UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 135 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.06
Theta: -0.09
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 140.30 | 6.2 | 2.55 | 23.50 | 2,848 | -736 | 565 | |||||||||
| 14 Sept | 133.88 | 2.55 | -0.15 | 23.46 | 1,068 | 10 | 834 | |||||||||
| 17 Aug | 134.84 | 5.45 | -0.25 | 24.70 | 10 | 7 | 11 | |||||||||
For Union Bank Of India - strike price 135 expiring on 30SEP2025
Delta for 135 CE is 0.85
Historical price for 135 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 6.2, which was 2.55 higher than the previous day. The implied volatity was 23.50, the open interest changed by -736 which decreased total open position to 565
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 2.55, which was -0.15 lower than the previous day. The implied volatity was 23.46, the open interest changed by 10 which increased total open position to 834
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 5.45, which was -0.25 lower than the previous day. The implied volatity was 24.70, the open interest changed by 7 which increased total open position to 11
| UNIONBANK 30SEP2025 135 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.06
Theta: -0.07
Gamma: 0.04
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 0.65 | -1.05 | 26.93 | 2,433 | -607 | 547 |
| 14 Sept | 133.88 | 3.45 | -0.3 | 26.95 | 313 | 66 | 676 |
| 17 Aug | 134.84 | 4.1 | -0.5 | 24.79 | 4 | 2 | 3 |
For Union Bank Of India - strike price 135 expiring on 30SEP2025
Delta for 135 PE is -0.18
Historical price for 135 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.65, which was -1.05 lower than the previous day. The implied volatity was 26.93, the open interest changed by -607 which decreased total open position to 547
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 3.45, which was -0.3 lower than the previous day. The implied volatity was 26.95, the open interest changed by 66 which increased total open position to 676
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 4.1, which was -0.5 lower than the previous day. The implied volatity was 24.79, the open interest changed by 2 which increased total open position to 3
