AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1170 CE | ||||||||||||||||
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Delta: 0.19
Vega: 0.54
Theta: -0.43
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 1135.90 | 3.15 | 0.35 | 15.06 | 2,757 | 94 | 770 | |||||||||
| 14 Sept | 1105.30 | 1.65 | 0.6 | 16.94 | 2,860 | -53 | 1,411 | |||||||||
| 17 Aug | 1068.20 | 18.4 | 0 | 5.94 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 CE is 0.19
Historical price for 1170 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 3.15, which was 0.35 higher than the previous day. The implied volatity was 15.06, the open interest changed by 94 which increased total open position to 770
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 1.65, which was 0.6 higher than the previous day. The implied volatity was 16.94, the open interest changed by -53 which decreased total open position to 1411
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 18.4, which was 0 lower than the previous day. The implied volatity was 5.94, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30SEP2025 1170 PE | |||||||
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Delta: -0.74
Vega: 0.64
Theta: -0.33
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 32.4 | -5.9 | 19.71 | 112 | 36 | 76 |
| 14 Sept | 1105.30 | 63.15 | -15.5 | 22.50 | 39 | 0 | 45 |
| 17 Aug | 1068.20 | 99 | 0 | 0.00 | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1170 expiring on 30SEP2025
Delta for 1170 PE is -0.74
Historical price for 1170 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 32.4, which was -5.9 lower than the previous day. The implied volatity was 19.71, the open interest changed by 36 which increased total open position to 76
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 63.15, which was -15.5 lower than the previous day. The implied volatity was 22.50, the open interest changed by 0 which decreased total open position to 45
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 99, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
