AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1140 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.78
Theta: -0.63
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1135.90 | 12.05 | 1.5 | 12.99 | 10,307 | 977 | 2,498 | |||||||||
| 14 Sept | 1105.30 | 5.4 | 1.85 | 15.95 | 4,821 | 138 | 1,116 | |||||||||
| 17 Aug | 1068.20 | 7.55 | -0.35 | 17.28 | 8 | 1 | 19 | |||||||||
For Axis Bank Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 CE is 0.56
Historical price for 1140 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 12.05, which was 1.5 higher than the previous day. The implied volatity was 12.99, the open interest changed by 977 which increased total open position to 2498
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 5.4, which was 1.85 higher than the previous day. The implied volatity was 15.95, the open interest changed by 138 which increased total open position to 1116
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 7.55, which was -0.35 lower than the previous day. The implied volatity was 17.28, the open interest changed by 1 which increased total open position to 19
| AXISBANK 30SEP2025 1140 PE | |||||||
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Delta: -0.45
Vega: 0.78
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 11.15 | -4.75 | 16.23 | 4,164 | 200 | 745 |
| 14 Sept | 1105.30 | 36.45 | -14.35 | 18.68 | 331 | 69 | 230 |
| 17 Aug | 1068.20 | 26.75 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1140 expiring on 30SEP2025
Delta for 1140 PE is -0.45
Historical price for 1140 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 11.15, which was -4.75 lower than the previous day. The implied volatity was 16.23, the open interest changed by 200 which increased total open position to 745
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 36.45, which was -14.35 lower than the previous day. The implied volatity was 18.68, the open interest changed by 69 which increased total open position to 230
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 26.75, 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
