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BANKINDIA
Bank Of India
113.39 -0.91 (-0.80%)

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Historical option data for BANKINDIA

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 110 CE
Delta: 0.70
Vega: 0.08
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 5.2 -0.80 34.60 3 1 197
11 Dec 114.30 6 -1.50 34.54 39 1 195
10 Dec 115.40 7.5 -0.25 41.12 55 -4 195
9 Dec 115.88 7.75 -1.85 36.64 41 -7 196
6 Dec 117.81 9.6 -0.30 39.74 82 18 203
5 Dec 118.32 9.9 -0.05 37.67 57 -17 187
4 Dec 117.88 9.95 2.70 40.13 404 -39 199
3 Dec 114.02 7.25 4.20 39.20 545 88 241
2 Dec 110.12 3.05 -1.95 24.10 664 114 130
29 Nov 110.50 5 36.92 54 16 16

For Bank Of India - strike price 110 expiring on 26DEC2024

Delta for 110 CE is 0.70

Historical price for 110 CE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 5.2, which was -0.80 lower than the previous day. The implied volatity was 34.60, the open interest changed by 1 which increased total open position to 197


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 6, which was -1.50 lower than the previous day. The implied volatity was 34.54, the open interest changed by 1 which increased total open position to 195


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 7.5, which was -0.25 lower than the previous day. The implied volatity was 41.12, the open interest changed by -4 which decreased total open position to 195


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 7.75, which was -1.85 lower than the previous day. The implied volatity was 36.64, the open interest changed by -7 which decreased total open position to 196


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 9.6, which was -0.30 lower than the previous day. The implied volatity was 39.74, the open interest changed by 18 which increased total open position to 203


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 9.9, which was -0.05 lower than the previous day. The implied volatity was 37.67, the open interest changed by -17 which decreased total open position to 187


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 9.95, which was 2.70 higher than the previous day. The implied volatity was 40.13, the open interest changed by -39 which decreased total open position to 199


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 7.25, which was 4.20 higher than the previous day. The implied volatity was 39.20, the open interest changed by 88 which increased total open position to 241


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 3.05, which was -1.95 lower than the previous day. The implied volatity was 24.10, the open interest changed by 114 which increased total open position to 130


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 5, which was lower than the previous day. The implied volatity was 36.92, the open interest changed by 16 which increased total open position to 16


BANKINDIA 26DEC2024 110 PE
Delta: -0.31
Vega: 0.08
Theta: -0.09
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 1.7 0.15 36.47 34 20 621
11 Dec 114.30 1.55 -0.05 37.43 207 70 600
10 Dec 115.40 1.6 0.25 41.01 156 33 534
9 Dec 115.88 1.35 0.20 38.65 64 -7 500
6 Dec 117.81 1.15 -0.25 37.80 268 48 500
5 Dec 118.32 1.4 -0.15 41.27 247 34 453
4 Dec 117.88 1.55 -0.80 41.46 745 -6 405
3 Dec 114.02 2.35 -2.75 39.01 883 263 413
2 Dec 110.12 5.1 1.40 48.45 407 98 123
29 Nov 110.50 3.7 36.11 61 25 25

For Bank Of India - strike price 110 expiring on 26DEC2024

Delta for 110 PE is -0.31

Historical price for 110 PE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 1.7, which was 0.15 higher than the previous day. The implied volatity was 36.47, the open interest changed by 20 which increased total open position to 621


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 1.55, which was -0.05 lower than the previous day. The implied volatity was 37.43, the open interest changed by 70 which increased total open position to 600


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 41.01, the open interest changed by 33 which increased total open position to 534


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 1.35, which was 0.20 higher than the previous day. The implied volatity was 38.65, the open interest changed by -7 which decreased total open position to 500


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.15, which was -0.25 lower than the previous day. The implied volatity was 37.80, the open interest changed by 48 which increased total open position to 500


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 1.4, which was -0.15 lower than the previous day. The implied volatity was 41.27, the open interest changed by 34 which increased total open position to 453


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 1.55, which was -0.80 lower than the previous day. The implied volatity was 41.46, the open interest changed by -6 which decreased total open position to 405


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 2.35, which was -2.75 lower than the previous day. The implied volatity was 39.01, the open interest changed by 263 which increased total open position to 413


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 5.1, which was 1.40 higher than the previous day. The implied volatity was 48.45, the open interest changed by 98 which increased total open position to 123


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 3.7, which was lower than the previous day. The implied volatity was 36.11, the open interest changed by 25 which increased total open position to 25