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BANKINDIA
Bank Of India
113.28 -1.02 (-0.89%)

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Historical option data for BANKINDIA

12 Dec 2024 10:14 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKINDIA 26DEC2024 120 CE
Delta: 0.22
Vega: 0.07
Theta: -0.08
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 0.9 -0.30 33.64 49 -3 553
11 Dec 114.30 1.2 -0.85 33.51 542 60 554
10 Dec 115.40 2.05 -0.05 38.10 618 43 490
9 Dec 115.88 2.1 -1.00 34.98 454 29 444
6 Dec 117.81 3.1 -0.35 34.94 1,003 -2 415
5 Dec 118.32 3.45 -0.20 35.26 918 52 417
4 Dec 117.88 3.65 1.45 37.27 3,224 128 366
3 Dec 114.02 2.2 1.40 36.46 618 127 234
2 Dec 110.12 0.8 -0.65 31.95 282 45 100
29 Nov 110.50 1.45 36.60 155 53 53

For Bank Of India - strike price 120 expiring on 26DEC2024

Delta for 120 CE is 0.22

Historical price for 120 CE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 0.9, which was -0.30 lower than the previous day. The implied volatity was 33.64, the open interest changed by -3 which decreased total open position to 553


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 1.2, which was -0.85 lower than the previous day. The implied volatity was 33.51, the open interest changed by 60 which increased total open position to 554


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 2.05, which was -0.05 lower than the previous day. The implied volatity was 38.10, the open interest changed by 43 which increased total open position to 490


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 2.1, which was -1.00 lower than the previous day. The implied volatity was 34.98, the open interest changed by 29 which increased total open position to 444


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 3.1, which was -0.35 lower than the previous day. The implied volatity was 34.94, the open interest changed by -2 which decreased total open position to 415


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 3.45, which was -0.20 lower than the previous day. The implied volatity was 35.26, the open interest changed by 52 which increased total open position to 417


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 3.65, which was 1.45 higher than the previous day. The implied volatity was 37.27, the open interest changed by 128 which increased total open position to 366


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 2.2, which was 1.40 higher than the previous day. The implied volatity was 36.46, the open interest changed by 127 which increased total open position to 234


On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 31.95, the open interest changed by 45 which increased total open position to 100


On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 1.45, which was lower than the previous day. The implied volatity was 36.60, the open interest changed by 53 which increased total open position to 53


BANKINDIA 26DEC2024 120 PE
Delta: -0.75
Vega: 0.07
Theta: -0.07
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 7.5 0.75 37.85 4 1 154
11 Dec 114.30 6.75 1.15 36.91 2 0 154
10 Dec 115.40 5.6 -0.35 32.23 2 0 154
9 Dec 115.88 5.95 1.10 40.01 30 11 161
6 Dec 117.81 4.85 0.10 35.91 250 39 143
5 Dec 118.32 4.75 -0.25 36.48 143 39 104
4 Dec 117.88 5 -5.30 36.59 200 63 63
3 Dec 114.02 10.3 0.00 - 0 0 0
2 Dec 110.12 10.3 0.00 - 0 0 0
29 Nov 110.50 10.3 - 0 0 0

For Bank Of India - strike price 120 expiring on 26DEC2024

Delta for 120 PE is -0.75

Historical price for 120 PE is as follows

On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 7.5, which was 0.75 higher than the previous day. The implied volatity was 37.85, the open interest changed by 1 which increased total open position to 154


On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 6.75, which was 1.15 higher than the previous day. The implied volatity was 36.91, the open interest changed by 0 which decreased total open position to 154


On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 5.6, which was -0.35 lower than the previous day. The implied volatity was 32.23, the open interest changed by 0 which decreased total open position to 154


On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 5.95, which was 1.10 higher than the previous day. The implied volatity was 40.01, the open interest changed by 11 which increased total open position to 161


On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 4.85, which was 0.10 higher than the previous day. The implied volatity was 35.91, the open interest changed by 39 which increased total open position to 143


On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 4.75, which was -0.25 lower than the previous day. The implied volatity was 36.48, the open interest changed by 39 which increased total open position to 104


On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 5, which was -5.30 lower than the previous day. The implied volatity was 36.59, the open interest changed by 63 which increased total open position to 63


On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 10.3, 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 10.3, 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 10.3, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0