FEDERALBNK

Federal Bank Ltd

261.75 -3.70 (-1.39%)

L: 261.2 H: 267.25

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Historical option data for FEDERALBNK
24 Dec 2025 04:10 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 27-JAN-2026 265 CE
Delta: 0.49 Vega: 0.32 Theta: -0.13 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	261.75	5.95 ₹ 29,750	-2.45 -12250.00	20.25	202 10,10,000	54 2,70,000	186 9,30,000
23 Dec	265.45	8.4 ₹ 42,000	-1.75 -8750.00	21.51	117 5,85,000	23 1,15,000	130 6,50,000

22 Dec	269.15	10.1 ₹ 50,500	0.45 2250.00	18.57	119 5,95,000	19 95,000	116 5,80,000
19 Dec	267.85	9.5 ₹ 47,500	0.95 4750.00	17.82	42 2,10,000	0 0	97 4,85,000
18 Dec	265.40	8.4 ₹ 42,000	0.55 2750.00	19.71	86 4,30,000	15 75,000	96 4,80,000
17 Dec	263.60	7.85 ₹ 39,250	0.5 2500.00	20.59	44 2,20,000	15 75,000	80 4,00,000
16 Dec	262.20	7 ₹ 35,000	-1.55 -7750.00	19.78	20 1,00,000	2 10,000	64 3,20,000
15 Dec	265.25	8.5 ₹ 42,500	1.4 7000.00	18.20	72 3,60,000	48 2,40,000	63 3,15,000
12 Dec	261.35	7.1 ₹ 35,500	0.1 500.00	20.16	2 10,000	-1 -5,000	15 75,000
11 Dec	260.90	7 ₹ 35,000	-0.15 -750.00	20.05	1 5,000	0 0	15 75,000
10 Dec	259.60	7.15 ₹ 35,750	-0.65 -3250.00	21.89	6 30,000	-3 -15,000	15 75,000
9 Dec	260.85	7.8 ₹ 39,000	1.3 6500.00	21.50	5 25,000	3 15,000	18 90,000
8 Dec	257.45	6.5 ₹ 32,500	-0.7 -3500.00	-	0 0	0 0	15 75,000
5 Dec	259.20	6.5 ₹ 32,500	-0.7 -3500.00	18.95	6 30,000	1 5,000	11 55,000
4 Dec	258.65	7.2 ₹ 36,000	0.9 4500.00	21.76	1 5,000	0 0	10 50,000
3 Dec	258.25	6.3 ₹ 31,500	-1.3 -6500.00	18.71	1 5,000	0 0	9 45,000
2 Dec	258.45	7.6 ₹ 38,000	1.5 7500.00	20.69	1 5,000	0 0	9 45,000
1 Dec	256.60	6.1 ₹ 30,500	0.93 4650.00	-	0 0	6 30,000	0 0
28 Nov	257.92	6.1 ₹ 30,500	0.93 4650.00	17.64	6 30,000	5 25,000	8 40,000
27 Nov	254.87	5.17 ₹ 25,850	-0.33 -1650.00	-	0 0	0 0	0 0
26 Nov	256.37	5.17 ₹ 25,850	-0.33 -1650.00	-	0 0	3 15,000	0 0
25 Nov	255.99	5.17 ₹ 25,850	-0.33 -1650.00	16.79	3 15,000	1 5,000	1 5,000
21 Nov	245.06	5.5 ₹ 27,500	0 0.00	-	0 0	0 0	0 0
19 Nov	246.02	5.5 ₹ 27,500	0 0.00	3.93	0 0	0 0	0 0
18 Nov	244.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Federal Bank Ltd - strike price 265 expiring on 27JAN2026

Delta for 265 CE is 0.49

Historical price for 265 CE is as follows

On 24 Dec FEDERALBNK was trading at 261.75. The strike last trading price was 5.95, which was -2.45 lower than the previous day. The implied volatity was 20.25, the open interest changed by 54 which increased total open position to 186

On 23 Dec FEDERALBNK was trading at 265.45. The strike last trading price was 8.4, which was -1.75 lower than the previous day. The implied volatity was 21.51, the open interest changed by 23 which increased total open position to 130

On 22 Dec FEDERALBNK was trading at 269.15. The strike last trading price was 10.1, which was 0.45 higher than the previous day. The implied volatity was 18.57, the open interest changed by 19 which increased total open position to 116

On 19 Dec FEDERALBNK was trading at 267.85. The strike last trading price was 9.5, which was 0.95 higher than the previous day. The implied volatity was 17.82, the open interest changed by 0 which decreased total open position to 97

