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Related Pages for BANKINDIA
[--[65.84.65.76]--]
BANKINDIA
Bank Of India
112.76 -1.54 (-1.35%)

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Historical option data for BANKINDIA

12 Dec 2024 10:54 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 115 CE
Delta: 0.41
Vega: 0.09
Theta: -0.11
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.70 2.1 -0.80 32.84 143 24 306
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
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 0.41

Historical price for 115 CE is as follows

On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 2.1, which was -0.80 lower than the previous day. The implied volatity was 32.84, the open interest changed by 24 which increased total open position to 306


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
Delta: -0.58
Vega: 0.09
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.70 4.25 0.75 36.25 81 6 288
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 -0.58

Historical price for 115 PE is as follows

On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 4.25, which was 0.75 higher than the previous day. The implied volatity was 36.25, the open interest changed by 6 which increased total open position to 288


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