BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:14 AM IST
| BANKINDIA 26DEC2024 115 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
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 | 2.4 | -0.50 | 33.69 | 42 | 12 | 294 | |||
| 11 Dec | 114.30 | 2.9 | -1.30 | 33.00 | 317 | -4 | 283 | |||
| 10 Dec | 115.40 | 4.2 | -0.05 | 38.81 | 246 | 34 | 287 | |||
| 9 Dec | 115.88 | 4.25 | -1.50 | 34.32 | 115 | -9 | 253 | |||
| 6 Dec | 117.81 | 5.75 | -0.55 | 35.63 | 303 | -26 | 255 | |||
| 5 Dec | 118.32 | 6.3 | -0.10 | 37.03 | 262 | -53 | 280 | |||
| 4 Dec | 117.88 | 6.4 | 2.20 | 38.76 | 947 | 67 | 336 | |||
| 3 Dec | 114.02 | 4.2 | 2.50 | 37.11 | 929 | 68 | 274 | |||
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| 2 Dec | 110.12 | 1.7 | -1.05 | 29.91 | 835 | 153 | 193 | |||
| 29 Nov | 110.50 | 2.75 | 36.08 | 148 | 39 | 39 | ||||
For Bank Of India - strike price 115 expiring on 26DEC2024
Delta for 115 CE is 0.44
Historical price for 115 CE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 2.4, which was -0.50 lower than the previous day. The implied volatity was 33.69, the open interest changed by 12 which increased total open position to 294
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 2.9, which was -1.30 lower than the previous day. The implied volatity was 33.00, the open interest changed by -4 which decreased total open position to 283
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.2, which was -0.05 lower than the previous day. The implied volatity was 38.81, the open interest changed by 34 which increased total open position to 287
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 4.25, which was -1.50 lower than the previous day. The implied volatity was 34.32, the open interest changed by -9 which decreased total open position to 253
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 5.75, which was -0.55 lower than the previous day. The implied volatity was 35.63, the open interest changed by -26 which decreased total open position to 255
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 6.3, which was -0.10 lower than the previous day. The implied volatity was 37.03, the open interest changed by -53 which decreased total open position to 280
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 6.4, which was 2.20 higher than the previous day. The implied volatity was 38.76, the open interest changed by 67 which increased total open position to 336
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 4.2, which was 2.50 higher than the previous day. The implied volatity was 37.11, the open interest changed by 68 which increased total open position to 274
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 29.91, the open interest changed by 153 which increased total open position to 193
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 2.75, which was lower than the previous day. The implied volatity was 36.08, the open interest changed by 39 which increased total open position to 39
| BANKINDIA 26DEC2024 115 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.55
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 | 3.85 | 0.35 | 35.01 | 30 | 0 | 282 |
| 11 Dec | 114.30 | 3.5 | 0.25 | 36.16 | 119 | 8 | 281 |
| 10 Dec | 115.40 | 3.25 | 0.30 | 38.43 | 132 | 22 | 258 |
| 9 Dec | 115.88 | 2.95 | 0.40 | 37.13 | 112 | 16 | 235 |
| 6 Dec | 117.81 | 2.55 | -0.10 | 36.89 | 265 | 31 | 214 |
| 5 Dec | 118.32 | 2.65 | -0.35 | 38.57 | 345 | -51 | 183 |
| 4 Dec | 117.88 | 3 | -1.65 | 40.07 | 756 | 202 | 237 |
| 3 Dec | 114.02 | 4.65 | -3.90 | 40.28 | 43 | 21 | 34 |
| 2 Dec | 110.12 | 8.55 | 0.70 | 53.81 | 17 | 9 | 10 |
| 29 Nov | 110.50 | 7.85 | 47.25 | 1 | 0 | 0 | |
For Bank Of India - strike price 115 expiring on 26DEC2024
Delta for 115 PE is -0.55
Historical price for 115 PE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 3.85, which was 0.35 higher than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 282
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 3.5, which was 0.25 higher than the previous day. The implied volatity was 36.16, the open interest changed by 8 which increased total open position to 281
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 3.25, which was 0.30 higher than the previous day. The implied volatity was 38.43, the open interest changed by 22 which increased total open position to 258
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.95, which was 0.40 higher than the previous day. The implied volatity was 37.13, the open interest changed by 16 which increased total open position to 235
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 2.55, which was -0.10 lower than the previous day. The implied volatity was 36.89, the open interest changed by 31 which increased total open position to 214
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 2.65, which was -0.35 lower than the previous day. The implied volatity was 38.57, the open interest changed by -51 which decreased total open position to 183
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 40.07, the open interest changed by 202 which increased total open position to 237
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 4.65, which was -3.90 lower than the previous day. The implied volatity was 40.28, the open interest changed by 21 which increased total open position to 34
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 8.55, which was 0.70 higher than the previous day. The implied volatity was 53.81, the open interest changed by 9 which increased total open position to 10
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 7.85, which was lower than the previous day. The implied volatity was 47.25, the open interest changed by 0 which decreased total open position to 0
