AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1110 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.94
Vega: 0.22
Theta: -0.39
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 33.85 | 5.05 | 10.80 | 544 | -72 | 639 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 1105.30 | 15.05 | 5.25 | 14.88 | 11,999 | 619 | 1,395 | |||||||||
| 17 Aug | 1068.20 | 36.1 | 0 | 2.04 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1110 expiring on 30SEP2025
Delta for 1110 CE is 0.94
Historical price for 1110 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 33.85, which was 5.05 higher than the previous day. The implied volatity was 10.80, the open interest changed by -72 which decreased total open position to 639
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 15.05, which was 5.25 higher than the previous day. The implied volatity was 14.88, the open interest changed by 619 which increased total open position to 1395
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 36.1, which was 0 lower than the previous day. The implied volatity was 2.04, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30SEP2025 1110 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 0.47
Theta: -0.32
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 2.75 | -1.85 | 17.04 | 2,239 | 54 | 1,081 |
| 14 Sept | 1105.30 | 16.9 | -10.1 | 17.75 | 4,250 | 396 | 559 |
| 17 Aug | 1068.20 | 66.45 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1110 expiring on 30SEP2025
Delta for 1110 PE is -0.15
Historical price for 1110 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 2.75, which was -1.85 lower than the previous day. The implied volatity was 17.04, the open interest changed by 54 which increased total open position to 1081
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 16.9, which was -10.1 lower than the previous day. The implied volatity was 17.75, the open interest changed by 396 which increased total open position to 559
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 66.45, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
