AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
17 Aug 2025 12:57 AM IST
| AXISBANK 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.08
Vega: 0.58
Theta: -0.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 1068.20 | 2.8 | -0.2 | 20.21 | 47 | -8 | 322 | |||||||||
For Axis Bank Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 CE is 0.08
Historical price for 1200 CE is as follows
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 2.8, which was -0.2 lower than the previous day. The implied volatity was 20.21, the open interest changed by -8 which decreased total open position to 322
| AXISBANK 30SEP2025 1200 PE | |||||||
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Delta: -0.83
Vega: 0.96
Theta: -0.01
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 1068.20 | 126 | 78.95 | 28.52 | 4 | 3 | 3 |
For Axis Bank Limited - strike price 1200 expiring on 30SEP2025
Delta for 1200 PE is -0.83
Historical price for 1200 PE is as follows
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 126, which was 78.95 higher than the previous day. The implied volatity was 28.52, the open interest changed by 3 which increased total open position to 3
