Hi, Not sure if is possible directly in FEKO. But you can do it using Post Processing. 

Do the derivative of phase in order to frequency: 

http://www.ece.vt.edu/swe/lwa/memo/lwa0115.pdf

However, Group delay is taken using the phase of S21, not the S11 of an antenna

Dear researcher,

I don't think FEKO can give you sush information or parameter because it's based on a solver using an integral method and not a differential one , I mean MoM.

you can see also in the following paper how the group delay is calculated

good luck.

Article Ultra-Wideband (UWB) Bandpass Filters With Hybrid Microstrip...

Tank you very much