AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1130 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.68
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 17.9 | 2.45 | 12.45 | 8,266 | -289 | 1,376 | |||||||||
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| 14 Sept | 1105.30 | 7.7 | 2.75 | 15.54 | 6,042 | 237 | 982 | |||||||||
| 17 Aug | 1068.20 | 29.1 | 0 | 3.40 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1130 expiring on 30SEP2025
Delta for 1130 CE is 0.71
Historical price for 1130 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 17.9, which was 2.45 higher than the previous day. The implied volatity was 12.45, the open interest changed by -289 which decreased total open position to 1376
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 7.7, which was 2.75 higher than the previous day. The implied volatity was 15.54, the open interest changed by 237 which increased total open position to 982
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 29.1, which was 0 lower than the previous day. The implied volatity was 3.40, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30SEP2025 1130 PE | |||||||
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Delta: -0.33
Vega: 0.72
Theta: -0.42
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 7 | -3.7 | 16.03 | 5,835 | 310 | 1,311 |
| 14 Sept | 1105.30 | 29.2 | -13.2 | 18.41 | 298 | 27 | 147 |
| 17 Aug | 1068.20 | 79.25 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1130 expiring on 30SEP2025
Delta for 1130 PE is -0.33
Historical price for 1130 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 7, which was -3.7 lower than the previous day. The implied volatity was 16.03, the open interest changed by 310 which increased total open position to 1311
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 29.2, which was -13.2 lower than the previous day. The implied volatity was 18.41, the open interest changed by 27 which increased total open position to 147
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 79.25, 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
