AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1150 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.77
Theta: -0.61
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 7.95 | 0.9 | 13.78 | 9,298 | -155 | 2,113 | |||||||||
| 14 Sept | 1105.30 | 3.8 | 1.35 | 16.46 | 4,335 | 413 | 1,616 | |||||||||
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| 17 Aug | 1068.20 | 6 | -0.5 | 17.44 | 163 | 16 | 431 | |||||||||
For Axis Bank Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 CE is 0.41
Historical price for 1150 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 7.95, which was 0.9 higher than the previous day. The implied volatity was 13.78, the open interest changed by -155 which decreased total open position to 2113
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 3.8, which was 1.35 higher than the previous day. The implied volatity was 16.46, the open interest changed by 413 which increased total open position to 1616
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 6, which was -0.5 lower than the previous day. The implied volatity was 17.44, the open interest changed by 16 which increased total open position to 431
| AXISBANK 30SEP2025 1150 PE | |||||||
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Delta: -0.57
Vega: 0.78
Theta: -0.40
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 16.65 | -5.4 | 16.57 | 1,221 | 56 | 663 |
| 14 Sept | 1105.30 | 44.65 | -15 | 19.40 | 249 | 35 | 230 |
| 17 Aug | 1068.20 | 79 | -14.15 | 22.66 | 7 | 7 | 4 |
For Axis Bank Limited - strike price 1150 expiring on 30SEP2025
Delta for 1150 PE is -0.57
Historical price for 1150 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 16.65, which was -5.4 lower than the previous day. The implied volatity was 16.57, the open interest changed by 56 which increased total open position to 663
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 44.65, which was -15 lower than the previous day. The implied volatity was 19.40, the open interest changed by 35 which increased total open position to 230
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 79, which was -14.15 lower than the previous day. The implied volatity was 22.66, the open interest changed by 7 which increased total open position to 4