On 18 Dec FEDERALBNK was trading at 265.40. The strike last trading price was 8.4, which was 0.55 higher than the previous day. The implied volatity was 19.71, the open interest changed by 15 which increased total open position to 96

On 17 Dec FEDERALBNK was trading at 263.60. The strike last trading price was 7.85, which was 0.5 higher than the previous day. The implied volatity was 20.59, the open interest changed by 15 which increased total open position to 80

On 16 Dec FEDERALBNK was trading at 262.20. The strike last trading price was 7, which was -1.55 lower than the previous day. The implied volatity was 19.78, the open interest changed by 2 which increased total open position to 64

On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 8.5, which was 1.4 higher than the previous day. The implied volatity was 18.20, the open interest changed by 48 which increased total open position to 63

On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 7.1, which was 0.1 higher than the previous day. The implied volatity was 20.16, the open interest changed by -1 which decreased total open position to 15

On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was 20.05, the open interest changed by 0 which decreased total open position to 15

On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 7.15, which was -0.65 lower than the previous day. The implied volatity was 21.89, the open interest changed by -3 which decreased total open position to 15

On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 7.8, which was 1.3 higher than the previous day. The implied volatity was 21.50, the open interest changed by 3 which increased total open position to 18

On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 6.5, which was -0.7 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 15

On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 6.5, which was -0.7 lower than the previous day. The implied volatity was 18.95, the open interest changed by 1 which increased total open position to 11

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 7.2, which was 0.9 higher than the previous day. The implied volatity was 21.76, the open interest changed by 0 which decreased total open position to 10

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 6.3, which was -1.3 lower than the previous day. The implied volatity was 18.71, the open interest changed by 0 which decreased total open position to 9

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 7.6, which was 1.5 higher than the previous day. The implied volatity was 20.69, the open interest changed by 0 which decreased total open position to 9

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 6.1, which was 0.93 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 0

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 6.1, which was 0.93 higher than the previous day. The implied volatity was 17.64, the open interest changed by 5 which increased total open position to 8

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 5.17, which was -0.33 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 5.17, which was -0.33 lower than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 0

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 5.17, which was -0.33 lower than the previous day. The implied volatity was 16.79, the open interest changed by 1 which increased total open position to 1

On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 5.5, 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 5.5, which was 0 lower than the previous day. The implied volatity was 3.93, 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 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

FEDERALBNK 27JAN2026 265 PE
Delta: -0.51 Vega: 0.32 Theta: -0.06 Gamma: 0.02
Date	Close	Ltp	Change	IV	Volume	OI Chg	OI
24 Dec	261.75	7.4 ₹ 37,000	1.6 8000.00	21.53	124 6,20,000	2 10,000	130 6,50,000
23 Dec	265.45	5.9 ₹ 29,500	1.05 5250.00	21.91	83 4,15,000	-11 -55,000	127 6,35,000
22 Dec	269.15	4.9 ₹ 24,500	-0.6 -3000.00	23.42	153 7,65,000	49 2,45,000	139 6,95,000
19 Dec	267.85	5.55 ₹ 27,750	-1.05 -5250.00	23.52	72 3,60,000	9 45,000	90 4,50,000
18 Dec	265.40	6.55 ₹ 32,750	-1.05 -5250.00	22.73	47 2,35,000	25 1,25,000	81 4,05,000
17 Dec	263.60	7.6 ₹ 38,000	-0.5 -2500.00	23.33	27 1,35,000	19 95,000	55 2,75,000
16 Dec	262.20	8.15 ₹ 40,750	0.85 4250.00	22.97	15 75,000	13 65,000	35 1,75,000
15 Dec	265.25	7.3 ₹ 36,500	-1.7 -8500.00	24.84	24 1,20,000	16 80,000	21 1,05,000
12 Dec	261.35	9 ₹ 45,000	-1 -5000.00	-	1 5,000	0 0	4 20,000
11 Dec	260.90	10 ₹ 50,000	0 0.00	-	1 5,000	0 0	3 15,000
10 Dec	259.60	10 ₹ 50,000	1.1 5500.00	23.39	1 5,000	0 0	2 10,000
9 Dec	260.85	8.9 ₹ 44,500	-1.7 -8500.00	22.11	1 5,000	0 0	1 5,000
8 Dec	257.45	10.6 ₹ 53,000	-20.1 -100500.00	-	0 0	0 0	1 5,000
5 Dec	259.20	10.6 ₹ 53,000	-20.1 -100500.00	-	0 0	0 0	0 0
4 Dec	258.65	10.6 ₹ 53,000	-20.1 -100500.00	-	0 0	1 5,000	0 0
3 Dec	258.25	10.6 ₹ 53,000	-20.1 -100500.00	23.26	1 5,000	0 0	0 0
2 Dec	258.45	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
1 Dec	256.60	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
28 Nov	257.92	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
27 Nov	254.87	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
26 Nov	256.37	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
25 Nov	255.99	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
21 Nov	245.06	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
19 Nov	246.02	30.7 ₹ 1,53,500	0 0.00	-	0 0	0 0	0 0
18 Nov	244.51	0 ₹ 0	0 0.00	-	0 0	0 0	0 0

