KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2120 CE | ||||||||||||||||
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Delta: 0.11
Vega: 0.66
Theta: -0.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2031.00 | 3 | -1.95 | 16.57 | 1,758 | -49 | 822 | |||||||||
| 18 Sept | 2054.60 | 4.7 | -1.3 | 15.21 | 3,645 | -8 | 879 | |||||||||
| 14 Sept | 1972.30 | 1.6 | 0 | 17.84 | 108 | 13 | 861 | |||||||||
| 17 Aug | 1978.20 | 190.25 | 0 | 3.94 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2120 expiring on 30SEP2025
Delta for 2120 CE is 0.11
Historical price for 2120 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 3, which was -1.95 lower than the previous day. The implied volatity was 16.57, the open interest changed by -49 which decreased total open position to 822
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 4.7, which was -1.3 lower than the previous day. The implied volatity was 15.21, the open interest changed by -8 which decreased total open position to 879
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 1.6, which was 0 lower than the previous day. The implied volatity was 17.84, the open interest changed by 13 which increased total open position to 861
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 190.25, which was 0 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 30SEP2025 2120 PE | |||||||
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Delta: -0.82
Vega: 0.93
Theta: -0.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 82.4 | 15.2 | 22.25 | 136 | -28 | 121 |
| 18 Sept | 2054.60 | 67.7 | -4.9 | 20.05 | 154 | -7 | 148 |
| 14 Sept | 1972.30 | 156.2 | 0 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1978.20 | 72.4 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2120 expiring on 30SEP2025
Delta for 2120 PE is -0.82
Historical price for 2120 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 82.4, which was 15.2 higher than the previous day. The implied volatity was 22.25, the open interest changed by -28 which decreased total open position to 121
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 67.7, which was -4.9 lower than the previous day. The implied volatity was 20.05, the open interest changed by -7 which decreased total open position to 148
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 156.2, 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 72.4, 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
