BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:14 AM IST
BANKINDIA 26DEC2024 118 CE | ||||||||||
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Delta: 0.30
Vega: 0.08
Theta: -0.10
Gamma: 0.05
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 113.23 | 1.45 | -0.30 | 34.69 | 25 | 4 | 206 | |||
11 Dec | 114.30 | 1.75 | -0.95 | 33.36 | 62 | 8 | 202 | |||
10 Dec | 115.40 | 2.7 | -0.10 | 37.47 | 192 | -41 | 196 | |||
9 Dec | 115.88 | 2.8 | -1.25 | 34.44 | 152 | 33 | 239 | |||
6 Dec | 117.81 | 4.05 | -0.35 | 35.32 | 425 | 67 | 205 | |||
5 Dec | 118.32 | 4.4 | -0.25 | 35.28 | 315 | 7 | 138 | |||
4 Dec | 117.88 | 4.65 | 1.90 | 37.92 | 873 | 101 | 133 | |||
3 Dec | 114.02 | 2.75 | 1.65 | 35.42 | 21 | 19 | 31 | |||
2 Dec | 110.12 | 1.1 | -0.95 | 31.33 | 29 | 9 | 11 | |||
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29 Nov | 110.50 | 2.05 | 37.89 | 4 | 2 | 2 |
For Bank Of India - strike price 118 expiring on 26DEC2024
Delta for 118 CE is 0.30
Historical price for 118 CE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 1.45, which was -0.30 lower than the previous day. The implied volatity was 34.69, the open interest changed by 4 which increased total open position to 206
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 1.75, which was -0.95 lower than the previous day. The implied volatity was 33.36, the open interest changed by 8 which increased total open position to 202
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 2.7, which was -0.10 lower than the previous day. The implied volatity was 37.47, the open interest changed by -41 which decreased total open position to 196
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.8, which was -1.25 lower than the previous day. The implied volatity was 34.44, the open interest changed by 33 which increased total open position to 239
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 4.05, which was -0.35 lower than the previous day. The implied volatity was 35.32, the open interest changed by 67 which increased total open position to 205
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 4.4, which was -0.25 lower than the previous day. The implied volatity was 35.28, the open interest changed by 7 which increased total open position to 138
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 4.65, which was 1.90 higher than the previous day. The implied volatity was 37.92, the open interest changed by 101 which increased total open position to 133
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 2.75, which was 1.65 higher than the previous day. The implied volatity was 35.42, the open interest changed by 19 which increased total open position to 31
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 1.1, which was -0.95 lower than the previous day. The implied volatity was 31.33, the open interest changed by 9 which increased total open position to 11
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 2.05, which was lower than the previous day. The implied volatity was 37.89, the open interest changed by 2 which increased total open position to 2
BANKINDIA 26DEC2024 118 PE | |||||||
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 113.23 | 5.3 | 0.00 | 0.00 | 0 | -3 | 0 |
11 Dec | 114.30 | 5.3 | 0.65 | 36.30 | 8 | -2 | 98 |
10 Dec | 115.40 | 4.65 | 0.15 | 36.16 | 13 | 1 | 100 |
9 Dec | 115.88 | 4.5 | 0.80 | 37.61 | 47 | 7 | 99 |
6 Dec | 117.81 | 3.7 | -0.05 | 35.27 | 163 | 48 | 91 |
5 Dec | 118.32 | 3.75 | -0.45 | 36.86 | 81 | 1 | 44 |
4 Dec | 117.88 | 4.2 | -4.75 | 38.87 | 136 | 42 | 42 |
3 Dec | 114.02 | 8.95 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 110.12 | 8.95 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 110.50 | 8.95 | - | 0 | 0 | 0 |
For Bank Of India - strike price 118 expiring on 26DEC2024
Delta for 118 PE is 0.00
Historical price for 118 PE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 5.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -3 which decreased total open position to 0
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 5.3, which was 0.65 higher than the previous day. The implied volatity was 36.30, the open interest changed by -2 which decreased total open position to 98
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.65, which was 0.15 higher than the previous day. The implied volatity was 36.16, the open interest changed by 1 which increased total open position to 100
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 4.5, which was 0.80 higher than the previous day. The implied volatity was 37.61, the open interest changed by 7 which increased total open position to 99
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 3.7, which was -0.05 lower than the previous day. The implied volatity was 35.27, the open interest changed by 48 which increased total open position to 91
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 3.75, which was -0.45 lower than the previous day. The implied volatity was 36.86, the open interest changed by 1 which increased total open position to 44
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 4.2, which was -4.75 lower than the previous day. The implied volatity was 38.87, the open interest changed by 42 which increased total open position to 42
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 8.95, 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 8.95, 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 8.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0