KOTAKBANK
Kotak Mahindra Bank Ltd
Historical option data for KOTAKBANK
06 Feb 2026 04:11 PM IST
| KOTAKBANK 24-FEB-2026 415 CE | ||||||||||||||||
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Delta: 0.71
Vega: 0.32
Theta: -0.25
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 6 Feb | 422.35 | 12.8 | 5.1 | 19.31 | 2,781 | -294 | 1,301 | |||||||||
| 5 Feb | 408.75 | 8.4 | -0.9 | 24.28 | 1,553 | 67 | 1,594 | |||||||||
| 4 Feb | 412.35 | 9.1 | 0.9 | 24.57 | 3,592 | 1,137 | 1,540 | |||||||||
| 3 Feb | 415.80 | 8.4 | 2.8 | 16.88 | 1,226 | -138 | 403 | |||||||||
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| 2 Feb | 408.20 | 5.4 | -0.85 | 18.72 | 482 | -42 | 525 | |||||||||
| 1 Feb | 407.25 | 6.35 | -0.95 | 20.52 | 1,589 | 202 | 567 | |||||||||
| 30 Jan | 408.00 | 7.4 | -1.65 | 22.33 | 676 | 124 | 366 | |||||||||
| 29 Jan | 412.40 | 9 | -0.05 | 20.34 | 963 | 79 | 244 | |||||||||
| 28 Jan | 412.40 | 8.8 | 0.6 | 20.3 | 718 | 74 | 164 | |||||||||
| 27 Jan | 408.70 | 8.55 | -10.1 | 18.71 | 274 | 86 | 86 | |||||||||
| 23 Jan | 422.80 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 22 Jan | 426.00 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 21 Jan | 421.60 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 20 Jan | 423.80 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 19 Jan | 426.90 | 18.65 | 0 | - | 0 | 0 | 0 | |||||||||
| 16 Jan | 418.20 | 18.65 | 0 | 0 | 0 | 0 | 0 | |||||||||
For Kotak Mahindra Bank Ltd - strike price 415 expiring on 24FEB2026
Delta for 415 CE is 0.71
Historical price for 415 CE is as follows
On 6 Feb KOTAKBANK was trading at 422.35. The strike last trading price was 12.8, which was 5.1 higher than the previous day. The implied volatity was 19.31, the open interest changed by -294 which decreased total open position to 1301
On 5 Feb KOTAKBANK was trading at 408.75. The strike last trading price was 8.4, which was -0.9 lower than the previous day. The implied volatity was 24.28, the open interest changed by 67 which increased total open position to 1594
On 4 Feb KOTAKBANK was trading at 412.35. The strike last trading price was 9.1, which was 0.9 higher than the previous day. The implied volatity was 24.57, the open interest changed by 1137 which increased total open position to 1540
On 3 Feb KOTAKBANK was trading at 415.80. The strike last trading price was 8.4, which was 2.8 higher than the previous day. The implied volatity was 16.88, the open interest changed by -138 which decreased total open position to 403
On 2 Feb KOTAKBANK was trading at 408.20. The strike last trading price was 5.4, which was -0.85 lower than the previous day. The implied volatity was 18.72, the open interest changed by -42 which decreased total open position to 525
On 1 Feb KOTAKBANK was trading at 407.25. The strike last trading price was 6.35, which was -0.95 lower than the previous day. The implied volatity was 20.52, the open interest changed by 202 which increased total open position to 567
On 30 Jan KOTAKBANK was trading at 408.00. The strike last trading price was 7.4, which was -1.65 lower than the previous day. The implied volatity was 22.33, the open interest changed by 124 which increased total open position to 366
On 29 Jan KOTAKBANK was trading at 412.40. The strike last trading price was 9, which was -0.05 lower than the previous day. The implied volatity was 20.34, the open interest changed by 79 which increased total open position to 244
On 28 Jan KOTAKBANK was trading at 412.40. The strike last trading price was 8.8, which was 0.6 higher than the previous day. The implied volatity was 20.3, the open interest changed by 74 which increased total open position to 164
On 27 Jan KOTAKBANK was trading at 408.70. The strike last trading price was 8.55, which was -10.1 lower than the previous day. The implied volatity was 18.71, the open interest changed by 86 which increased total open position to 86
On 23 Jan KOTAKBANK was trading at 422.80. The strike last trading price was 18.65, 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
On 22 Jan KOTAKBANK was trading at 426.00. The strike last trading price was 18.65, 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
On 21 Jan KOTAKBANK was trading at 421.60. The strike last trading price was 18.65, 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
On 20 Jan KOTAKBANK was trading at 423.80. The strike last trading price was 18.65, 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
On 19 Jan KOTAKBANK was trading at 426.90. The strike last trading price was 18.65, 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
On 16 Jan KOTAKBANK was trading at 418.20. The strike last trading price was 18.65, which was 0 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
| KOTAKBANK 24FEB2026 415 PE | |||||||
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Delta: -0.33
Vega: 0.34
