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

119.05 0.89 (0.75%)

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Historical option data for UNIONBANK

26 Dec 2024 04:14 PM IST
UNIONBANK 30JAN2025 130 CE
Delta: 0.21
Vega: 0.11
Theta: -0.06
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
26 Dec 119.05 1.35 0.00 31.89 185 19 114
24 Dec 118.16 1.35 -0.35 30.59 100 29 95
23 Dec 119.25 1.7 0.00 31.53 58 15 66
20 Dec 116.78 1.7 -0.50 35.12 31 10 50
19 Dec 121.00 2.2 -0.80 30.23 14 5 39
18 Dec 122.87 3 -0.55 31.39 19 3 33
17 Dec 125.08 3.55 -2.00 29.05 11 4 29
16 Dec 128.90 5.55 0.85 29.15 14 2 24
13 Dec 127.25 4.7 -1.30 28.14 16 9 22
12 Dec 128.88 6 -0.05 30.91 8 5 13
11 Dec 129.19 6.05 -0.95 29.72 10 6 9
10 Dec 129.48 7 0.00 32.54 1 0 2
9 Dec 129.26 7 0.40 32.54 1 0 1
6 Dec 128.91 6.6 2.80 31.30 1 0 1
5 Dec 127.80 3.8 0.00 0.00 0 0 0
4 Dec 128.33 3.8 0.00 0.00 0 0 0
3 Dec 126.06 3.8 0.00 0.00 0 1 0
2 Dec 119.73 3.8 35.71 2 1 1


For Union Bank Of India - strike price 130 expiring on 30JAN2025

Delta for 130 CE is 0.21

Historical price for 130 CE is as follows

On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was 31.89, the open interest changed by 19 which increased total open position to 114


On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 1.35, which was -0.35 lower than the previous day. The implied volatity was 30.59, the open interest changed by 29 which increased total open position to 95


On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 31.53, the open interest changed by 15 which increased total open position to 66


On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 1.7, which was -0.50 lower than the previous day. The implied volatity was 35.12, the open interest changed by 10 which increased total open position to 50


On 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 2.2, which was -0.80 lower than the previous day. The implied volatity was 30.23, the open interest changed by 5 which increased total open position to 39


On 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 3, which was -0.55 lower than the previous day. The implied volatity was 31.39, the open interest changed by 3 which increased total open position to 33


On 17 Dec UNIONBANK was trading at 125.08. The strike last trading price was 3.55, which was -2.00 lower than the previous day. The implied volatity was 29.05, the open interest changed by 4 which increased total open position to 29


On 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 5.55, which was 0.85 higher than the previous day. The implied volatity was 29.15, the open interest changed by 2 which increased total open position to 24


On 13 Dec UNIONBANK was trading at 127.25. The strike last trading price was 4.7, which was -1.30 lower than the previous day. The implied volatity was 28.14, the open interest changed by 9 which increased total open position to 22


On 12 Dec UNIONBANK was trading at 128.88. The strike last trading price was 6, which was -0.05 lower than the previous day. The implied volatity was 30.91, the open interest changed by 5 which increased total open position to 13


On 11 Dec UNIONBANK was trading at 129.19. The strike last trading price was 6.05, which was -0.95 lower than the previous day. The implied volatity was 29.72, the open interest changed by 6 which increased total open position to 9


On 10 Dec UNIONBANK was trading at 129.48. The strike last trading price was 7, which was 0.00 lower than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 2


On 9 Dec UNIONBANK was trading at 129.26. The strike last trading price was 7, which was 0.40 higher than the previous day. The implied volatity was 32.54, the open interest changed by 0 which decreased total open position to 1


On 6 Dec UNIONBANK was trading at 128.91. The strike last trading price was 6.6, which was 2.80 higher than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 1


On 5 Dec UNIONBANK was trading at 127.80. The strike last trading price was 3.8, 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 4 Dec UNIONBANK was trading at 128.33. The strike last trading price was 3.8, 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 3 Dec UNIONBANK was trading at 126.06. The strike last trading price was 3.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 2 Dec UNIONBANK was trading at 119.73. The strike last trading price was 3.8, which was lower than the previous day. The implied volatity was 35.71, the open interest changed by 1 which increased total open position to 1


UNIONBANK 30JAN2025 130 PE
Delta: -0.85
Vega: 0.09
Theta: 0.00
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
26 Dec 119.05 11 -1.50 24.97 2 1 5
24 Dec 118.16 12.5 0.00 0.00 0 3 0
23 Dec 119.25 12.5 5.60 43.09 3 1 2
20 Dec 116.78 6.9 0.00 0.00 0 0 0
19 Dec 121.00 6.9 0.00 0.00 0 0 0
18 Dec 122.87 6.9 0.00 0.00 0 0 0
17 Dec 125.08 6.9 1.45 28.38 1 0 1
16 Dec 128.90 5.45 -7.90 31.84 1 0 0
13 Dec 127.25 13.35 0.00 - 0 0 0
12 Dec 128.88 13.35 0.00 0.37 0 0 0
11 Dec 129.19 13.35 0.00 0.65 0 0 0
10 Dec 129.48 13.35 0.00 1.15 0 0 0
9 Dec 129.26 13.35 0.00 1.06 0 0 0
6 Dec 128.91 13.35 0.00 0.58 0 0 0
5 Dec 127.80 13.35 0.00 - 0 0 0
4 Dec 128.33 13.35 0.00 0.12 0 0 0
3 Dec 126.06 13.35 0.00 - 0 0 0
2 Dec 119.73 13.35 - 0 0 0


For Union Bank Of India - strike price 130 expiring on 30JAN2025

Delta for 130 PE is -0.85

Historical price for 130 PE is as follows

On 26 Dec UNIONBANK was trading at 119.05. The strike last trading price was 11, which was -1.50 lower than the previous day. The implied volatity was 24.97, the open interest changed by 1 which increased total open position to 5


On 24 Dec UNIONBANK was trading at 118.16. The strike last trading price was 12.5, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0


On 23 Dec UNIONBANK was trading at 119.25. The strike last trading price was 12.5, which was 5.60 higher than the previous day. The implied volatity was 43.09, the open interest changed by 1 which increased total open position to 2


On 20 Dec UNIONBANK was trading at 116.78. The strike last trading price was 6.9, 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 19 Dec UNIONBANK was trading at 121.00. The strike last trading price was 6.9, 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 18 Dec UNIONBANK was trading at 122.87. The strike last trading price was 6.9, 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 6.9, which was 1.45 higher than the previous day. The implied volatity was 28.38, the open interest changed by 0 which decreased total open position to 1


On 16 Dec UNIONBANK was trading at 128.90. The strike last trading price was 5.45, which was -7.90 lower than the previous day. The implied volatity was 31.84, 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 13.35, 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 12 Dec UNIONBANK was trading at 128.88. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.37, 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 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 10 Dec UNIONBANK was trading at 129.48. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 1.15, 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 13.35, which was 0.00 lower than the previous day. The implied volatity was 1.06, the open interest changed by 0 which decreased total open position to 0


On 6 Dec UNIONBANK was trading at 128.91. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.58, the open interest changed by 0 which decreased total open position to 0


On 5 Dec UNIONBANK was trading at 127.80. The strike last trading price was 13.35, 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 4 Dec UNIONBANK was trading at 128.33. The strike last trading price was 13.35, which was 0.00 lower than the previous day. The implied volatity was 0.12, the open interest changed by 0 which decreased total open position to 0


On 3 Dec UNIONBANK was trading at 126.06. The strike last trading price was 13.35, 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 2 Dec UNIONBANK was trading at 119.73. The strike last trading price was 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0