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[--[65.84.65.76]--]
AXISBANK
Axis Bank Limited

1071.85 -37.05 (-3.34%)

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Historical option data for AXISBANK

20 Dec 2024 04:13 PM IST
AXISBANK 26DEC2024 1130 CE
Delta: 0.07
Vega: 0.18
Theta: -0.44
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1071.85 1.15 -6.10 27.59 9,495 -48 2,013
19 Dec 1108.90 7.25 -5.70 22.94 6,241 434 2,018
18 Dec 1122.25 12.95 -7.85 22.38 5,596 567 1,582
17 Dec 1136.25 20.8 -8.70 23.62 2,465 101 1,013
16 Dec 1150.90 29.5 0.20 22.51 1,610 -79 913
13 Dec 1148.15 29.3 -0.90 14.24 9,901 309 1,000
12 Dec 1145.65 30.2 -1.70 21.41 396 16 691
11 Dec 1147.25 31.9 -5.35 20.87 439 56 674
10 Dec 1153.65 37.25 -10.75 19.50 269 -3 618
9 Dec 1163.25 48 -15.70 19.44 36 5 621
6 Dec 1184.55 63.7 12.00 20.02 473 -44 618
5 Dec 1166.40 51.7 8.50 20.41 343 -76 667
4 Dec 1159.45 43.2 -1.55 18.59 305 -12 744
3 Dec 1160.50 44.75 12.20 17.71 1,078 -101 758
2 Dec 1137.10 32.55 -0.65 21.70 2,908 281 862
29 Nov 1136.30 33.2 -1.75 20.23 1,608 83 582
28 Nov 1132.50 34.95 -9.85 22.14 1,173 306 504
27 Nov 1149.65 44.8 5.25 21.34 427 -3 201
26 Nov 1144.80 39.55 -10.65 20.69 87 23 202
25 Nov 1155.90 50.2 8.20 21.52 146 102 179
22 Nov 1142.40 42 -1.00 21.46 824 100 177
21 Nov 1139.15 43 5.00 20.95 189 -4 78
20 Nov 1133.95 38 0.00 21.21 282 35 82
19 Nov 1133.95 38 5.40 21.21 282 35 82
18 Nov 1126.20 32.6 -44.20 20.00 58 46 46
14 Nov 1140.70 76.8 0.00 - 0 0 0
13 Nov 1139.15 76.8 0.00 - 0 0 0
12 Nov 1158.15 76.8 0.00 - 0 0 0
11 Nov 1171.00 76.8 0.00 - 0 0 0
8 Nov 1160.95 76.8 0.00 - 0 0 0
7 Nov 1159.90 76.8 0.00 - 0 0 0
5 Nov 1171.70 76.8 0.00 - 0 0 0
4 Nov 1139.25 76.8 - 0 0 0


For Axis Bank Limited - strike price 1130 expiring on 26DEC2024

Delta for 1130 CE is 0.07

Historical price for 1130 CE is as follows

On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 1.15, which was -6.10 lower than the previous day. The implied volatity was 27.59, the open interest changed by -48 which decreased total open position to 2013


On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 7.25, which was -5.70 lower than the previous day. The implied volatity was 22.94, the open interest changed by 434 which increased total open position to 2018


On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 12.95, which was -7.85 lower than the previous day. The implied volatity was 22.38, the open interest changed by 567 which increased total open position to 1582


On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 20.8, which was -8.70 lower than the previous day. The implied volatity was 23.62, the open interest changed by 101 which increased total open position to 1013


On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 29.5, which was 0.20 higher than the previous day. The implied volatity was 22.51, the open interest changed by -79 which decreased total open position to 913


On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 29.3, which was -0.90 lower than the previous day. The implied volatity was 14.24, the open interest changed by 309 which increased total open position to 1000


On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 30.2, which was -1.70 lower than the previous day. The implied volatity was 21.41, the open interest changed by 16 which increased total open position to 691


On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 31.9, which was -5.35 lower than the previous day. The implied volatity was 20.87, the open interest changed by 56 which increased total open position to 674


