AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
28 Sep 2025 10:09 PM IST
| AXISBANK 28-OCT-2025 1140 CE | ||||||||||||||||
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Delta: 0.65
Vega: 1.27
Theta: -0.60
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 1154.00 | 41.1 | -11.9 | 20.37 | 42 | -8 | 225 | |||||||||
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| 21 Sept | 1135.90 | 35.9 | 2.3 | 19.92 | 257 | 57 | 513 | |||||||||
| 14 Sept | 1105.30 | 23.65 | 7.4 | 20.75 | 237 | 132 | 210 | |||||||||
For Axis Bank Limited - strike price 1140 expiring on 28OCT2025
Delta for 1140 CE is 0.65
Historical price for 1140 CE is as follows
On 28 Sept AXISBANK was trading at 1154.00. The strike last trading price was 41.1, which was -11.9 lower than the previous day. The implied volatity was 20.37, the open interest changed by -8 which decreased total open position to 225
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 35.9, which was 2.3 higher than the previous day. The implied volatity was 19.92, the open interest changed by 57 which increased total open position to 513
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 23.65, which was 7.4 higher than the previous day. The implied volatity was 20.75, the open interest changed by 132 which increased total open position to 210
| AXISBANK 28OCT2025 1140 PE | |||||||
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Delta: -0.37
Vega: 1.29
Theta: -0.36
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 1154.00 | 21.5 | 4.4 | 23.77 | 669 | 111 | 396 |
| 21 Sept | 1135.90 | 30.2 | -1.35 | 24.31 | 111 | 28 | 251 |
| 14 Sept | 1105.30 | 49.5 | -10.6 | 24.41 | 30 | 27 | 31 |
For Axis Bank Limited - strike price 1140 expiring on 28OCT2025
Delta for 1140 PE is -0.37
Historical price for 1140 PE is as follows
On 28 Sept AXISBANK was trading at 1154.00. The strike last trading price was 21.5, which was 4.4 higher than the previous day. The implied volatity was 23.77, the open interest changed by 111 which increased total open position to 396
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 30.2, which was -1.35 lower than the previous day. The implied volatity was 24.31, the open interest changed by 28 which increased total open position to 251
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 49.5, which was -10.6 lower than the previous day. The implied volatity was 24.41, the open interest changed by 27 which increased total open position to 31
