BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:14 AM IST
| BANKINDIA 26DEC2024 114 CE | ||||||||||
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Delta: 0.49
Vega: 0.09
Theta: -0.12
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 113.23 | 2.85 | -0.55 | 34.22 | 19 | 9 | 101 | |||
| 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 | |||
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| 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 0.49
Historical price for 114 CE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 2.85, which was -0.55 lower than the previous day. The implied volatity was 34.22, the open interest changed by 9 which increased total open position to 101
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: -0.50
Vega: 0.09
Theta: -0.09
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 113.23 | 3.25 | 0.25 | 34.49 | 13 | 0 | 107 |
| 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 -0.50
Historical price for 114 PE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 3.25, which was 0.25 higher than the previous day. The implied volatity was 34.49, the open interest changed by 0 which decreased total open position to 107
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
