Historical option data for FEDERALBNK
05 Jun 2026 04:10 PM IST
| FEDERALBNK 30-Jun-2026 (24d) 295 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.69
Vega: 0
Theta: -0.18
Gamma: 0.0148
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 304.15 | 15.7 | 3.65 (30.29%) | 29.59 | 844 | -211 | 687 | |||||||||
| 4 Jun | 300.10 | 12.3 | -1.3 (-9.56%) | 27.19 | 370 | -3 | 899 | |||||||||
| 3 Jun | 301.05 | 13.75 | 5.75 (71.88%) | 27.21 | 3,441 | 27 | 902 | |||||||||
| 2 Jun | 293.05 | 8.05 | 2.6 (47.71%) | 24.57 | 1,804 | 90 | 873 | |||||||||
| 1 Jun | 288.20 | 5.4 | -0.05 (-0.92%) | 24.1 | 952 | -44 | 783 | |||||||||
| 29 May | 288.95 | 4.9 | -1.45 (-22.83%) | 21.05 | 3,228 | 83 | 822 | |||||||||
| 27 May | 288.90 | 6.3 | -0.65 (-9.35%) | 23.49 | 1,120 | 102 | 738 | |||||||||
| 26 May | 290.20 | 6.85 | -0.35 (-4.86%) | 23.67 | 1,221 | 361 | 636 | |||||||||
| 25 May | 289.25 | 7.45 | 1.25 (20.16%) | 24.77 | 589 | 157 | 301 | |||||||||
| 22 May | 287.20 | 6.15 | 0.75 (13.89%) | 22.39 | 48 | 7 | 145 | |||||||||
| 21 May | 283.75 | 5.45 | -1.7 (-23.78%) | 24.42 | 243 | 58 | 145 | |||||||||
| 20 May | 289.90 | 7 | 0.5 (7.69%) | 21.75 | 25 | 15 | 86 | |||||||||
| 19 May | 286.60 | 6.5 | 0 (0.00%) | 24.07 | 8 | 5 | 71 | |||||||||
| 18 May | 283.95 | 6.5 | 0.2 (3.17%) | 26.02 | 21 | 8 | 65 | |||||||||
| 15 May | 281.30 | 6.25 | -0.75 (-10.71%) | 26.73 | 32 | 28 | 56 | |||||||||
| 14 May | 280.25 | 7 | 0 (0.00%) | 0 | 0 | 0 | 28 | |||||||||
| 13 May | 280.05 | 7 | -1.9 (-21.35%) | 0 | 10 | 1 | 28 | |||||||||
| 12 May | 284.80 | 8.9 | -2.85 (-24.26%) | 0 | 12 | 4 | 27 | |||||||||
| 11 May | 292.45 | 12 | -3 (-20.00%) | 0 | 11 | 7 | 23 | |||||||||
| 8 May | 297.25 | 15 | 1.95 (14.94%) | 27.28 | 1 | 0 | 16 | |||||||||
| 7 May | 297.05 | 13 | -0.05 (-0.38%) | 28.16 | 0 | 0 | 16 | |||||||||
| 6 May | 293.00 | 13 | 0.55 (4.42%) | 28.16 | 17 | 14 | 15 | |||||||||
| 5 May | 292.60 | 12.45 | 1.15 (10.18%) | 27.91 | 1 | 0 | 1 | |||||||||
| 4 May | 289.15 | 11.3 | 4.95 (77.95%) | 28.15 | 1 | 0 | 0 | |||||||||
| 30 Apr | 286.95 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 284.75 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 28 Apr | 290.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 27 Apr | 294.05 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 24 Apr | 293.00 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 23 Apr | 295.40 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Apr | 296.45 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Apr | 295.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 20 Apr | 294.35 | - | - | - | 0 | 0 | 0 | |||||||||
| 17 Apr | 293.75 | - | - | - | 0 | 0 | 0 | |||||||||
| 16 Apr | 284.40 | - | - | - | 0 | 0 | 0 | |||||||||
| 15 Apr | 286.85 | - | - | - | 0 | 0 | 0 | |||||||||
| 13 Apr | 288.20 | - | - | - | 0 | 0 | 0 | |||||||||
| 10 Apr | 291.70 | 6.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
| 9 Apr | 283.30 | 6.35 | 0 (0.00%) | - | 0 | 0 | 0 | |||||||||
For Federal Bank Ltd - strike price 295 expiring on 30JUN2026
Delta for 295 CE is 0.69
Historical price for 295 CE is as follows
On 5 Jun FEDERALBNK was trading at 304.15. The strike last trading price was 15.7, which was 3.65 higher than the previous day. The implied volatity was 29.59, the open interest changed by -211 which decreased total open position to 687
On 4 Jun FEDERALBNK was trading at 300.10. The strike last trading price was 12.3, which was -1.3 lower than the previous day. The implied volatity was 27.19, the open interest changed by -3 which decreased total open position to 899
On 3 Jun FEDERALBNK was trading at 301.05. The strike last trading price was 13.75, which was 5.75 higher than the previous day. The implied volatity was 27.21, the open interest changed by 27 which increased total open position to 902
On 2 Jun FEDERALBNK was trading at 293.05. The strike last trading price was 8.05, which was 2.6 higher than the previous day. The implied volatity was 24.57, the open interest changed by 90 which increased total open position to 873
On 1 Jun FEDERALBNK was trading at 288.20. The strike last trading price was 5.4, which was -0.05 lower than the previous day. The implied volatity was 24.1, the open interest changed by -44 which decreased total open position to 783
On 29 May FEDERALBNK was trading at 288.95. The strike last trading price was 4.9, which was -1.45 lower than the previous day. The implied volatity was 21.05, the open interest changed by 83 which increased total open position to 822
