AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
27 Dec 2024 04:13 PM IST
| AXISBANK 30JAN2025 1130 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.27
Vega: 1.08
Theta: -0.38
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1077.45 | 9.75 | -0.60 | 18.84 | 1,389 | 190 | 778 | |||
| 26 Dec | 1076.70 | 10.35 | -2.10 | 19.28 | 833 | 46 | 589 | |||
| 24 Dec | 1078.90 | 12.45 | -1.05 | 19.26 | 432 | 44 | 543 | |||
| 23 Dec | 1079.15 | 13.5 | 0.15 | 21.02 | 485 | 105 | 500 | |||
| 20 Dec | 1071.85 | 13.35 | -15.45 | 21.58 | 810 | 163 | 396 | |||
|
|
||||||||||
| 19 Dec | 1108.90 | 28.8 | -6.60 | 21.14 | 333 | 91 | 233 | |||
| 18 Dec | 1122.25 | 35.4 | -8.05 | 20.82 | 209 | 124 | 151 | |||
| 17 Dec | 1136.25 | 43.45 | -14.05 | 21.48 | 42 | 25 | 29 | |||
| 16 Dec | 1150.90 | 57.5 | 14.00 | 24.95 | 3 | -1 | 3 | |||
| 13 Dec | 1148.15 | 43.5 | -19.85 | 12.23 | 7 | 4 | 4 | |||
| 12 Dec | 1145.65 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 1147.25 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Dec | 1153.65 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 1163.25 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Dec | 1184.55 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Dec | 1166.40 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Dec | 1159.45 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1160.50 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1137.10 | 63.35 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1136.30 | 63.35 | - | 0 | 0 | 0 | ||||
For Axis Bank Limited - strike price 1130 expiring on 30JAN2025
Delta for 1130 CE is 0.27
Historical price for 1130 CE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 9.75, which was -0.60 lower than the previous day. The implied volatity was 18.84, the open interest changed by 190 which increased total open position to 778
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 10.35, which was -2.10 lower than the previous day. The implied volatity was 19.28, the open interest changed by 46 which increased total open position to 589
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 12.45, which was -1.05 lower than the previous day. The implied volatity was 19.26, the open interest changed by 44 which increased total open position to 543
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 13.5, which was 0.15 higher than the previous day. The implied volatity was 21.02, the open interest changed by 105 which increased total open position to 500
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 13.35, which was -15.45 lower than the previous day. The implied volatity was 21.58, the open interest changed by 163 which increased total open position to 396
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 28.8, which was -6.60 lower than the previous day. The implied volatity was 21.14, the open interest changed by 91 which increased total open position to 233
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 35.4, which was -8.05 lower than the previous day. The implied volatity was 20.82, the open interest changed by 124 which increased total open position to 151
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 43.45, which was -14.05 lower than the previous day. The implied volatity was 21.48, the open interest changed by 25 which increased total open position to 29
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 57.5, which was 14.00 higher than the previous day. The implied volatity was 24.95, the open interest changed by -1 which decreased total open position to 3
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 43.5, which was -19.85 lower than the previous day. The implied volatity was 12.23, the open interest changed by 4 which increased total open position to 4
On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 63.35, 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 63.35, 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 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 63.35, 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 63.35, 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 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 63.35, 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 63.35, 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 63.35, 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 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 63.35, 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 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 63.35, 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 29 Nov AXISBANK was trading at 1136.30. The strike last trading price was 63.35, 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 1130 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 1.13
Theta: -0.13
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1077.45 | 53.7 | -2.10 | 21.22 | 20 | 4 | 119 |
| 26 Dec | 1076.70 | 55.8 | 3.15 | 22.35 | 79 | 39 | 115 |
| 24 Dec | 1078.90 | 52.65 | -2.55 | 22.11 | 60 | 19 | 75 |
| 23 Dec | 1079.15 | 55.2 | -6.20 | 21.35 | 33 | 0 | 54 |
| 20 Dec | 1071.85 | 61.4 | 23.25 | 22.12 | 57 | 2 | 55 |
| 19 Dec | 1108.90 | 38.15 | 7.75 | 23.16 | 35 | 21 | 52 |
| 18 Dec | 1122.25 | 30.4 | 4.65 | 21.95 | 34 | 16 | 30 |
| 17 Dec | 1136.25 | 25.75 | 4.95 | 21.90 | 15 | 8 | 14 |
| 16 Dec | 1150.90 | 20.8 | -2.20 | 21.70 | 5 | 2 | 6 |
| 13 Dec | 1148.15 | 23 | 2.80 | 23.54 | 3 | 2 | 3 |
| 12 Dec | 1145.65 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 1147.25 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 1153.65 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 1163.25 | 20.2 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1184.55 | 20.2 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 1166.40 | 20.2 | -26.50 | 24.05 | 2 | 1 | 1 |
| 4 Dec | 1159.45 | 46.7 | 0.00 | 2.91 | 0 | 0 | 0 |
| 3 Dec | 1160.50 | 46.7 | 0.00 | 3.06 | 0 | 0 | 0 |
| 2 Dec | 1137.10 | 46.7 | 0.00 | 1.55 | 0 | 0 | 0 |
| 29 Nov | 1136.30 | 46.7 | 1.54 | 0 | 0 | 0 | |
For Axis Bank Limited - strike price 1130 expiring on 30JAN2025
Delta for 1130 PE is -0.71
Historical price for 1130 PE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 53.7, which was -2.10 lower than the previous day. The implied volatity was 21.22, the open interest changed by 4 which increased total open position to 119
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 55.8, which was 3.15 higher than the previous day. The implied volatity was 22.35, the open interest changed by 39 which increased total open position to 115
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 52.65, which was -2.55 lower than the previous day. The implied volatity was 22.11, the open interest changed by 19 which increased total open position to 75
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 55.2, which was -6.20 lower than the previous day. The implied volatity was 21.35, the open interest changed by 0 which decreased total open position to 54
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 61.4, which was 23.25 higher than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 55
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 38.15, which was 7.75 higher than the previous day. The implied volatity was 23.16, the open interest changed by 21 which increased total open position to 52
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 30.4, which was 4.65 higher than the previous day. The implied volatity was 21.95, the open interest changed by 16 which increased total open position to 30
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 25.75, which was 4.95 higher than the previous day. The implied volatity was 21.90, the open interest changed by 8 which increased total open position to 14
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 20.8, which was -2.20 lower than the previous day. The implied volatity was 21.70, the open interest changed by 2 which increased total open position to 6
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 23, which was 2.80 higher than the previous day. The implied volatity was 23.54, the open interest changed by 2 which increased total open position to 3
On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 20.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 20.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, 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 20.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 20.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 20.2, which was -26.50 lower than the previous day. The implied volatity was 24.05, the open interest changed by 1 which increased total open position to 1
On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 46.7, which was 0.00 lower than the previous day. The implied volatity was 2.91, the open interest changed by 0 which decreased total open position to 0
On 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 46.7, which was 0.00 lower than the previous day. The implied volatity was 3.06, the open interest changed by 0 which decreased total open position to 0
On 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 46.7, which was 0.00 lower than the previous day. The implied volatity was 1.55, the open interest changed by 0 which decreased total open position to 0
On 29 Nov AXISBANK was trading at 1136.30. The strike last trading price was 46.7, which was lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
