UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 145 CE | ||||||||||||||||
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Delta: 0.26
Vega: 0.08
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 1 | 0.5 | 26.13 | 2,931 | 265 | 878 | |||||||||
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| 14 Sept | 133.88 | 0.5 | -0.05 | 28.38 | 114 | 23 | 222 | |||||||||
| 17 Aug | 134.84 | 1.75 | -0.45 | 24.48 | 28 | 9 | 28 | |||||||||
For Union Bank Of India - strike price 145 expiring on 30SEP2025
Delta for 145 CE is 0.26
Historical price for 145 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 1, which was 0.5 higher than the previous day. The implied volatity was 26.13, the open interest changed by 265 which increased total open position to 878
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.5, which was -0.05 lower than the previous day. The implied volatity was 28.38, the open interest changed by 23 which increased total open position to 222
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 1.75, which was -0.45 lower than the previous day. The implied volatity was 24.48, the open interest changed by 9 which increased total open position to 28
| UNIONBANK 30SEP2025 145 PE | |||||||
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Delta: -0.71
Vega: 0.08
Theta: -0.08
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 5.45 | -3.25 | 29.03 | 683 | 385 | 515 |
| 14 Sept | 133.88 | 11.2 | -0.35 | 32.36 | 99 | -43 | 128 |
| 17 Aug | 134.84 | 10.05 | 0 | 0.00 | 0 | 0 | 0 |
For Union Bank Of India - strike price 145 expiring on 30SEP2025
Delta for 145 PE is -0.71
Historical price for 145 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 5.45, which was -3.25 lower than the previous day. The implied volatity was 29.03, the open interest changed by 385 which increased total open position to 515
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 11.2, which was -0.35 lower than the previous day. The implied volatity was 32.36, the open interest changed by -43 which decreased total open position to 128
On 17 Aug UNIONBANK was trading at 134.84. The strike last trading price was 10.05, 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
