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BANKINDIA
Bank Of India
112.6 -1.70 (-1.49%)

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Historical option data for BANKINDIA

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 113 CE
Delta: 0.52
Vega: 0.09
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 3 -1.20 33.26 14 7 28
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
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 0.52

Historical price for 113 CE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 3, which was -1.20 lower than the previous day. The implied volatity was 33.26, the open interest changed by 7 which increased total open position to 28


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
Delta: -0.48
Vega: 0.09
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 3 0.50 34.21 3 1 65
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 -0.48

Historical price for 113 PE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 3, which was 0.50 higher than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 65


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