FEDERALBNK
Federal Bank Ltd
Historical option data for FEDERALBNK
15 Dec 2025 04:10 PM IST
| FEDERALBNK 30-DEC-2025 260 CE | ||||||||||||||||
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Delta: 0.79
Vega: 0.16
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 265.25 | 7.55 | 2.05 | 15.68 | 2,378 | -115 | 769 | |||||||||
| 12 Dec | 261.35 | 5.5 | 0 | 18.52 | 1,639 | 11 | 887 | |||||||||
| 11 Dec | 260.90 | 5.4 | 0.2 | 18.18 | 1,431 | -71 | 883 | |||||||||
| 10 Dec | 259.60 | 5.15 | -0.95 | 19.89 | 1,687 | 77 | 952 | |||||||||
| 9 Dec | 260.85 | 6 | 1.8 | 19.54 | 3,129 | -268 | 877 | |||||||||
| 8 Dec | 257.45 | 4.15 | -0.95 | 18.22 | 1,397 | 78 | 1,153 | |||||||||
| 5 Dec | 259.20 | 4.95 | -0.15 | 16.66 | 2,237 | 32 | 1,077 | |||||||||
| 4 Dec | 258.65 | 4.85 | -0.3 | 17.93 | 2,388 | -68 | 1,037 | |||||||||
| 3 Dec | 258.25 | 5.2 | 0.15 | 17.52 | 1,762 | -23 | 1,103 | |||||||||
| 2 Dec | 258.45 | 5.1 | 0.65 | 15.49 | 3,596 | 115 | 1,140 | |||||||||
| 1 Dec | 256.60 | 4.35 | -0.44 | 16.60 | 2,319 | 142 | 1,036 | |||||||||
| 28 Nov | 257.92 | 4.64 | 0.73 | 15.29 | 3,279 | 65 | 893 | |||||||||
| 27 Nov | 254.87 | 3.93 | -0.44 | 16.25 | 1,515 | 104 | 831 | |||||||||
| 26 Nov | 256.37 | 4.32 | -0.02 | 16.23 | 3,735 | 69 | 731 | |||||||||
| 25 Nov | 255.99 | 4.34 | 2.06 | 15.96 | 4,137 | 203 | 692 | |||||||||
| 24 Nov | 248.17 | 2.26 | 0.71 | 18.85 | 1,255 | 170 | 490 | |||||||||
| 21 Nov | 245.06 | 1.52 | -0.18 | 17.85 | 256 | 28 | 334 | |||||||||
| 20 Nov | 244.93 | 1.7 | -0.49 | 17.77 | 168 | 39 | 293 | |||||||||
| 19 Nov | 246.02 | 2.14 | 0.03 | 18.34 | 411 | 7 | 253 | |||||||||
| 18 Nov | 244.51 | 2.13 | 0.61 | 19.30 | 560 | 140 | 247 | |||||||||
| 17 Nov | 239.06 | 1.6 | 1.3 | 21.09 | 118 | 88 | 88 | |||||||||
| 14 Nov | 236.26 | 0.3 | 0 | 6.82 | 0 | 0 | 0 | |||||||||
| 13 Nov | 235.79 | 0.3 | 0 | 6.95 | 0 | 0 | 0 | |||||||||
| 12 Nov | 238.94 | 0.3 | 0 | 5.92 | 0 | 0 | 0 | |||||||||
| 11 Nov | 235.89 | 0.3 | 0 | 6.66 | 0 | 0 | 0 | |||||||||
| 10 Nov | 238.46 | 0.3 | 0 | 5.94 | 0 | 0 | 0 | |||||||||
| 7 Nov | 237.26 | 0.3 | 0 | 5.87 | 0 | 0 | 0 | |||||||||
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| 6 Nov | 235.83 | 0.3 | 0 | 6.52 | 0 | 0 | 0 | |||||||||
| 4 Nov | 237.85 | 0.3 | 0 | 5.64 | 0 | 0 | 0 | |||||||||
| 31 Oct | 236.61 | 0.3 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 234.81 | 0.3 | 0 | 6.19 | 0 | 0 | 0 | |||||||||
| 29 Oct | 234.91 | 0.3 | 0 | 6.11 | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 260 expiring on 30DEC2025
Delta for 260 CE is 0.79
Historical price for 260 CE is as follows
On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 7.55, which was 2.05 higher than the previous day. The implied volatity was 15.68, the open interest changed by -115 which decreased total open position to 769
On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 5.5, which was 0 lower than the previous day. The implied volatity was 18.52, the open interest changed by 11 which increased total open position to 887
On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 18.18, the open interest changed by -71 which decreased total open position to 883
On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 5.15, which was -0.95 lower than the previous day. The implied volatity was 19.89, the open interest changed by 77 which increased total open position to 952
On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 6, which was 1.8 higher than the previous day. The implied volatity was 19.54, the open interest changed by -268 which decreased total open position to 877
On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 4.15, which was -0.95 lower than the previous day. The implied volatity was 18.22, the open interest changed by 78 which increased total open position to 1153
On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 4.95, which was -0.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by 32 which increased total open position to 1077
On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 4.85, which was -0.3 lower than the previous day. The implied volatity was 17.93, the open interest changed by -68 which decreased total open position to 1037
On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 5.2, which was 0.15 higher than the previous day. The implied volatity was 17.52, the open interest changed by -23 which decreased total open position to 1103
On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 5.1, which was 0.65 higher than the previous day. The implied volatity was 15.49, the open interest changed by 115 which increased total open position to 1140
On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 4.35, which was -0.44 lower than the previous day. The implied volatity was 16.60, the open interest changed by 142 which increased total open position to 1036
On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 4.64, which was 0.73 higher than the previous day. The implied volatity was 15.29, the open interest changed by 65 which increased total open position to 893
On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 3.93, which was -0.44 lower than the previous day. The implied volatity was 16.25, the open interest changed by 104 which increased total open position to 831
On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 4.32, which was -0.02 lower than the previous day. The implied volatity was 16.23, the open interest changed by 69 which increased total open position to 731
