KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
12 Dec 2024 10:11 AM IST
| KOTAKBANK 26DEC2024 1820 CE | ||||||||||
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Delta: 0.33
Vega: 1.27
Theta: -0.94
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1783.90 | 13.05 | -4.55 | 17.60 | 625 | -35 | 2,561 | |||
| 11 Dec | 1794.70 | 17.6 | -3.00 | 17.42 | 4,555 | 125 | 2,597 | |||
| 10 Dec | 1794.70 | 20.6 | 2.65 | 17.62 | 2,845 | 67 | 2,472 | |||
| 9 Dec | 1786.25 | 17.95 | 2.60 | 18.45 | 4,847 | 65 | 2,408 | |||
| 6 Dec | 1776.95 | 15.35 | -1.50 | 17.65 | 2,455 | 121 | 2,356 | |||
| 5 Dec | 1775.15 | 16.85 | 4.00 | 17.93 | 3,997 | 282 | 2,238 | |||
| 4 Dec | 1757.50 | 12.85 | 1.30 | 18.08 | 2,093 | 386 | 1,970 | |||
| 3 Dec | 1749.90 | 11.55 | -1.60 | 18.44 | 1,636 | 260 | 1,584 | |||
| 2 Dec | 1753.95 | 13.15 | -2.90 | 18.05 | 1,611 | 47 | 1,331 | |||
| 29 Nov | 1765.25 | 16.05 | -3.35 | 17.58 | 1,787 | 238 | 1,165 | |||
| 28 Nov | 1759.20 | 19.4 | -7.90 | 18.63 | 1,830 | 138 | 929 | |||
| 27 Nov | 1783.20 | 27.3 | 1.55 | 19.23 | 2,785 | 459 | 785 | |||
| 26 Nov | 1783.60 | 25.75 | -3.90 | 17.52 | 372 | 49 | 324 | |||
| 25 Nov | 1790.75 | 29.65 | 9.35 | 17.03 | 767 | 175 | 266 | |||
| 22 Nov | 1761.45 | 20.3 | 5.30 | 17.23 | 162 | 39 | 130 | |||
| 21 Nov | 1737.10 | 15 | 1.90 | 17.75 | 116 | 17 | 91 | |||
| 20 Nov | 1727.75 | 13.1 | 0.00 | 18.37 | 96 | 51 | 71 | |||
| 19 Nov | 1727.75 | 13.1 | 1.90 | 18.37 | 96 | 48 | 71 | |||
| 18 Nov | 1722.75 | 11.2 | 0.00 | 0.00 | 0 | 13 | 0 | |||
| 14 Nov | 1707.90 | 11.2 | -0.50 | 17.47 | 15 | 6 | 16 | |||
| 13 Nov | 1687.85 | 11.7 | -4.30 | 19.55 | 13 | 4 | 10 | |||
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| 12 Nov | 1721.40 | 16 | -12.40 | 18.20 | 6 | 4 | 5 | |||
| 11 Nov | 1744.00 | 28.4 | -18.15 | 21.05 | 2 | 1 | 1 | |||
| 8 Nov | 1745.80 | 46.55 | 0.00 | 2.22 | 0 | 0 | 0 | |||
| 7 Nov | 1746.90 | 46.55 | 0.00 | 2.20 | 0 | 0 | 0 | |||
| 6 Nov | 1762.60 | 46.55 | 0.00 | 1.38 | 0 | 0 | 0 | |||
| 5 Nov | 1757.15 | 46.55 | 0.00 | 1.63 | 0 | 0 | 0 | |||
| 4 Nov | 1729.35 | 46.55 | 2.40 | 0 | 0 | 0 | ||||
For Kotak Mahindra Bank Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 CE is 0.33
Historical price for 1820 CE is as follows
On 12 Dec KOTAKBANK was trading at 1783.90. The strike last trading price was 13.05, which was -4.55 lower than the previous day. The implied volatity was 17.60, the open interest changed by -35 which decreased total open position to 2561
On 11 Dec KOTAKBANK was trading at 1794.70. The strike last trading price was 17.6, which was -3.00 lower than the previous day. The implied volatity was 17.42, the open interest changed by 125 which increased total open position to 2597
On 10 Dec KOTAKBANK was trading at 1794.70. The strike last trading price was 20.6, which was 2.65 higher than the previous day. The implied volatity was 17.62, the open interest changed by 67 which increased total open position to 2472
On 9 Dec KOTAKBANK was trading at 1786.25. The strike last trading price was 17.95, which was 2.60 higher than the previous day. The implied volatity was 18.45, the open interest changed by 65 which increased total open position to 2408
On 6 Dec KOTAKBANK was trading at 1776.95. The strike last trading price was 15.35, which was -1.50 lower than the previous day. The implied volatity was 17.65, the open interest changed by 121 which increased total open position to 2356
On 5 Dec KOTAKBANK was trading at 1775.15. The strike last trading price was 16.85, which was 4.00 higher than the previous day. The implied volatity was 17.93, the open interest changed by 282 which increased total open position to 2238
On 4 Dec KOTAKBANK was trading at 1757.50. The strike last trading price was 12.85, which was 1.30 higher than the previous day. The implied volatity was 18.08, the open interest changed by 386 which increased total open position to 1970
