KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2040 CE | ||||||||||||||||
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Delta: 0.55
Vega: 1.40
Theta: -1.15
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2031.00 | 21.3 | -11.55 | 13.28 | 5,408 | 323 | 1,745 | |||||||||
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| 18 Sept | 2054.60 | 32.05 | -0.9 | 13.05 | 6,752 | -49 | 1,448 | |||||||||
| 14 Sept | 1972.30 | 8.25 | -0.4 | 15.50 | 2,549 | 67 | 1,704 | |||||||||
| 17 Aug | 1978.20 | 34.5 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2040 expiring on 30SEP2025
Delta for 2040 CE is 0.55
Historical price for 2040 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 21.3, which was -11.55 lower than the previous day. The implied volatity was 13.28, the open interest changed by 323 which increased total open position to 1745
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 32.05, which was -0.9 lower than the previous day. The implied volatity was 13.05, the open interest changed by -49 which decreased total open position to 1448
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 8.25, which was -0.4 lower than the previous day. The implied volatity was 15.50, the open interest changed by 67 which increased total open position to 1704
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 34.5, 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
| KOTAKBANK 30SEP2025 2040 PE | |||||||
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Delta: -0.46
Vega: 1.40
Theta: -0.65
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 17.8 | 2.6 | 14.30 | 5,642 | -112 | 1,832 |
| 18 Sept | 2054.60 | 14.95 | -4.75 | 16.42 | 5,103 | 260 | 1,946 |
| 14 Sept | 1972.30 | 65.65 | -1.4 | 17.11 | 155 | -4 | 377 |
| 17 Aug | 1978.20 | 46.65 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2040 expiring on 30SEP2025
Delta for 2040 PE is -0.46
Historical price for 2040 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 17.8, which was 2.6 higher than the previous day. The implied volatity was 14.30, the open interest changed by -112 which decreased total open position to 1832
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 14.95, which was -4.75 lower than the previous day. The implied volatity was 16.42, the open interest changed by 260 which increased total open position to 1946
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 65.65, which was -1.4 lower than the previous day. The implied volatity was 17.11, the open interest changed by -4 which decreased total open position to 377
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 46.65, 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