On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 4.34, which was 2.06 higher than the previous day. The implied volatity was 15.96, the open interest changed by 203 which increased total open position to 692
On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 2.26, which was 0.71 higher than the previous day. The implied volatity was 18.85, the open interest changed by 170 which increased total open position to 490
On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 1.52, which was -0.18 lower than the previous day. The implied volatity was 17.85, the open interest changed by 28 which increased total open position to 334
On 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 1.7, which was -0.49 lower than the previous day. The implied volatity was 17.77, the open interest changed by 39 which increased total open position to 293
On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 2.14, which was 0.03 higher than the previous day. The implied volatity was 18.34, the open interest changed by 7 which increased total open position to 253
On 18 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 2.13, which was 0.61 higher than the previous day. The implied volatity was 19.30, the open interest changed by 140 which increased total open position to 247
On 17 Nov FEDERALBNK was trading at 239.06. The strike last trading price was 1.6, which was 1.3 higher than the previous day. The implied volatity was 21.09, the open interest changed by 88 which increased total open position to 88
On 14 Nov FEDERALBNK was trading at 236.26. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 6.82, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.95, 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 0.3, which was 0 lower than the previous day. The implied volatity was 5.92, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.66, 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 0.3, which was 0 lower than the previous day. The implied volatity was 5.94, 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 0.3, which was 0 lower than the previous day. The implied volatity was 5.87, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.52, 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 0.3, which was 0 lower than the previous day. The implied volatity was 5.64, 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 0.3, 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 30 Oct FEDERALBNK was trading at 234.81. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 6.19, 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 0.3, which was 0 lower than the previous day. The implied volatity was 6.11, the open interest changed by 0 which decreased total open position to 0
| FEDERALBNK 30DEC2025 260 PE | |||||||
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Delta: -0.27
Vega: 0.18
Theta: -0.11
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 265.25 | 1.95 | -1.1 | 21.10 | 2,267 | 452 | 1,211 |
| 12 Dec | 261.35 | 3 | -0.6 | 17.54 | 1,611 | 86 | 764 |
| 11 Dec | 260.90 | 3.55 | -0.7 | 19.04 | 1,552 | 174 | 687 |
| 10 Dec | 259.60 | 4.35 | 0.55 | 19.35 | 1,295 | -11 | 515 |
| 9 Dec | 260.85 | 3.85 | -1.65 | 19.51 | 2,097 | 88 | 533 |
| 8 Dec | 257.45 | 5.5 | 0.8 | 19.86 | 1,199 | -20 | 452 |
| 5 Dec | 259.20 | 4.7 | -0.65 | 18.98 | 1,307 | 28 | 473 |
| 4 Dec | 258.65 | 5.55 | 0 | 19.91 | 1,015 | 35 | 448 |
| 3 Dec | 258.25 | 5.45 | -0.35 | 20.44 | 856 | 58 | 420 |
| 2 Dec | 258.45 | 5.7 | -1 | 22.13 | 1,232 | -152 | 362 |
| 1 Dec | 256.60 | 6.8 | 0.19 | 21.82 | 579 | 146 | 515 |
| 28 Nov | 257.92 | 6.73 | -1.05 | 22.06 | 423 | 155 | 370 |
| 27 Nov | 254.87 | 7.77 | -0.06 | 21.29 | 318 | 40 | 215 |
| 26 Nov | 256.37 | 7.81 | -0.92 | 22.35 | 508 | 79 | 174 |
| 25 Nov | 255.99 | 8.75 | -3.94 | 25.13 | 174 | 76 | 93 |
| 24 Nov | 248.17 | 12.78 | -1.53 | 21.05 | 17 | 11 | 17 |
| 21 Nov | 245.06 | 14.31 | -0.91 | 17.40 | 1 | 0 | 5 |
| 20 Nov | 244.93 | 15.22 | -0.08 | 23.73 | 1 | 0 | 6 |
| 19 Nov | 246.02 | 15.3 | -1.05 | 25.69 | 2 | -1 | 7 |
| 18 Nov | 244.51 | 16.35 | -3.15 | 25.88 | 7 | 6 | 7 |
| 17 Nov | 239.06 | 19.5 | -43.95 | 23.65 | 1 | 0 | 0 |
| 14 Nov | 236.26 | 63.45 | 0 | - | 0 | 0 | 0 |
| 13 Nov | 235.79 | 63.45 | 0 | - | 0 | 0 | 0 |
| 12 Nov | 238.94 | 63.45 | 0 | - | 0 | 0 | 0 |
| 11 Nov | 235.89 | 63.45 | 0 | - | 0 | 0 | 0 |
| 10 Nov | 238.46 | 63.45 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 237.26 | 63.45 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 235.83 | 63.45 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 237.85 | 63.45 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 236.61 | 63.45 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 234.81 | 63.45 | 0 | - | 0 | 0 | 0 |
| 29 Oct | 234.91 | 63.45 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 260 expiring on 30DEC2025
Delta for 260 PE is -0.27
Historical price for 260 PE is as follows
On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 1.95, which was -1.1 lower than the previous day. The implied volatity was 21.10, the open interest changed by 452 which increased total open position to 1211
On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 3, which was -0.6 lower than the previous day. The implied volatity was 17.54, the open interest changed by 86 which increased total open position to 764
On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 3.55, which was -0.7 lower than the previous day. The implied volatity was 19.04, the open interest changed by 174 which increased total open position to 687
