UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
21 Sep 2025 04:14 PM IST
UNIONBANK 30SEP2025 160 CE | ||||||||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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21 Sept | 140.30 | 0.15 | 0.05 | 40.79 | 42 | 18 | 94 | |||||||||
14 Sept | 133.88 | 0.1 | 0 | 38.79 | 1 | 0 | 26 |
For Union Bank Of India - strike price 160 expiring on 30SEP2025
Delta for 160 CE is 0.04
Historical price for 160 CE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 0.15, which was 0.05 higher than the previous day. The implied volatity was 40.79, the open interest changed by 18 which increased total open position to 94
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 38.79, the open interest changed by 0 which decreased total open position to 26
UNIONBANK 30SEP2025 160 PE | |||||||
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Delta: -0.92
Vega: 0.04
Theta: -0.04
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Sept | 140.30 | 19.6 | -3.85 | 50.81 | 12 | 0 | 15 |
14 Sept | 133.88 | 32 | 0 | 0.00 | 0 | 0 | 0 |
For Union Bank Of India - strike price 160 expiring on 30SEP2025
Delta for 160 PE is -0.92
Historical price for 160 PE is as follows
On 21 Sept UNIONBANK was trading at 140.30. The strike last trading price was 19.6, which was -3.85 lower than the previous day. The implied volatity was 50.81, the open interest changed by 0 which decreased total open position to 15
On 14 Sept UNIONBANK was trading at 133.88. The strike last trading price was 32, 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