UNIONBANK
Union Bank Of India
Historical option data for UNIONBANK
20 Dec 2024 04:14 PM IST
| UNIONBANK 26DEC2024 125 CE | ||||||||||
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Delta: 0.08
Vega: 0.02
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 116.78 | 0.2 | -0.35 | 36.30 | 397 | -120 | 245 | |||
| 19 Dec | 121.00 | 0.55 | -0.75 | 26.88 | 564 | 139 | 365 | |||
| 18 Dec | 122.87 | 1.3 | -1.30 | 29.46 | 495 | 26 | 227 | |||
| 17 Dec | 125.08 | 2.6 | -2.65 | 31.38 | 414 | -7 | 202 | |||
| 16 Dec | 128.90 | 5.25 | 1.10 | 30.00 | 255 | -51 | 206 | |||
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| 13 Dec | 127.25 | 4.15 | -1.60 | 27.09 | 1,503 | 41 | 257 | |||
| 12 Dec | 128.88 | 5.75 | -0.25 | 33.10 | 22 | -4 | 215 | |||
| 11 Dec | 129.19 | 6 | -0.95 | 31.80 | 58 | -11 | 219 | |||
| 10 Dec | 129.48 | 6.95 | 0.45 | 35.90 | 169 | 15 | 230 | |||
| 9 Dec | 129.26 | 6.5 | 0.25 | 30.82 | 290 | -142 | 215 | |||
| 6 Dec | 128.91 | 6.25 | 0.05 | 30.21 | 399 | -32 | 358 | |||
| 5 Dec | 127.80 | 6.2 | -0.30 | 34.92 | 212 | -8 | 390 | |||
| 4 Dec | 128.33 | 6.5 | 0.80 | 34.55 | 787 | -78 | 403 | |||
| 3 Dec | 126.06 | 5.7 | 3.20 | 38.19 | 2,599 | 118 | 478 | |||
| 2 Dec | 119.73 | 2.5 | -0.85 | 35.76 | 550 | 103 | 355 | |||
| 29 Nov | 121.62 | 3.35 | 34.13 | 974 | 246 | 246 | ||||
For Union Bank Of India - strike price 125 expiring on 26DEC2024
Delta for 125 CE is 0.08
Historical price for 125 CE is as follows
On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 0.2, which was -0.35 lower than the previous day. The implied volatity was 36.30, the open interest changed by -120 which decreased total open position to 245
On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 0.55, which was -0.75 lower than the previous day. The implied volatity was 26.88, the open interest changed by 139 which increased total open position to 365
On 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 1.3, which was -1.30 lower than the previous day. The implied volatity was 29.46, the open interest changed by 26 which increased total open position to 227
On 17 Dec UNIONBANK was trading at 125.08. The strike last trading price was 2.6, which was -2.65 lower than the previous day. The implied volatity was 31.38, the open interest changed by -7 which decreased total open position to 202
On 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 5.25, which was 1.10 higher than the previous day. The implied volatity was 30.00, the open interest changed by -51 which decreased total open position to 206
On 13 Dec UNIONBANK was trading at 127.25. The strike last trading price was 4.15, which was -1.60 lower than the previous day. The implied volatity was 27.09, the open interest changed by 41 which increased total open position to 257
On 12 Dec UNIONBANK was trading at 128.88. The strike last trading price was 5.75, which was -0.25 lower than the previous day. The implied volatity was 33.10, the open interest changed by -4 which decreased total open position to 215
On 11 Dec UNIONBANK was trading at 129.19. The strike last trading price was 6, which was -0.95 lower than the previous day. The implied volatity was 31.80, the open interest changed by -11 which decreased total open position to 219
On 10 Dec UNIONBANK was trading at 129.48. The strike last trading price was 6.95, which was 0.45 higher than the previous day. The implied volatity was 35.90, the open interest changed by 15 which increased total open position to 230
On 9 Dec UNIONBANK was trading at 129.26. The strike last trading price was 6.5, which was 0.25 higher than the previous day. The implied volatity was 30.82, the open interest changed by -142 which decreased total open position to 215
On 6 Dec UNIONBANK was trading at 128.91. The strike last trading price was 6.25, which was 0.05 higher than the previous day. The implied volatity was 30.21, the open interest changed by -32 which decreased total open position to 358
On 5 Dec UNIONBANK was trading at 127.80. The strike last trading price was 6.2, which was -0.30 lower than the previous day. The implied volatity was 34.92, the open interest changed by -8 which decreased total open position to 390
On 4 Dec UNIONBANK was trading at 128.33. The strike last trading price was 6.5, which was 0.80 higher than the previous day. The implied volatity was 34.55, the open interest changed by -78 which decreased total open position to 403
On 3 Dec UNIONBANK was trading at 126.06. The strike last trading price was 5.7, which was 3.20 higher than the previous day. The implied volatity was 38.19, the open interest changed by 118 which increased total open position to 478
On 2 Dec UNIONBANK was trading at 119.73. The strike last trading price was 2.5, which was -0.85 lower than the previous day. The implied volatity was 35.76, the open interest changed by 103 which increased total open position to 355
