BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:54 AM IST
| BANKINDIA 26DEC2024 117 CE | ||||||||||
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Delta: 0.32
Vega: 0.08
Theta: -0.10
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 112.70 | 1.45 | -0.60 | 33.14 | 27 | 10 | 226 | |||
| 11 Dec | 114.30 | 2.05 | -1.10 | 32.84 | 59 | 17 | 217 | |||
| 10 Dec | 115.40 | 3.15 | -0.05 | 37.84 | 90 | -5 | 200 | |||
| 9 Dec | 115.88 | 3.2 | -1.35 | 34.02 | 340 | 17 | 206 | |||
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| 6 Dec | 117.81 | 4.55 | -0.40 | 35.18 | 68 | -14 | 192 | |||
| 5 Dec | 118.32 | 4.95 | -0.25 | 35.43 | 173 | -13 | 207 | |||
| 4 Dec | 117.88 | 5.2 | 2.00 | 38.21 | 857 | 150 | 220 | |||
| 3 Dec | 114.02 | 3.2 | 2.00 | 36.02 | 58 | 35 | 68 | |||
| 2 Dec | 110.12 | 1.2 | -0.75 | 30.05 | 243 | 39 | 40 | |||
| 29 Nov | 110.50 | 1.95 | 34.38 | 6 | 1 | 1 | ||||
For Bank Of India - strike price 117 expiring on 26DEC2024
Delta for 117 CE is 0.32
Historical price for 117 CE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 1.45, which was -0.60 lower than the previous day. The implied volatity was 33.14, the open interest changed by 10 which increased total open position to 226
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 2.05, which was -1.10 lower than the previous day. The implied volatity was 32.84, the open interest changed by 17 which increased total open position to 217
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 3.15, which was -0.05 lower than the previous day. The implied volatity was 37.84, the open interest changed by -5 which decreased total open position to 200
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 3.2, which was -1.35 lower than the previous day. The implied volatity was 34.02, the open interest changed by 17 which increased total open position to 206
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 4.55, which was -0.40 lower than the previous day. The implied volatity was 35.18, the open interest changed by -14 which decreased total open position to 192
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 4.95, which was -0.25 lower than the previous day. The implied volatity was 35.43, the open interest changed by -13 which decreased total open position to 207
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 5.2, which was 2.00 higher than the previous day. The implied volatity was 38.21, the open interest changed by 150 which increased total open position to 220
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 3.2, which was 2.00 higher than the previous day. The implied volatity was 36.02, the open interest changed by 35 which increased total open position to 68
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 1.2, which was -0.75 lower than the previous day. The implied volatity was 30.05, the open interest changed by 39 which increased total open position to 40
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 1.95, which was lower than the previous day. The implied volatity was 34.38, the open interest changed by 1 which increased total open position to 1
| BANKINDIA 26DEC2024 117 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.68
Vega: 0.08
Theta: -0.07
Gamma: 0.05
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 112.70 | 5.35 | 1.10 | 33.82 | 5 | 0 | 49 |
| 11 Dec | 114.30 | 4.25 | 0.00 | 0.00 | 0 | -5 | 0 |
| 10 Dec | 115.40 | 4.25 | 0.25 | 38.07 | 27 | -5 | 49 |
| 9 Dec | 115.88 | 4 | 0.80 | 38.11 | 20 | 5 | 53 |
| 6 Dec | 117.81 | 3.2 | -0.10 | 35.09 | 23 | 8 | 48 |
| 5 Dec | 118.32 | 3.3 | -0.45 | 36.98 | 44 | 15 | 40 |
| 4 Dec | 117.88 | 3.75 | -4.55 | 39.12 | 93 | 28 | 28 |
| 3 Dec | 114.02 | 8.3 | 0.00 | - | 0 | 0 | 0 |
| 2 Dec | 110.12 | 8.3 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 110.50 | 8.3 | - | 0 | 0 | 0 | |
For Bank Of India - strike price 117 expiring on 26DEC2024
Delta for 117 PE is -0.68
Historical price for 117 PE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 5.35, which was 1.10 higher than the previous day. The implied volatity was 33.82, the open interest changed by 0 which decreased total open position to 49
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 4.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -5 which decreased total open position to 0
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.25, which was 0.25 higher than the previous day. The implied volatity was 38.07, the open interest changed by -5 which decreased total open position to 49
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 4, which was 0.80 higher than the previous day. The implied volatity was 38.11, the open interest changed by 5 which increased total open position to 53
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 3.2, which was -0.10 lower than the previous day. The implied volatity was 35.09, the open interest changed by 8 which increased total open position to 48
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 3.3, which was -0.45 lower than the previous day. The implied volatity was 36.98, the open interest changed by 15 which increased total open position to 40
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 3.75, which was -4.55 lower than the previous day. The implied volatity was 39.12, the open interest changed by 28 which increased total open position to 28
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 8.3, 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 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 8.3, 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 8.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
