UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
26 Dec 2024 04:14 PM IST
UNIONBANK 30JAN2025 120 CE | ||||||||||
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Delta: 0.50
Vega: 0.15
Theta: -0.08
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
26 Dec | 119.05 | 4.2 | 0.30 | 30.06 | 601 | 54 | 143 | |||
24 Dec | 118.16 | 3.9 | -1.10 | 26.50 | 104 | 37 | 87 | |||
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23 Dec | 119.25 | 5 | 0.45 | 30.49 | 113 | 36 | 50 | |||
20 Dec | 116.78 | 4.55 | -1.70 | 34.37 | 17 | 11 | 12 | |||
19 Dec | 121.00 | 6.25 | -4.70 | 31.29 | 1 | 0 | 0 | |||
18 Dec | 122.87 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
17 Dec | 125.08 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
16 Dec | 128.90 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
13 Dec | 127.25 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
11 Dec | 129.19 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
9 Dec | 129.26 | 10.95 | 0.00 | - | 0 | 0 | 0 | |||
29 Nov | 121.62 | 10.95 | - | 0 | 0 | 0 |
For Union Bank Of India - strike price 120 expiring on 30JAN2025
Delta for 120 CE is 0.50
Historical price for 120 CE is as follows
On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 4.2, which was 0.30 higher than the previous day. The implied volatity was 30.06, the open interest changed by 54 which increased total open position to 143
On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 3.9, which was -1.10 lower than the previous day. The implied volatity was 26.50, the open interest changed by 37 which increased total open position to 87
On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 5, which was 0.45 higher than the previous day. The implied volatity was 30.49, the open interest changed by 36 which increased total open position to 50
On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 4.55, which was -1.70 lower than the previous day. The implied volatity was 34.37, the open interest changed by 11 which increased total open position to 12
On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 6.25, which was -4.70 lower than the previous day. The implied volatity was 31.29, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 10.95, 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 29 Nov UNIONBANK was trading at 121.62. The strike last trading price was 10.95, 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 120 PE | |||||||
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Delta: -0.50
Vega: 0.15
Theta: -0.04
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
26 Dec | 119.05 | 4.55 | -0.75 | 29.62 | 222 | 35 | 78 |
24 Dec | 118.16 | 5.3 | 0.25 | 34.54 | 39 | 16 | 43 |
23 Dec | 119.25 | 5.05 | -1.15 | 35.02 | 25 | 4 | 27 |
20 Dec | 116.78 | 6.2 | 2.20 | 33.34 | 24 | 16 | 20 |
19 Dec | 121.00 | 4 | 1.00 | 31.05 | 3 | 2 | 3 |
18 Dec | 122.87 | 3 | -4.75 | 28.98 | 1 | 0 | 0 |
17 Dec | 125.08 | 7.75 | 0.00 | 4.96 | 0 | 0 | 0 |
16 Dec | 128.90 | 7.75 | 0.00 | 7.58 | 0 | 0 | 0 |
13 Dec | 127.25 | 7.75 | 0.00 | 6.41 | 0 | 0 | 0 |
11 Dec | 129.19 | 7.75 | 0.00 | 7.34 | 0 | 0 | 0 |
9 Dec | 129.26 | 7.75 | 0.00 | 7.54 | 0 | 0 | 0 |
29 Nov | 121.62 | 7.75 | 2.40 | 0 | 0 | 0 |
For Union Bank Of India - strike price 120 expiring on 30JAN2025
Delta for 120 PE is -0.50
Historical price for 120 PE is as follows
On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 4.55, which was -0.75 lower than the previous day. The implied volatity was 29.62, the open interest changed by 35 which increased total open position to 78
On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 5.3, which was 0.25 higher than the previous day. The implied volatity was 34.54, the open interest changed by 16 which increased total open position to 43
On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 5.05, which was -1.15 lower than the previous day. The implied volatity was 35.02, the open interest changed by 4 which increased total open position to 27
On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 6.2, which was 2.20 higher than the previous day. The implied volatity was 33.34, the open interest changed by 16 which increased total open position to 20
On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 4, which was 1.00 higher than the previous day. The implied volatity was 31.05, the open interest changed by 2 which increased total open position to 3
On 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 3, which was -4.75 lower than the previous day. The implied volatity was 28.98, 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 7.75, which was 0.00 lower than the previous day. The implied volatity was 4.96, 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 7.75, which was 0.00 lower than the previous day. The implied volatity was 7.58, 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 7.75, which was 0.00 lower than the previous day. The implied volatity was 6.41, 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 7.75, which was 0.00 lower than the previous day. The implied volatity was 7.34, 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 7.75, which was 0.00 lower than the previous day. The implied volatity was 7.54, the open interest changed by 0 which decreased total open position to 0
On 29 Nov UNIONBANK was trading at 121.62. The strike last trading price was 7.75, which was lower than the previous day. The implied volatity was 2.40, the open interest changed by 0 which decreased total open position to 0