UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 132.5 CE | ||||||||||||||||
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Delta: 0.94
Vega: 0.03
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 140.30 | 8.4 | 3 | 22.93 | 261 | -25 | 116 | |||||||||
| 14 Sept | 133.88 | 3.8 | -0.15 | 22.78 | 391 | -3 | 220 | |||||||||
| 17 Aug | 134.84 | 9.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Union Bank Of India - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 CE is 0.94
Historical price for 132.5 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 8.4, which was 3 higher than the previous day. The implied volatity was 22.93, the open interest changed by -25 which decreased total open position to 116
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 3.8, which was -0.15 lower than the previous day. The implied volatity was 22.78, the open interest changed by -3 which decreased total open position to 220
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 9.65, 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 132.5 PE | |||||||
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Delta: -0.11
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 0.4 | -0.55 | 29.40 | 716 | -28 | 273 |
| 14 Sept | 133.88 | 2.3 | -0.25 | 27.22 | 302 | 1 | 289 |
| 17 Aug | 134.84 | 9.85 | 0 | 2.72 | 0 | 0 | 0 |
For Union Bank Of India - strike price 132.5 expiring on 30SEP2025
Delta for 132.5 PE is -0.11
Historical price for 132.5 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.4, which was -0.55 lower than the previous day. The implied volatity was 29.40, the open interest changed by -28 which decreased total open position to 273
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 2.3, which was -0.25 lower than the previous day. The implied volatity was 27.22, the open interest changed by 1 which increased total open position to 289
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 9.85, which was 0 lower than the previous day. The implied volatity was 2.72, the open interest changed by 0 which decreased total open position to 0