For Federal Bank Ltd - strike price 265 expiring on 27JAN2026

Delta for 265 PE is -0.51

Historical price for 265 PE is as follows

On 24 Dec FEDERALBNK was trading at 261.75. The strike last trading price was 7.4, which was 1.6 higher than the previous day. The implied volatity was 21.53, the open interest changed by 2 which increased total open position to 130

On 23 Dec FEDERALBNK was trading at 265.45. The strike last trading price was 5.9, which was 1.05 higher than the previous day. The implied volatity was 21.91, the open interest changed by -11 which decreased total open position to 127

On 22 Dec FEDERALBNK was trading at 269.15. The strike last trading price was 4.9, which was -0.6 lower than the previous day. The implied volatity was 23.42, the open interest changed by 49 which increased total open position to 139

On 19 Dec FEDERALBNK was trading at 267.85. The strike last trading price was 5.55, which was -1.05 lower than the previous day. The implied volatity was 23.52, the open interest changed by 9 which increased total open position to 90

On 18 Dec FEDERALBNK was trading at 265.40. The strike last trading price was 6.55, which was -1.05 lower than the previous day. The implied volatity was 22.73, the open interest changed by 25 which increased total open position to 81

On 17 Dec FEDERALBNK was trading at 263.60. The strike last trading price was 7.6, which was -0.5 lower than the previous day. The implied volatity was 23.33, the open interest changed by 19 which increased total open position to 55

On 16 Dec FEDERALBNK was trading at 262.20. The strike last trading price was 8.15, which was 0.85 higher than the previous day. The implied volatity was 22.97, the open interest changed by 13 which increased total open position to 35

On 15 Dec FEDERALBNK was trading at 265.25. The strike last trading price was 7.3, which was -1.7 lower than the previous day. The implied volatity was 24.84, the open interest changed by 16 which increased total open position to 21

On 12 Dec FEDERALBNK was trading at 261.35. The strike last trading price was 9, which was -1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4

On 11 Dec FEDERALBNK was trading at 260.90. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 3

On 10 Dec FEDERALBNK was trading at 259.60. The strike last trading price was 10, which was 1.1 higher than the previous day. The implied volatity was 23.39, the open interest changed by 0 which decreased total open position to 2

On 9 Dec FEDERALBNK was trading at 260.85. The strike last trading price was 8.9, which was -1.7 lower than the previous day. The implied volatity was 22.11, the open interest changed by 0 which decreased total open position to 1

On 8 Dec FEDERALBNK was trading at 257.45. The strike last trading price was 10.6, which was -20.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1

On 5 Dec FEDERALBNK was trading at 259.20. The strike last trading price was 10.6, which was -20.1 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0

On 4 Dec FEDERALBNK was trading at 258.65. The strike last trading price was 10.6, which was -20.1 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 0

On 3 Dec FEDERALBNK was trading at 258.25. The strike last trading price was 10.6, which was -20.1 lower than the previous day. The implied volatity was 23.26, the open interest changed by 0 which decreased total open position to 0

On 2 Dec FEDERALBNK was trading at 258.45. The strike last trading price was 30.7, 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

On 1 Dec FEDERALBNK was trading at 256.60. The strike last trading price was 30.7, 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

On 28 Nov FEDERALBNK was trading at 257.92. The strike last trading price was 30.7, 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

On 27 Nov FEDERALBNK was trading at 254.87. The strike last trading price was 30.7, 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

On 26 Nov FEDERALBNK was trading at 256.37. The strike last trading price was 30.7, 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

On 25 Nov FEDERALBNK was trading at 255.99. The strike last trading price was 30.7, 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

On 21 Nov FEDERALBNK was trading at 245.06. The strike last trading price was 30.7, 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

On 19 Nov FEDERALBNK was trading at 246.02. The strike last trading price was 30.7, 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

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