On 3 Dec KOTAKBANK was trading at 1749.90. The strike last trading price was 11.55, which was -1.60 lower than the previous day. The implied volatity was 18.44, the open interest changed by 260 which increased total open position to 1584
On 2 Dec KOTAKBANK was trading at 1753.95. The strike last trading price was 13.15, which was -2.90 lower than the previous day. The implied volatity was 18.05, the open interest changed by 47 which increased total open position to 1331
On 29 Nov KOTAKBANK was trading at 1765.25. The strike last trading price was 16.05, which was -3.35 lower than the previous day. The implied volatity was 17.58, the open interest changed by 238 which increased total open position to 1165
On 28 Nov KOTAKBANK was trading at 1759.20. The strike last trading price was 19.4, which was -7.90 lower than the previous day. The implied volatity was 18.63, the open interest changed by 138 which increased total open position to 929
On 27 Nov KOTAKBANK was trading at 1783.20. The strike last trading price was 27.3, which was 1.55 higher than the previous day. The implied volatity was 19.23, the open interest changed by 459 which increased total open position to 785
On 26 Nov KOTAKBANK was trading at 1783.60. The strike last trading price was 25.75, which was -3.90 lower than the previous day. The implied volatity was 17.52, the open interest changed by 49 which increased total open position to 324
On 25 Nov KOTAKBANK was trading at 1790.75. The strike last trading price was 29.65, which was 9.35 higher than the previous day. The implied volatity was 17.03, the open interest changed by 175 which increased total open position to 266
On 22 Nov KOTAKBANK was trading at 1761.45. The strike last trading price was 20.3, which was 5.30 higher than the previous day. The implied volatity was 17.23, the open interest changed by 39 which increased total open position to 130
On 21 Nov KOTAKBANK was trading at 1737.10. The strike last trading price was 15, which was 1.90 higher than the previous day. The implied volatity was 17.75, the open interest changed by 17 which increased total open position to 91
On 20 Nov KOTAKBANK was trading at 1727.75. The strike last trading price was 13.1, which was 0.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by 51 which increased total open position to 71
On 19 Nov KOTAKBANK was trading at 1727.75. The strike last trading price was 13.1, which was 1.90 higher than the previous day. The implied volatity was 18.37, the open interest changed by 48 which increased total open position to 71
On 18 Nov KOTAKBANK was trading at 1722.75. The strike last trading price was 11.2, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 13 which increased total open position to 0
On 14 Nov KOTAKBANK was trading at 1707.90. The strike last trading price was 11.2, which was -0.50 lower than the previous day. The implied volatity was 17.47, the open interest changed by 6 which increased total open position to 16
On 13 Nov KOTAKBANK was trading at 1687.85. The strike last trading price was 11.7, which was -4.30 lower than the previous day. The implied volatity was 19.55, the open interest changed by 4 which increased total open position to 10
On 12 Nov KOTAKBANK was trading at 1721.40. The strike last trading price was 16, which was -12.40 lower than the previous day. The implied volatity was 18.20, the open interest changed by 4 which increased total open position to 5
On 11 Nov KOTAKBANK was trading at 1744.00. The strike last trading price was 28.4, which was -18.15 lower than the previous day. The implied volatity was 21.05, the open interest changed by 1 which increased total open position to 1
On 8 Nov KOTAKBANK was trading at 1745.80. The strike last trading price was 46.55, which was 0.00 lower than the previous day. The implied volatity was 2.22, the open interest changed by 0 which decreased total open position to 0