On 27 May FEDERALBNK was trading at 288.90. The strike last trading price was 6.3, which was -0.65 lower than the previous day. The implied volatity was 23.49, the open interest changed by 102 which increased total open position to 738
On 26 May FEDERALBNK was trading at 290.20. The strike last trading price was 6.85, which was -0.35 lower than the previous day. The implied volatity was 23.67, the open interest changed by 361 which increased total open position to 636
On 25 May FEDERALBNK was trading at 289.25. The strike last trading price was 7.45, which was 1.25 higher than the previous day. The implied volatity was 24.77, the open interest changed by 157 which increased total open position to 301
On 22 May FEDERALBNK was trading at 287.20. The strike last trading price was 6.15, which was 0.75 higher than the previous day. The implied volatity was 22.39, the open interest changed by 7 which increased total open position to 145
On 21 May FEDERALBNK was trading at 283.75. The strike last trading price was 5.45, which was -1.7 lower than the previous day. The implied volatity was 24.42, the open interest changed by 58 which increased total open position to 145
On 20 May FEDERALBNK was trading at 289.90. The strike last trading price was 7, which was 0.5 higher than the previous day. The implied volatity was 21.75, the open interest changed by 15 which increased total open position to 86
On 19 May FEDERALBNK was trading at 286.60. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 24.07, the open interest changed by 5 which increased total open position to 71
On 18 May FEDERALBNK was trading at 283.95. The strike last trading price was 6.5, which was 0.2 higher than the previous day. The implied volatity was 26.02, the open interest changed by 8 which increased total open position to 65
On 15 May FEDERALBNK was trading at 281.30. The strike last trading price was 6.25, which was -0.75 lower than the previous day. The implied volatity was 26.73, the open interest changed by 28 which increased total open position to 56
On 14 May FEDERALBNK was trading at 280.25. The strike last trading price was 7, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 28
On 13 May FEDERALBNK was trading at 280.05. The strike last trading price was 7, which was -1.9 lower than the previous day. The implied volatity was 0, the open interest changed by 1 which increased total open position to 28
On 12 May FEDERALBNK was trading at 284.80. The strike last trading price was 8.9, which was -2.85 lower than the previous day. The implied volatity was 0, the open interest changed by 4 which increased total open position to 27
On 11 May FEDERALBNK was trading at 292.45. The strike last trading price was 12, which was -3 lower than the previous day. The implied volatity was 0, the open interest changed by 7 which increased total open position to 23
On 8 May FEDERALBNK was trading at 297.25. The strike last trading price was 15, which was 1.95 higher than the previous day. The implied volatity was 27.28, the open interest changed by 0 which decreased total open position to 16
On 7 May FEDERALBNK was trading at 297.05. The strike last trading price was 13, which was -0.05 lower than the previous day. The implied volatity was 28.16, the open interest changed by 0 which decreased total open position to 16
On 6 May FEDERALBNK was trading at 293.00. The strike last trading price was 13, which was 0.55 higher than the previous day. The implied volatity was 28.16, the open interest changed by 14 which increased total open position to 15
On 5 May FEDERALBNK was trading at 292.60. The strike last trading price was 12.45, which was 1.15 higher than the previous day. The implied volatity was 27.91, the open interest changed by 0 which decreased total open position to 1
On 4 May FEDERALBNK was trading at 289.15. The strike last trading price was 11.3, which was 4.95 higher than the previous day. The implied volatity was 28.15, the open interest changed by 0 which decreased total open position to 0
