BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:04 AM IST
BANKINDIA 26DEC2024 119 CE | ||||||||||
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Delta: 0.27
Vega: 0.07
Theta: -0.10
Gamma: 0.04
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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 | |||
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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 | |||||||
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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 | 113.37 | 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