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BANKINDIA
Bank Of India

112.6 -1.70 (-1.49%)

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Historical option data for BANKINDIA

12 Dec 2024 11:04 AM IST
BANKINDIA 26DEC2024 100 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 14.7 0.00 0.00 0 1 0
11 Dec 114.30 14.7 -3.00 34.46 2 0 2
10 Dec 115.40 17.7 7.40 79.60 1 0 1
9 Dec 115.88 10.3 0.00 0.00 0 0 0
6 Dec 117.81 10.3 0.00 0.00 0 0 0
5 Dec 118.32 10.3 0.00 0.00 0 0 0
4 Dec 117.88 10.3 0.00 0.00 0 0 0
3 Dec 114.02 10.3 0.00 0.00 0 1 0
2 Dec 110.12 10.3 -3.45 - 2 1 1
29 Nov 110.50 13.75 - 0 0 0


For Bank Of India - strike price 100 expiring on 26DEC2024

Delta for 100 CE is 0.00

Historical price for 100 CE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 14.7, 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 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 14.7, which was -3.00 lower than the previous day. The implied volatity was 34.46, the open interest changed by 0 which decreased total open position to 2


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 17.7, which was 7.40 higher than the previous day. The implied volatity was 79.60, the open interest changed by 0 which decreased total open position to 1


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 10.3, 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 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 10.3, 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 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 10.3, 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 BANKINDIA was trading at 117.88. The strike last trading price was 10.3, 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 BANKINDIA was trading at 114.02. The strike last trading price was 10.3, 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 BANKINDIA was trading at 110.12. The strike last trading price was 10.3, which was -3.45 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 13.75, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BANKINDIA 26DEC2024 100 PE
Delta: -0.05
Vega: 0.02
Theta: -0.03
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 0.2 0.00 39.53 3 0 373
11 Dec 114.30 0.2 0.00 41.74 113 -56 373
10 Dec 115.40 0.2 -0.05 42.85 46 38 426
9 Dec 115.88 0.25 0.00 44.96 11 -2 388
6 Dec 117.81 0.25 -0.10 44.47 234 86 389
5 Dec 118.32 0.35 0.00 47.51 60 6 301
4 Dec 117.88 0.35 -0.10 45.96 183 -2 280
3 Dec 114.02 0.45 -0.70 41.07 476 164 288
2 Dec 110.12 1.15 0.40 43.50 249 90 112
29 Nov 110.50 0.75 36.31 24 21 21


For Bank Of India - strike price 100 expiring on 26DEC2024

Delta for 100 PE is -0.05

Historical price for 100 PE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 39.53, the open interest changed by 0 which decreased total open position to 373


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.2, which was 0.00 lower than the previous day. The implied volatity was 41.74, the open interest changed by -56 which decreased total open position to 373


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.2, which was -0.05 lower than the previous day. The implied volatity was 42.85, the open interest changed by 38 which increased total open position to 426


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.25, which was 0.00 lower than the previous day. The implied volatity was 44.96, the open interest changed by -2 which decreased total open position to 388


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 44.47, the open interest changed by 86 which increased total open position to 389


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 0.35, which was 0.00 lower than the previous day. The implied volatity was 47.51, the open interest changed by 6 which increased total open position to 301


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 45.96, the open interest changed by -2 which decreased total open position to 280


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 0.45, which was -0.70 lower than the previous day. The implied volatity was 41.07, the open interest changed by 164 which increased total open position to 288


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 1.15, which was 0.40 higher than the previous day. The implied volatity was 43.50, the open interest changed by 90 which increased total open position to 112


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 36.31, the open interest changed by 21 which increased total open position to 21