BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:24 AM IST
BANKINDIA 26DEC2024 121 CE | ||||||||||
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Delta: 0.19
Vega: 0.06
Theta: -0.08
Gamma: 0.04
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 113.40 | 0.8 | -0.15 | 34.63 | 41 | 19 | 91 | |||
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11 Dec | 114.30 | 0.95 | -0.75 | 33.11 | 63 | 8 | 64 | |||
10 Dec | 115.40 | 1.7 | 0.00 | 37.49 | 1 | 0 | 56 | |||
9 Dec | 115.88 | 1.7 | -1.05 | 33.86 | 42 | 14 | 57 | |||
6 Dec | 117.81 | 2.75 | -0.30 | 35.36 | 45 | 0 | 43 | |||
5 Dec | 118.32 | 3.05 | -0.15 | 35.39 | 20 | -3 | 43 | |||
4 Dec | 117.88 | 3.2 | 1.35 | 36.92 | 110 | 23 | 46 | |||
3 Dec | 114.02 | 1.85 | 1.15 | 35.80 | 134 | 8 | 25 | |||
2 Dec | 110.12 | 0.7 | -0.10 | 32.55 | 37 | 16 | 19 | |||
29 Nov | 110.50 | 0.8 | 30.82 | 4 | 3 | 3 |
For Bank Of India - strike price 121 expiring on 26DEC2024
Delta for 121 CE is 0.19
Historical price for 121 CE is as follows
On 12 Dec BANKINDIA was trading at 113.40. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 34.63, the open interest changed by 19 which increased total open position to 91
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.95, which was -0.75 lower than the previous day. The implied volatity was 33.11, the open interest changed by 8 which increased total open position to 64
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 1.7, which was 0.00 lower than the previous day. The implied volatity was 37.49, the open interest changed by 0 which decreased total open position to 56
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 1.7, which was -1.05 lower than the previous day. The implied volatity was 33.86, the open interest changed by 14 which increased total open position to 57
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 2.75, which was -0.30 lower than the previous day. The implied volatity was 35.36, the open interest changed by 0 which decreased total open position to 43
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 3.05, which was -0.15 lower than the previous day. The implied volatity was 35.39, the open interest changed by -3 which decreased total open position to 43
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 3.2, which was 1.35 higher than the previous day. The implied volatity was 36.92, the open interest changed by 23 which increased total open position to 46
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 1.85, which was 1.15 higher than the previous day. The implied volatity was 35.80, the open interest changed by 8 which increased total open position to 25
On 2 Dec BANKINDIA was trading at 110.12. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 32.55, the open interest changed by 16 which increased total open position to 19
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0.8, which was lower than the previous day. The implied volatity was 30.82, the open interest changed by 3 which increased total open position to 3
BANKINDIA 26DEC2024 121 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 | 113.40 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
11 Dec | 114.30 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
10 Dec | 115.40 | 4.9 | 0.00 | 0.00 | 0 | 0 | 0 |
9 Dec | 115.88 | 4.9 | 0.00 | 0.00 | 0 | -1 | 0 |
6 Dec | 117.81 | 4.9 | -0.10 | 30.78 | 2 | 0 | 11 |
5 Dec | 118.32 | 5 | -0.70 | 33.54 | 2 | -1 | 10 |
4 Dec | 117.88 | 5.7 | -5.35 | 37.60 | 12 | 1 | 1 |
3 Dec | 114.02 | 11.05 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 110.12 | 11.05 | 0.00 | - | 0 | 0 | 0 |
29 Nov | 110.50 | 11.05 | - | 0 | 0 | 0 |
For Bank Of India - strike price 121 expiring on 26DEC2024
Delta for 121 PE is 0.00
Historical price for 121 PE is as follows
On 12 Dec BANKINDIA was trading at 113.40. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 4.9, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 4.9, which was -0.10 lower than the previous day. The implied volatity was 30.78, the open interest changed by 0 which decreased total open position to 11
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 5, which was -0.70 lower than the previous day. The implied volatity was 33.54, the open interest changed by -1 which decreased total open position to 10
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 5.7, which was -5.35 lower than the previous day. The implied volatity was 37.60, the open interest changed by 1 which increased total open position to 1
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 11.05, 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 11.05, 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 11.05, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0