On 29 Nov UNIONBANK was trading at 121.62. The strike last trading price was 3.35, which was lower than the previous day. The implied volatity was 34.13, the open interest changed by 246 which increased total open position to 246
| UNIONBANK 26DEC2024 125 PE | |||||||
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Delta: -0.97
Vega: 0.01
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 116.78 | 8 | 3.40 | 27.85 | 64 | -18 | 145 |
| 19 Dec | 121.00 | 4.6 | 1.10 | 34.25 | 334 | 18 | 165 |
| 18 Dec | 122.87 | 3.5 | 1.30 | 32.44 | 241 | -17 | 147 |
| 17 Dec | 125.08 | 2.2 | 1.25 | 29.94 | 466 | -122 | 165 |
| 16 Dec | 128.90 | 0.95 | -0.70 | 30.48 | 342 | 63 | 285 |
| 13 Dec | 127.25 | 1.65 | 0.05 | 29.55 | 587 | -7 | 225 |
| 12 Dec | 128.88 | 1.6 | 0.10 | 32.97 | 148 | 7 | 234 |
| 11 Dec | 129.19 | 1.5 | -0.20 | 31.94 | 159 | 0 | 226 |
| 10 Dec | 129.48 | 1.7 | -0.45 | 35.20 | 238 | -2 | 226 |
| 9 Dec | 129.26 | 2.15 | 0.05 | 38.55 | 179 | 26 | 229 |
| 6 Dec | 128.91 | 2.1 | -0.55 | 33.37 | 351 | -6 | 201 |
| 5 Dec | 127.80 | 2.65 | -0.30 | 34.63 | 333 | -70 | 206 |
| 4 Dec | 128.33 | 2.95 | -0.90 | 37.57 | 781 | 76 | 278 |
| 3 Dec | 126.06 | 3.85 | -1.65 | 37.27 | 510 | 194 | 202 |
| 2 Dec | 119.73 | 5.5 | 0.00 | 0.00 | 0 | 8 | 0 |
| 29 Nov | 121.62 | 5.5 | 30.42 | 33 | 9 | 9 | |
For Union Bank Of India - strike price 125 expiring on 26DEC2024
Delta for 125 PE is -0.97
Historical price for 125 PE is as follows
On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 8, which was 3.40 higher than the previous day. The implied volatity was 27.85, the open interest changed by -18 which decreased total open position to 145
On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 4.6, which was 1.10 higher than the previous day. The implied volatity was 34.25, the open interest changed by 18 which increased total open position to 165
On 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 3.5, which was 1.30 higher than the previous day. The implied volatity was 32.44, the open interest changed by -17 which decreased total open position to 147
On 17 Dec UNIONBANK was trading at 125.08. The strike last trading price was 2.2, which was 1.25 higher than the previous day. The implied volatity was 29.94, the open interest changed by -122 which decreased total open position to 165
On 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 0.95, which was -0.70 lower than the previous day. The implied volatity was 30.48, the open interest changed by 63 which increased total open position to 285
On 13 Dec UNIONBANK was trading at 127.25. The strike last trading price was 1.65, which was 0.05 higher than the previous day. The implied volatity was 29.55, the open interest changed by -7 which decreased total open position to 225
On 12 Dec UNIONBANK was trading at 128.88. The strike last trading price was 1.6, which was 0.10 higher than the previous day. The implied volatity was 32.97, the open interest changed by 7 which increased total open position to 234
On 11 Dec UNIONBANK was trading at 129.19. The strike last trading price was 1.5, which was -0.20 lower than the previous day. The implied volatity was 31.94, the open interest changed by 0 which decreased total open position to 226
On 10 Dec UNIONBANK was trading at 129.48. The strike last trading price was 1.7, which was -0.45 lower than the previous day. The implied volatity was 35.20, the open interest changed by -2 which decreased total open position to 226
On 9 Dec UNIONBANK was trading at 129.26. The strike last trading price was 2.15, which was 0.05 higher than the previous day. The implied volatity was 38.55, the open interest changed by 26 which increased total open position to 229
On 6 Dec UNIONBANK was trading at 128.91. The strike last trading price was 2.1, which was -0.55 lower than the previous day. The implied volatity was 33.37, the open interest changed by -6 which decreased total open position to 201
On 5 Dec UNIONBANK was trading at 127.80. The strike last trading price was 2.65, which was -0.30 lower than the previous day. The implied volatity was 34.63, the open interest changed by -70 which decreased total open position to 206
On 4 Dec UNIONBANK was trading at 128.33. The strike last trading price was 2.95, which was -0.90 lower than the previous day. The implied volatity was 37.57, the open interest changed by 76 which increased total open position to 278
On 3 Dec UNIONBANK was trading at 126.06. The strike last trading price was 3.85, which was -1.65 lower than the previous day. The implied volatity was 37.27, the open interest changed by 194 which increased total open position to 202
On 2 Dec UNIONBANK was trading at 119.73. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 8 which increased total open position to 0
On 29 Nov UNIONBANK was trading at 121.62. The strike last trading price was 5.5, which was lower than the previous day. The implied volatity was 30.42, the open interest changed by 9 which increased total open position to 9
