UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
26 Dec 2024 04:14 PM IST
| UNIONBANK 30JAN2025 115 CE | ||||||||||
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Delta: 0.67
Vega: 0.13
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 26 Dec | 119.05 | 7.2 | -1.30 | 31.92 | 1 | 0 | 1 | |||
| 24 Dec | 118.16 | 8.5 | -5.20 | 39.41 | 1 | 0 | 0 | |||
| 23 Dec | 119.25 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 20 Dec | 116.78 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Dec | 121.00 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Dec | 122.87 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Dec | 125.08 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Dec | 128.90 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Dec | 127.25 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Dec | 129.19 | 13.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Dec | 129.26 | 13.7 | - | 0 | 0 | 0 | ||||
For Union Bank Of India - strike price 115 expiring on 30JAN2025
Delta for 115 CE is 0.67
Historical price for 115 CE is as follows
On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 7.2, which was -1.30 lower than the previous day. The implied volatity was 31.92, the open interest changed by 0 which decreased total open position to 1
On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 8.5, which was -5.20 lower than the previous day. The implied volatity was 39.41, the open interest changed by 0 which decreased total open position to 0
On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 13.7, 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 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 13.7, 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 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 13.7, 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 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 13.7, 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 17 Dec UNIONBANK was trading at 125.08. The strike last trading price was 13.7, 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 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 13.7, 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 Dec UNIONBANK was trading at 127.25. The strike last trading price was 13.7, 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 Dec UNIONBANK was trading at 129.19. The strike last trading price was 13.7, 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 9 Dec UNIONBANK was trading at 129.26. The strike last trading price was 13.7, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| UNIONBANK 30JAN2025 115 PE | |||||||
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Delta: -0.33
Vega: 0.13
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 26 Dec | 119.05 | 2.65 | 0.25 | 31.82 | 96 | 20 | 92 |
| 24 Dec | 118.16 | 2.4 | -0.55 | 29.65 | 97 | 46 | 72 |
| 23 Dec | 119.25 | 2.95 | -0.30 | 35.21 | 48 | -3 | 26 |
| 20 Dec | 116.78 | 3.25 | 2.25 | 30.18 | 28 | 16 | 29 |
| 19 Dec | 121.00 | 1 | -0.15 | 21.84 | 2 | 0 | 11 |
| 18 Dec | 122.87 | 1.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 17 Dec | 125.08 | 1.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Dec | 128.90 | 1.15 | 0.00 | 0.00 | 0 | 11 | 0 |
| 13 Dec | 127.25 | 1.15 | -4.40 | 31.60 | 11 | 10 | 10 |
| 11 Dec | 129.19 | 5.55 | 0.00 | 10.18 | 0 | 0 | 0 |
| 9 Dec | 129.26 | 5.55 | 10.25 | 0 | 0 | 0 | |
For Union Bank Of India - strike price 115 expiring on 30JAN2025
Delta for 115 PE is -0.33
Historical price for 115 PE is as follows
On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 2.65, which was 0.25 higher than the previous day. The implied volatity was 31.82, the open interest changed by 20 which increased total open position to 92
On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 2.4, which was -0.55 lower than the previous day. The implied volatity was 29.65, the open interest changed by 46 which increased total open position to 72
On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 2.95, which was -0.30 lower than the previous day. The implied volatity was 35.21, the open interest changed by -3 which decreased total open position to 26
On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 3.25, which was 2.25 higher than the previous day. The implied volatity was 30.18, the open interest changed by 16 which increased total open position to 29
On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 1, which was -0.15 lower than the previous day. The implied volatity was 21.84, the open interest changed by 0 which decreased total open position to 11
On 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 17 Dec UNIONBANK was trading at 125.08. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 1.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 13 Dec UNIONBANK was trading at 127.25. The strike last trading price was 1.15, which was -4.40 lower than the previous day. The implied volatity was 31.60, the open interest changed by 10 which increased total open position to 10
On 11 Dec UNIONBANK was trading at 129.19. The strike last trading price was 5.55, which was 0.00 lower than the previous day. The implied volatity was 10.18, the open interest changed by 0 which decreased total open position to 0
On 9 Dec UNIONBANK was trading at 129.26. The strike last trading price was 5.55, which was lower than the previous day. The implied volatity was 10.25, the open interest changed by 0 which decreased total open position to 0
