`
[--[65.84.65.76]--]
UNIONBANK
Union Bank Of India

117.83 1.08 (0.93%)

Back to Option Chain


Historical option data for UNIONBANK

11 Apr 2025 04:13 PM IST
UNIONBANK 24APR2025 127 CE
Delta: 0.20
Vega: 0.06
Theta: -0.11
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 117.83 1.05 -0.25 42.80 12 0 99
9 Apr 116.75 1.25 -1.2 45.94 43 11 99
8 Apr 120.84 2.5 0.35 44.50 58 0 91
7 Apr 117.93 2.15 -0.4 47.16 52 12 92
4 Apr 122.11 2.45 -5.3 35.07 274 37 79
3 Apr 131.29 8.05 2.9 40.62 150 -35 43
2 Apr 127.31 5.3 1.5 36.40 140 24 86
1 Apr 124.78 3.8 -0.5 34.80 63 2 63
28 Mar 126.18 4.2 0.05 30.96 221 50 61
27 Mar 124.21 4.2 2.05 33.88 26 9 9
26 Mar 120.21 2.15 -2.4 32.77 2 1 1
25 Mar 123.36 4.55 0 2.65 0 0 0
24 Mar 127.46 4.55 0 - 0 0 0
21 Mar 122.52 4.55 0 2.81 0 0 0
20 Mar 119.19 4.55 0 5.60 0 0 0
19 Mar 119.68 4.55 0 5.13 0 0 0
12 Mar 113.60 4.55 0 8.92 0 0 0
11 Mar 114.85 4.55 0 7.72 0 0 0
10 Mar 114.18 4.55 0 8.45 0 0 0
4 Mar 112.67 4.55 0 0.00 0 0 0


For Union Bank Of India - strike price 127 expiring on 24APR2025

Delta for 127 CE is 0.20

Historical price for 127 CE is as follows

On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 1.05, which was -0.25 lower than the previous day. The implied volatity was 42.80, the open interest changed by 0 which decreased total open position to 99


On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 1.25, which was -1.2 lower than the previous day. The implied volatity was 45.94, the open interest changed by 11 which increased total open position to 99


On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 44.50, the open interest changed by 0 which decreased total open position to 91


On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 2.15, which was -0.4 lower than the previous day. The implied volatity was 47.16, the open interest changed by 12 which increased total open position to 92


On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 2.45, which was -5.3 lower than the previous day. The implied volatity was 35.07, the open interest changed by 37 which increased total open position to 79


On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 8.05, which was 2.9 higher than the previous day. The implied volatity was 40.62, the open interest changed by -35 which decreased total open position to 43


On 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 5.3, which was 1.5 higher than the previous day. The implied volatity was 36.40, the open interest changed by 24 which increased total open position to 86


On 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 3.8, which was -0.5 lower than the previous day. The implied volatity was 34.80, the open interest changed by 2 which increased total open position to 63


On 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 4.2, which was 0.05 higher than the previous day. The implied volatity was 30.96, the open interest changed by 50 which increased total open position to 61


On 27 Mar UNIONBANK was trading at 124.21. The strike last trading price was 4.2, which was 2.05 higher than the previous day. The implied volatity was 33.88, the open interest changed by 9 which increased total open position to 9


On 26 Mar UNIONBANK was trading at 120.21. The strike last trading price was 2.15, which was -2.4 lower than the previous day. The implied volatity was 32.77, the open interest changed by 1 which increased total open position to 1


On 25 Mar UNIONBANK was trading at 123.36. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 2.65, the open interest changed by 0 which decreased total open position to 0


On 24 Mar UNIONBANK was trading at 127.46. The strike last trading price was 4.55, 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 21 Mar UNIONBANK was trading at 122.52. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 2.81, the open interest changed by 0 which decreased total open position to 0


On 20 Mar UNIONBANK was trading at 119.19. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 5.60, the open interest changed by 0 which decreased total open position to 0


On 19 Mar UNIONBANK was trading at 119.68. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 5.13, the open interest changed by 0 which decreased total open position to 0


On 12 Mar UNIONBANK was trading at 113.60. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 8.92, the open interest changed by 0 which decreased total open position to 0


On 11 Mar UNIONBANK was trading at 114.85. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 7.72, the open interest changed by 0 which decreased total open position to 0


On 10 Mar UNIONBANK was trading at 114.18. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 8.45, the open interest changed by 0 which decreased total open position to 0


On 4 Mar UNIONBANK was trading at 112.67. The strike last trading price was 4.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


