AXISBANK
Axis Bank Limited
Historical option data for AXISBANK
27 Dec 2024 04:13 PM IST
| AXISBANK 30JAN2025 1170 CE | ||||||||||
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Delta: 0.12
Vega: 0.66
Theta: -0.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 27 Dec | 1077.45 | 3.8 | -0.45 | 19.79 | 749 | 0 | 547 | |||
| 26 Dec | 1076.70 | 4.25 | -0.75 | 20.28 | 544 | 142 | 511 | |||
| 24 Dec | 1078.90 | 5 | -0.65 | 19.77 | 245 | 108 | 367 | |||
| 23 Dec | 1079.15 | 5.65 | -1.35 | 21.16 | 194 | -2 | 259 | |||
| 20 Dec | 1071.85 | 7 | -7.00 | 23.04 | 377 | 8 | 262 | |||
| 19 Dec | 1108.90 | 14 | -4.85 | 20.74 | 393 | -34 | 253 | |||
| 18 Dec | 1122.25 | 18.85 | -5.25 | 20.93 | 157 | 63 | 287 | |||
| 17 Dec | 1136.25 | 24.1 | -6.60 | 21.21 | 369 | 194 | 224 | |||
| 16 Dec | 1150.90 | 30.7 | 1.70 | 21.32 | 9 | 2 | 29 | |||
| 13 Dec | 1148.15 | 29 | -5.00 | 18.22 | 23 | 2 | 28 | |||
| 12 Dec | 1145.65 | 34 | 0.00 | 23.10 | 1 | 0 | 25 | |||
| 11 Dec | 1147.25 | 34 | -6.50 | 22.04 | 11 | -1 | 20 | |||
| 10 Dec | 1153.65 | 40.5 | -2.40 | 23.17 | 14 | 8 | 18 | |||
| 9 Dec | 1163.25 | 42.9 | -18.10 | 20.11 | 21 | 10 | 11 | |||
| 6 Dec | 1184.55 | 61 | 16.10 | 24.06 | 1 | 0 | 0 | |||
| 5 Dec | 1166.40 | 44.9 | 0.00 | - | 0 | 0 | 0 | |||
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| 4 Dec | 1159.45 | 44.9 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Dec | 1160.50 | 44.9 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Dec | 1137.10 | 44.9 | 0.00 | 1.01 | 0 | 0 | 0 | |||
| 29 Nov | 1136.30 | 44.9 | 0.92 | 0 | 0 | 0 | ||||
For Axis Bank Limited - strike price 1170 expiring on 30JAN2025
Delta for 1170 CE is 0.12
Historical price for 1170 CE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 3.8, which was -0.45 lower than the previous day. The implied volatity was 19.79, the open interest changed by 0 which decreased total open position to 547
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 20.28, the open interest changed by 142 which increased total open position to 511
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 5, which was -0.65 lower than the previous day. The implied volatity was 19.77, the open interest changed by 108 which increased total open position to 367
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 5.65, which was -1.35 lower than the previous day. The implied volatity was 21.16, the open interest changed by -2 which decreased total open position to 259
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 7, which was -7.00 lower than the previous day. The implied volatity was 23.04, the open interest changed by 8 which increased total open position to 262
On 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 14, which was -4.85 lower than the previous day. The implied volatity was 20.74, the open interest changed by -34 which decreased total open position to 253
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 18.85, which was -5.25 lower than the previous day. The implied volatity was 20.93, the open interest changed by 63 which increased total open position to 287
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 24.1, which was -6.60 lower than the previous day. The implied volatity was 21.21, the open interest changed by 194 which increased total open position to 224
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 30.7, which was 1.70 higher than the previous day. The implied volatity was 21.32, the open interest changed by 2 which increased total open position to 29
On 13 Dec AXISBANK was trading at 1148.15. The strike last trading price was 29, which was -5.00 lower than the previous day. The implied volatity was 18.22, the open interest changed by 2 which increased total open position to 28
On 12 Dec AXISBANK was trading at 1145.65. The strike last trading price was 34, which was 0.00 lower than the previous day. The implied volatity was 23.10, the open interest changed by 0 which decreased total open position to 25
On 11 Dec AXISBANK was trading at 1147.25. The strike last trading price was 34, which was -6.50 lower than the previous day. The implied volatity was 22.04, the open interest changed by -1 which decreased total open position to 20
On 10 Dec AXISBANK was trading at 1153.65. The strike last trading price was 40.5, which was -2.40 lower than the previous day. The implied volatity was 23.17, the open interest changed by 8 which increased total open position to 18
On 9 Dec AXISBANK was trading at 1163.25. The strike last trading price was 42.9, which was -18.10 lower than the previous day. The implied volatity was 20.11, the open interest changed by 10 which increased total open position to 11