On 7 Nov KOTAKBANK was trading at 1746.90. The strike last trading price was 46.55, which was 0.00 lower than the previous day. The implied volatity was 2.20, the open interest changed by 0 which decreased total open position to 0
On 6 Nov KOTAKBANK was trading at 1762.60. The strike last trading price was 46.55, which was 0.00 lower than the previous day. The implied volatity was 1.38, the open interest changed by 0 which decreased total open position to 0
On 5 Nov KOTAKBANK was trading at 1757.15. The strike last trading price was 46.55, which was 0.00 lower than the previous day. The implied volatity was 1.63, the open interest changed by 0 which decreased total open position to 0
On 4 Nov KOTAKBANK was trading at 1729.35. The strike last trading price was 46.55, which was lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 26DEC2024 1820 PE | |||||||
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Delta: -0.67
Vega: 1.28
Theta: -0.48
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1783.90 | 42.75 | 4.80 | 18.13 | 148 | -31 | 438 |
| 11 Dec | 1794.70 | 37.95 | 3.15 | 19.42 | 1,143 | 94 | 458 |
| 10 Dec | 1794.70 | 34.8 | -8.15 | 18.47 | 521 | -26 | 363 |
| 9 Dec | 1786.25 | 42.95 | -6.80 | 18.73 | 1,051 | 124 | 390 |
| 6 Dec | 1776.95 | 49.75 | -2.15 | 17.38 | 366 | 48 | 266 |
| 5 Dec | 1775.15 | 51.9 | -13.15 | 18.88 | 310 | 25 | 221 |
| 4 Dec | 1757.50 | 65.05 | -7.05 | 19.99 | 44 | -1 | 196 |
| 3 Dec | 1749.90 | 72.1 | 2.30 | 19.85 | 111 | 2 | 196 |
| 2 Dec | 1753.95 | 69.8 | 7.35 | 20.88 | 95 | 2 | 196 |
| 29 Nov | 1765.25 | 62.45 | -2.10 | 18.21 | 130 | -30 | 201 |
| 28 Nov | 1759.20 | 64.55 | 10.90 | 20.23 | 714 | 4 | 231 |
| 27 Nov | 1783.20 | 53.65 | 0.10 | 19.62 | 559 | 160 | 226 |
| 26 Nov | 1783.60 | 53.55 | 1.70 | 20.10 | 96 | 35 | 62 |
| 25 Nov | 1790.75 | 51.85 | -33.65 | 21.65 | 83 | 19 | 24 |
| 22 Nov | 1761.45 | 85.5 | 0.00 | 0.00 | 0 | 4 | 0 |
| 21 Nov | 1737.10 | 85.5 | -1.50 | 21.47 | 5 | 0 | 1 |
| 20 Nov | 1727.75 | 87 | 0.00 | 12.92 | 1 | 1 | 0 |
| 19 Nov | 1727.75 | 87 | -28.25 | 12.92 | 1 | 0 | 0 |
| 18 Nov | 1722.75 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 14 Nov | 1707.90 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 13 Nov | 1687.85 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 12 Nov | 1721.40 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 11 Nov | 1744.00 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 8 Nov | 1745.80 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 7 Nov | 1746.90 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 6 Nov | 1762.60 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 1757.15 | 115.25 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 1729.35 | 115.25 | - | 0 | 0 | 0 | |
For Kotak Mahindra Bank Ltd - strike price 1820 expiring on 26DEC2024
Delta for 1820 PE is -0.67
Historical price for 1820 PE is as follows
On 12 Dec KOTAKBANK was trading at 1783.90. The strike last trading price was 42.75, which was 4.80 higher than the previous day. The implied volatity was 18.13, the open interest changed by -31 which decreased total open position to 438
On 11 Dec KOTAKBANK was trading at 1794.70. The strike last trading price was 37.95, which was 3.15 higher than the previous day. The implied volatity was 19.42, the open interest changed by 94 which increased total open position to 458
On 10 Dec KOTAKBANK was trading at 1794.70. The strike last trading price was 34.8, which was -8.15 lower than the previous day. The implied volatity was 18.47, the open interest changed by -26 which decreased total open position to 363
On 9 Dec KOTAKBANK was trading at 1786.25. The strike last trading price was 42.95, which was -6.80 lower than the previous day. The implied volatity was 18.73, the open interest changed by 124 which increased total open position to 390
On 6 Dec KOTAKBANK was trading at 1776.95. The strike last trading price was 49.75, which was -2.15 lower than the previous day. The implied volatity was 17.38, the open interest changed by 48 which increased total open position to 266
