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Related Pages for BANKINDIA
[--[65.84.65.76]--]
BANKINDIA
Bank Of India
112.78 -1.52 (-1.33%)

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Historical option data for BANKINDIA

12 Dec 2024 11:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 114 CE
Delta: 0.47
Vega: 0.09
Theta: -0.11
Gamma: 0.06
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.76 2.5 -0.90 32.29 77 17 109
11 Dec 114.30 3.4 -1.30 33.06 50 10 90
10 Dec 115.40 4.7 -1.10 38.37 12 3 77
9 Dec 115.88 5.8 -0.90 44.13 1 0 73
6 Dec 117.81 6.7 -0.15 38.84 14 -4 69
5 Dec 118.32 6.85 -0.25 36.10 13 1 74
4 Dec 117.88 7.1 2.30 39.52 168 20 73
3 Dec 114.02 4.8 2.40 38.05 137 19 55
2 Dec 110.12 2.4 -0.70 33.53 59 34 37
29 Nov 110.50 3.1 35.99 3 2 2

For Bank Of India - strike price 114 expiring on 26DEC2024

Delta for 114 CE is 0.47

Historical price for 114 CE is as follows

On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 2.5, which was -0.90 lower than the previous day. The implied volatity was 32.29, the open interest changed by 17 which increased total open position to 109


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 3.4, which was -1.30 lower than the previous day. The implied volatity was 33.06, the open interest changed by 10 which increased total open position to 90


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.7, which was -1.10 lower than the previous day. The implied volatity was 38.37, the open interest changed by 3 which increased total open position to 77


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 5.8, which was -0.90 lower than the previous day. The implied volatity was 44.13, the open interest changed by 0 which decreased total open position to 73


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 6.7, which was -0.15 lower than the previous day. The implied volatity was 38.84, the open interest changed by -4 which decreased total open position to 69


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 6.85, which was -0.25 lower than the previous day. The implied volatity was 36.10, the open interest changed by 1 which increased total open position to 74


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 7.1, which was 2.30 higher than the previous day. The implied volatity was 39.52, the open interest changed by 20 which increased total open position to 73


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 4.8, which was 2.40 higher than the previous day. The implied volatity was 38.05, the open interest changed by 19 which increased total open position to 55


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 2.4, which was -0.70 lower than the previous day. The implied volatity was 33.53, the open interest changed by 34 which increased total open position to 37


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 3.1, which was lower than the previous day. The implied volatity was 35.99, the open interest changed by 2 which increased total open position to 2


BANKINDIA 26DEC2024 114 PE
Delta: -0.52
Vega: 0.09
Theta: -0.10
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.76 3.65 0.65 36.50 114 -17 90
11 Dec 114.30 3 0.15 36.20 139 -20 104
10 Dec 115.40 2.85 0.30 38.99 131 71 117
9 Dec 115.88 2.55 0.40 37.59 19 0 46
6 Dec 117.81 2.15 -0.20 36.53 57 -8 46
5 Dec 118.32 2.35 -0.25 39.16 74 -24 54
4 Dec 117.88 2.6 -1.65 39.85 147 35 82
3 Dec 114.02 4.25 -2.50 41.19 61 46 47
2 Dec 110.12 6.75 0.00 0.00 0 1 0
29 Nov 110.50 6.75 43.12 2 1 1

For Bank Of India - strike price 114 expiring on 26DEC2024

Delta for 114 PE is -0.52

Historical price for 114 PE is as follows

On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 3.65, which was 0.65 higher than the previous day. The implied volatity was 36.50, the open interest changed by -17 which decreased total open position to 90


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 3, which was 0.15 higher than the previous day. The implied volatity was 36.20, the open interest changed by -20 which decreased total open position to 104


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 2.85, which was 0.30 higher than the previous day. The implied volatity was 38.99, the open interest changed by 71 which increased total open position to 117


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.55, which was 0.40 higher than the previous day. The implied volatity was 37.59, the open interest changed by 0 which decreased total open position to 46


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 2.15, which was -0.20 lower than the previous day. The implied volatity was 36.53, the open interest changed by -8 which decreased total open position to 46


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 2.35, which was -0.25 lower than the previous day. The implied volatity was 39.16, the open interest changed by -24 which decreased total open position to 54


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 2.6, which was -1.65 lower than the previous day. The implied volatity was 39.85, the open interest changed by 35 which increased total open position to 82


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 4.25, which was -2.50 lower than the previous day. The implied volatity was 41.19, the open interest changed by 46 which increased total open position to 47


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 6.75, 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 6.75, which was lower than the previous day. The implied volatity was 43.12, the open interest changed by 1 which increased total open position to 1