AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1180 CE | ||||||||||||||||
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Delta: 0.13
Vega: 0.42
Theta: -0.35
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 2.1 | 0.2 | 16.08 | 3,194 | 216 | 1,337 | |||||||||
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| 14 Sept | 1105.30 | 1.2 | 0.35 | 17.69 | 2,482 | 754 | 975 | |||||||||
| 17 Aug | 1068.20 | 5.8 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1180 expiring on 30SEP2025
Delta for 1180 CE is 0.13
Historical price for 1180 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 2.1, which was 0.2 higher than the previous day. The implied volatity was 16.08, the open interest changed by 216 which increased total open position to 1337
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 1.2, which was 0.35 higher than the previous day. The implied volatity was 17.69, the open interest changed by 754 which increased total open position to 975
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 5.8, 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
| AXISBANK 30SEP2025 1180 PE | |||||||
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Delta: -0.79
Vega: 0.57
Theta: -0.31
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 41.55 | -5.6 | 22.01 | 117 | 20 | 52 |
| 14 Sept | 1105.30 | 92 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1068.20 | 39.4 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1180 expiring on 30SEP2025
Delta for 1180 PE is -0.79
Historical price for 1180 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 41.55, which was -5.6 lower than the previous day. The implied volatity was 22.01, the open interest changed by 20 which increased total open position to 52
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 92, 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
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 39.4, 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