On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 37.25, which was -10.75 lower than the previous day. The implied volatity was 19.50, the open interest changed by -3 which decreased total open position to 618


On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 48, which was -15.70 lower than the previous day. The implied volatity was 19.44, the open interest changed by 5 which increased total open position to 621


On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 63.7, which was 12.00 higher than the previous day. The implied volatity was 20.02, the open interest changed by -44 which decreased total open position to 618


On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 51.7, which was 8.50 higher than the previous day. The implied volatity was 20.41, the open interest changed by -76 which decreased total open position to 667


On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 43.2, which was -1.55 lower than the previous day. The implied volatity was 18.59, the open interest changed by -12 which decreased total open position to 744


On 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 44.75, which was 12.20 higher than the previous day. The implied volatity was 17.71, the open interest changed by -101 which decreased total open position to 758


On 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 32.55, which was -0.65 lower than the previous day. The implied volatity was 21.70, the open interest changed by 281 which increased total open position to 862


On 29 Nov AXISBANK was trading at 1136.30. The strike last trading price was 33.2, which was -1.75 lower than the previous day. The implied volatity was 20.23, the open interest changed by 83 which increased total open position to 582


On 28 Nov AXISBANK was trading at 1132.50. The strike last trading price was 34.95, which was -9.85 lower than the previous day. The implied volatity was 22.14, the open interest changed by 306 which increased total open position to 504


On 27 Nov AXISBANK was trading at 1149.65. The strike last trading price was 44.8, which was 5.25 higher than the previous day. The implied volatity was 21.34, the open interest changed by -3 which decreased total open position to 201


On 26 Nov AXISBANK was trading at 1144.80. The strike last trading price was 39.55, which was -10.65 lower than the previous day. The implied volatity was 20.69, the open interest changed by 23 which increased total open position to 202


On 25 Nov AXISBANK was trading at 1155.90. The strike last trading price was 50.2, which was 8.20 higher than the previous day. The implied volatity was 21.52, the open interest changed by 102 which increased total open position to 179


On 22 Nov AXISBANK was trading at 1142.40. The strike last trading price was 42, which was -1.00 lower than the previous day. The implied volatity was 21.46, the open interest changed by 100 which increased total open position to 177


On 21 Nov AXISBANK was trading at 1139.15. The strike last trading price was 43, which was 5.00 higher than the previous day. The implied volatity was 20.95, the open interest changed by -4 which decreased total open position to 78


On 20 Nov AXISBANK was trading at 1133.95. The strike last trading price was 38, which was 0.00 lower than the previous day. The implied volatity was 21.21, the open interest changed by 35 which increased total open position to 82


On 19 Nov AXISBANK was trading at 1133.95. The strike last trading price was 38, which was 5.40 higher than the previous day. The implied volatity was 21.21, the open interest changed by 35 which increased total open position to 82


On 18 Nov AXISBANK was trading at 1126.20. The strike last trading price was 32.6, which was -44.20 lower than the previous day. The implied volatity was 20.00, the open interest changed by 46 which increased total open position to 46


