UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
11 Apr 2025 04:13 PM IST
| UNIONBANK 24APR2025 112.5 CE | ||||||||||
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Delta: 0.75
Vega: 0.07
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 117.83 | 7.4 | 0.4 | 43.32 | 10 | 0 | 70 | |||
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| 9 Apr | 116.75 | 6.95 | -3.1 | 44.11 | 60 | 24 | 68 | |||
| 8 Apr | 120.84 | 10.05 | 1.2 | 36.91 | 27 | -15 | 46 | |||
| 7 Apr | 117.93 | 8.85 | -1.5 | 44.47 | 110 | 61 | 62 | |||
| 4 Apr | 122.11 | 10.35 | -3.85 | - | 1 | 0 | 0 | |||
| 3 Apr | 131.29 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 127.31 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 124.78 | 14.2 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 126.18 | 14.2 | 0 | - | 0 | 0 | 0 | |||
For Union Bank Of India - strike price 112.5 expiring on 24APR2025
Delta for 112.5 CE is 0.75
Historical price for 112.5 CE is as follows
On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 7.4, which was 0.4 higher than the previous day. The implied volatity was 43.32, the open interest changed by 0 which decreased total open position to 70
On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 6.95, which was -3.1 lower than the previous day. The implied volatity was 44.11, the open interest changed by 24 which increased total open position to 68
On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 10.05, which was 1.2 higher than the previous day. The implied volatity was 36.91, the open interest changed by -15 which decreased total open position to 46
On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 8.85, which was -1.5 lower than the previous day. The implied volatity was 44.47, the open interest changed by 61 which increased total open position to 62
On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 10.35, which was -3.85 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 14.2, 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 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 14.2, 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 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 14.2, 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 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 14.2, 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
| UNIONBANK 24APR2025 112.5 PE | |||||||
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Delta: -0.26
Vega: 0.07
Theta: -0.12
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 117.83 | 1.65 | -0.95 | 45.12 | 42 | 15 | 129 |
| 9 Apr | 116.75 | 2.6 | 1 | 49.98 | 81 | 21 | 110 |
| 8 Apr | 120.84 | 1.65 | -1.15 | 51.29 | 39 | -21 | 91 |
| 7 Apr | 117.93 | 2.75 | 1.55 | 56.35 | 108 | 76 | 110 |
| 4 Apr | 122.11 | 1.15 | 0.65 | 42.57 | 47 | 23 | 30 |
| 3 Apr | 131.29 | 0.5 | -0.35 | 47.88 | 21 | 4 | 11 |
| 2 Apr | 127.31 | 0.85 | 0 | 46.94 | 5 | 0 | 7 |
| 1 Apr | 124.78 | 0.8 | -1.05 | 40.09 | 25 | 10 | 10 |
| 28 Mar | 126.18 | 1.85 | 0 | 13.69 | 0 | 0 | 0 |
For Union Bank Of India - strike price 112.5 expiring on 24APR2025
Delta for 112.5 PE is -0.26
Historical price for 112.5 PE is as follows
On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 1.65, which was -0.95 lower than the previous day. The implied volatity was 45.12, the open interest changed by 15 which increased total open position to 129
On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 2.6, which was 1 higher than the previous day. The implied volatity was 49.98, the open interest changed by 21 which increased total open position to 110
On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 1.65, which was -1.15 lower than the previous day. The implied volatity was 51.29, the open interest changed by -21 which decreased total open position to 91
On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 2.75, which was 1.55 higher than the previous day. The implied volatity was 56.35, the open interest changed by 76 which increased total open position to 110
On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 1.15, which was 0.65 higher than the previous day. The implied volatity was 42.57, the open interest changed by 23 which increased total open position to 30
On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 0.5, which was -0.35 lower than the previous day. The implied volatity was 47.88, the open interest changed by 4 which increased total open position to 11
On 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 0.85, which was 0 lower than the previous day. The implied volatity was 46.94, the open interest changed by 0 which decreased total open position to 7
On 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 0.8, which was -1.05 lower than the previous day. The implied volatity was 40.09, the open interest changed by 10 which increased total open position to 10
On 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 1.85, which was 0 lower than the previous day. The implied volatity was 13.69, the open interest changed by 0 which decreased total open position to 0
