UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.96
Vega: 0.02
Theta: -0.09
Gamma: 0.01
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 21 | 3.95 | 54.96 | 11 | 0 | 57 | |||||||||
|
|
||||||||||||||||
| 14 Sept | 133.88 | 14.25 | 0.25 | - | 10 | 0 | 54 | |||||||||
| 17 Aug | 134.84 | 21 | 0 | - | 0 | 0 | 0 | |||||||||
For Union Bank Of India - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.96
Historical price for 120 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 21, which was 3.95 higher than the previous day. The implied volatity was 54.96, the open interest changed by 0 which decreased total open position to 57
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 14.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 54
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 21, 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
| UNIONBANK 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 0.05 | -0.1 | 42.49 | 53 | -22 | 123 |
| 14 Sept | 133.88 | 0.3 | 0 | 34.59 | 50 | 7 | 168 |
| 17 Aug | 134.84 | 0.55 | -0.25 | 27.25 | 3 | 2 | 3 |
For Union Bank Of India - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.01
Historical price for 120 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.05, which was -0.1 lower than the previous day. The implied volatity was 42.49, the open interest changed by -22 which decreased total open position to 123
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.3, which was 0 lower than the previous day. The implied volatity was 34.59, the open interest changed by 7 which increased total open position to 168
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 0.55, which was -0.25 lower than the previous day. The implied volatity was 27.25, the open interest changed by 2 which increased total open position to 3
