BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:34 AM IST
| BANKINDIA 26DEC2024 113 CE | ||||||||||
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Delta: 0.53
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 112.87 | 3.15 | -1.05 | 33.45 | 8 | 3 | 24 | |||
| 11 Dec | 114.30 | 4.2 | -1.80 | 35.89 | 11 | 3 | 22 | |||
| 10 Dec | 115.40 | 6 | 0.25 | 45.59 | 1 | 0 | 20 | |||
| 9 Dec | 115.88 | 5.75 | -1.35 | 37.60 | 1 | 0 | 19 | |||
| 6 Dec | 117.81 | 7.1 | -0.90 | 36.08 | 1 | 0 | 20 | |||
| 5 Dec | 118.32 | 8 | 0.00 | 41.03 | 1 | 0 | 19 | |||
| 4 Dec | 117.88 | 8 | 2.80 | 41.99 | 26 | 12 | 20 | |||
| 3 Dec | 114.02 | 5.2 | -0.25 | 36.89 | 66 | 9 | 9 | |||
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| 2 Dec | 110.12 | 5.45 | 0.00 | 2.73 | 0 | 0 | 0 | |||
| 29 Nov | 110.50 | 5.45 | 2.29 | 0 | 0 | 0 | ||||
For Bank Of India - strike price 113 expiring on 26DEC2024
Delta for 113 CE is 0.53
Historical price for 113 CE is as follows
On 12 Dec BANKINDIA was trading at 112.87. The strike last trading price was 3.15, which was -1.05 lower than the previous day. The implied volatity was 33.45, the open interest changed by 3 which increased total open position to 24
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 4.2, which was -1.80 lower than the previous day. The implied volatity was 35.89, the open interest changed by 3 which increased total open position to 22
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 6, which was 0.25 higher than the previous day. The implied volatity was 45.59, the open interest changed by 0 which decreased total open position to 20
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 5.75, which was -1.35 lower than the previous day. The implied volatity was 37.60, the open interest changed by 0 which decreased total open position to 19
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 7.1, which was -0.90 lower than the previous day. The implied volatity was 36.08, the open interest changed by 0 which decreased total open position to 20
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 8, which was 0.00 lower than the previous day. The implied volatity was 41.03, the open interest changed by 0 which decreased total open position to 19
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 8, which was 2.80 higher than the previous day. The implied volatity was 41.99, the open interest changed by 12 which increased total open position to 20
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 5.2, which was -0.25 lower than the previous day. The implied volatity was 36.89, the open interest changed by 9 which increased total open position to 9
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 5.45, which was 0.00 lower than the previous day. The implied volatity was 2.73, 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 5.45, which was lower than the previous day. The implied volatity was 2.29, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 26DEC2024 113 PE | |||||||
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Delta: -0.47
Vega: 0.09
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 112.87 | 3.05 | 0.55 | 36.32 | 2 | 0 | 64 |
| 11 Dec | 114.30 | 2.5 | 0.35 | 35.70 | 30 | 4 | 62 |
| 10 Dec | 115.40 | 2.15 | 0.00 | 0.00 | 0 | 11 | 0 |
| 9 Dec | 115.88 | 2.15 | 0.40 | 37.21 | 52 | 10 | 57 |
| 6 Dec | 117.81 | 1.75 | -0.30 | 36.00 | 16 | -12 | 47 |
| 5 Dec | 118.32 | 2.05 | -0.25 | 39.45 | 38 | -21 | 57 |
| 4 Dec | 117.88 | 2.3 | -1.15 | 40.29 | 136 | 54 | 78 |
| 3 Dec | 114.02 | 3.45 | -2.30 | 38.23 | 58 | 23 | 24 |
| 2 Dec | 110.12 | 5.75 | 0.00 | 0.00 | 0 | 1 | 0 |
| 29 Nov | 110.50 | 5.75 | 39.67 | 1 | 0 | 0 | |
For Bank Of India - strike price 113 expiring on 26DEC2024
Delta for 113 PE is -0.47
Historical price for 113 PE is as follows
On 12 Dec BANKINDIA was trading at 112.87. The strike last trading price was 3.05, which was 0.55 higher than the previous day. The implied volatity was 36.32, the open interest changed by 0 which decreased total open position to 64
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 2.5, which was 0.35 higher than the previous day. The implied volatity was 35.70, the open interest changed by 4 which increased total open position to 62
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 2.15, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 11 which increased total open position to 0
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.15, which was 0.40 higher than the previous day. The implied volatity was 37.21, the open interest changed by 10 which increased total open position to 57
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.75, which was -0.30 lower than the previous day. The implied volatity was 36.00, the open interest changed by -12 which decreased total open position to 47
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 2.05, which was -0.25 lower than the previous day. The implied volatity was 39.45, the open interest changed by -21 which decreased total open position to 57
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 2.3, which was -1.15 lower than the previous day. The implied volatity was 40.29, the open interest changed by 54 which increased total open position to 78
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 3.45, which was -2.30 lower than the previous day. The implied volatity was 38.23, the open interest changed by 23 which increased total open position to 24
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 5.75, 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 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 5.75, which was lower than the previous day. The implied volatity was 39.67, the open interest changed by 0 which decreased total open position to 0