On 14 Nov AXISBANK was trading at 1140.70. The strike last trading price was 76.8, 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 Nov AXISBANK was trading at 1139.15. The strike last trading price was 76.8, 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 12 Nov AXISBANK was trading at 1158.15. The strike last trading price was 76.8, 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 Nov AXISBANK was trading at 1171.00. The strike last trading price was 76.8, 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 8 Nov AXISBANK was trading at 1160.95. The strike last trading price was 76.8, 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 7 Nov AXISBANK was trading at 1159.90. The strike last trading price was 76.8, 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 Nov AXISBANK was trading at 1171.70. The strike last trading price was 76.8, 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 Nov AXISBANK was trading at 1139.25. The strike last trading price was 76.8, 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 26DEC2024 1130 PE
Delta: -0.87
Vega: 0.30
Theta: -0.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 1071.85 61.45 38.15 36.46 666 -235 629
19 Dec 1108.90 23.3 6.65 21.04 1,810 -197 864
18 Dec 1122.25 16.65 4.45 21.89 3,846 17 1,065
17 Dec 1136.25 12.2 4.25 22.16 4,771 -53 1,052
16 Dec 1150.90 7.95 -0.45 21.81 2,754 -122 1,118
13 Dec 1148.15 8.4 -1.75 21.63 8,218 167 1,231
12 Dec 1145.65 10.15 -2.00 20.52 1,462 152 1,065
11 Dec 1147.25 12.15 2.05 23.11 3,485 131 932
10 Dec 1153.65 10.1 2.85 22.99 1,374 18 805
9 Dec 1163.25 7.25 2.30 22.86 1,407 -113 787
6 Dec 1184.55 4.95 -3.40 22.16 2,983 137 920
5 Dec 1166.40 8.35 -2.90 22.40 1,789 -182 805
4 Dec 1159.45 11.25 0.90 22.49 2,188 27 994
3 Dec 1160.50 10.35 -7.65 21.78 1,782 220 977
2 Dec 1137.10 18 -1.05 21.00 2,356 199 759
29 Nov 1136.30 19.05 -2.25 21.22 1,855 122 561
28 Nov 1132.50 21.3 5.25 22.13 1,481 194 439
27 Nov 1149.65 16.05 -4.15 22.36 767 40 246
26 Nov 1144.80 20.2 3.85 23.29 206 37 208
25 Nov 1155.90 16.35 -5.90 23.56 358 98 174
22 Nov 1142.40 22.25 -0.15 23.37 498 73 149
21 Nov 1139.15 22.4 -3.80 23.71 106 15 76
20 Nov 1133.95 26.2 0.00 22.95 80 48 62
19 Nov 1133.95 26.2 -1.40 22.95 80 49 62
18 Nov 1126.20 27.6 -7.10 21.50 14 12 12
14 Nov 1140.70 34.7 0.00 1.71 0 0 0
13 Nov 1139.15 34.7 0.00 1.88 0 0 0
12 Nov 1158.15 34.7 0.00 2.89 0 0 0
11 Nov 1171.00 34.7 0.00 3.68 0 0 0
8 Nov 1160.95 34.7 0.00 3.15 0 0 0
7 Nov 1159.90 34.7 0.00 3.07 0 0 0
5 Nov 1171.70 34.7 0.00 3.66 0 0 0
4 Nov 1139.25 34.7 1.98 0 0 0


For Axis Bank Limited - strike price 1130 expiring on 26DEC2024

Delta for 1130 PE is -0.87

Historical price for 1130 PE is as follows

On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 61.45, which was 38.15 higher than the previous day. The implied volatity was 36.46, the open interest changed by -235 which decreased total open position to 629


On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 23.3, which was 6.65 higher than the previous day. The implied volatity was 21.04, the open interest changed by -197 which decreased total open position to 864


On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 16.65, which was 4.45 higher than the previous day. The implied volatity was 21.89, the open interest changed by 17 which increased total open position to 1065


On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 12.2, which was 4.25 higher than the previous day. The implied volatity was 22.16, the open interest changed by -53 which decreased total open position to 1052


On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 7.95, which was -0.45 lower than the previous day. The implied volatity was 21.81, the open interest changed by -122 which decreased total open position to 1118


On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 8.4, which was -1.75 lower than the previous day. The implied volatity was 21.63, the open interest changed by 167 which increased total open position to 1231


On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 10.15, which was -2.00 lower than the previous day. The implied volatity was 20.52, the open interest changed by 152 which increased total open position to 1065


On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 12.15, which was 2.05 higher than the previous day. The implied volatity was 23.11, the open interest changed by 131 which increased total open position to 932


On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 10.1, which was 2.85 higher than the previous day. The implied volatity was 22.99, the open interest changed by 18 which increased total open position to 805


On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 7.25, which was 2.30 higher than the previous day. The implied volatity was 22.86, the open interest changed by -113 which decreased total open position to 787


