BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:54 AM IST
BANKINDIA 26DEC2024 110 CE | ||||||||||
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Delta: 0.68
Vega: 0.08
Theta: -0.11
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 112.70 | 4.7 | -1.30 | 32.83 | 19 | 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 | |||
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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 0.68
Historical price for 110 CE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 4.7, which was -1.30 lower than the previous day. The implied volatity was 32.83, 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 | |||||||
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Delta: -0.34
Vega: 0.08
Theta: -0.09
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 112.70 | 1.9 | 0.35 | 36.90 | 48 | 22 | 623 |
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 -0.34
Historical price for 110 PE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 1.9, which was 0.35 higher than the previous day. The implied volatity was 36.90, the open interest changed by 22 which increased total open position to 623
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