AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
27 Dec 2024 04:13 PM IST
| AXISBANK 30JAN2025 1150 CE | ||||||||||
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Delta: 0.18
Vega: 0.87
Theta: -0.30
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1077.45 | 6.1 | -0.45 | 19.27 | 1,355 | 83 | 1,822 | |||
| 26 Dec | 1076.70 | 6.55 | -1.35 | 19.63 | 1,627 | 239 | 1,737 | |||
| 24 Dec | 1078.90 | 7.9 | -0.95 | 19.41 | 884 | 166 | 1,498 | |||
| 23 Dec | 1079.15 | 8.85 | -0.70 | 21.06 | 1,230 | 199 | 1,331 | |||
| 20 Dec | 1071.85 | 9.55 | -11.35 | 22.20 | 2,161 | 569 | 1,135 | |||
| 19 Dec | 1108.90 | 20.9 | -5.10 | 21.23 | 610 | 161 | 565 | |||
| 18 Dec | 1122.25 | 26 | -6.80 | 20.75 | 389 | 153 | 407 | |||
| 17 Dec | 1136.25 | 32.8 | -7.25 | 21.31 | 292 | 105 | 255 | |||
| 16 Dec | 1150.90 | 40.05 | 0.05 | 21.05 | 283 | 23 | 151 | |||
| 13 Dec | 1148.15 | 40 | -1.00 | 18.62 | 281 | 83 | 128 | |||
| 12 Dec | 1145.65 | 41 | -1.55 | 21.57 | 20 | 6 | 45 | |||
| 11 Dec | 1147.25 | 42.55 | -3.95 | 21.30 | 25 | 7 | 38 | |||
| 10 Dec | 1153.65 | 46.5 | -17.50 | 20.53 | 6 | 4 | 31 | |||
| 9 Dec | 1163.25 | 64 | 6.30 | 25.90 | 2 | 0 | 26 | |||
| 6 Dec | 1184.55 | 57.7 | 6.70 | 13.37 | 2 | 1 | 26 | |||
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| 5 Dec | 1166.40 | 51 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 1159.45 | 51 | -3.50 | 20.04 | 2 | 0 | 25 | |||
| 3 Dec | 1160.50 | 54.5 | 0.95 | 20.95 | 25 | 24 | 24 | |||
| 2 Dec | 1137.10 | 53.55 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Nov | 1136.30 | 53.55 | - | 0 | 0 | 0 | ||||
For Axis Bank Limited - strike price 1150 expiring on 30JAN2025
Delta for 1150 CE is 0.18
Historical price for 1150 CE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 6.1, which was -0.45 lower than the previous day. The implied volatity was 19.27, the open interest changed by 83 which increased total open position to 1822
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 6.55, which was -1.35 lower than the previous day. The implied volatity was 19.63, the open interest changed by 239 which increased total open position to 1737
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 7.9, which was -0.95 lower than the previous day. The implied volatity was 19.41, the open interest changed by 166 which increased total open position to 1498
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 8.85, which was -0.70 lower than the previous day. The implied volatity was 21.06, the open interest changed by 199 which increased total open position to 1331
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 9.55, which was -11.35 lower than the previous day. The implied volatity was 22.20, the open interest changed by 569 which increased total open position to 1135
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 20.9, which was -5.10 lower than the previous day. The implied volatity was 21.23, the open interest changed by 161 which increased total open position to 565
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 26, which was -6.80 lower than the previous day. The implied volatity was 20.75, the open interest changed by 153 which increased total open position to 407
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 32.8, which was -7.25 lower than the previous day. The implied volatity was 21.31, the open interest changed by 105 which increased total open position to 255
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 40.05, which was 0.05 higher than the previous day. The implied volatity was 21.05, the open interest changed by 23 which increased total open position to 151
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 40, which was -1.00 lower than the previous day. The implied volatity was 18.62, the open interest changed by 83 which increased total open position to 128
On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 41, which was -1.55 lower than the previous day. The implied volatity was 21.57, the open interest changed by 6 which increased total open position to 45
On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 42.55, which was -3.95 lower than the previous day. The implied volatity was 21.30, the open interest changed by 7 which increased total open position to 38
On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 46.5, which was -17.50 lower than the previous day. The implied volatity was 20.53, the open interest changed by 4 which increased total open position to 31
On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 64, which was 6.30 higher than the previous day. The implied volatity was 25.90, the open interest changed by 0 which decreased total open position to 26
On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 57.7, which was 6.70 higher than the previous day. The implied volatity was 13.37, the open interest changed by 1 which increased total open position to 26
On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 51, 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 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 51, which was -3.50 lower than the previous day. The implied volatity was 20.04, the open interest changed by 0 which decreased total open position to 25
On 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 54.5, which was 0.95 higher than the previous day. The implied volatity was 20.95, the open interest changed by 24 which increased total open position to 24
On 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 53.55, 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 53.55, 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 1150 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.80
