KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2020 CE | ||||||||||||||||
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Delta: 0.71
Vega: 1.21
Theta: -1.10
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2031.00 | 33.25 | -13.55 | 12.94 | 2,146 | 44 | 897 | |||||||||
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| 18 Sept | 2054.60 | 45.9 | 0 | 12.15 | 1,224 | -55 | 876 | |||||||||
| 14 Sept | 1972.30 | 13.15 | 0 | 15.45 | 2,699 | 62 | 1,174 | |||||||||
| 17 Aug | 1978.20 | 84.5 | 0 | 0.62 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2020 expiring on 30SEP2025
Delta for 2020 CE is 0.71
Historical price for 2020 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 33.25, which was -13.55 lower than the previous day. The implied volatity was 12.94, the open interest changed by 44 which increased total open position to 897
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 45.9, which was 0 lower than the previous day. The implied volatity was 12.15, the open interest changed by -55 which decreased total open position to 876
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 13.15, which was 0 lower than the previous day. The implied volatity was 15.45, the open interest changed by 62 which increased total open position to 1174
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 84.5, which was 0 lower than the previous day. The implied volatity was 0.62, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 30SEP2025 2020 PE | |||||||
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Delta: -0.31
Vega: 1.24
Theta: -0.63
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 9.95 | 0.9 | 14.23 | 3,458 | -285 | 1,188 |
| 18 Sept | 2054.60 | 9.05 | -3.6 | 16.60 | 2,606 | 30 | 1,503 |
| 14 Sept | 1972.30 | 50.3 | -1.4 | 16.59 | 474 | 54 | 265 |
| 17 Aug | 1978.20 | 105.4 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2020 expiring on 30SEP2025
Delta for 2020 PE is -0.31
Historical price for 2020 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 9.95, which was 0.9 higher than the previous day. The implied volatity was 14.23, the open interest changed by -285 which decreased total open position to 1188
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 9.05, which was -3.6 lower than the previous day. The implied volatity was 16.60, the open interest changed by 30 which increased total open position to 1503
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 50.3, which was -1.4 lower than the previous day. The implied volatity was 16.59, the open interest changed by 54 which increased total open position to 265
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 105.4, 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
