BANKINDIA
Bank Of India
Historical option data for BANKINDIA
25 Apr 2025 04:13 PM IST
BANKINDIA 29MAY2025 115 CE | ||||||||||
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Delta: 0.56
Vega: 0.14
Theta: -0.10
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
25 Apr | 115.29 | 6.15 | -2.1 | 39.24 | 226 | 13 | 66 | |||
24 Apr | 118.57 | 8.25 | 0.15 | 40.85 | 14 | 1 | 53 | |||
23 Apr | 117.78 | 8.1 | -0.55 | 42.22 | 28 | 9 | 53 | |||
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22 Apr | 118.83 | 8.65 | -1.05 | 39.45 | 6 | 1 | 44 | |||
21 Apr | 119.87 | 9.7 | 1.95 | 41.63 | 56 | -6 | 42 | |||
17 Apr | 117.10 | 7.75 | 0.6 | 39.32 | 60 | -10 | 48 | |||
16 Apr | 115.48 | 7.3 | 2.4 | 37.39 | 95 | 53 | 58 | |||
15 Apr | 111.36 | 4.9 | 0.7 | 38.24 | 17 | 0 | 5 | |||
11 Apr | 108.16 | 4.2 | 0.6 | 41.26 | 2 | 0 | 5 | |||
9 Apr | 106.76 | 3.6 | -0.4 | 38.77 | 2 | 1 | 5 | |||
8 Apr | 109.25 | 4 | 0 | 0.00 | 0 | 0 | 0 | |||
7 Apr | 105.77 | 4 | -1.05 | 42.35 | 3 | 1 | 5 | |||
4 Apr | 111.49 | 5.05 | -2.3 | 32.93 | 7 | 3 | 4 | |||
3 Apr | 114.92 | 7.35 | 1.6 | 36.09 | 1 | 0 | 0 | |||
2 Apr | 111.55 | 5.75 | 0 | 1.50 | 0 | 0 | 0 | |||
1 Apr | 110.29 | 5.75 | 0 | 2.05 | 0 | 0 | 0 |
For Bank Of India - strike price 115 expiring on 29MAY2025
Delta for 115 CE is 0.56
Historical price for 115 CE is as follows
On 25 Apr BANKINDIA was trading at 115.29. The strike last trading price was 6.15, which was -2.1 lower than the previous day. The implied volatity was 39.24, the open interest changed by 13 which increased total open position to 66
On 24 Apr BANKINDIA was trading at 118.57. The strike last trading price was 8.25, which was 0.15 higher than the previous day. The implied volatity was 40.85, the open interest changed by 1 which increased total open position to 53
On 23 Apr BANKINDIA was trading at 117.78. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 42.22, the open interest changed by 9 which increased total open position to 53
On 22 Apr BANKINDIA was trading at 118.83. The strike last trading price was 8.65, which was -1.05 lower than the previous day. The implied volatity was 39.45, the open interest changed by 1 which increased total open position to 44
On 21 Apr BANKINDIA was trading at 119.87. The strike last trading price was 9.7, which was 1.95 higher than the previous day. The implied volatity was 41.63, the open interest changed by -6 which decreased total open position to 42
On 17 Apr BANKINDIA was trading at 117.10. The strike last trading price was 7.75, which was 0.6 higher than the previous day. The implied volatity was 39.32, the open interest changed by -10 which decreased total open position to 48
On 16 Apr BANKINDIA was trading at 115.48. The strike last trading price was 7.3, which was 2.4 higher than the previous day. The implied volatity was 37.39, the open interest changed by 53 which increased total open position to 58
On 15 Apr BANKINDIA was trading at 111.36. The strike last trading price was 4.9, which was 0.7 higher than the previous day. The implied volatity was 38.24, the open interest changed by 0 which decreased total open position to 5
On 11 Apr BANKINDIA was trading at 108.16. The strike last trading price was 4.2, which was 0.6 higher than the previous day. The implied volatity was 41.26, the open interest changed by 0 which decreased total open position to 5
On 9 Apr BANKINDIA was trading at 106.76. The strike last trading price was 3.6, which was -0.4 lower than the previous day. The implied volatity was 38.77, the open interest changed by 1 which increased total open position to 5
On 8 Apr BANKINDIA was trading at 109.25. The strike last trading price was 4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKINDIA was trading at 105.77. The strike last trading price was 4, which was -1.05 lower than the previous day. The implied volatity was 42.35, the open interest changed by 1 which increased total open position to 5
On 4 Apr BANKINDIA was trading at 111.49. The strike last trading price was 5.05, which was -2.3 lower than the previous day. The implied volatity was 32.93, the open interest changed by 3 which increased total open position to 4
