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

113.28 -1.02 (-0.89%)

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Historical option data for BANKINDIA

12 Dec 2024 10:14 AM IST
BANKINDIA 26DEC2024 112 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 5 0.00 0.00 0 1 0
11 Dec 114.30 5 -0.80 38.33 2 1 46
10 Dec 115.40 5.8 -0.40 37.06 17 -3 44
9 Dec 115.88 6.2 -1.80 35.25 2 0 47
6 Dec 117.81 8 -0.40 38.29 2 1 46
5 Dec 118.32 8.4 -0.05 37.81 3 -1 46
4 Dec 117.88 8.45 2.50 39.66 13 2 47
3 Dec 114.02 5.95 3.55 38.55 188 22 48
2 Dec 110.12 2.4 -1.60 26.63 73 16 23
29 Nov 110.50 4 36.63 14 6 6


For Bank Of India - strike price 112 expiring on 26DEC2024

Delta for 112 CE is 0.00

Historical price for 112 CE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 5, 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 5, which was -0.80 lower than the previous day. The implied volatity was 38.33, the open interest changed by 1 which increased total open position to 46


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 5.8, which was -0.40 lower than the previous day. The implied volatity was 37.06, the open interest changed by -3 which decreased total open position to 44


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 6.2, which was -1.80 lower than the previous day. The implied volatity was 35.25, the open interest changed by 0 which decreased total open position to 47


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 8, which was -0.40 lower than the previous day. The implied volatity was 38.29, the open interest changed by 1 which increased total open position to 46


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 8.4, which was -0.05 lower than the previous day. The implied volatity was 37.81, the open interest changed by -1 which decreased total open position to 46


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 8.45, which was 2.50 higher than the previous day. The implied volatity was 39.66, the open interest changed by 2 which increased total open position to 47


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 5.95, which was 3.55 higher than the previous day. The implied volatity was 38.55, the open interest changed by 22 which increased total open position to 48


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 2.4, which was -1.60 lower than the previous day. The implied volatity was 26.63, the open interest changed by 16 which increased total open position to 23


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 4, which was lower than the previous day. The implied volatity was 36.63, the open interest changed by 6 which increased total open position to 6


BANKINDIA 26DEC2024 112 PE
Delta: -0.40
Vega: 0.09
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 2.15 -0.05 32.82 1 0 57
11 Dec 114.30 2.2 0.40 36.94 31 7 56
10 Dec 115.40 1.8 0.00 36.22 2 -1 50
9 Dec 115.88 1.8 0.25 37.29 10 1 53
6 Dec 117.81 1.55 -0.25 36.71 41 -19 52
5 Dec 118.32 1.8 -0.25 39.96 65 -14 64
4 Dec 117.88 2.05 -1.00 40.96 208 55 77
3 Dec 114.02 3.05 -2.35 38.49 34 22 22
2 Dec 110.12 5.4 0.00 - 0 0 0
29 Nov 110.50 5.4 - 0 0 0


For Bank Of India - strike price 112 expiring on 26DEC2024

Delta for 112 PE is -0.40

Historical price for 112 PE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 32.82, the open interest changed by 0 which decreased total open position to 57


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 2.2, which was 0.40 higher than the previous day. The implied volatity was 36.94, the open interest changed by 7 which increased total open position to 56


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 1.8, which was 0.00 lower than the previous day. The implied volatity was 36.22, the open interest changed by -1 which decreased total open position to 50


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 1.8, which was 0.25 higher than the previous day. The implied volatity was 37.29, the open interest changed by 1 which increased total open position to 53


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.55, which was -0.25 lower than the previous day. The implied volatity was 36.71, the open interest changed by -19 which decreased total open position to 52


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 1.8, which was -0.25 lower than the previous day. The implied volatity was 39.96, the open interest changed by -14 which decreased total open position to 64


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 2.05, which was -1.00 lower than the previous day. The implied volatity was 40.96, the open interest changed by 55 which increased total open position to 77


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 3.05, which was -2.35 lower than the previous day. The implied volatity was 38.49, the open interest changed by 22 which increased total open position to 22


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 5.4, 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 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 5.4, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0