On 6 Dec AXISBANK was trading at 1184.55. The strike last trading price was 61, which was 16.10 higher than the previous day. The implied volatity was 24.06, 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 44.9, 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 44.9, 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 44.9, 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 44.9, which was 0.00 lower than the previous day. The implied volatity was 1.01, 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 44.9, which was lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 30JAN2025 1170 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.87
Vega: 0.68
Theta: 0.08
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 27 Dec | 1077.45 | 85 | -5.00 | 20.16 | 1 | 0 | 8 |
| 26 Dec | 1076.70 | 90 | 7.00 | 25.45 | 1 | 0 | 7 |
| 24 Dec | 1078.90 | 83 | -7.00 | 21.80 | 1 | 0 | 6 |
| 23 Dec | 1079.15 | 90 | 37.25 | 25.04 | 1 | 0 | 5 |
| 20 Dec | 1071.85 | 52.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Dec | 1108.90 | 52.75 | 0.00 | 0.00 | 0 | 2 | 0 |
| 18 Dec | 1122.25 | 52.75 | 10.35 | 21.70 | 2 | 0 | 3 |
| 17 Dec | 1136.25 | 42.4 | 4.40 | 19.32 | 2 | 0 | 1 |
| 16 Dec | 1150.90 | 38 | -29.75 | 21.10 | 1 | 0 | 0 |
| 13 Dec | 1148.15 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 12 Dec | 1145.65 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 1147.25 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 1153.65 | 67.75 | 0.00 | 0.11 | 0 | 0 | 0 |
| 9 Dec | 1163.25 | 67.75 | 0.00 | 1.02 | 0 | 0 | 0 |
| 6 Dec | 1184.55 | 67.75 | 0.00 | 1.96 | 0 | 0 | 0 |
| 5 Dec | 1166.40 | 67.75 | 0.00 | 1.22 | 0 | 0 | 0 |
| 4 Dec | 1159.45 | 67.75 | 0.00 | 0.47 | 0 | 0 | 0 |
| 3 Dec | 1160.50 | 67.75 | 0.00 | 0.64 | 0 | 0 | 0 |
| 2 Dec | 1137.10 | 67.75 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 1136.30 | 67.75 | - | 0 | 0 | 0 | |
For Axis Bank Limited - strike price 1170 expiring on 30JAN2025
Delta for 1170 PE is -0.87
Historical price for 1170 PE is as follows
On 27 Dec AXISBANK was trading at 1077.45. The strike last trading price was 85, which was -5.00 lower than the previous day. The implied volatity was 20.16, the open interest changed by 0 which decreased total open position to 8
On 26 Dec AXISBANK was trading at 1076.70. The strike last trading price was 90, which was 7.00 higher than the previous day. The implied volatity was 25.45, the open interest changed by 0 which decreased total open position to 7
On 24 Dec AXISBANK was trading at 1078.90. The strike last trading price was 83, which was -7.00 lower than the previous day. The implied volatity was 21.80, the open interest changed by 0 which decreased total open position to 6
On 23 Dec AXISBANK was trading at 1079.15. The strike last trading price was 90, which was 37.25 higher than the previous day. The implied volatity was 25.04, the open interest changed by 0 which decreased total open position to 5
On 20 Dec AXISBANK was trading at 1071.85. The strike last trading price was 52.75, 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 19 Dec AXISBANK was trading at 1108.90. The strike last trading price was 52.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 18 Dec AXISBANK was trading at 1122.25. The strike last trading price was 52.75, which was 10.35 higher than the previous day. The implied volatity was 21.70, the open interest changed by 0 which decreased total open position to 3
On 17 Dec AXISBANK was trading at 1136.25. The strike last trading price was 42.4, which was 4.40 higher than the previous day. The implied volatity was 19.32, the open interest changed by 0 which decreased total open position to 1
On 16 Dec AXISBANK was trading at 1150.90. The strike last trading price was 38, which was -29.75 lower than the previous day. The implied volatity was 21.10, 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 67.75, 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 Dec AXISBANK was trading at 1145.65. The strike last trading price was 67.75, 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 67.75, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 0.11, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 1.02, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 1.96, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 1.22, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 0.47, 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 67.75, which was 0.00 lower than the previous day. The implied volatity was 0.64, 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 67.75, 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 67.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
