AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1070 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 | 69 | 3.4 | - | 146 | -44 | 1,095 | |||||||||
| 14 Sept | 1105.30 | 42.8 | 12.25 | 14.38 | 1,271 | -157 | 1,550 | |||||||||
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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 -
Historical price for 1070 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 69, which was 3.4 higher than the previous day. The implied volatity was -, the open interest changed by -44 which decreased total open position to 1095
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 42.8, which was 12.25 higher than the previous day. The implied volatity was 14.38, the open interest changed by -157 which decreased total open position to 1550
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: -0.04
Vega: 0.18
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 0.75 | -0.3 | 22.28 | 663 | -172 | 983 |
| 14 Sept | 1105.30 | 4.45 | -3.8 | 18.64 | 4,711 | 4 | 1,861 |
| 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 -0.04
Historical price for 1070 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 0.75, which was -0.3 lower than the previous day. The implied volatity was 22.28, the open interest changed by -172 which decreased total open position to 983
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 4.45, which was -3.8 lower than the previous day. The implied volatity was 18.64, the open interest changed by 4 which increased total open position to 1861
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
