AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
21 Sep 2025 04:13 PM IST
| AXISBANK 30SEP2025 1260 CE | ||||||||||||||||
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Delta: 0.01
Vega: 0.07
Theta: -0.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1135.90 | 0.25 | -0.2 | 25.31 | 10 | 3 | 14 | |||||||||
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| 14 Sept | 1105.30 | 0.35 | 0.2 | 26.02 | 35 | 12 | 15 | |||||||||
| 17 Aug | 1068.20 | 68.9 | 0 | 10.71 | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 CE is 0.01
Historical price for 1260 CE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 0.25, which was -0.2 lower than the previous day. The implied volatity was 25.31, the open interest changed by 3 which increased total open position to 14
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 0.35, which was 0.2 higher than the previous day. The implied volatity was 26.02, the open interest changed by 12 which increased total open position to 15
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 68.9, which was 0 lower than the previous day. The implied volatity was 10.71, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30SEP2025 1260 PE | |||||||
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Delta: -0.94
Vega: 0.24
Theta: -0.06
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1135.90 | 118 | -13 | 35.39 | 6 | 1 | 80 |
| 14 Sept | 1105.30 | 150.45 | -19 | 35.42 | 5 | 0 | 76 |
| 17 Aug | 1068.20 | 75.2 | 0 | - | 0 | 0 | 0 |
For Axis Bank Limited - strike price 1260 expiring on 30SEP2025
Delta for 1260 PE is -0.94
Historical price for 1260 PE is as follows
On 21 Sept AXISBANK was trading at 1135.90. The strike last trading price was 118, which was -13 lower than the previous day. The implied volatity was 35.39, the open interest changed by 1 which increased total open position to 80
On 14 Sept AXISBANK was trading at 1105.30. The strike last trading price was 150.45, which was -19 lower than the previous day. The implied volatity was 35.42, the open interest changed by 0 which decreased total open position to 76
On 17 Aug AXISBANK was trading at 1068.20. The strike last trading price was 75.2, 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
