UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 137.5 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.08
Theta: -0.11
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 4.2 | 1.85 | 22.82 | 2,571 | -501 | 284 | |||||||||
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| 14 Sept | 133.88 | 1.75 | -0.1 | 25.07 | 305 | -34 | 286 | |||||||||
| 17 Aug | 134.84 | 7.55 | 0 | 0.87 | 0 | 0 | 0 | |||||||||
For Union Bank Of India - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 CE is 0.73
Historical price for 137.5 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 4.2, which was 1.85 higher than the previous day. The implied volatity was 22.82, the open interest changed by -501 which decreased total open position to 284
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 1.75, which was -0.1 lower than the previous day. The implied volatity was 25.07, the open interest changed by -34 which decreased total open position to 286
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 7.55, which was 0 lower than the previous day. The implied volatity was 0.87, the open interest changed by 0 which decreased total open position to 0
| UNIONBANK 30SEP2025 137.5 PE | |||||||
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Delta: -0.29
Vega: 0.08
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 1.2 | -1.7 | 26.03 | 1,633 | 15 | 436 |
| 14 Sept | 133.88 | 5 | -0.4 | 27.55 | 73 | 20 | 116 |
| 17 Aug | 134.84 | 12.7 | 0 | - | 0 | 0 | 0 |
For Union Bank Of India - strike price 137.5 expiring on 30SEP2025
Delta for 137.5 PE is -0.29
Historical price for 137.5 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 1.2, which was -1.7 lower than the previous day. The implied volatity was 26.03, the open interest changed by 15 which increased total open position to 436
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 5, which was -0.4 lower than the previous day. The implied volatity was 27.55, the open interest changed by 20 which increased total open position to 116
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 12.7, 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
