Historical option data for FEDERALBNK
22 Jun 2026 01:17 PM IST
| FEDERALBNK 28-Jul-2026 (36d) 320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.6
Vega: 0
Theta: -0.15
Gamma: 0.01549
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 22 Jun | 323.40 | 12.7 | -0.25 (-1.93%) | 24.45 | 128 | 83 | 380 | |||||||||
| 19 Jun | 323.95 | 12.9 | 0.75 (6.17%) | 23.08 | 190 | 56 | 298 | |||||||||
| 18 Jun | 320.45 | 12.2 | -0.8 (-6.15%) | 25.05 | 130 | 29 | 241 | |||||||||
| 17 Jun | 322.70 | 12.35 | 0.35 (2.92%) | 23.62 | 317 | 138 | 211 | |||||||||
| 16 Jun | 320.60 | 12.05 | 1.05 (9.55%) | 25.08 | 65 | -5 | 73 | |||||||||
| 15 Jun | 317.10 | 11 | 0 (0.00%) | 25.96 | 45 | 26 | 73 | |||||||||
| 12 Jun | 315.70 | 10.95 | 1.95 (21.67%) | 27.28 | 38 | 12 | 46 | |||||||||
| 11 Jun | 309.75 | 8.8 | -0.2 (-2.22%) | 26.47 | 4 | -1 | 33 | |||||||||
| 10 Jun | 311.10 | 8.95 | -3.05 (-25.42%) | 25.66 | 26 | -6 | 34 | |||||||||
| 9 Jun | 315.10 | 11.8 | 3.8 (47.50%) | 27.93 | 74 | 23 | 38 | |||||||||
| 8 Jun | 304.60 | 7.7 | 1.7 (28.33%) | 28.75 | 9 | 4 | 15 | |||||||||
| 5 Jun | 304.15 | 6 | 0 (0.00%) | 28.05 | 5 | 0 | 11 | |||||||||
| 4 Jun | 300.10 | 6 | -2 (-25.00%) | 28.05 | 5 | 1 | 7 | |||||||||
| 3 Jun | 301.05 | 7.5 | 3.4 (82.93%) | 29.54 | 2 | 1 | 5 | |||||||||
| 2 Jun | 293.05 | 4.25 | -4.75 (-52.78%) | 26.78 | 4 | 3 | 3 | |||||||||
For Federal Bank Ltd - strike price 320 expiring on 28JUL2026
Delta for 320 CE is 0.6
Historical price for 320 CE is as follows
On 22 Jun FEDERALBNK was trading at 323.40. The strike last trading price was 12.7, which was -0.25 lower than the previous day. The implied volatity was 24.45, the open interest changed by 83 which increased total open position to 380
On 19 Jun FEDERALBNK was trading at 323.95. The strike last trading price was 12.9, which was 0.75 higher than the previous day. The implied volatity was 23.08, the open interest changed by 56 which increased total open position to 298
On 18 Jun FEDERALBNK was trading at 320.45. The strike last trading price was 12.2, which was -0.8 lower than the previous day. The implied volatity was 25.05, the open interest changed by 29 which increased total open position to 241
On 17 Jun FEDERALBNK was trading at 322.70. The strike last trading price was 12.35, which was 0.35 higher than the previous day. The implied volatity was 23.62, the open interest changed by 138 which increased total open position to 211
On 16 Jun FEDERALBNK was trading at 320.60. The strike last trading price was 12.05, which was 1.05 higher than the previous day. The implied volatity was 25.08, the open interest changed by -5 which decreased total open position to 73
On 15 Jun FEDERALBNK was trading at 317.10. The strike last trading price was 11, which was 0 lower than the previous day. The implied volatity was 25.96, the open interest changed by 26 which increased total open position to 73
On 12 Jun FEDERALBNK was trading at 315.70. The strike last trading price was 10.95, which was 1.95 higher than the previous day. The implied volatity was 27.28, the open interest changed by 12 which increased total open position to 46
On 11 Jun FEDERALBNK was trading at 309.75. The strike last trading price was 8.8, which was -0.2 lower than the previous day. The implied volatity was 26.47, the open interest changed by -1 which decreased total open position to 33
On 10 Jun FEDERALBNK was trading at 311.10. The strike last trading price was 8.95, which was -3.05 lower than the previous day. The implied volatity was 25.66, the open interest changed by -6 which decreased total open position to 34
On 9 Jun FEDERALBNK was trading at 315.10. The strike last trading price was 11.8, which was 3.8 higher than the previous day. The implied volatity was 27.93, the open interest changed by 23 which increased total open position to 38
On 8 Jun FEDERALBNK was trading at 304.60. The strike last trading price was 7.7, which was 1.7 higher than the previous day. The implied volatity was 28.75, the open interest changed by 4 which increased total open position to 15
On 5 Jun FEDERALBNK was trading at 304.15. The strike last trading price was 6, which was 0 lower than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 11
On 4 Jun FEDERALBNK was trading at 300.10. The strike last trading price was 6, which was -2 lower than the previous day. The implied volatity was 28.05, the open interest changed by 1 which increased total open position to 7
