.95, which was 0 lower than the previous day. The implied volatity was 0.19, the open interest changed by 0 which decreased total open position to 0


On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 26.95, 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 3 Nov FEDERALBNK was trading at 237.89. The strike last trading price was 26.95, 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 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