BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:54 AM IST
| BANKINDIA 26DEC2024 116 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.36
Vega: 0.08
Theta: -0.11
Gamma: 0.05
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 112.70 | 1.7 | -0.80 | 32.37 | 32 | 3 | 155 | |||
| 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 0.36
Historical price for 116 CE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 1.7, which was -0.80 lower than the previous day. The implied volatity was 32.37, the open interest changed by 3 which increased total open position to 155
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: -0.63
Vega: 0.08
Theta: -0.08
Gamma: 0.05
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 112.70 | 4.75 | 0.70 | 34.76 | 11 | -1 | 104 |
| 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 -0.63
Historical price for 116 PE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 4.75, which was 0.70 higher than the previous day. The implied volatity was 34.76, the open interest changed by -1 which decreased total open position to 104
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
