AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1060 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 | 81.9 | 6.4 | - | 232 | -111 | 640 | |||||||||
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| 14 Sept | 1105.30 | 51.8 | 13.55 | 14.40 | 920 | -327 | 1,180 | |||||||||
| 17 Aug | 1068.20 | 200.85 | 0 | - | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 CE is -
Historical price for 1060 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 81.9, which was 6.4 higher than the previous day. The implied volatity was -, the open interest changed by -111 which decreased total open position to 640
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 51.8, which was 13.55 higher than the previous day. The implied volatity was 14.40, the open interest changed by -327 which decreased total open position to 1180
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 200.85, 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 1060 PE | |||||||
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Delta: -0.03
Vega: 0.12
Theta: -0.12
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 0.45 | -0.35 | 22.70 | 889 | -342 | 1,395 |
| 14 Sept | 1105.30 | 3.2 | -2.55 | 19.30 | 3,627 | -72 | 2,163 |
| 17 Aug | 1068.20 | 20 | 0.1 | 19.52 | 23 | 10 | 53 |
For Axis Bank Limited - strike price 1060 expiring on 30SEP2025
Delta for 1060 PE is -0.03
Historical price for 1060 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 0.45, which was -0.35 lower than the previous day. The implied volatity was 22.70, the open interest changed by -342 which decreased total open position to 1395
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 3.2, which was -2.55 lower than the previous day. The implied volatity was 19.30, the open interest changed by -72 which decreased total open position to 2163
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 20, which was 0.1 higher than the previous day. The implied volatity was 19.52, the open interest changed by 10 which increased total open position to 53
