AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1040 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 98.5 | 4.7 | - | 9 | -2 | 300 | |||||||||
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| 14 Sept | 1105.30 | 70.75 | 15.65 | 13.23 | 122 | -11 | 299 | |||||||||
| 17 Aug | 1068.20 | 218 | 0 | - | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 CE is -
Historical price for 1040 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 98.5, which was 4.7 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 300
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 70.75, which was 15.65 higher than the previous day. The implied volatity was 13.23, the open interest changed by -11 which decreased total open position to 299
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 218, 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
| AXISBANK 30SEP2025 1040 PE | |||||||
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Delta: -0.02
Vega: 0.08
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 0.3 | -0.2 | 25.80 | 116 | -42 | 1,156 |
| 14 Sept | 1105.30 | 1.85 | -1.05 | 21.24 | 1,315 | -86 | 1,029 |
| 17 Aug | 1068.20 | 7.85 | 0 | 3.09 | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1040 expiring on 30SEP2025
Delta for 1040 PE is -0.02
Historical price for 1040 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 0.3, which was -0.2 lower than the previous day. The implied volatity was 25.80, the open interest changed by -42 which decreased total open position to 1156
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 1.85, which was -1.05 lower than the previous day. The implied volatity was 21.24, the open interest changed by -86 which decreased total open position to 1029
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 7.85, which was 0 lower than the previous day. The implied volatity was 3.09, the open interest changed by 0 which decreased total open position to 0
