AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1160 CE | ||||||||||||||||
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Delta: 0.29
Vega: 0.67
Theta: -0.53
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 5 | 0.55 | 14.34 | 5,617 | -188 | 712 | |||||||||
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| 14 Sept | 1105.30 | 2.45 | 0.8 | 16.55 | 3,069 | -242 | 689 | |||||||||
| 17 Aug | 1068.20 | 5.25 | -0.35 | 18.17 | 20 | 13 | 42 | |||||||||
For Axis Bank Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 CE is 0.29
Historical price for 1160 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 5, which was 0.55 higher than the previous day. The implied volatity was 14.34, the open interest changed by -188 which decreased total open position to 712
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 2.45, which was 0.8 higher than the previous day. The implied volatity was 16.55, the open interest changed by -242 which decreased total open position to 689
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 5.25, which was -0.35 lower than the previous day. The implied volatity was 18.17, the open interest changed by 13 which increased total open position to 42
| AXISBANK 30SEP2025 1160 PE | |||||||
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Delta: -0.66
Vega: 0.72
Theta: -0.41
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 24.7 | -5.4 | 18.89 | 549 | 57 | 179 |
| 14 Sept | 1105.30 | 53.35 | -30.85 | 20.24 | 111 | 35 | 129 |
| 17 Aug | 1068.20 | 32.6 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1160 expiring on 30SEP2025
Delta for 1160 PE is -0.66
Historical price for 1160 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 24.7, which was -5.4 lower than the previous day. The implied volatity was 18.89, the open interest changed by 57 which increased total open position to 179
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 53.35, which was -30.85 lower than the previous day. The implied volatity was 20.24, the open interest changed by 35 which increased total open position to 129
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 32.6, 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
