Historical option data for AXISBANK
29 Jun 2026 10:50 AM IST
| AXISBANK 28-Jul-2026 (27d) 1370 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.62
Vega: 0.02
Theta: -0.71
Gamma: 0.00391
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 29 Jun | 1385.70 | 52.8 | 6.8 (14.78%) | 24.68 | 56 | -16 | 149 | |||||||||
| 25 Jun | 1377.20 | 46.5 | -3.5 (-7.00%) | 23.65 | 144 | 21 | 164 | |||||||||
| 24 Jun | 1384.50 | 50 | 12 (31.58%) | 22.95 | 422 | 20 | 144 | |||||||||
| 23 Jun | 1363.50 | 37.75 | -0.25 (-0.66%) | 23.74 | 172 | 45 | 121 | |||||||||
| 22 Jun | 1358.60 | 37.25 | -0.75 (-1.97%) | 23.06 | 87 | 30 | 76 | |||||||||
| 19 Jun | 1357.90 | 37.7 | -0.3 (-0.79%) | 22.41 | 39 | -1 | 39 | |||||||||
| 18 Jun | 1360.10 | 37.1 | 2.1 (6.00%) | 21.31 | 20 | 10 | 40 | |||||||||
| 17 Jun | 1350.90 | 34.8 | -8.2 (-19.07%) | 22.29 | 41 | 28 | 30 | |||||||||
| 16 Jun | 1365.70 | 43.5 | 2.5 (6.10%) | 22.93 | 2 | 0 | 0 | |||||||||
| 15 Jun | 1368.30 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Axis Bank Limited - strike price 1370 expiring on 28JUL2026
Delta for 1370 CE is 0.62
Historical price for 1370 CE is as follows
On 29 Jun AXISBANK was trading at 1385.70. The strike last trading price was 52.8, which was 6.8 higher than the previous day. The implied volatity was 24.68, the open interest changed by -16 which decreased total open position to 149
On 25 Jun AXISBANK was trading at 1377.20. The strike last trading price was 46.5, which was -3.5 lower than the previous day. The implied volatity was 23.65, the open interest changed by 21 which increased total open position to 164
On 24 Jun AXISBANK was trading at 1384.50. The strike last trading price was 50, which was 12 higher than the previous day. The implied volatity was 22.95, the open interest changed by 20 which increased total open position to 144
On 23 Jun AXISBANK was trading at 1363.50. The strike last trading price was 37.75, which was -0.25 lower than the previous day. The implied volatity was 23.74, the open interest changed by 45 which increased total open position to 121
On 22 Jun AXISBANK was trading at 1358.60. The strike last trading price was 37.25, which was -0.75 lower than the previous day. The implied volatity was 23.06, the open interest changed by 30 which increased total open position to 76
On 19 Jun AXISBANK was trading at 1357.90. The strike last trading price was 37.7, which was -0.3 lower than the previous day. The implied volatity was 22.41, the open interest changed by -1 which decreased total open position to 39
On 18 Jun AXISBANK was trading at 1360.10. The strike last trading price was 37.1, which was 2.1 higher than the previous day. The implied volatity was 21.31, the open interest changed by 10 which increased total open position to 40
On 17 Jun AXISBANK was trading at 1350.90. The strike last trading price was 34.8, which was -8.2 lower than the previous day. The implied volatity was 22.29, the open interest changed by 28 which increased total open position to 30
On 16 Jun AXISBANK was trading at 1365.70. The strike last trading price was 43.5, which was 2.5 higher than the previous day. The implied volatity was 22.93, the open interest changed by 0 which decreased total open position to 0
On 15 Jun AXISBANK was trading at 1368.30. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| AXISBANK 28-Jul-2026 (27d) 1370 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.39
Vega: 0.02
Theta: -0.54
Gamma: 0.00376
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 29 Jun | 1385.70 | 29.65 | -3.35 (-10.15%) | 25.88 | 103 | 13 | 212 |
| 25 Jun | 1377.20 | 32.2 | 1.05 (3.37%) | 23.3 | 187 | 24 | 204 |
| 24 Jun | 1384.50 | 31 | -8.55 (-21.62%) | 24.08 | 202 | 79 | 184 |
| 23 Jun | 1363.50 | 40.5 | 1.25 (3.18%) | 22.41 | 105 | 10 | 104 |
| 22 Jun | 1358.60 | 39.1 | -0.6 (-1.51%) | 21.26 | 67 | 27 | 94 |
| 19 Jun | 1357.90 | 37.5 | -1.9 (-4.82%) | 20.72 | 59 | 47 | 67 |
| 18 Jun | 1360.10 | 39.4 | -1.3 (-3.19%) | 21.3 | 2 | 0 | 20 |
| 17 Jun | 1350.90 | 41.4 | 3.4 (8.95%) | 19.99 | 3 | 0 | 20 |
| 16 Jun | 1365.70 | 38 | -0.8 (-2.06%) | 21.53 | 8 | 1 | 19 |
| 15 Jun | 1368.30 | 38.8 | -58.75 (-60.23%) | 21.77 | 19 | 16 | 16 |
For Axis Bank Limited - strike price 1370 expiring on 28JUL2026
Delta for 1370 PE is -0.39
Historical price for 1370 PE is as follows
On 29 Jun AXISBANK was trading at 1385.70. The strike last trading price was 29.65, which was -3.35 lower than the previous day. The implied volatity was 25.88, the open interest changed by 13 which increased total open position to 212
On 25 Jun AXISBANK was trading at 1377.20. The strike last trading price was 32.2, which was 1.05 higher than the previous day. The implied volatity was 23.3, the open interest changed by 24 which increased total open position to 204
On 24 Jun AXISBANK was trading at 1384.50. The strike last trading price was 31, which was -8.55 lower than the previous day. The implied volatity was 24.08, the open interest changed by 79 which increased total open position to 184
On 23 Jun AXISBANK was trading at 1363.50. The strike last trading price was 40.5, which was 1.25 higher than the previous day. The implied volatity was 22.41, the open interest changed by 10 which increased total open position to 104
On 22 Jun AXISBANK was trading at 1358.60. The strike last trading price was 39.1, which was -0.6 lower than the previous day. The implied volatity was 21.26, the open interest changed by 27 which increased total open position to 94
On 19 Jun AXISBANK was trading at 1357.90. The strike last trading price was 37.5, which was -1.9 lower than the previous day. The implied volatity was 20.72, the open interest changed by 47 which increased total open position to 67
On 18 Jun AXISBANK was trading at 1360.10. The strike last trading price was 39.4, which was -1.3 lower than the previous day. The implied volatity was 21.3, the open interest changed by 0 which decreased total open position to 20
On 17 Jun AXISBANK was trading at 1350.90. The strike last trading price was 41.4, which was 3.4 higher than the previous day. The implied volatity was 19.99, the open interest changed by 0 which decreased total open position to 20
On 16 Jun AXISBANK was trading at 1365.70. The strike last trading price was 38, which was -0.8 lower than the previous day. The implied volatity was 21.53, the open interest changed by 1 which increased total open position to 19
On 15 Jun AXISBANK was trading at 1368.30. The strike last trading price was 38.8, which was -58.75 lower than the previous day. The implied volatity was 21.77, the open interest changed by 16 which increased total open position to 16
