KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
21 Sep 2025 04:11 PM IST
| KOTAKBANK 30SEP2025 2140 CE | ||||||||||||||||
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Delta: 0.07
Vega: 0.48
Theta: -0.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 2031.00 | 1.9 | -1.05 | 17.55 | 1,409 | -136 | 770 | |||||||||
| 18 Sept | 2054.60 | 2.85 | -0.9 | 15.98 | 2,784 | 104 | 906 | |||||||||
| 14 Sept | 1972.30 | 1.1 | -0.05 | 18.51 | 65 | -5 | 589 | |||||||||
| 17 Aug | 1978.20 | 43.05 | 0 | 4.66 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 2140 expiring on 30SEP2025
Delta for 2140 CE is 0.07
Historical price for 2140 CE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 1.9, which was -1.05 lower than the previous day. The implied volatity was 17.55, the open interest changed by -136 which decreased total open position to 770
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 2.85, which was -0.9 lower than the previous day. The implied volatity was 15.98, the open interest changed by 104 which increased total open position to 906
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 1.1, which was -0.05 lower than the previous day. The implied volatity was 18.51, the open interest changed by -5 which decreased total open position to 589
On 17 Aug KOTAKBANK was trading at 1978.20. The strike last trading price was 43.05, which was 0 lower than the previous day. The implied volatity was 4.66, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 30SEP2025 2140 PE | |||||||
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Delta: -0.83
Vega: 0.91
Theta: -0.64
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 2031.00 | 103.6 | 18.35 | 27.23 | 95 | 1 | 80 |
| 18 Sept | 2054.60 | 84.75 | -5.3 | 20.84 | 120 | -40 | 80 |
| 14 Sept | 1972.30 | 167.35 | -0.4 | 0.00 | 0 | 0 | 0 |
| 17 Aug | 1978.20 | 182.75 | 0 | - | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 2140 expiring on 30SEP2025
Delta for 2140 PE is -0.83
Historical price for 2140 PE is as follows
On 21 Sept KOTAKBANK was trading at 2031.00. The strike last trading price was 103.6, which was 18.35 higher than the previous day. The implied volatity was 27.23, the open interest changed by 1 which increased total open position to 80
On 18 Sept KOTAKBANK was trading at 2054.60. The strike last trading price was 84.75, which was -5.3 lower than the previous day. The implied volatity was 20.84, the open interest changed by -40 which decreased total open position to 80
On 14 Sept KOTAKBANK was trading at 1972.30. The strike last trading price was 167.35, which was -0.4 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 182.75, 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
