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[--[65.84.65.76]--]
BANKINDIA
Bank Of India

112.7 -1.60 (-1.40%)

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Historical option data for BANKINDIA

12 Dec 2024 10:44 AM IST
BANKINDIA 26DEC2024 105 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.65 15.1 0.00 0.00 0 0 0
11 Dec 114.30 15.1 0.00 0.00 0 0 0
10 Dec 115.40 15.1 0.00 0.00 0 0 0
9 Dec 115.88 15.1 0.00 0.00 0 -1 0
6 Dec 117.81 15.1 0.95 61.69 1 0 5
5 Dec 118.32 14.15 0.00 0.00 0 1 0
4 Dec 117.88 14.15 6.60 41.98 4 1 5
3 Dec 114.02 7.55 0.00 0.00 0 3 0
2 Dec 110.12 7.55 0.50 37.74 3 2 3
29 Nov 110.50 7.05 26.32 1 0 0


For Bank Of India - strike price 105 expiring on 26DEC2024

Delta for 105 CE is 0.00

Historical price for 105 CE is as follows

On 12 Dec BANKINDIA was trading at 112.65. The strike last trading price was 15.1, 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 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 15.1, 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 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 15.1, 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 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 15.1, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 15.1, which was 0.95 higher than the previous day. The implied volatity was 61.69, the open interest changed by 0 which decreased total open position to 5


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 14.15, 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 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 14.15, which was 6.60 higher than the previous day. The implied volatity was 41.98, the open interest changed by 1 which increased total open position to 5


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 7.55, 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 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 7.55, which was 0.50 higher than the previous day. The implied volatity was 37.74, the open interest changed by 2 which increased total open position to 3


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 7.05, which was lower than the previous day. The implied volatity was 26.32, the open interest changed by 0 which decreased total open position to 0


BANKINDIA 26DEC2024 105 PE
Delta: -0.15
Vega: 0.05
Theta: -0.06
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.65 0.65 0.05 37.31 9 -3 429
11 Dec 114.30 0.6 -0.10 39.56 85 12 433
10 Dec 115.40 0.7 0.15 43.40 108 0 426
9 Dec 115.88 0.55 -0.05 40.77 22 -10 428
6 Dec 117.81 0.6 -0.10 42.21 196 76 435
5 Dec 118.32 0.7 -0.05 44.11 154 38 354
4 Dec 117.88 0.75 -0.45 43.44 481 113 316
3 Dec 114.02 1.2 -1.50 41.31 595 86 198
2 Dec 110.12 2.7 0.20 45.88 384 94 123
29 Nov 110.50 2.5 43.05 75 28 28


For Bank Of India - strike price 105 expiring on 26DEC2024

Delta for 105 PE is -0.15

Historical price for 105 PE is as follows

On 12 Dec BANKINDIA was trading at 112.65. The strike last trading price was 0.65, which was 0.05 higher than the previous day. The implied volatity was 37.31, the open interest changed by -3 which decreased total open position to 429


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 39.56, the open interest changed by 12 which increased total open position to 433


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.7, which was 0.15 higher than the previous day. The implied volatity was 43.40, the open interest changed by 0 which decreased total open position to 426


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 40.77, the open interest changed by -10 which decreased total open position to 428


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 0.6, which was -0.10 lower than the previous day. The implied volatity was 42.21, the open interest changed by 76 which increased total open position to 435


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 0.7, which was -0.05 lower than the previous day. The implied volatity was 44.11, the open interest changed by 38 which increased total open position to 354


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 0.75, which was -0.45 lower than the previous day. The implied volatity was 43.44, the open interest changed by 113 which increased total open position to 316


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 1.2, which was -1.50 lower than the previous day. The implied volatity was 41.31, the open interest changed by 86 which increased total open position to 198


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 2.7, which was 0.20 higher than the previous day. The implied volatity was 45.88, the open interest changed by 94 which increased total open position to 123


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 2.5, which was lower than the previous day. The implied volatity was 43.05, the open interest changed by 28 which increased total open position to 28