AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1100 CE | ||||||||||||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1135.90 | 42.85 | 5.45 | - | 1,058 | -364 | 2,865 | |||||||||
| 14 Sept | 1105.30 | 20.8 | 7.2 | 15.09 | 25,919 | -1,508 | 4,389 | |||||||||
| 17 Aug | 1068.20 | 17.35 | -0.6 | 16.42 | 131 | 8 | 335 | |||||||||
For Axis Bank Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 CE is -
Historical price for 1100 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 42.85, which was 5.45 higher than the previous day. The implied volatity was -, the open interest changed by -364 which decreased total open position to 2865
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 20.8, which was 7.2 higher than the previous day. The implied volatity was 15.09, the open interest changed by -1508 which decreased total open position to 4389
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 17.35, which was -0.6 lower than the previous day. The implied volatity was 16.42, the open interest changed by 8 which increased total open position to 335
| AXISBANK 30SEP2025 1100 PE | |||||||
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Delta: -0.11
Vega: 0.37
Theta: -0.27
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 1.9 | -1.15 | 18.26 | 3,739 | -387 | 3,431 |
| 14 Sept | 1105.30 | 12.4 | -8.75 | 17.76 | 13,025 | 950 | 2,528 |
| 17 Aug | 1068.20 | 41 | -0.45 | 20.26 | 10 | 6 | 61 |
For Axis Bank Limited - strike price 1100 expiring on 30SEP2025
Delta for 1100 PE is -0.11
Historical price for 1100 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 1.9, which was -1.15 lower than the previous day. The implied volatity was 18.26, the open interest changed by -387 which decreased total open position to 3431
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 12.4, which was -8.75 lower than the previous day. The implied volatity was 17.76, the open interest changed by 950 which increased total open position to 2528
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 41, which was -0.45 lower than the previous day. The implied volatity was 20.26, the open interest changed by 6 which increased total open position to 61
