BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 11:14 AM IST
| BANKINDIA 26DEC2024 122 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 0.05
Theta: -0.06
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 112.76 | 0.5 | -0.30 | 33.54 | 44 | 4 | 272 | |||
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| 11 Dec | 114.30 | 0.8 | -0.65 | 33.68 | 163 | 46 | 267 | |||
| 10 Dec | 115.40 | 1.45 | 0.00 | 37.62 | 163 | 34 | 211 | |||
| 9 Dec | 115.88 | 1.45 | -0.95 | 34.31 | 120 | 31 | 171 | |||
| 6 Dec | 117.81 | 2.4 | -0.25 | 35.44 | 119 | -3 | 145 | |||
| 5 Dec | 118.32 | 2.65 | -0.15 | 35.19 | 149 | 58 | 147 | |||
| 4 Dec | 117.88 | 2.8 | 1.15 | 36.68 | 256 | 67 | 88 | |||
| 3 Dec | 114.02 | 1.65 | 0.75 | 36.34 | 129 | 19 | 21 | |||
| 29 Nov | 110.50 | 0.9 | 34.21 | 2 | 1 | 1 | ||||
For Bank Of India - strike price 122 expiring on 26DEC2024
Delta for 122 CE is 0.14
Historical price for 122 CE is as follows
On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 0.5, which was -0.30 lower than the previous day. The implied volatity was 33.54, the open interest changed by 4 which increased total open position to 272
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.8, which was -0.65 lower than the previous day. The implied volatity was 33.68, the open interest changed by 46 which increased total open position to 267
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 1.45, which was 0.00 lower than the previous day. The implied volatity was 37.62, the open interest changed by 34 which increased total open position to 211
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 1.45, which was -0.95 lower than the previous day. The implied volatity was 34.31, the open interest changed by 31 which increased total open position to 171
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 2.4, which was -0.25 lower than the previous day. The implied volatity was 35.44, the open interest changed by -3 which decreased total open position to 145
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 2.65, which was -0.15 lower than the previous day. The implied volatity was 35.19, the open interest changed by 58 which increased total open position to 147
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 2.8, which was 1.15 higher than the previous day. The implied volatity was 36.68, the open interest changed by 67 which increased total open position to 88
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 1.65, which was 0.75 higher than the previous day. The implied volatity was 36.34, the open interest changed by 19 which increased total open position to 21
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 34.21, the open interest changed by 1 which increased total open position to 1
| BANKINDIA 26DEC2024 122 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 | 112.76 | 6.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 114.30 | 6.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 115.40 | 6.7 | 0.00 | 0.00 | 0 | 20 | 0 |
| 9 Dec | 115.88 | 6.7 | -0.85 | 33.04 | 23 | 20 | 21 |
| 6 Dec | 117.81 | 7.55 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 118.32 | 7.55 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 117.88 | 7.55 | -4.25 | 48.53 | 1 | 0 | 0 |
| 3 Dec | 114.02 | 11.8 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 110.50 | 11.8 | - | 0 | 0 | 0 | |
For Bank Of India - strike price 122 expiring on 26DEC2024
Delta for 122 PE is 0.00
Historical price for 122 PE is as follows
On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 6.7, 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 6.7, 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 6.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 20 which increased total open position to 0
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 6.7, which was -0.85 lower than the previous day. The implied volatity was 33.04, the open interest changed by 20 which increased total open position to 21
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 7.55, 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 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 7.55, 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 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 7.55, which was -4.25 lower than the previous day. The implied volatity was 48.53, the open interest changed by 0 which decreased total open position to 0
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 11.8, 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 11.8, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