On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 4.95, which was -3.40 lower than the previous day. The implied volatity was 22.16, the open interest changed by 137 which increased total open position to 920


On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 8.35, which was -2.90 lower than the previous day. The implied volatity was 22.40, the open interest changed by -182 which decreased total open position to 805


On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 11.25, which was 0.90 higher than the previous day. The implied volatity was 22.49, the open interest changed by 27 which increased total open position to 994


On 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 10.35, which was -7.65 lower than the previous day. The implied volatity was 21.78, the open interest changed by 220 which increased total open position to 977


On 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 18, which was -1.05 lower than the previous day. The implied volatity was 21.00, the open interest changed by 199 which increased total open position to 759


On 29 Nov AXISBANK was trading at 1136.30. The strike last trading price was 19.05, which was -2.25 lower than the previous day. The implied volatity was 21.22, the open interest changed by 122 which increased total open position to 561


On 28 Nov AXISBANK was trading at 1132.50. The strike last trading price was 21.3, which was 5.25 higher than the previous day. The implied volatity was 22.13, the open interest changed by 194 which increased total open position to 439


On 27 Nov AXISBANK was trading at 1149.65. The strike last trading price was 16.05, which was -4.15 lower than the previous day. The implied volatity was 22.36, the open interest changed by 40 which increased total open position to 246


On 26 Nov AXISBANK was trading at 1144.80. The strike last trading price was 20.2, which was 3.85 higher than the previous day. The implied volatity was 23.29, the open interest changed by 37 which increased total open position to 208


On 25 Nov AXISBANK was trading at 1155.90. The strike last trading price was 16.35, which was -5.90 lower than the previous day. The implied volatity was 23.56, the open interest changed by 98 which increased total open position to 174


On 22 Nov AXISBANK was trading at 1142.40. The strike last trading price was 22.25, which was -0.15 lower than the previous day. The implied volatity was 23.37, the open interest changed by 73 which increased total open position to 149


On 21 Nov AXISBANK was trading at 1139.15. The strike last trading price was 22.4, which was -3.80 lower than the previous day. The implied volatity was 23.71, the open interest changed by 15 which increased total open position to 76


On 20 Nov AXISBANK was trading at 1133.95. The strike last trading price was 26.2, which was 0.00 lower than the previous day. The implied volatity was 22.95, the open interest changed by 48 which increased total open position to 62


On 19 Nov AXISBANK was trading at 1133.95. The strike last trading price was 26.2, which was -1.40 lower than the previous day. The implied volatity was 22.95, the open interest changed by 49 which increased total open position to 62


On 18 Nov AXISBANK was trading at 1126.20. The strike last trading price was 27.6, which was -7.10 lower than the previous day. The implied volatity was 21.50, the open interest changed by 12 which increased total open position to 12


On 14 Nov AXISBANK was trading at 1140.70. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 1.71, the open interest changed by 0 which decreased total open position to 0


On 13 Nov AXISBANK was trading at 1139.15. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 1.88, the open interest changed by 0 which decreased total open position to 0


On 12 Nov AXISBANK was trading at 1158.15. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 2.89, the open interest changed by 0 which decreased total open position to 0


On 11 Nov AXISBANK was trading at 1171.00. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 3.68, the open interest changed by 0 which decreased total open position to 0


On 8 Nov AXISBANK was trading at 1160.95. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 3.15, the open interest changed by 0 which decreased total open position to 0


On 7 Nov AXISBANK was trading at 1159.90. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 3.07, the open interest changed by 0 which decreased total open position to 0


On 5 Nov AXISBANK was trading at 1171.70. The strike last trading price was 34.7, which was 0.00 lower than the previous day. The implied volatity was 3.66, the open interest changed by 0 which decreased total open position to 0


On 4 Nov AXISBANK was trading at 1139.25. The strike last trading price was 34.7, which was lower than the previous day. The implied volatity was 1.98, the open interest changed by 0 which decreased total open position to 0