On 30 Apr FEDERALBNK was trading at 286.95. 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 Apr FEDERALBNK was trading at 284.75. 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 28 Apr FEDERALBNK was trading at 290.60. 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 27 Apr FEDERALBNK was trading at 294.05. 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 24 Apr FEDERALBNK was trading at 293.00. 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 23 Apr FEDERALBNK was trading at 295.40. 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 22 Apr FEDERALBNK was trading at 296.45. 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 21 Apr FEDERALBNK was trading at 295.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr FEDERALBNK was trading at 294.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr FEDERALBNK was trading at 293.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr FEDERALBNK was trading at 284.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr FEDERALBNK was trading at 286.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr FEDERALBNK was trading at 288.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr FEDERALBNK was trading at 291.70. The strike last trading price was 6.35, 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 9 Apr FEDERALBNK was trading at 283.30. The strike last trading price was 6.35, 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 30-Jun-2026 (24d) 295 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 0
Theta: -0.1
Gamma: 0.01688
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 304.15 | 3.55 | -1.6 (-31.07%) | 24.79 | 1,425 | -61 | 794 |
| 4 Jun | 300.10 | 4.85 | -0.1 (-2.02%) | 24.1 | 848 | -63 | 853 |
| 3 Jun | 301.05 | 4.85 | -3 (-38.22%) | 26.03 | 2,010 | 257 | 917 |
| 2 Jun | 293.05 | 7.95 | -2.85 (-26.39%) | 24.44 | 635 | 359 | 662 |
| 1 Jun | 288.20 | 10.8 | -1.25 (-10.37%) | 23.72 | 249 | -2 | 303 |
| 29 May | 288.95 | 12 | 1.55 (14.83%) | 26.17 | 333 | 1 | 305 |
| 27 May | 288.90 | 10.85 | 0.7 (6.90%) | 23.4 | 298 | 103 | 304 |
| 26 May | 290.20 | 10.1 | -0.9 (-8.18%) | 23.08 | 300 | 158 | 201 |
| 25 May | 289.25 | 11 | -4 (-26.67%) | 23.23 | 31 | 16 | 42 |
| 22 May | 287.20 | 15.3 | -0.7 (-4.37%) | 26.67 | 1 | 0 | 26 |
| 21 May | 283.75 | 15.9 | 3.6 (29.27%) | 27.7 | 21 | 12 | 25 |
| 20 May | 289.90 | 12 | -5.1 (-29.82%) | 26.42 | 13 | 9 | 12 |
| 19 May | 286.60 | 17.1 | 17.1 (0.59%) | 27.37 | 0 | 0 | 3 |
| 18 May | 283.95 | 17.1 | 0.1 (0.59%) | 27.37 | 2 | 0 | 1 |
| 15 May | 281.30 | 17 | 0 (0.00%) | - | 0 | 0 | 1 |
| 14 May | 280.25 | 17 | 0 (0.00%) | 0 | 0 | 0 | 1 |
| 13 May | 280.05 | 17 | -19.65 (-53.62%) | 21.47 | 1 | 0 | 0 |
| 12 May | 284.80 | 0 | -36.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 292.45 | 0 | -36.65 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 297.25 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 297.05 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 293.00 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 292.60 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 289.15 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 286.95 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 284.75 | 0 | 0 | - | 0 | 0 | 0 |
| 28 Apr | 290.60 | 0 | 0 | - | 0 | 0 | 0 |
| 27 Apr | 294.05 | 0 | 0 | - | 0 | 0 | 0 |
| 24 Apr | 293.00 | 0 | 0 | - | 0 | 0 | 0 |
| 23 Apr | 295.40 | 0 | 0 | - | 0 | 0 | 0 |
| 22 Apr | 296.45 | 0 | 0 | - | 0 | 0 | 0 |
| 21 Apr | 295.75 | - | - | - | 0 | 0 | 0 |
| 20 Apr | 294.35 | - | - | - | 0 | 0 | 0 |
| 17 Apr | 293.75 | - | - | - | 0 | 0 | 0 |
| 16 Apr | 284.40 | - | - | - | 0 | 0 | 0 |
| 15 Apr | 286.85 | - | - | - | 0 | 0 | 0 |
| 13 Apr | 288.20 | - | - | - | 0 | 0 | 0 |
| 10 Apr | 291.70 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
| 9 Apr | 283.30 | 0 | 0 (0.00%) | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 295 expiring on 30JUN2026
Delta for 295 PE is -0.28
Historical price for 295 PE is as follows
On 5 Jun FEDERALBNK was trading at 304.15. The strike last trading price was 3.55, which was -1.6 lower than the previous day. The implied volatity was 24.79, the open interest changed by -61 which decreased total open position to 794
On 4 Jun FEDERALBNK was trading at 300.10. The strike last trading price was 4.85, which was -0.1 lower than the previous day. The implied volatity was 24.1, the open interest changed by -63 which decreased total open position to 853
On 3 Jun FEDERALBNK was trading at 301.05. The strike last trading price was 4.85, which was -3 lower than the previous day. The implied volatity was 26.03, the open interest changed by 257 which increased total open position to 917
On 2 Jun FEDERALBNK was trading at 293.05. The strike last trading price was 7.95, which was -2.85 lower than the previous day. The implied volatity was 24.44, the open interest changed by 359 which increased total open position to 662
On 1 Jun FEDERALBNK was trading at 288.20. The strike last trading price was 10.8, which was -1.25 lower than the previous day. The implied volatity was 23.72, the open interest changed by -2 which decreased total open position to 303