On 5 Dec KOTAKBANK was trading at 1775.15. The strike last trading price was 51.9, which was -13.15 lower than the previous day. The implied volatity was 18.88, the open interest changed by 25 which increased total open position to 221
On 4 Dec KOTAKBANK was trading at 1757.50. The strike last trading price was 65.05, which was -7.05 lower than the previous day. The implied volatity was 19.99, the open interest changed by -1 which decreased total open position to 196
On 3 Dec KOTAKBANK was trading at 1749.90. The strike last trading price was 72.1, which was 2.30 higher than the previous day. The implied volatity was 19.85, the open interest changed by 2 which increased total open position to 196
On 2 Dec KOTAKBANK was trading at 1753.95. The strike last trading price was 69.8, which was 7.35 higher than the previous day. The implied volatity was 20.88, the open interest changed by 2 which increased total open position to 196
On 29 Nov KOTAKBANK was trading at 1765.25. The strike last trading price was 62.45, which was -2.10 lower than the previous day. The implied volatity was 18.21, the open interest changed by -30 which decreased total open position to 201
On 28 Nov KOTAKBANK was trading at 1759.20. The strike last trading price was 64.55, which was 10.90 higher than the previous day. The implied volatity was 20.23, the open interest changed by 4 which increased total open position to 231
On 27 Nov KOTAKBANK was trading at 1783.20. The strike last trading price was 53.65, which was 0.10 higher than the previous day. The implied volatity was 19.62, the open interest changed by 160 which increased total open position to 226
On 26 Nov KOTAKBANK was trading at 1783.60. The strike last trading price was 53.55, which was 1.70 higher than the previous day. The implied volatity was 20.10, the open interest changed by 35 which increased total open position to 62
On 25 Nov KOTAKBANK was trading at 1790.75. The strike last trading price was 51.85, which was -33.65 lower than the previous day. The implied volatity was 21.65, the open interest changed by 19 which increased total open position to 24
On 22 Nov KOTAKBANK was trading at 1761.45. The strike last trading price was 85.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0
On 21 Nov KOTAKBANK was trading at 1737.10. The strike last trading price was 85.5, which was -1.50 lower than the previous day. The implied volatity was 21.47, the open interest changed by 0 which decreased total open position to 1
On 20 Nov KOTAKBANK was trading at 1727.75. The strike last trading price was 87, which was 0.00 lower than the previous day. The implied volatity was 12.92, the open interest changed by 1 which increased total open position to 0
On 19 Nov KOTAKBANK was trading at 1727.75. The strike last trading price was 87, which was -28.25 lower than the previous day. The implied volatity was 12.92, the open interest changed by 0 which decreased total open position to 0
On 18 Nov KOTAKBANK was trading at 1722.75. The strike last trading price was 115.25, 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 14 Nov KOTAKBANK was trading at 1707.90. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1687.85. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1721.40. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1744.00. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1745.80. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1746.90. The strike last trading price was 115.25, 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 Nov KOTAKBANK was trading at 1762.60. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1757.15. The strike last trading price was 115.25, 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 KOTAKBANK was trading at 1729.35. The strike last trading price was 115.25, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
