Historical option data for FEDERALBNK
29 Jun 2026 10:50 AM IST
| FEDERALBNK 28-Jul-2026 (27d) 325 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.54
Vega: 0
Theta: -0.19
Gamma: 0.01561
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 325.10 | 11 | 1.25 (12.82%) | 27.46 | 188 | 30 | 370 | |||||||||
| 25 Jun | 324.05 | 9.8 | -1.3 (-11.71%) | 25.11 | 455 | 91 | 343 | |||||||||
| 24 Jun | 325.20 | 11 | 2.7 (32.53%) | 24.95 | 490 | 74 | 242 | |||||||||
| 23 Jun | 319.90 | 8.2 | -1.9 (-18.81%) | 24.66 | 588 | 103 | 168 | |||||||||
| 22 Jun | 323.40 | 10.1 | -0.45 (-4.27%) | 24.29 | 82 | 36 | 67 | |||||||||
| 19 Jun | 323.95 | 10.35 | 0.75 (7.81%) | 23.39 | 29 | 13 | 30 | |||||||||
| 18 Jun | 320.45 | 9.6 | -0.4 (-4.00%) | 25.24 | 8 | 4 | 18 | |||||||||
| 17 Jun | 322.70 | 9.9 | -0.1 (-1.00%) | 23.82 | 20 | 5 | 15 | |||||||||
| 16 Jun | 320.60 | 9.7 | 1.7 (21.25%) | 25.16 | 12 | 5 | 5 | |||||||||
For Federal Bank Ltd - strike price 325 expiring on 28JUL2026
Delta for 325 CE is 0.54
Historical price for 325 CE is as follows
On 29 Jun FEDERALBNK was trading at 325.10. The strike last trading price was 11, which was 1.25 higher than the previous day. The implied volatity was 27.46, the open interest changed by 30 which increased total open position to 370
On 25 Jun FEDERALBNK was trading at 324.05. The strike last trading price was 9.8, which was -1.3 lower than the previous day. The implied volatity was 25.11, the open interest changed by 91 which increased total open position to 343
On 24 Jun FEDERALBNK was trading at 325.20. The strike last trading price was 11, which was 2.7 higher than the previous day. The implied volatity was 24.95, the open interest changed by 74 which increased total open position to 242
On 23 Jun FEDERALBNK was trading at 319.90. The strike last trading price was 8.2, which was -1.9 lower than the previous day. The implied volatity was 24.66, the open interest changed by 103 which increased total open position to 168
On 22 Jun FEDERALBNK was trading at 323.40. The strike last trading price was 10.1, which was -0.45 lower than the previous day. The implied volatity was 24.29, the open interest changed by 36 which increased total open position to 67
On 19 Jun FEDERALBNK was trading at 323.95. The strike last trading price was 10.35, which was 0.75 higher than the previous day. The implied volatity was 23.39, the open interest changed by 13 which increased total open position to 30
On 18 Jun FEDERALBNK was trading at 320.45. The strike last trading price was 9.6, which was -0.4 lower than the previous day. The implied volatity was 25.24, the open interest changed by 4 which increased total open position to 18
On 17 Jun FEDERALBNK was trading at 322.70. The strike last trading price was 9.9, which was -0.1 lower than the previous day. The implied volatity was 23.82, the open interest changed by 5 which increased total open position to 15
On 16 Jun FEDERALBNK was trading at 320.60. The strike last trading price was 9.7, which was 1.7 higher than the previous day. The implied volatity was 25.16, the open interest changed by 5 which increased total open position to 5
| FEDERALBNK 28-Jul-2026 (27d) 325 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.45
Vega: 0
Theta: -0.14
Gamma: 0.01613
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 325.10 | 8.75 | -1.25 (-12.50%) | 26.51 | 164 | 67 | 289 |
| 25 Jun | 324.05 | 9.35 | 0.35 (3.89%) | 24.94 | 237 | 49 | 222 |
| 24 Jun | 325.20 | 8.75 | -2.1 (-19.35%) | 24.64 | 287 | 141 | 172 |
| 23 Jun | 319.90 | 10.75 | 1.75 (19.44%) | 22.73 | 25 | 3 | 30 |
| 22 Jun | 323.40 | 9.1 | -0.1 (-1.09%) | 22.76 | 33 | 19 | 27 |
| 19 Jun | 323.95 | 9.3 | -2.2 (-19.13%) | 23.02 | 4 | 3 | 7 |
| 18 Jun | 320.45 | 11.5 | -26.35 (-69.62%) | 24.85 | 4 | 4 | 4 |
| 17 Jun | 322.70 | 0 | 0 | - | 0 | 0 | 0 |
| 16 Jun | 320.60 | 0 | 0 | - | 0 | 0 | 0 |
For Federal Bank Ltd - strike price 325 expiring on 28JUL2026
Delta for 325 PE is -0.45
Historical price for 325 PE is as follows
On 29 Jun FEDERALBNK was trading at 325.10. The strike last trading price was 8.75, which was -1.25 lower than the previous day. The implied volatity was 26.51, the open interest changed by 67 which increased total open position to 289
On 25 Jun FEDERALBNK was trading at 324.05. The strike last trading price was 9.35, which was 0.35 higher than the previous day. The implied volatity was 24.94, the open interest changed by 49 which increased total open position to 222
On 24 Jun FEDERALBNK was trading at 325.20. The strike last trading price was 8.75, which was -2.1 lower than the previous day. The implied volatity was 24.64, the open interest changed by 141 which increased total open position to 172
On 23 Jun FEDERALBNK was trading at 319.90. The strike last trading price was 10.75, which was 1.75 higher than the previous day. The implied volatity was 22.73, the open interest changed by 3 which increased total open position to 30
On 22 Jun FEDERALBNK was trading at 323.40. The strike last trading price was 9.1, which was -0.1 lower than the previous day. The implied volatity was 22.76, the open interest changed by 19 which increased total open position to 27
On 19 Jun FEDERALBNK was trading at 323.95. The strike last trading price was 9.3, which was -2.2 lower than the previous day. The implied volatity was 23.02, the open interest changed by 3 which increased total open position to 7
On 18 Jun FEDERALBNK was trading at 320.45. The strike last trading price was 11.5, which was -26.35 lower than the previous day. The implied volatity was 24.85, the open interest changed by 4 which increased total open position to 4
On 17 Jun FEDERALBNK was trading at 322.70. 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 16 Jun FEDERALBNK was trading at 320.60. 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