On 29 May FEDERALBNK was trading at 288.95. The strike last trading price was 12, which was 1.55 higher than the previous day. The implied volatity was 26.17, the open interest changed by 1 which increased total open position to 305
On 27 May FEDERALBNK was trading at 288.90. The strike last trading price was 10.85, which was 0.7 higher than the previous day. The implied volatity was 23.4, the open interest changed by 103 which increased total open position to 304
On 26 May FEDERALBNK was trading at 290.20. The strike last trading price was 10.1, which was -0.9 lower than the previous day. The implied volatity was 23.08, the open interest changed by 158 which increased total open position to 201
On 25 May FEDERALBNK was trading at 289.25. The strike last trading price was 11, which was -4 lower than the previous day. The implied volatity was 23.23, the open interest changed by 16 which increased total open position to 42
On 22 May FEDERALBNK was trading at 287.20. The strike last trading price was 15.3, which was -0.7 lower than the previous day. The implied volatity was 26.67, the open interest changed by 0 which decreased total open position to 26
On 21 May FEDERALBNK was trading at 283.75. The strike last trading price was 15.9, which was 3.6 higher than the previous day. The implied volatity was 27.7, the open interest changed by 12 which increased total open position to 25
On 20 May FEDERALBNK was trading at 289.90. The strike last trading price was 12, which was -5.1 lower than the previous day. The implied volatity was 26.42, the open interest changed by 9 which increased total open position to 12
On 19 May FEDERALBNK was trading at 286.60. The strike last trading price was 17.1, which was 17.1 higher than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 3
On 18 May FEDERALBNK was trading at 283.95. The strike last trading price was 17.1, which was 0.1 higher than the previous day. The implied volatity was 27.37, the open interest changed by 0 which decreased total open position to 1
On 15 May FEDERALBNK was trading at 281.30. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 14 May FEDERALBNK was trading at 280.25. The strike last trading price was 17, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 1
On 13 May FEDERALBNK was trading at 280.05. The strike last trading price was 17, which was -19.65 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 0
On 12 May FEDERALBNK was trading at 284.80. The strike last trading price was 0, which was -36.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May FEDERALBNK was trading at 292.45. The strike last trading price was 0, which was -36.65 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May FEDERALBNK was trading at 297.25. 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 7 May FEDERALBNK was trading at 297.05. 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 6 May FEDERALBNK was trading at 293.00. 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 5 May FEDERALBNK was trading at 292.60. 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 4 May FEDERALBNK was trading at 289.15. 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 Apr FEDERALBNK was trading at 286.95. 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 Apr FEDERALBNK was trading at 284.75. 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 28 Apr FEDERALBNK was trading at 290.60. 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 27 Apr FEDERALBNK was trading at 294.05. 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 24 Apr FEDERALBNK was trading at 293.00. 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 23 Apr FEDERALBNK was trading at 295.40. 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 22 Apr FEDERALBNK was trading at 296.45. 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 21 Apr FEDERALBNK was trading at 295.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 Apr FEDERALBNK was trading at 294.35. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Apr FEDERALBNK was trading at 293.75. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Apr FEDERALBNK was trading at 284.40. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 Apr FEDERALBNK was trading at 286.85. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Apr FEDERALBNK was trading at 288.20. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Apr FEDERALBNK was trading at 291.70. 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 9 Apr FEDERALBNK was trading at 283.30. 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
