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[--[65.84.65.76]--]
BANKINDIA
Bank Of India

113.38 -0.92 (-0.80%)

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Historical option data for BANKINDIA

12 Dec 2024 10:04 AM IST
BANKINDIA 26DEC2024 119 CE
Delta: 0.27
Vega: 0.07
Theta: -0.10
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.37 1.2 -0.25 34.19 8 3 120
11 Dec 114.30 1.45 -0.90 33.38 34 19 119
10 Dec 115.40 2.35 0.05 37.72 12 6 102
9 Dec 115.88 2.3 -1.25 33.37 18 -1 96
6 Dec 117.81 3.55 -0.40 35.09 70 5 97
5 Dec 118.32 3.95 -0.10 35.66 138 -10 93
4 Dec 117.88 4.05 1.80 36.89 397 71 103
3 Dec 114.02 2.25 1.30 33.98 66 15 32
2 Dec 110.12 0.95 -0.30 31.78 36 16 17
29 Nov 110.50 1.25 32.20 8 2 2


For Bank Of India - strike price 119 expiring on 26DEC2024

Delta for 119 CE is 0.27

Historical price for 119 CE is as follows

On 12 Dec BANKINDIA was trading at 113.37. The strike last trading price was 1.2, which was -0.25 lower than the previous day. The implied volatity was 34.19, the open interest changed by 3 which increased total open position to 120


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 1.45, which was -0.90 lower than the previous day. The implied volatity was 33.38, the open interest changed by 19 which increased total open position to 119


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 2.35, which was 0.05 higher than the previous day. The implied volatity was 37.72, the open interest changed by 6 which increased total open position to 102


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.3, which was -1.25 lower than the previous day. The implied volatity was 33.37, the open interest changed by -1 which decreased total open position to 96


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 3.55, which was -0.40 lower than the previous day. The implied volatity was 35.09, the open interest changed by 5 which increased total open position to 97


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 3.95, which was -0.10 lower than the previous day. The implied volatity was 35.66, the open interest changed by -10 which decreased total open position to 93


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 4.05, which was 1.80 higher than the previous day. The implied volatity was 36.89, the open interest changed by 71 which increased total open position to 103


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 2.25, which was 1.30 higher than the previous day. The implied volatity was 33.98, the open interest changed by 15 which increased total open position to 32


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 0.95, which was -0.30 lower than the previous day. The implied volatity was 31.78, the open interest changed by 16 which increased total open position to 17


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 1.25, which was lower than the previous day. The implied volatity was 32.20, the open interest changed by 2 which increased total open position to 2


BANKINDIA 26DEC2024 119 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.37 5.8 0.00 0.00 0 1 0
11 Dec 114.30 5.8 1.10 34.09 1 0 22
10 Dec 115.40 4.7 -0.60 30.46 1 0 23
9 Dec 115.88 5.3 1.00 40.10 5 0 23
6 Dec 117.81 4.3 0.05 36.00 28 -1 22
5 Dec 118.32 4.25 -0.35 36.83 49 -9 22
4 Dec 117.88 4.6 -5.00 37.88 64 30 30
3 Dec 114.02 9.6 0.00 - 0 0 0
2 Dec 110.12 9.6 0.00 - 0 0 0
29 Nov 110.50 9.6 - 0 0 0


For Bank Of India - strike price 119 expiring on 26DEC2024

Delta for 119 PE is 0.00

Historical price for 119 PE is as follows

On 12 Dec BANKINDIA was trading at 113.37. The strike last trading price was 5.8, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 5.8, which was 1.10 higher than the previous day. The implied volatity was 34.09, the open interest changed by 0 which decreased total open position to 22


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.7, which was -0.60 lower than the previous day. The implied volatity was 30.46, the open interest changed by 0 which decreased total open position to 23


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 5.3, which was 1.00 higher than the previous day. The implied volatity was 40.10, the open interest changed by 0 which decreased total open position to 23


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 4.3, which was 0.05 higher than the previous day. The implied volatity was 36.00, the open interest changed by -1 which decreased total open position to 22


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 4.25, which was -0.35 lower than the previous day. The implied volatity was 36.83, the open interest changed by -9 which decreased total open position to 22


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 4.6, which was -5.00 lower than the previous day. The implied volatity was 37.88, the open interest changed by 30 which increased total open position to 30


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 9.6, 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 9.6, 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 9.6, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0