Vega: 0.91
Theta: -0.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1077.45 | 68.25 | -2.75 | 20.40 | 153 | 99 | 963 |
| 26 Dec | 1076.70 | 71 | 2.95 | 22.46 | 184 | 105 | 864 |
| 24 Dec | 1078.90 | 68.05 | -3.45 | 22.86 | 133 | 89 | 754 |
| 23 Dec | 1079.15 | 71.5 | -5.90 | 22.55 | 84 | 22 | 665 |
| 20 Dec | 1071.85 | 77.4 | 26.40 | 22.85 | 620 | 249 | 644 |
| 19 Dec | 1108.90 | 51 | 10.40 | 23.99 | 347 | 25 | 395 |
| 18 Dec | 1122.25 | 40.6 | 5.60 | 21.77 | 235 | 140 | 367 |
| 17 Dec | 1136.25 | 35 | 6.00 | 21.80 | 160 | 97 | 225 |
| 16 Dec | 1150.90 | 29 | -2.25 | 21.70 | 84 | 46 | 125 |
| 13 Dec | 1148.15 | 31.25 | -0.70 | 23.66 | 51 | 16 | 78 |
| 12 Dec | 1145.65 | 31.95 | -2.05 | 22.15 | 15 | 5 | 62 |
| 11 Dec | 1147.25 | 34 | 3.00 | 23.76 | 26 | 14 | 56 |
| 10 Dec | 1153.65 | 31 | 1.05 | 23.81 | 18 | 8 | 40 |
| 9 Dec | 1163.25 | 29.95 | 10.05 | 25.97 | 10 | 3 | 32 |
| 6 Dec | 1184.55 | 19.9 | -7.10 | 22.54 | 23 | 13 | 29 |
| 5 Dec | 1166.40 | 27 | -4.30 | 23.71 | 8 | 5 | 15 |
| 4 Dec | 1159.45 | 31.3 | 0.70 | 23.98 | 3 | 1 | 9 |
| 3 Dec | 1160.50 | 30.6 | -26.05 | 23.94 | 9 | 7 | 7 |
| 2 Dec | 1137.10 | 56.65 | 0.00 | 0.37 | 0 | 0 | 0 |
| 29 Nov | 1136.30 | 56.65 | 0.40 | 0 | 0 | 0 | |
For Axis Bank Limited - strike price 1150 expiring on 30JAN2025
Delta for 1150 PE is -0.80
Historical price for 1150 PE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 68.25, which was -2.75 lower than the previous day. The implied volatity was 20.40, the open interest changed by 99 which increased total open position to 963
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 71, which was 2.95 higher than the previous day. The implied volatity was 22.46, the open interest changed by 105 which increased total open position to 864
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 68.05, which was -3.45 lower than the previous day. The implied volatity was 22.86, the open interest changed by 89 which increased total open position to 754
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 71.5, which was -5.90 lower than the previous day. The implied volatity was 22.55, the open interest changed by 22 which increased total open position to 665
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 77.4, which was 26.40 higher than the previous day. The implied volatity was 22.85, the open interest changed by 249 which increased total open position to 644
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 51, which was 10.40 higher than the previous day. The implied volatity was 23.99, the open interest changed by 25 which increased total open position to 395
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 40.6, which was 5.60 higher than the previous day. The implied volatity was 21.77, the open interest changed by 140 which increased total open position to 367
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 35, which was 6.00 higher than the previous day. The implied volatity was 21.80, the open interest changed by 97 which increased total open position to 225
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 29, which was -2.25 lower than the previous day. The implied volatity was 21.70, the open interest changed by 46 which increased total open position to 125
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 31.25, which was -0.70 lower than the previous day. The implied volatity was 23.66, the open interest changed by 16 which increased total open position to 78
On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 31.95, which was -2.05 lower than the previous day. The implied volatity was 22.15, the open interest changed by 5 which increased total open position to 62
On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 34, which was 3.00 higher than the previous day. The implied volatity was 23.76, the open interest changed by 14 which increased total open position to 56
On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 31, which was 1.05 higher than the previous day. The implied volatity was 23.81, the open interest changed by 8 which increased total open position to 40
On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 29.95, which was 10.05 higher than the previous day. The implied volatity was 25.97, the open interest changed by 3 which increased total open position to 32
On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 19.9, which was -7.10 lower than the previous day. The implied volatity was 22.54, the open interest changed by 13 which increased total open position to 29
On 5 Dec AXISBANK was trading at 1166.40. The strike last trading price was 27, which was -4.30 lower than the previous day. The implied volatity was 23.71, the open interest changed by 5 which increased total open position to 15
On 4 Dec AXISBANK was trading at 1159.45. The strike last trading price was 31.3, which was 0.70 higher than the previous day. The implied volatity was 23.98, the open interest changed by 1 which increased total open position to 9
On 3 Dec AXISBANK was trading at 1160.50. The strike last trading price was 30.6, which was -26.05 lower than the previous day. The implied volatity was 23.94, the open interest changed by 7 which increased total open position to 7
On 2 Dec AXISBANK was trading at 1137.10. The strike last trading price was 56.65, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 56.65, which was lower than the previous day. The implied volatity was 0.40, the open interest changed by 0 which decreased total open position to 0
