AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
AXISBANK 30SEP2025 1190 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.32
Theta: -0.28
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
21 Sept | 1135.90 | 1.4 | 0.1 | 17.01 | 2,115 | -229 | 1,580 | |||||||||
14 Sept | 1105.30 | 0.95 | 0.35 | 18.63 | 552 | 169 | 184 | |||||||||
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17 Aug | 1068.20 | 14.35 | 0 | 7.11 | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1190 expiring on 30SEP2025
Delta for 1190 CE is 0.09
Historical price for 1190 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 1.4, which was 0.1 higher than the previous day. The implied volatity was 17.01, the open interest changed by -229 which decreased total open position to 1580
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 0.95, which was 0.35 higher than the previous day. The implied volatity was 18.63, the open interest changed by 169 which increased total open position to 184
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 14.35, which was 0 lower than the previous day. The implied volatity was 7.11, the open interest changed by 0 which decreased total open position to 0
AXISBANK 30SEP2025 1190 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 1135.90 | 57.5 | 0.9 | 0.00 | 0 | 0 | 0 |
14 Sept | 1105.30 | 77.85 | -54 | - | 1 | 1 | 5 |
17 Aug | 1068.20 | 123.85 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1190 expiring on 30SEP2025
Delta for 1190 PE is 0.00
Historical price for 1190 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 57.5, which was 0.9 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 77.85, which was -54 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 5
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 123.85, 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