The Federal Bank Limited

Financial Services · Banks

NSE: FEDERALBNK BSE: 500469

₹327.35

Oct. 5, 2026 · NSE · nse_bhavcopy

F&O (Single-Stock Futures)

Single-stock futures activity for this company -- see the Options Chain section below for OI by strike, PCR, Max Pain and Greeks.

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Combined Open Interest (all active contracts, full history -- via the Parquet/DuckDB analytics lake, ADR-0183)

Basis (nearest contract vs spot) +3.80

OI Buildup (each live contract's own price change vs. change in OI, latest real trading day)

Expiry	Close	Price Chg	OI	Chg OI	Buildup
Oct. 27, 2026	328.0000	+7.60	83417500	-477500	Short Covering
Nov. 23, 2026	329.9500	+7.80	10737500	60000	Long Buildup
Dec. 29, 2026	331.1500	+8.05	192500	27500	Long Buildup

Date	Expiry	Open	High	Low	Close	OI	Change in OI
Oct. 5, 2026	Dec. 29, 2026	328.0000	331.5000	327.8000	331.1500	192500	27500
Oct. 5, 2026	Nov. 23, 2026	324.7500	330.8500	324.7500	329.9500	10737500	60000
Oct. 5, 2026	Oct. 27, 2026	321.5000	329.3500	321.5000	328.0000	83417500	-477500
Oct. 1, 2026	Dec. 29, 2026	321.5000	324.7000	319.0000	323.1000	165000	25000
Oct. 1, 2026	Nov. 23, 2026	320.0000	323.5000	317.0000	322.1500	10677500	10000
Oct. 1, 2026	Oct. 27, 2026	318.8000	322.5000	315.2500	320.4000	83895000	742500
Sept. 30, 2026	Dec. 29, 2026	326.4500	326.4500	323.5000	324.0500	140000	140000
Sept. 30, 2026	Nov. 23, 2026	327.1000	327.1000	321.6500	322.1000	10667500	-5000
Sept. 30, 2026	Oct. 27, 2026	323.9000	326.3500	319.6000	320.3000	83152500	245000
Sept. 29, 2026	Nov. 23, 2026	328.9000	329.5500	324.2500	325.3500	10672500	630000

Options Chain

As of Oct. 1, 2026. IV and Greeks are solved from each option's own real market price via Black-Scholes, assuming a fixed 7% risk-free rate (not a live/dated rate -- no such feed exists in the source data).

Oct. 27, 2026 (nearest) Nov. 23, 2026 Dec. 29, 2026

PCR (OI) 0.996

Max Pain 330.0000

Open Interest by Strike (Max Pain: 330.0000)

Implied Volatility by Strike (solved from each real market price via Black-Scholes)

CALLS					Strike	PUTS
OI	Chg OI	LTP	IV%	Delta		Delta	IV%	LTP	Chg OI	OI
0	0	91.8500	184.69	0.741	270.0000	-0.036	42.44	0.5500	35000	102500
2500	0	46.4500	—		280.0000	-0.056	39.28	0.8500	-40000	375000
0	0	65.8000	124.32	0.725	285.0000	-0.074	38.46	1.1500	12500	170000
0	0	38.0000	—		290.0000	-0.096	37.69	1.5500	282500	732500
0	0	56.7000	113.64	0.695	295.0000	-0.127	37.38	2.1500	17500	257500
195000	2500	20.5000	—		300.0000	-0.162	36.96	2.9000	-122500	1062500
5000	0	21.5000	—		305.0000	-0.206	36.74	3.9000	42500	235000
182500	30000	15.4500	—		310.0000	-0.258	37.1	5.3000	-10000	735000
860000	690000	12.3000	—		315.0000	-0.315	37.62	7.0500	72500	1007500
1225000	162500	9.5500	9.7	0.861	320.0000	-0.374	38.54	9.2500	-32500	1675000
1527500	-60000	7.2000	14.34	0.632	325.0000	-0.433	39.4	11.7500	-62500	1362500
2105000	-430000	5.3500	16.73	0.481	330.0000	-0.489	41.24	14.9000	-142500	1317500
585000	-65000	3.9000	18.36	0.365	335.0000	-0.536	45.17	19.0500	-17500	405000
1340000	0	2.8500	19.78	0.275	340.0000	-0.583	45.7	22.2500	-35000	555000
332500	32500	2.0000	20.7	0.203	345.0000	-0.618	48.73	26.5000	0	330000
1312500	-85000	1.5000	22.06	0.153	350.0000	-0.666	47.28	29.4500	0	902500
412500	17500	1.1000	23.13	0.115	355.0000	-0.671	55.12	35.5000	-2500	35000
627500	-32500	0.7500	23.68	0.082	360.0000	-0.681	61.07	41.0000	0	467500
320000	-10000	0.5000	24.13	0.057	365.0000	-0.796	43.95	40.0000	0	25000
277500	42500	0.4500	26.02	0.049	370.0000	-0.765	55.29	47.0000	0	137500
57500	0	0.3000	26.35	0.034	375.0000		—	39.5500	0	10000
535000	-5000	0.2500	27.66	0.028	380.0000
12500	0	0.2500	29.72	0.026	385.0000
7500	0	0.2500	31.73	0.025	390.0000	-0.879	51.51	63.2500	0	5000
190000	0	0.1500	33.09	0.015	400.0000	-0.946	43.95	71.5000	0	155000
7500	0	0.1000	34.76	0.010	410.0000	-0.913	57.41	82.5000	0	7500