BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:14 AM IST
| BANKINDIA 26DEC2024 124 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 0.05
Theta: -0.06
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 113.23 | 0.5 | -0.10 | 36.95 | 63 | 5 | 266 | |||
| 11 Dec | 114.30 | 0.6 | -0.30 | 35.42 | 23 | -1 | 261 | |||
| 10 Dec | 115.40 | 0.9 | -0.10 | 35.81 | 24 | -9 | 252 | |||
| 9 Dec | 115.88 | 1 | -0.75 | 34.26 | 32 | 7 | 261 | |||
| 6 Dec | 117.81 | 1.75 | -0.15 | 35.02 | 75 | 26 | 268 | |||
| 5 Dec | 118.32 | 1.9 | -0.25 | 34.20 | 115 | 46 | 242 | |||
| 4 Dec | 117.88 | 2.15 | 0.90 | 36.66 | 263 | 74 | 194 | |||
| 3 Dec | 114.02 | 1.25 | -0.65 | 36.67 | 326 | 121 | 121 | |||
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| 29 Nov | 110.50 | 1.9 | 12.73 | 0 | 0 | 0 | ||||
For Bank Of India - strike price 124 expiring on 26DEC2024
Delta for 124 CE is 0.13
Historical price for 124 CE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 0.5, which was -0.10 lower than the previous day. The implied volatity was 36.95, the open interest changed by 5 which increased total open position to 266
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.6, which was -0.30 lower than the previous day. The implied volatity was 35.42, the open interest changed by -1 which decreased total open position to 261
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.9, which was -0.10 lower than the previous day. The implied volatity was 35.81, the open interest changed by -9 which decreased total open position to 252
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 1, which was -0.75 lower than the previous day. The implied volatity was 34.26, the open interest changed by 7 which increased total open position to 261
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 35.02, the open interest changed by 26 which increased total open position to 268
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 1.9, which was -0.25 lower than the previous day. The implied volatity was 34.20, the open interest changed by 46 which increased total open position to 242
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 2.15, which was 0.90 higher than the previous day. The implied volatity was 36.66, the open interest changed by 74 which increased total open position to 194
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 1.25, which was -0.65 lower than the previous day. The implied volatity was 36.67, the open interest changed by 121 which increased total open position to 121
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 1.9, which was lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 26DEC2024 124 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 | 113.23 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 114.30 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 115.40 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 115.88 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 117.81 | 8.4 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 118.32 | 8.4 | 0.00 | 0.00 | 0 | 1 | 0 |
| 4 Dec | 117.88 | 8.4 | -4.95 | 44.60 | 2 | 1 | 1 |
| 3 Dec | 114.02 | 13.35 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 110.50 | 13.35 | - | 0 | 0 | 0 | |
For Bank Of India - strike price 124 expiring on 26DEC2024
Delta for 124 PE is 0.00
Historical price for 124 PE is as follows
On 12 Dec BANKINDIA was trading at 113.23. The strike last trading price was 8.4, 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 8.4, 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 8.4, 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 8.4, 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 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 8.4, 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 8.4, 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 8.4, which was -4.95 lower than the previous day. The implied volatity was 44.60, 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 13.35, 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 13.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
