AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
17 Aug 2025 12:57 AM IST
| AXISBANK 30SEP2025 1070 CE | ||||||||||||||||
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Delta: 0.59
Vega: 1.49
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1068.20 | 31.1 | -0.1 | 16.32 | 63 | 40 | 75 | |||||||||
For Axis Bank Limited - strike price 1070 expiring on 30SEP2025
Delta for 1070 CE is 0.59
Historical price for 1070 CE is as follows
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 31.1, which was -0.1 lower than the previous day. The implied volatity was 16.32, the open interest changed by 40 which increased total open position to 75
| AXISBANK 30SEP2025 1070 PE | |||||||
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Delta: -0.42
Vega: 1.50
Theta: -0.19
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1068.20 | 24.65 | -19.75 | 19.82 | 2 | 1 | 1 |
For Axis Bank Limited - strike price 1070 expiring on 30SEP2025
Delta for 1070 PE is -0.42
Historical price for 1070 PE is as follows
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 24.65, which was -19.75 lower than the previous day. The implied volatity was 19.82, the open interest changed by 1 which increased total open position to 1