On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 4.35, which was 0.55 higher than the previous day. The implied volatity was 19.35, the open interest changed by -11 which decreased total open position to 515
On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 3.85, which was -1.65 lower than the previous day. The implied volatity was 19.51, the open interest changed by 88 which increased total open position to 533
On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 5.5, which was 0.8 higher than the previous day. The implied volatity was 19.86, the open interest changed by -20 which decreased total open position to 452
On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 4.7, which was -0.65 lower than the previous day. The implied volatity was 18.98, the open interest changed by 28 which increased total open position to 473
On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 5.55, which was 0 lower than the previous day. The implied volatity was 19.91, the open interest changed by 35 which increased total open position to 448
On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 5.45, which was -0.35 lower than the previous day. The implied volatity was 20.44, the open interest changed by 58 which increased total open position to 420
On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 5.7, which was -1 lower than the previous day. The implied volatity was 22.13, the open interest changed by -152 which decreased total open position to 362
On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 6.8, which was 0.19 higher than the previous day. The implied volatity was 21.82, the open interest changed by 146 which increased total open position to 515
On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 6.73, which was -1.05 lower than the previous day. The implied volatity was 22.06, the open interest changed by 155 which increased total open position to 370
On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 7.77, which was -0.06 lower than the previous day. The implied volatity was 21.29, the open interest changed by 40 which increased total open position to 215
On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 7.81, which was -0.92 lower than the previous day. The implied volatity was 22.35, the open interest changed by 79 which increased total open position to 174
On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 8.75, which was -3.94 lower than the previous day. The implied volatity was 25.13, the open interest changed by 76 which increased total open position to 93
On 24 Nov FEDERALBNK was trading at 248.17. The strike last trading price was 12.78, which was -1.53 lower than the previous day. The implied volatity was 21.05, the open interest changed by 11 which increased total open position to 17
On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 14.31, which was -0.91 lower than the previous day. The implied volatity was 17.40, the open interest changed by 0 which decreased total open position to 5
On 20 Nov FEDERALBNK was trading at 244.93. The strike last trading price was 15.22, which was -0.08 lower than the previous day. The implied volatity was 23.73, the open interest changed by 0 which decreased total open position to 6
On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 15.3, which was -1.05 lower than the previous day. The implied volatity was 25.69, the open interest changed by -1 which decreased total open position to 7
On 18 Nov FEDERALBNK was trading at 244.51. The strike last trading price was 16.35, which was -3.15 lower than the previous day. The implied volatity was 25.88, the open interest changed by 6 which increased total open position to 7
On 17 Nov FEDERALBNK was trading at 239.06. The strike last trading price was 19.5, which was -43.95 lower than the previous day. The implied volatity was 23.65, 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 63.45, 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 13 Nov FEDERALBNK was trading at 235.79. The strike last trading price was 63.45, 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 12 Nov FEDERALBNK was trading at 238.94. The strike last trading price was 63.45, 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 11 Nov FEDERALBNK was trading at 235.89. The strike last trading price was 63.45, 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 10 Nov FEDERALBNK was trading at 238.46. The strike last trading price was 63.45, 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 7 Nov FEDERALBNK was trading at 237.26. The strike last trading price was 63.45, 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 6 Nov FEDERALBNK was trading at 235.83. The strike last trading price was 63.45, 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 4 Nov FEDERALBNK was trading at 237.85. The strike last trading price was 63.45, 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 31 Oct FEDERALBNK was trading at 236.61. The strike last trading price was 63.45, 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 63.45, 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 29 Oct FEDERALBNK was trading at 234.91. The strike last trading price was 63.45, 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































































































































































































































