AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1120 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.48
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1135.90 | 25.35 | 3.8 | 12.00 | 3,513 | -137 | 3,955 | |||||||||
| 14 Sept | 1105.30 | 10.7 | 3.75 | 15.01 | 12,972 | 1,087 | 2,526 | |||||||||
| 17 Aug | 1068.20 | 11.45 | -0.5 | 16.76 | 17 | 0 | 27 | |||||||||
For Axis Bank Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 CE is 0.84
Historical price for 1120 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 25.35, which was 3.8 higher than the previous day. The implied volatity was 12.00, the open interest changed by -137 which decreased total open position to 3955
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 10.7, which was 3.75 higher than the previous day. The implied volatity was 15.01, the open interest changed by 1087 which increased total open position to 2526
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 11.45, which was -0.5 lower than the previous day. The implied volatity was 16.76, the open interest changed by 0 which decreased total open position to 27
| AXISBANK 30SEP2025 1120 PE | |||||||
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Delta: -0.23
Vega: 0.60
Theta: -0.37
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 4.25 | -2.65 | 16.18 | 5,161 | 274 | 1,966 |
| 14 Sept | 1105.30 | 22.4 | -11.85 | 17.84 | 1,916 | 454 | 700 |
| 17 Aug | 1068.20 | 21.55 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1120 expiring on 30SEP2025
Delta for 1120 PE is -0.23
Historical price for 1120 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 4.25, which was -2.65 lower than the previous day. The implied volatity was 16.18, the open interest changed by 274 which increased total open position to 1966
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 22.4, which was -11.85 lower than the previous day. The implied volatity was 17.84, the open interest changed by 454 which increased total open position to 700
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 21.55, 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