UNIONBANK 24APR2025 127 PE
Delta: -0.75
Vega: 0.07
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
11 Apr 117.83 10.25 -1 52.15 5 -3 65
9 Apr 116.75 11.15 2.65 50.20 33 2 69
8 Apr 120.84 8.5 -2.85 54.10 33 -8 67
7 Apr 117.93 11.35 3.95 67.17 9 -2 75
4 Apr 122.11 7.15 4.35 43.22 266 4 77
3 Apr 131.29 2.8 -1.2 40.43 171 20 80
2 Apr 127.31 3.85 -1.35 36.59 142 29 58
1 Apr 124.78 5.1 0.05 35.58 12 2 27
28 Mar 126.18 5.05 -10 36.71 58 25 25
27 Mar 124.21 15.05 0 - 0 0 0
26 Mar 120.21 15.05 0 - 0 0 0
25 Mar 123.36 15.05 0 - 0 0 0
24 Mar 127.46 15.05 0 1.90 0 0 0
21 Mar 122.52 15.05 0 - 0 0 0
20 Mar 119.19 15.05 0 - 0 0 0
19 Mar 119.68 15.05 0 - 0 0 0
12 Mar 113.60 15.05 0 - 0 0 0
11 Mar 114.85 15.05 0 - 0 0 0
10 Mar 114.18 15.05 0 - 0 0 0
4 Mar 112.67 15.05 0 0.00 0 0 0


For Union Bank Of India - strike price 127 expiring on 24APR2025

Delta for 127 PE is -0.75

Historical price for 127 PE is as follows

On 11 Apr UNIONBANK was trading at 117.83. The strike last trading price was 10.25, which was -1 lower than the previous day. The implied volatity was 52.15, the open interest changed by -3 which decreased total open position to 65


On 9 Apr UNIONBANK was trading at 116.75. The strike last trading price was 11.15, which was 2.65 higher than the previous day. The implied volatity was 50.20, the open interest changed by 2 which increased total open position to 69


On 8 Apr UNIONBANK was trading at 120.84. The strike last trading price was 8.5, which was -2.85 lower than the previous day. The implied volatity was 54.10, the open interest changed by -8 which decreased total open position to 67


On 7 Apr UNIONBANK was trading at 117.93. The strike last trading price was 11.35, which was 3.95 higher than the previous day. The implied volatity was 67.17, the open interest changed by -2 which decreased total open position to 75


On 4 Apr UNIONBANK was trading at 122.11. The strike last trading price was 7.15, which was 4.35 higher than the previous day. The implied volatity was 43.22, the open interest changed by 4 which increased total open position to 77


On 3 Apr UNIONBANK was trading at 131.29. The strike last trading price was 2.8, which was -1.2 lower than the previous day. The implied volatity was 40.43, the open interest changed by 20 which increased total open position to 80


On 2 Apr UNIONBANK was trading at 127.31. The strike last trading price was 3.85, which was -1.35 lower than the previous day. The implied volatity was 36.59, the open interest changed by 29 which increased total open position to 58


On 1 Apr UNIONBANK was trading at 124.78. The strike last trading price was 5.1, which was 0.05 higher than the previous day. The implied volatity was 35.58, the open interest changed by 2 which increased total open position to 27


On 28 Mar UNIONBANK was trading at 126.18. The strike last trading price was 5.05, which was -10 lower than the previous day. The implied volatity was 36.71, the open interest changed by 25 which increased total open position to 25


On 27 Mar UNIONBANK was trading at 124.21. The strike last trading price was 15.05, 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 26 Mar UNIONBANK was trading at 120.21. The strike last trading price was 15.05, 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 25 Mar UNIONBANK was trading at 123.36. The strike last trading price was 15.05, 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 24 Mar UNIONBANK was trading at 127.46. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 1.90, the open interest changed by 0 which decreased total open position to 0


On 21 Mar UNIONBANK was trading at 122.52. The strike last trading price was 15.05, 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 20 Mar UNIONBANK was trading at 119.19. The strike last trading price was 15.05, 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 19 Mar UNIONBANK was trading at 119.68. The strike last trading price was 15.05, 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 12 Mar UNIONBANK was trading at 113.60. The strike last trading price was 15.05, 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 11 Mar UNIONBANK was trading at 114.85. The strike last trading price was 15.05, 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 10 Mar UNIONBANK was trading at 114.18. The strike last trading price was 15.05, 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 4 Mar UNIONBANK was trading at 112.67. The strike last trading price was 15.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0