AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
27 Dec 2024 04:13 PM IST
| AXISBANK 30JAN2025 1000 CE | ||||||||||
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Delta: 0.91
Vega: 0.54
Theta: -0.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1077.45 | 90.5 | 1.50 | 21.26 | 29 | 7 | 59 | |||
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| 26 Dec | 1076.70 | 89 | -3.90 | 19.24 | 23 | 13 | 51 | |||
| 24 Dec | 1078.90 | 92.9 | 0.10 | 16.17 | 18 | 10 | 37 | |||
| 23 Dec | 1079.15 | 92.8 | 3.30 | 23.83 | 19 | 6 | 26 | |||
| 20 Dec | 1071.85 | 89.5 | -35.10 | 25.36 | 28 | 18 | 19 | |||
| 19 Dec | 1108.90 | 124.6 | -63.55 | 22.96 | 1 | 0 | 0 | |||
| 18 Dec | 1122.25 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 1136.25 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 1150.90 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 1148.15 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1147.25 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1163.25 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1166.40 | 188.15 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1159.45 | 188.15 | - | 0 | 0 | 0 | ||||
For Axis Bank Limited - strike price 1000 expiring on 30JAN2025
Delta for 1000 CE is 0.91
Historical price for 1000 CE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 90.5, which was 1.50 higher than the previous day. The implied volatity was 21.26, the open interest changed by 7 which increased total open position to 59
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 89, which was -3.90 lower than the previous day. The implied volatity was 19.24, the open interest changed by 13 which increased total open position to 51
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 92.9, which was 0.10 higher than the previous day. The implied volatity was 16.17, the open interest changed by 10 which increased total open position to 37
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 92.8, which was 3.30 higher than the previous day. The implied volatity was 23.83, the open interest changed by 6 which increased total open position to 26
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 89.5, which was -35.10 lower than the previous day. The implied volatity was 25.36, the open interest changed by 18 which increased total open position to 19
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 124.6, which was -63.55 lower than the previous day. The implied volatity was 22.96, the open interest changed by 0 which decreased total open position to 0
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 188.15, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 188.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30JAN2025 1000 PE | |||||||
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Delta: -0.11
Vega: 0.60
Theta: -0.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1077.45 | 3.9 | -1.40 | 22.79 | 1,169 | 187 | 1,038 |
| 26 Dec | 1076.70 | 5.3 | 0.40 | 24.50 | 1,083 | 237 | 855 |
| 24 Dec | 1078.90 | 4.9 | -2.00 | 24.17 | 570 | 20 | 617 |
| 23 Dec | 1079.15 | 6.9 | -2.25 | 25.75 | 546 | 57 | 597 |
| 20 Dec | 1071.85 | 9.15 | 5.50 | 26.26 | 1,097 | 394 | 540 |
| 19 Dec | 1108.90 | 3.65 | 0.45 | 25.37 | 204 | 52 | 147 |
| 18 Dec | 1122.25 | 3.2 | 0.80 | 26.05 | 724 | 35 | 95 |
| 17 Dec | 1136.25 | 2.4 | 0.00 | 25.58 | 11 | 2 | 60 |
| 16 Dec | 1150.90 | 2.4 | -0.05 | 26.94 | 18 | 2 | 57 |
| 13 Dec | 1148.15 | 2.45 | -1.55 | 26.77 | 71 | 43 | 53 |
| 11 Dec | 1147.25 | 4 | 1.30 | 28.77 | 4 | 0 | 6 |
| 9 Dec | 1163.25 | 2.7 | 0.65 | 28.20 | 3 | 0 | 5 |
| 5 Dec | 1166.40 | 2.05 | -1.30 | 25.64 | 4 | 2 | 5 |
| 4 Dec | 1159.45 | 3.35 | 27.43 | 2 | 1 | 2 | |
For Axis Bank Limited - strike price 1000 expiring on 30JAN2025
Delta for 1000 PE is -0.11
Historical price for 1000 PE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 3.9, which was -1.40 lower than the previous day. The implied volatity was 22.79, the open interest changed by 187 which increased total open position to 1038
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 5.3, which was 0.40 higher than the previous day. The implied volatity was 24.50, the open interest changed by 237 which increased total open position to 855
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 4.9, which was -2.00 lower than the previous day. The implied volatity was 24.17, the open interest changed by 20 which increased total open position to 617
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 6.9, which was -2.25 lower than the previous day. The implied volatity was 25.75, the open interest changed by 57 which increased total open position to 597
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 9.15, which was 5.50 higher than the previous day. The implied volatity was 26.26, the open interest changed by 394 which increased total open position to 540
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 3.65, which was 0.45 higher than the previous day. The implied volatity was 25.37, the open interest changed by 52 which increased total open position to 147
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 3.2, which was 0.80 higher than the previous day. The implied volatity was 26.05, the open interest changed by 35 which increased total open position to 95
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 2.4, which was 0.00 lower than the previous day. The implied volatity was 25.58, the open interest changed by 2 which increased total open position to 60
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 2.4, which was -0.05 lower than the previous day. The implied volatity was 26.94, the open interest changed by 2 which increased total open position to 57
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 2.45, which was -1.55 lower than the previous day. The implied volatity was 26.77, the open interest changed by 43 which increased total open position to 53
On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 4, which was 1.30 higher than the previous day. The implied volatity was 28.77, the open interest changed by 0 which decreased total open position to 6
On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 2.7, which was 0.65 higher than the previous day. The implied volatity was 28.20, the open interest changed by 0 which decreased total open position to 5
On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 2.05, which was -1.30 lower than the previous day. The implied volatity was 25.64, the open interest changed by 2 which increased total open position to 5
On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was 27.43, the open interest changed by 1 which increased total open position to 2
