KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2060 CE | ||||||||||||||||
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Delta: 0.39
Vega: 1.35
Theta: -1.07
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 2031.00 | 13.2 | -8.9 | 13.97 | 6,981 | 770 | 3,149 | |||||||||
| 18 Sept | 2054.60 | 21.75 | -0.95 | 14.04 | 10,613 | 720 | 2,397 | |||||||||
| 14 Sept | 1972.30 | 5.4 | -0.25 | 16.01 | 1,483 | -18 | 580 | |||||||||
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| 17 Aug | 1978.20 | 68.3 | 0 | 2.10 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2060 expiring on 30SEP2025
Delta for 2060 CE is 0.39
Historical price for 2060 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 13.2, which was -8.9 lower than the previous day. The implied volatity was 13.97, the open interest changed by 770 which increased total open position to 3149
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 21.75, which was -0.95 lower than the previous day. The implied volatity was 14.04, the open interest changed by 720 which increased total open position to 2397
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 5.4, which was -0.25 lower than the previous day. The implied volatity was 16.01, the open interest changed by -18 which decreased total open position to 580
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 68.3, which was 0 lower than the previous day. The implied volatity was 2.10, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 30SEP2025 2060 PE | |||||||
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Delta: -0.61
Vega: 1.36
Theta: -0.57
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 29.4 | 5.15 | 14.86 | 4,008 | -819 | 962 |
| 18 Sept | 2054.60 | 24.4 | -4.85 | 17.01 | 6,782 | 464 | 1,806 |
| 14 Sept | 1972.30 | 83.45 | -0.05 | 18.61 | 55 | 2 | 177 |
| 17 Aug | 1978.20 | 128.8 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2060 expiring on 30SEP2025
Delta for 2060 PE is -0.61
Historical price for 2060 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 29.4, which was 5.15 higher than the previous day. The implied volatity was 14.86, the open interest changed by -819 which decreased total open position to 962
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 24.4, which was -4.85 lower than the previous day. The implied volatity was 17.01, the open interest changed by 464 which increased total open position to 1806
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 83.45, which was -0.05 lower than the previous day. The implied volatity was 18.61, the open interest changed by 2 which increased total open position to 177
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 128.8, 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
