UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 125 CE | ||||||||||||||||
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Delta: 0.99
Vega: 0.01
Theta: -0.04
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 15.8 | 3.7 | 29.67 | 11 | -8 | 95 | |||||||||
| 14 Sept | 133.88 | 9.6 | 0.15 | 20.57 | 18 | 4 | 126 | |||||||||
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| 17 Aug | 134.84 | 17.55 | 0 | - | 0 | 0 | 0 | |||||||||
For Union Bank Of India - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.99
Historical price for 125 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 15.8, which was 3.7 higher than the previous day. The implied volatity was 29.67, the open interest changed by -8 which decreased total open position to 95
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 9.6, which was 0.15 higher than the previous day. The implied volatity was 20.57, the open interest changed by 4 which increased total open position to 126
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 17.55, 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 125 PE | |||||||
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Delta: -0.03
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 0.1 | -0.1 | 36.60 | 316 | -129 | 271 |
| 14 Sept | 133.88 | 0.55 | -0.15 | 29.38 | 69 | 0 | 357 |
| 17 Aug | 134.84 | 4.95 | 0 | 7.63 | 0 | 0 | 0 |
For Union Bank Of India - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.03
Historical price for 125 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.1, which was -0.1 lower than the previous day. The implied volatity was 36.60, the open interest changed by -129 which decreased total open position to 271
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 29.38, the open interest changed by 0 which decreased total open position to 357
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 4.95, which was 0 lower than the previous day. The implied volatity was 7.63, the open interest changed by 0 which decreased total open position to 0
