KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 28OCT2025 2040 CE | ||||||||||||||||
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Delta: 0.59
Vega: 2.59
Theta: -0.82
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2031.00 | 51.5 | -9.85 | 15.29 | 235 | 61 | 155 | |||||||||
| 18 Sept | 2054.60 | 60.65 | -0.15 | 14.60 | 68 | 10 | 96 | |||||||||
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| 14 Sept | 1972.30 | 29 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
| 17 Aug | 1978.20 | 45.35 | 0 | 0.63 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2040 expiring on 28OCT2025
Delta for 2040 CE is 0.59
Historical price for 2040 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 51.5, which was -9.85 lower than the previous day. The implied volatity was 15.29, the open interest changed by 61 which increased total open position to 155
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 60.65, which was -0.15 lower than the previous day. The implied volatity was 14.60, the open interest changed by 10 which increased total open position to 96
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 29, 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 KOTAKBANK was trading at 1978.20. The strike last trading price was 45.35, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 28OCT2025 2040 PE | |||||||
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Delta: -0.42
Vega: 2.61
Theta: -0.35
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 37.95 | 5.95 | 17.95 | 65 | 1 | 219 |
| 18 Sept | 2054.60 | 32 | -3.95 | 17.98 | 32 | 8 | 221 |
| 14 Sept | 1972.30 | 79 | 3 | 20.16 | 1 | 1 | 140 |
| 17 Aug | 1978.20 | 51.55 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2040 expiring on 28OCT2025
Delta for 2040 PE is -0.42
Historical price for 2040 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 37.95, which was 5.95 higher than the previous day. The implied volatity was 17.95, the open interest changed by 1 which increased total open position to 219
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 32, which was -3.95 lower than the previous day. The implied volatity was 17.98, the open interest changed by 8 which increased total open position to 221
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 79, which was 3 higher than the previous day. The implied volatity was 20.16, the open interest changed by 1 which increased total open position to 140
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 51.55, 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
