UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
| UNIONBANK 30SEP2025 150 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.05
Theta: -0.07
Gamma: 0.03
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 140.30 | 0.45 | 0.2 | 30.77 | 921 | -41 | 666 | |||||||||
| 14 Sept | 133.88 | 0.25 | -0.1 | 31.41 | 112 | 13 | 713 | |||||||||
For Union Bank Of India - strike price 150 expiring on 30SEP2025
Delta for 150 CE is 0.12
Historical price for 150 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.45, which was 0.2 higher than the previous day. The implied volatity was 30.77, the open interest changed by -41 which decreased total open position to 666
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.25, which was -0.1 lower than the previous day. The implied volatity was 31.41, the open interest changed by 13 which increased total open position to 713
| UNIONBANK 30SEP2025 150 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.83
Vega: 0.06
Theta: -0.07
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 140.30 | 10 | -3.25 | 37.16 | 55 | -2 | 38 |
| 14 Sept | 133.88 | 15.3 | 0 | 0.00 | 0 | 0 | 0 |
For Union Bank Of India - strike price 150 expiring on 30SEP2025
Delta for 150 PE is -0.83
Historical price for 150 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 10, which was -3.25 lower than the previous day. The implied volatity was 37.16, the open interest changed by -2 which decreased total open position to 38
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 15.3, 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
