AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 28OCT2025 1100 CE | ||||||||||||||||
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Delta: 0.79
Vega: 1.06
Theta: -0.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 59.6 | 2.35 | 17.88 | 445 | 144 | 1,635 | |||||||||
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| 14 Sept | 1105.30 | 41.25 | 9.4 | 19.75 | 556 | 53 | 1,197 | |||||||||
For Axis Bank Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 CE is 0.79
Historical price for 1100 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 59.6, which was 2.35 higher than the previous day. The implied volatity was 17.88, the open interest changed by 144 which increased total open position to 1635
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 41.25, which was 9.4 higher than the previous day. The implied volatity was 19.75, the open interest changed by 53 which increased total open position to 1197
| AXISBANK 28OCT2025 1100 PE | |||||||
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Delta: -0.26
Vega: 1.20
Theta: -0.27
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 14 | -1.95 | 23.23 | 453 | 82 | 710 |
| 14 Sept | 1105.30 | 27.3 | -6.1 | 23.28 | 218 | 110 | 323 |
For Axis Bank Limited - strike price 1100 expiring on 28OCT2025
Delta for 1100 PE is -0.26
Historical price for 1100 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 14, which was -1.95 lower than the previous day. The implied volatity was 23.23, the open interest changed by 82 which increased total open position to 710
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 27.3, which was -6.1 lower than the previous day. The implied volatity was 23.28, the open interest changed by 110 which increased total open position to 323