On 3 Apr BANKINDIA was trading at 114.92. The strike last trading price was 7.35, which was 1.6 higher than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKINDIA was trading at 111.55. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 1.50, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKINDIA was trading at 110.29. The strike last trading price was 5.75, which was 0 lower than the previous day. The implied volatity was 2.05, the open interest changed by 0 which decreased total open position to 0
BANKINDIA 29MAY2025 115 PE | |||||||
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Delta: -0.44
Vega: 0.14
Theta: -0.07
Gamma: 0.03
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
25 Apr | 115.29 | 5.3 | 1.5 | 42.53 | 324 | 12 | 579 |
24 Apr | 118.57 | 3.9 | -0.25 | 40.47 | 142 | 35 | 568 |
23 Apr | 117.78 | 4.15 | 0.15 | 39.94 | 354 | 166 | 537 |
22 Apr | 118.83 | 3.9 | 0 | 41.10 | 411 | 218 | 371 |
21 Apr | 119.87 | 3.9 | -0.85 | 43.00 | 205 | 135 | 149 |
17 Apr | 117.10 | 4.7 | -0.9 | 39.09 | 29 | 8 | 14 |
16 Apr | 115.48 | 5.5 | -6 | 42.86 | 7 | 6 | 6 |
15 Apr | 111.36 | 11.5 | 0 | - | 0 | 0 | 0 |
11 Apr | 108.16 | 11.5 | 0 | - | 0 | 0 | 0 |
9 Apr | 106.76 | 11.5 | 0 | - | 0 | 0 | 0 |
8 Apr | 109.25 | 11.5 | 0 | - | 0 | 0 | 0 |
7 Apr | 105.77 | 11.5 | 0 | - | 0 | 0 | 0 |
4 Apr | 111.49 | 11.5 | 0 | - | 0 | 0 | 0 |
3 Apr | 114.92 | 11.5 | 0 | 1.37 | 0 | 0 | 0 |
2 Apr | 111.55 | 11.5 | 0 | - | 0 | 0 | 0 |
1 Apr | 110.29 | 11.5 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 115 expiring on 29MAY2025
Delta for 115 PE is -0.44
Historical price for 115 PE is as follows
On 25 Apr BANKINDIA was trading at 115.29. The strike last trading price was 5.3, which was 1.5 higher than the previous day. The implied volatity was 42.53, the open interest changed by 12 which increased total open position to 579
On 24 Apr BANKINDIA was trading at 118.57. The strike last trading price was 3.9, which was -0.25 lower than the previous day. The implied volatity was 40.47, the open interest changed by 35 which increased total open position to 568
On 23 Apr BANKINDIA was trading at 117.78. The strike last trading price was 4.15, which was 0.15 higher than the previous day. The implied volatity was 39.94, the open interest changed by 166 which increased total open position to 537
On 22 Apr BANKINDIA was trading at 118.83. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 41.10, the open interest changed by 218 which increased total open position to 371
On 21 Apr BANKINDIA was trading at 119.87. The strike last trading price was 3.9, which was -0.85 lower than the previous day. The implied volatity was 43.00, the open interest changed by 135 which increased total open position to 149
On 17 Apr BANKINDIA was trading at 117.10. The strike last trading price was 4.7, which was -0.9 lower than the previous day. The implied volatity was 39.09, the open interest changed by 8 which increased total open position to 14
On 16 Apr BANKINDIA was trading at 115.48. The strike last trading price was 5.5, which was -6 lower than the previous day. The implied volatity was 42.86, the open interest changed by 6 which increased total open position to 6
On 15 Apr BANKINDIA was trading at 111.36. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Apr BANKINDIA was trading at 108.16. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Apr BANKINDIA was trading at 106.76. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKINDIA was trading at 109.25. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKINDIA was trading at 105.77. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr BANKINDIA was trading at 111.49. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr BANKINDIA was trading at 114.92. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was 1.37, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKINDIA was trading at 111.55. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKINDIA was trading at 110.29. The strike last trading price was 11.5, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0