KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2100 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.89
Theta: -0.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2031.00 | 5 | -3.35 | 15.79 | 5,640 | 444 | 2,370 | |||||||||
| 18 Sept | 2054.60 | 8.05 | -1.6 | 14.71 | 8,921 | -528 | 1,919 | |||||||||
| 14 Sept | 1972.30 | 2.35 | -0.2 | 17.17 | 799 | -26 | 2,295 | |||||||||
| 17 Aug | 1978.20 | 14 | -10 | 16.02 | 7 | 7 | 8 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2100 expiring on 30SEP2025
Delta for 2100 CE is 0.17
Historical price for 2100 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 5, which was -3.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by 444 which increased total open position to 2370
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 8.05, which was -1.6 lower than the previous day. The implied volatity was 14.71, the open interest changed by -528 which decreased total open position to 1919
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 2.35, which was -0.2 lower than the previous day. The implied volatity was 17.17, the open interest changed by -26 which decreased total open position to 2295
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 14, which was -10 lower than the previous day. The implied volatity was 16.02, the open interest changed by 7 which increased total open position to 8
| KOTAKBANK 30SEP2025 2100 PE | |||||||
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Delta: -0.79
Vega: 1.01
Theta: -0.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 62.35 | 11.7 | 18.37 | 614 | -86 | 478 |
| 18 Sept | 2054.60 | 50.9 | -5 | 18.52 | 769 | 26 | 565 |
| 14 Sept | 1972.30 | 118.15 | -2.55 | 18.45 | 119 | -42 | 431 |
| 17 Aug | 1978.20 | 110 | 4 | 17.38 | 6 | 6 | 84 |
For Kotak Mahindra Bank Ltd - strike price 2100 expiring on 30SEP2025
Delta for 2100 PE is -0.79
Historical price for 2100 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 62.35, which was 11.7 higher than the previous day. The implied volatity was 18.37, the open interest changed by -86 which decreased total open position to 478
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 50.9, which was -5 lower than the previous day. The implied volatity was 18.52, the open interest changed by 26 which increased total open position to 565
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 118.15, which was -2.55 lower than the previous day. The implied volatity was 18.45, the open interest changed by -42 which decreased total open position to 431
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 110, which was 4 higher than the previous day. The implied volatity was 17.38, the open interest changed by 6 which increased total open position to 84
