UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 147.5 CE | ||||||||||||||||
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Delta: 0.17
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 140.30 | 0.6 | 0.25 | 27.43 | 309 | 41 | 142 | |||||||||
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| 14 Sept | 133.88 | 0.4 | -0.05 | 30.92 | 6 | 2 | 41 | |||||||||
For Union Bank Of India - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 CE is 0.17
Historical price for 147.5 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.6, which was 0.25 higher than the previous day. The implied volatity was 27.43, the open interest changed by 41 which increased total open position to 142
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.4, which was -0.05 lower than the previous day. The implied volatity was 30.92, the open interest changed by 2 which increased total open position to 41
| UNIONBANK 30SEP2025 147.5 PE | |||||||
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Delta: -0.79
Vega: 0.07
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 7.6 | -3.45 | 32.01 | 46 | 4 | 18 |
| 14 Sept | 133.88 | 13.55 | 0 | 34.96 | 13 | 5 | 15 |
For Union Bank Of India - strike price 147.5 expiring on 30SEP2025
Delta for 147.5 PE is -0.79
Historical price for 147.5 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 7.6, which was -3.45 lower than the previous day. The implied volatity was 32.01, the open interest changed by 4 which increased total open position to 18
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 13.55, which was 0 lower than the previous day. The implied volatity was 34.96, the open interest changed by 5 which increased total open position to 15
