BANKINDIA
Bank Of India
Historical option data for BANKINDIA
11 Apr 2025 04:13 PM IST
| BANKINDIA 24APR2025 124 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.07
Vega: 0.03
Theta: -0.05
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 11 Apr | 108.16 | 0.3 | 0.05 | 47.50 | 29 | 15 | 167 | |||
| 9 Apr | 106.76 | 0.25 | -0.35 | 44.62 | 54 | 41 | 151 | |||
| 8 Apr | 109.25 | 0.6 | 0.2 | 46.25 | 43 | -8 | 110 | |||
| 7 Apr | 105.77 | 0.45 | -0.25 | 49.64 | 98 | -45 | 118 | |||
| 4 Apr | 111.49 | 0.7 | -0.4 | 37.67 | 198 | -26 | 163 | |||
| 3 Apr | 114.92 | 1.05 | 0.4 | 34.52 | 606 | 82 | 189 | |||
| 2 Apr | 111.55 | 0.65 | -0.1 | 36.43 | 145 | 3 | 104 | |||
| 1 Apr | 110.29 | 0.7 | 0.1 | 38.00 | 150 | 39 | 101 | |||
| 28 Mar | 107.12 | 0.55 | -0.15 | 39.58 | 78 | 31 | 62 | |||
| 27 Mar | 107.80 | 0.8 | 0.3 | 39.75 | 61 | -6 | 27 | |||
| 26 Mar | 105.41 | 0.5 | -5.2 | 40.36 | 217 | 18 | 18 | |||
For Bank Of India - strike price 124 expiring on 24APR2025
Delta for 124 CE is 0.07
Historical price for 124 CE is as follows
On 11 Apr BANKINDIA was trading at 108.16. The strike last trading price was 0.3, which was 0.05 higher than the previous day. The implied volatity was 47.50, the open interest changed by 15 which increased total open position to 167
On 9 Apr BANKINDIA was trading at 106.76. The strike last trading price was 0.25, which was -0.35 lower than the previous day. The implied volatity was 44.62, the open interest changed by 41 which increased total open position to 151
On 8 Apr BANKINDIA was trading at 109.25. The strike last trading price was 0.6, which was 0.2 higher than the previous day. The implied volatity was 46.25, the open interest changed by -8 which decreased total open position to 110
On 7 Apr BANKINDIA was trading at 105.77. The strike last trading price was 0.45, which was -0.25 lower than the previous day. The implied volatity was 49.64, the open interest changed by -45 which decreased total open position to 118
On 4 Apr BANKINDIA was trading at 111.49. The strike last trading price was 0.7, which was -0.4 lower than the previous day. The implied volatity was 37.67, the open interest changed by -26 which decreased total open position to 163
On 3 Apr BANKINDIA was trading at 114.92. The strike last trading price was 1.05, which was 0.4 higher than the previous day. The implied volatity was 34.52, the open interest changed by 82 which increased total open position to 189
On 2 Apr BANKINDIA was trading at 111.55. The strike last trading price was 0.65, which was -0.1 lower than the previous day. The implied volatity was 36.43, the open interest changed by 3 which increased total open position to 104
On 1 Apr BANKINDIA was trading at 110.29. The strike last trading price was 0.7, which was 0.1 higher than the previous day. The implied volatity was 38.00, the open interest changed by 39 which increased total open position to 101
On 28 Mar BANKINDIA was trading at 107.12. The strike last trading price was 0.55, which was -0.15 lower than the previous day. The implied volatity was 39.58, the open interest changed by 31 which increased total open position to 62
On 27 Mar BANKINDIA was trading at 107.80. The strike last trading price was 0.8, which was 0.3 higher than the previous day. The implied volatity was 39.75, the open interest changed by -6 which decreased total open position to 27
On 26 Mar BANKINDIA was trading at 105.41. The strike last trading price was 0.5, which was -5.2 lower than the previous day. The implied volatity was 40.36, the open interest changed by 18 which increased total open position to 18
| BANKINDIA 24APR2025 124 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.95
Vega: 0.02
Theta: -0.00
Gamma: 0.01
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 11 Apr | 108.16 | 15.75 | -0.65 | 42.18 | 2 | 1 | 1 |
| 9 Apr | 106.76 | 16.4 | 0 | - | 0 | 0 | 0 |
| 8 Apr | 109.25 | 16.4 | 0 | - | 0 | 0 | 0 |
| 7 Apr | 105.77 | 16.4 | 0 | - | 0 | 0 | 0 |
| 4 Apr | 111.49 | 16.4 | 0 | - | 0 | 0 | 0 |
| 3 Apr | 114.92 | 16.4 | 0 | - | 0 | 0 | 0 |
| 2 Apr | 111.55 | 16.4 | 0 | - | 0 | 0 | 0 |
| 1 Apr | 110.29 | 16.4 | 0 | 0.00 | 0 | 0 | 0 |
| 28 Mar | 107.12 | 16.4 | 0 | - | 0 | 0 | 0 |
| 27 Mar | 107.80 | 16.4 | 0 | - | 0 | 0 | 0 |
| 26 Mar | 105.41 | 16.4 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 124 expiring on 24APR2025
Delta for 124 PE is -0.95
Historical price for 124 PE is as follows
On 11 Apr BANKINDIA was trading at 108.16. The strike last trading price was 15.75, which was -0.65 lower than the previous day. The implied volatity was 42.18, the open interest changed by 1 which increased total open position to 1
On 9 Apr BANKINDIA was trading at 106.76. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Apr BANKINDIA was trading at 109.25. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Apr BANKINDIA was trading at 105.77. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Apr BANKINDIA was trading at 111.49. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Apr BANKINDIA was trading at 114.92. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Apr BANKINDIA was trading at 111.55. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Apr BANKINDIA was trading at 110.29. The strike last trading price was 16.4, which was 0 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 28 Mar BANKINDIA was trading at 107.12. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 27 Mar BANKINDIA was trading at 107.80. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 26 Mar BANKINDIA was trading at 105.41. The strike last trading price was 16.4, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