Theta: -0.19
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 6 Feb | 422.35 | 5.2 | -6.45 | 24.7 | 1,178 | -13 | 1,364 |
| 5 Feb | 408.75 | 10.45 | 0.45 | 26.23 | 739 | 144 | 1,380 |
| 4 Feb | 412.35 | 10.25 | 4.05 | 25.66 | 2,320 | 929 | 1,246 |
| 3 Feb | 415.80 | 6 | -4.7 | 18.88 | 849 | -27 | 320 |
| 2 Feb | 408.20 | 10.65 | -1 | 20.12 | 66 | 8 | 346 |
| 1 Feb | 407.25 | 11.3 | -0.55 | 21.53 | 297 | 32 | 338 |
| 30 Jan | 408.00 | 11.3 | 1.75 | 20.5 | 350 | 7 | 307 |
| 29 Jan | 412.40 | 9.55 | -0.35 | 21.93 | 500 | 93 | 302 |
| 28 Jan | 412.40 | 9.9 | -1.15 | 21.55 | 271 | 25 | 206 |
| 27 Jan | 408.70 | 10.95 | 2.55 | 24.14 | 853 | -290 | 184 |
| 23 Jan | 422.80 | 7.8 | 1.6 | 26.83 | 602 | 403 | 472 |
| 22 Jan | 426.00 | 6.2 | -2.4 | 24.99 | 37 | 12 | 69 |
| 21 Jan | 421.60 | 8.6 | 0.6 | 25.76 | 47 | 35 | 56 |
| 20 Jan | 423.80 | 7.95 | 1.45 | 25.94 | 28 | 17 | 22 |
| 19 Jan | 426.90 | 6.5 | -3.4 | 25.06 | 7 | 5 | 5 |
| 16 Jan | 418.20 | 9.9 | 0 | 1.78 | 0 | 0 | 0 |
For Kotak Mahindra Bank Ltd - strike price 415 expiring on 24FEB2026
Delta for 415 PE is -0.33
Historical price for 415 PE is as follows
On 6 Feb KOTAKBANK was trading at 422.35. The strike last trading price was 5.2, which was -6.45 lower than the previous day. The implied volatity was 24.7, the open interest changed by -13 which decreased total open position to 1364
On 5 Feb KOTAKBANK was trading at 408.75. The strike last trading price was 10.45, which was 0.45 higher than the previous day. The implied volatity was 26.23, the open interest changed by 144 which increased total open position to 1380
On 4 Feb KOTAKBANK was trading at 412.35. The strike last trading price was 10.25, which was 4.05 higher than the previous day. The implied volatity was 25.66, the open interest changed by 929 which increased total open position to 1246
On 3 Feb KOTAKBANK was trading at 415.80. The strike last trading price was 6, which was -4.7 lower than the previous day. The implied volatity was 18.88, the open interest changed by -27 which decreased total open position to 320
On 2 Feb KOTAKBANK was trading at 408.20. The strike last trading price was 10.65, which was -1 lower than the previous day. The implied volatity was 20.12, the open interest changed by 8 which increased total open position to 346
On 1 Feb KOTAKBANK was trading at 407.25. The strike last trading price was 11.3, which was -0.55 lower than the previous day. The implied volatity was 21.53, the open interest changed by 32 which increased total open position to 338
On 30 Jan KOTAKBANK was trading at 408.00. The strike last trading price was 11.3, which was 1.75 higher than the previous day. The implied volatity was 20.5, the open interest changed by 7 which increased total open position to 307
On 29 Jan KOTAKBANK was trading at 412.40. The strike last trading price was 9.55, which was -0.35 lower than the previous day. The implied volatity was 21.93, the open interest changed by 93 which increased total open position to 302
On 28 Jan KOTAKBANK was trading at 412.40. The strike last trading price was 9.9, which was -1.15 lower than the previous day. The implied volatity was 21.55, the open interest changed by 25 which increased total open position to 206
On 27 Jan KOTAKBANK was trading at 408.70. The strike last trading price was 10.95, which was 2.55 higher than the previous day. The implied volatity was 24.14, the open interest changed by -290 which decreased total open position to 184
On 23 Jan KOTAKBANK was trading at 422.80. The strike last trading price was 7.8, which was 1.6 higher than the previous day. The implied volatity was 26.83, the open interest changed by 403 which increased total open position to 472
On 22 Jan KOTAKBANK was trading at 426.00. The strike last trading price was 6.2, which was -2.4 lower than the previous day. The implied volatity was 24.99, the open interest changed by 12 which increased total open position to 69
On 21 Jan KOTAKBANK was trading at 421.60. The strike last trading price was 8.6, which was 0.6 higher than the previous day. The implied volatity was 25.76, the open interest changed by 35 which increased total open position to 56
On 20 Jan KOTAKBANK was trading at 423.80. The strike last trading price was 7.95, which was 1.45 higher than the previous day. The implied volatity was 25.94, the open interest changed by 17 which increased total open position to 22
On 19 Jan KOTAKBANK was trading at 426.90. The strike last trading price was 6.5, which was -3.4 lower than the previous day. The implied volatity was 25.06, the open interest changed by 5 which increased total open position to 5
On 16 Jan KOTAKBANK was trading at 418.20. The strike last trading price was 9.9, which was 0 lower than the previous day. The implied volatity was 1.78, the open interest changed by 0 which decreased total open position to 0
