AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1220 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.16
Theta: -0.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 0.6 | 0 | 20.71 | 119 | 7 | 240 | |||||||||
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| 14 Sept | 1105.30 | 0.4 | 0 | 20.66 | 411 | 140 | 159 | |||||||||
| 17 Aug | 1068.20 | 2.45 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 CE is 0.04
Historical price for 1220 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 0.6, which was 0 lower than the previous day. The implied volatity was 20.71, the open interest changed by 7 which increased total open position to 240
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 0.4, which was 0 lower than the previous day. The implied volatity was 20.66, the open interest changed by 140 which increased total open position to 159
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 2.45, 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 1220 PE | |||||||
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Delta: -0.84
Vega: 0.48
Theta: -0.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 82.3 | -13.2 | 36.55 | 3 | 1 | 13 |
| 14 Sept | 1105.30 | 161.45 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1068.20 | 54.25 | 0 | 0.00 | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1220 expiring on 30SEP2025
Delta for 1220 PE is -0.84
Historical price for 1220 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 82.3, which was -13.2 lower than the previous day. The implied volatity was 36.55, the open interest changed by 1 which increased total open position to 13
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 161.45, 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 54.25, 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
