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[--[65.84.65.76]--]
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
BANKINDIA 26DEC2024 121 CE
Delta: 0.19
Vega: 0.06
Theta: -0.08
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 0.8 -0.15 34.97 41 19 91
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 113.23. The strike last trading price was 0.8, which was -0.15 lower than the previous day. The implied volatity was 34.97, 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
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
12 Dec 113.23 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 113.23. 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