KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 1980 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.98
Vega: 0.17
Theta: -0.60
Gamma: 0.00
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 2031.00 | 65 | -15.5 | 9.11 | 513 | -47 | 948 | |||||||||
| 18 Sept | 2054.60 | 81 | 3 | - | 186 | -32 | 997 | |||||||||
| 14 Sept | 1972.30 | 28.8 | 0.4 | 15.18 | 5,935 | 120 | 2,434 | |||||||||
| 17 Aug | 1978.20 | 57 | -2.2 | 15.33 | 3 | 0 | 5 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 1980 expiring on 30SEP2025
Delta for 1980 CE is 0.98
Historical price for 1980 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 65, which was -15.5 lower than the previous day. The implied volatity was 9.11, the open interest changed by -47 which decreased total open position to 948
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 81, which was 3 higher than the previous day. The implied volatity was -, the open interest changed by -32 which decreased total open position to 997
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 28.8, which was 0.4 higher than the previous day. The implied volatity was 15.18, the open interest changed by 120 which increased total open position to 2434
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 57, which was -2.2 lower than the previous day. The implied volatity was 15.33, the open interest changed by 0 which decreased total open position to 5
| KOTAKBANK 30SEP2025 1980 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 0.68
Theta: -0.42
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 3.1 | -0.35 | 15.60 | 2,099 | -99 | 1,918 |
| 18 Sept | 2054.60 | 3.4 | -1.85 | 18.01 | 2,794 | 207 | 2,070 |
| 14 Sept | 1972.30 | 25.3 | -1.8 | 15.72 | 2,974 | -68 | 1,648 |
| 17 Aug | 1978.20 | 84.6 | 0 | 1.12 | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 1980 expiring on 30SEP2025
Delta for 1980 PE is -0.11
Historical price for 1980 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 15.60, the open interest changed by -99 which decreased total open position to 1918
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 3.4, which was -1.85 lower than the previous day. The implied volatity was 18.01, the open interest changed by 207 which increased total open position to 2070
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 25.3, which was -1.8 lower than the previous day. The implied volatity was 15.72, the open interest changed by -68 which decreased total open position to 1648
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 84.6, which was 0 lower than the previous day. The implied volatity was 1.12, the open interest changed by 0 which decreased total open position to 0
