UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 140 CE | ||||||||||||||||
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Delta: 0.56
Vega: 0.10
Theta: -0.13
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 2.75 | 1.35 | 24.19 | 8,392 | -500 | 1,406 | |||||||||
| 14 Sept | 133.88 | 1.1 | -0.15 | 25.57 | 1,319 | -51 | 1,175 | |||||||||
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| 17 Aug | 134.84 | 3.6 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Union Bank Of India - strike price 140 expiring on 30SEP2025
Delta for 140 CE is 0.56
Historical price for 140 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 2.75, which was 1.35 higher than the previous day. The implied volatity was 24.19, the open interest changed by -500 which decreased total open position to 1406
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 1.1, which was -0.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by -51 which decreased total open position to 1175
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 3.6, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| UNIONBANK 30SEP2025 140 PE | |||||||
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Delta: -0.44
Vega: 0.10
Theta: -0.09
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 2.05 | -2.45 | 24.93 | 3,523 | 388 | 796 |
| 14 Sept | 133.88 | 7.1 | -0.15 | 31.04 | 64 | 11 | 432 |
| 17 Aug | 134.84 | 6.75 | 0 | 0.00 | 0 | 0 | 0 |
For Union Bank Of India - strike price 140 expiring on 30SEP2025
Delta for 140 PE is -0.44
Historical price for 140 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 2.05, which was -2.45 lower than the previous day. The implied volatity was 24.93, the open interest changed by 388 which increased total open position to 796
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 7.1, which was -0.15 lower than the previous day. The implied volatity was 31.04, the open interest changed by 11 which increased total open position to 432
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 6.75, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
