AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1200 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.26
Theta: -0.24
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 1.1 | 0.1 | 18.53 | 3,051 | 442 | 1,922 | |||||||||
| 14 Sept | 1105.30 | 0.75 | 0.15 | 19.56 | 1,302 | 238 | 1,380 | |||||||||
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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 0.07
Historical price for 1200 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 1.1, which was 0.1 higher than the previous day. The implied volatity was 18.53, the open interest changed by 442 which increased total open position to 1922
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 0.75, which was 0.15 higher than the previous day. The implied volatity was 19.56, the open interest changed by 238 which increased total open position to 1380
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: -0.85
Vega: 0.46
Theta: -0.26
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 60.25 | -6.1 | 26.05 | 39 | -7 | 436 |
| 14 Sept | 1105.30 | 93.5 | -13.9 | 30.42 | 49 | -26 | 480 |
| 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 -0.85
Historical price for 1200 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 60.25, which was -6.1 lower than the previous day. The implied volatity was 26.05, the open interest changed by -7 which decreased total open position to 436
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 93.5, which was -13.9 lower than the previous day. The implied volatity was 30.42, the open interest changed by -26 which decreased total open position to 480
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