On 3 Jun FEDERALBNK was trading at 301.05. The strike last trading price was 7.5, which was 3.4 higher than the previous day. The implied volatity was 29.54, the open interest changed by 1 which increased total open position to 5
On 2 Jun FEDERALBNK was trading at 293.05. The strike last trading price was 4.25, which was -4.75 lower than the previous day. The implied volatity was 26.78, the open interest changed by 3 which increased total open position to 3
| FEDERALBNK 28-Jul-2026 (36d) 320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.4
Vega: 0
Theta: -0.1
Gamma: 0.01629
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 22 Jun | 323.40 | 7 | -0.15 (-2.10%) | 23.18 | 67 | 11 | 363 |
| 19 Jun | 323.95 | 7.05 | -1.5 (-17.54%) | 23.06 | 383 | 207 | 352 |
| 18 Jun | 320.45 | 8.55 | 0 (0.00%) | 23.59 | 22 | 0 | 145 |
| 17 Jun | 322.70 | 8.6 | -0.95 (-9.95%) | 24.43 | 192 | 97 | 143 |
| 16 Jun | 320.60 | 9.65 | -1.4 (-12.67%) | 24.86 | 34 | 19 | 44 |
| 15 Jun | 317.10 | 11.1 | -1.75 (-13.62%) | 24.6 | 15 | 8 | 25 |
| 12 Jun | 315.70 | 12.85 | -2.2 (-14.62%) | 25.95 | 20 | 8 | 17 |
| 11 Jun | 309.75 | 15.05 | 15.05 (-55.93%) | 25.51 | 9 | 0 | 9 |
| 10 Jun | 311.10 | 15.05 | -19.1 (-55.93%) | 25.51 | 9 | 8 | 8 |
| 9 Jun | 315.10 | 0 | 0 | - | 0 | 0 | 0 |
| 8 Jun | 304.60 | 0 | 0 | - | 0 | 0 | 0 |
| 5 Jun | 304.15 | 0 | 0 | - | 0 | 0 | 0 |
| 4 Jun | 300.10 | 0 | 0 | - | 0 | 0 | 0 |
| 3 Jun | 301.05 | 0 | 0 | - | 0 | 0 | 0 |
| 2 Jun | 293.05 | 0 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 320 expiring on 28JUL2026
Delta for 320 PE is -0.4
Historical price for 320 PE is as follows
On 22 Jun FEDERALBNK was trading at 323.40. The strike last trading price was 7, which was -0.15 lower than the previous day. The implied volatity was 23.18, the open interest changed by 11 which increased total open position to 363
On 19 Jun FEDERALBNK was trading at 323.95. The strike last trading price was 7.05, which was -1.5 lower than the previous day. The implied volatity was 23.06, the open interest changed by 207 which increased total open position to 352
On 18 Jun FEDERALBNK was trading at 320.45. The strike last trading price was 8.55, which was 0 lower than the previous day. The implied volatity was 23.59, the open interest changed by 0 which decreased total open position to 145
On 17 Jun FEDERALBNK was trading at 322.70. The strike last trading price was 8.6, which was -0.95 lower than the previous day. The implied volatity was 24.43, the open interest changed by 97 which increased total open position to 143
On 16 Jun FEDERALBNK was trading at 320.60. The strike last trading price was 9.65, which was -1.4 lower than the previous day. The implied volatity was 24.86, the open interest changed by 19 which increased total open position to 44
On 15 Jun FEDERALBNK was trading at 317.10. The strike last trading price was 11.1, which was -1.75 lower than the previous day. The implied volatity was 24.6, the open interest changed by 8 which increased total open position to 25
On 12 Jun FEDERALBNK was trading at 315.70. The strike last trading price was 12.85, which was -2.2 lower than the previous day. The implied volatity was 25.95, the open interest changed by 8 which increased total open position to 17
On 11 Jun FEDERALBNK was trading at 309.75. The strike last trading price was 15.05, which was 15.05 higher than the previous day. The implied volatity was 25.51, the open interest changed by 0 which decreased total open position to 9
On 10 Jun FEDERALBNK was trading at 311.10. The strike last trading price was 15.05, which was -19.1 lower than the previous day. The implied volatity was 25.51, the open interest changed by 8 which increased total open position to 8
On 9 Jun FEDERALBNK was trading at 315.10. 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 8 Jun FEDERALBNK was trading at 304.60. 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 5 Jun FEDERALBNK was trading at 304.15. 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 4 Jun FEDERALBNK was trading at 300.10. 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 3 Jun FEDERALBNK was trading at 301.05. 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 2 Jun FEDERALBNK was trading at 293.05. 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
