KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2000 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.85
Theta: -0.95
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2031.00 | 48.6 | -13.75 | 12.86 | 1,999 | -43 | 3,276 | |||||||||
| 18 Sept | 2054.60 | 63.1 | 1.95 | 11.84 | 1,163 | -85 | 3,320 | |||||||||
| 14 Sept | 1972.30 | 19.9 | 0.2 | 15.33 | 19,346 | 2,160 | 7,537 | |||||||||
| 17 Aug | 1978.20 | 47.75 | -1.65 | 15.87 | 153 | 30 | 134 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 CE is 0.84
Historical price for 2000 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 48.6, which was -13.75 lower than the previous day. The implied volatity was 12.86, the open interest changed by -43 which decreased total open position to 3276
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 63.1, which was 1.95 higher than the previous day. The implied volatity was 11.84, the open interest changed by -85 which decreased total open position to 3320
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 19.9, which was 0.2 higher than the previous day. The implied volatity was 15.33, the open interest changed by 2160 which increased total open position to 7537
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 47.75, which was -1.65 lower than the previous day. The implied volatity was 15.87, the open interest changed by 30 which increased total open position to 134
| KOTAKBANK 30SEP2025 2000 PE | |||||||
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Delta: -0.19
Vega: 0.95
Theta: -0.52
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 5.25 | -0.15 | 14.49 | 6,064 | -789 | 2,503 |
| 18 Sept | 2054.60 | 5.4 | -2.6 | 17.08 | 4,103 | -59 | 3,317 |
| 14 Sept | 1972.30 | 36.05 | -2.15 | 15.74 | 1,664 | 155 | 1,649 |
| 17 Aug | 1978.20 | 49.75 | 4.3 | 18.55 | 22 | 15 | 103 |
For Kotak Mahindra Bank Ltd - strike price 2000 expiring on 30SEP2025
Delta for 2000 PE is -0.19
Historical price for 2000 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 5.25, which was -0.15 lower than the previous day. The implied volatity was 14.49, the open interest changed by -789 which decreased total open position to 2503
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 5.4, which was -2.6 lower than the previous day. The implied volatity was 17.08, the open interest changed by -59 which decreased total open position to 3317
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 36.05, which was -2.15 lower than the previous day. The implied volatity was 15.74, the open interest changed by 155 which increased total open position to 1649
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 49.75, which was 4.3 higher than the previous day. The implied volatity was 18.55, the open interest changed by 15 which increased total open position to 103
