UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
11 Apr 2025 04:13 PM IST
| UNIONBANK 24APR2025 117.5 CE | ||||||||||
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Delta: 0.55
Vega: 0.09
Theta: -0.16
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 11 Apr | 117.83 | 4.2 | 0 | 42.21 | 150 | 7 | 66 | |||
| 9 Apr | 116.75 | 4.35 | -2.15 | 46.73 | 207 | 9 | 59 | |||
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| 8 Apr | 120.84 | 6.5 | 0.6 | 39.52 | 61 | -21 | 50 | |||
| 7 Apr | 117.93 | 6.2 | -0.75 | 49.89 | 286 | 66 | 70 | |||
| 4 Apr | 122.11 | 6.95 | -3.7 | 30.55 | 6 | 3 | 3 | |||
| 3 Apr | 131.29 | 10.65 | 0 | - | 0 | 0 | 0 | |||
| 2 Apr | 127.31 | 10.65 | 0 | - | 0 | 0 | 0 | |||
| 1 Apr | 124.78 | 10.65 | 0 | - | 0 | 0 | 0 | |||
| 28 Mar | 126.18 | 10.65 | 0 | - | 0 | 0 | 0 | |||
For Union Bank Of India - strike price 117.5 expiring on 24APR2025
Delta for 117.5 CE is 0.55
Historical price for 117.5 CE is as follows
On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 4.2, which was 0 lower than the previous day. The implied volatity was 42.21, the open interest changed by 7 which increased total open position to 66
On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 4.35, which was -2.15 lower than the previous day. The implied volatity was 46.73, the open interest changed by 9 which increased total open position to 59
On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 6.5, which was 0.6 higher than the previous day. The implied volatity was 39.52, the open interest changed by -21 which decreased total open position to 50
On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 6.2, which was -0.75 lower than the previous day. The implied volatity was 49.89, the open interest changed by 66 which increased total open position to 70
On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 6.95, which was -3.7 lower than the previous day. The implied volatity was 30.55, the open interest changed by 3 which increased total open position to 3
On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 10.65, 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 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 10.65, 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 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 10.65, 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 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 10.65, 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
| UNIONBANK 24APR2025 117.5 PE | |||||||
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Delta: -0.45
Vega: 0.09
Theta: -0.14
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 117.83 | 3.7 | -1.15 | 46.73 | 63 | 13 | 39 |
| 9 Apr | 116.75 | 4.9 | 1.6 | 51.09 | 84 | -4 | 27 |
| 8 Apr | 120.84 | 3.3 | -1.05 | 52.24 | 71 | -6 | 32 |
| 7 Apr | 117.93 | 4.35 | 1.95 | 52.64 | 151 | -4 | 37 |
| 4 Apr | 122.11 | 2.25 | 1.25 | 40.49 | 96 | 28 | 40 |
| 3 Apr | 131.29 | 1 | -0.4 | 46.16 | 27 | 7 | 10 |
| 2 Apr | 127.31 | 1.4 | -0.15 | 42.69 | 4 | -1 | 3 |
| 1 Apr | 124.78 | 1.55 | -1.75 | 37.41 | 11 | 5 | 5 |
| 28 Mar | 126.18 | 3.3 | 0 | 8.76 | 0 | 0 | 0 |
For Union Bank Of India - strike price 117.5 expiring on 24APR2025
Delta for 117.5 PE is -0.45
Historical price for 117.5 PE is as follows
On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 3.7, which was -1.15 lower than the previous day. The implied volatity was 46.73, the open interest changed by 13 which increased total open position to 39
On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 4.9, which was 1.6 higher than the previous day. The implied volatity was 51.09, the open interest changed by -4 which decreased total open position to 27
On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 3.3, which was -1.05 lower than the previous day. The implied volatity was 52.24, the open interest changed by -6 which decreased total open position to 32
On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 4.35, which was 1.95 higher than the previous day. The implied volatity was 52.64, the open interest changed by -4 which decreased total open position to 37
On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 2.25, which was 1.25 higher than the previous day. The implied volatity was 40.49, the open interest changed by 28 which increased total open position to 40
On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 1, which was -0.4 lower than the previous day. The implied volatity was 46.16, the open interest changed by 7 which increased total open position to 10
On 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 42.69, the open interest changed by -1 which decreased total open position to 3
On 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 1.55, which was -1.75 lower than the previous day. The implied volatity was 37.41, the open interest changed by 5 which increased total open position to 5
On 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 3.3, which was 0 lower than the previous day. The implied volatity was 8.76, the open interest changed by 0 which decreased total open position to 0
