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BANKINDIA
Bank Of India
113.14 -1.16 (-1.01%)

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Historical option data for BANKINDIA

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 116 CE
Delta: 0.40
Vega: 0.09
Theta: -0.12
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 2.1 -0.40 34.73 9 4 156
11 Dec 114.30 2.5 -1.15 33.48 66 -2 152
10 Dec 115.40 3.65 0.15 38.29 56 15 145
9 Dec 115.88 3.5 -1.60 31.86 26 0 129
6 Dec 117.81 5.1 -0.60 35.11 39 12 125
5 Dec 118.32 5.7 -0.10 37.08 101 8 114
4 Dec 117.88 5.8 2.60 38.64 404 55 106
3 Dec 114.02 3.2 1.45 32.35 80 19 51
2 Dec 110.12 1.75 -0.60 33.25 83 27 32
29 Nov 110.50 2.35 35.37 18 6 6

For Bank Of India - strike price 116 expiring on 26DEC2024

Delta for 116 CE is 0.40

Historical price for 116 CE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 2.1, which was -0.40 lower than the previous day. The implied volatity was 34.73, the open interest changed by 4 which increased total open position to 156


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 2.5, which was -1.15 lower than the previous day. The implied volatity was 33.48, the open interest changed by -2 which decreased total open position to 152


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 3.65, which was 0.15 higher than the previous day. The implied volatity was 38.29, the open interest changed by 15 which increased total open position to 145


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 3.5, which was -1.60 lower than the previous day. The implied volatity was 31.86, the open interest changed by 0 which decreased total open position to 129


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 5.1, which was -0.60 lower than the previous day. The implied volatity was 35.11, the open interest changed by 12 which increased total open position to 125


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 5.7, which was -0.10 lower than the previous day. The implied volatity was 37.08, the open interest changed by 8 which increased total open position to 114


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 5.8, which was 2.60 higher than the previous day. The implied volatity was 38.64, the open interest changed by 55 which increased total open position to 106


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 3.2, which was 1.45 higher than the previous day. The implied volatity was 32.35, the open interest changed by 19 which increased total open position to 51


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 1.75, which was -0.60 lower than the previous day. The implied volatity was 33.25, the open interest changed by 27 which increased total open position to 32


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 2.35, which was lower than the previous day. The implied volatity was 35.37, the open interest changed by 6 which increased total open position to 6


BANKINDIA 26DEC2024 116 PE
Delta: -0.60
Vega: 0.09
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 4.45 0.40 34.98 2 0 105
11 Dec 114.30 4.05 0.25 36.15 46 8 110
10 Dec 115.40 3.8 0.40 38.99 56 0 100
9 Dec 115.88 3.4 0.50 36.96 37 2 101
6 Dec 117.81 2.9 -0.05 36.38 37 3 93
5 Dec 118.32 2.95 -0.35 37.69 77 34 90
4 Dec 117.88 3.3 -2.20 39.06 130 36 55
3 Dec 114.02 5.5 -2.15 43.02 23 18 18
2 Dec 110.12 7.65 0.00 - 0 0 0
29 Nov 110.50 7.65 - 0 0 0

For Bank Of India - strike price 116 expiring on 26DEC2024

Delta for 116 PE is -0.60

Historical price for 116 PE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 4.45, which was 0.40 higher than the previous day. The implied volatity was 34.98, the open interest changed by 0 which decreased total open position to 105


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 4.05, which was 0.25 higher than the previous day. The implied volatity was 36.15, the open interest changed by 8 which increased total open position to 110


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 3.8, which was 0.40 higher than the previous day. The implied volatity was 38.99, the open interest changed by 0 which decreased total open position to 100


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 3.4, which was 0.50 higher than the previous day. The implied volatity was 36.96, the open interest changed by 2 which increased total open position to 101


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 2.9, which was -0.05 lower than the previous day. The implied volatity was 36.38, the open interest changed by 3 which increased total open position to 93


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 2.95, which was -0.35 lower than the previous day. The implied volatity was 37.69, the open interest changed by 34 which increased total open position to 90


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 3.3, which was -2.20 lower than the previous day. The implied volatity was 39.06, the open interest changed by 36 which increased total open position to 55


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 5.5, which was -2.15 lower than the previous day. The implied volatity was 43.02, the open interest changed by 18 which increased total open position to 18


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 7.65, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 7.65, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0