AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
17 Aug 2025 12:57 AM IST
| AXISBANK 30SEP2025 1100 CE | ||||||||||||||||
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Delta: 0.40
Vega: 1.48
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 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 0.40
Historical price for 1100 CE is as follows
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: -0.58
Vega: 1.50
Theta: -0.14
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 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 -0.58
Historical price for 1100 PE is as follows
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
