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KOTAKBANK

Kotak Mahindra Bank Ltd
421 -5.50 (-1.29%)
L: 418.8 H: 427.6

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Historical option data for KOTAKBANK

14 Jan 2026 04:11 PM IST
KOTAKBANK 27-JAN-2026 428 CE
Delta: 0.38
Vega: 0.3
Theta: -0.3
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 421.00 4.5 -31.2 21.62 2,562 1,467.8 1,822


For Kotak Mahindra Bank Ltd - strike price 428 expiring on 27JAN2026

Delta for 428 CE is 0.38

Historical price for 428 CE is as follows

On 14 Jan KOTAKBANK was trading at 421.00. The strike last trading price was 4.5, which was -31.2 lower than the previous day. The implied volatity was 21.62, the open interest changed by 1468 which increased total open position to 1822


KOTAKBANK 27JAN2026 428 PE
Delta: -0.61
Vega: 0.3
Theta: -0.22
Gamma: 0.02
Date Close Ltp Change IV Volume OI Chg OI
14 Jan 421.00 11.5 -28.45 25.01 768 1,285 1,627


For Kotak Mahindra Bank Ltd - strike price 428 expiring on 27JAN2026

Delta for 428 PE is -0.61

Historical price for 428 PE is as follows

On 14 Jan KOTAKBANK was trading at 421.00. The strike last trading price was 11.5, which was -28.45 lower than the previous day. The implied volatity was 25.01, the open interest changed by 1285 which increased total open position to 1627