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[--[65.84.65.76]--]
BANKINDIA
Bank Of India
112.6 -1.70 (-1.49%)

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Historical option data for BANKINDIA

12 Dec 2024 11:04 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 118 CE
Delta: 0.27
Vega: 0.07
Theta: -0.09
Gamma: 0.05
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 1.15 -0.60 32.84 83 1 203
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
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 0.27

Historical price for 118 CE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 1.15, which was -0.60 lower than the previous day. The implied volatity was 32.84, the open interest changed by 1 which increased total open position to 203


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
Delta: -0.71
Vega: 0.08
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 112.62 6.3 1.00 36.09 1 0 97
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 -0.71

Historical price for 118 PE is as follows

On 12 Dec BANKINDIA was trading at 112.62. The strike last trading price was 6.3, which was 1.00 higher than the previous day. The implied volatity was 36.09, the open interest changed by 0 which decreased total open position to 97


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