BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:24 AM IST
| BANKINDIA 26DEC2024 125 CE | ||||||||||
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Delta: 0.10
Vega: 0.04
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 113.40 | 0.35 | -0.10 | 35.68 | 27 | -13 | 317 | |||
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| 11 Dec | 114.30 | 0.45 | -0.45 | 34.75 | 383 | -18 | 330 | |||
| 10 Dec | 115.40 | 0.9 | 0.00 | 38.38 | 352 | 100 | 358 | |||
| 9 Dec | 115.88 | 0.9 | -0.65 | 35.40 | 238 | 85 | 253 | |||
| 6 Dec | 117.81 | 1.55 | -0.15 | 35.61 | 354 | -5 | 171 | |||
| 5 Dec | 118.32 | 1.7 | -0.20 | 34.92 | 292 | -29 | 176 | |||
| 4 Dec | 117.88 | 1.9 | 1.90 | 36.92 | 644 | 220 | 220 | |||
| 3 Dec | 114.02 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 110.50 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Of India - strike price 125 expiring on 26DEC2024
Delta for 125 CE is 0.10
Historical price for 125 CE is as follows
On 12 Dec BANKINDIA was trading at 113.40. The strike last trading price was 0.35, which was -0.10 lower than the previous day. The implied volatity was 35.68, the open interest changed by -13 which decreased total open position to 317
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.45, which was -0.45 lower than the previous day. The implied volatity was 34.75, the open interest changed by -18 which decreased total open position to 330
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.9, which was 0.00 lower than the previous day. The implied volatity was 38.38, the open interest changed by 100 which increased total open position to 358
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.9, which was -0.65 lower than the previous day. The implied volatity was 35.40, the open interest changed by 85 which increased total open position to 253
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.55, which was -0.15 lower than the previous day. The implied volatity was 35.61, the open interest changed by -5 which decreased total open position to 171
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 1.7, which was -0.20 lower than the previous day. The implied volatity was 34.92, the open interest changed by -29 which decreased total open position to 176
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 1.9, which was 1.90 higher than the previous day. The implied volatity was 36.92, the open interest changed by 220 which increased total open position to 220
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 0, 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 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 26DEC2024 125 PE | |||||||
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Delta: -0.85
Vega: 0.05
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 113.40 | 11.85 | 2.20 | 43.25 | 1 | 0 | 7 |
| 11 Dec | 114.30 | 9.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 10 Dec | 115.40 | 9.65 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Dec | 115.88 | 9.65 | 0.55 | 41.06 | 3 | 0 | 7 |
| 6 Dec | 117.81 | 9.1 | 0.00 | 0.00 | 0 | 1 | 0 |
| 5 Dec | 118.32 | 9.1 | 1.15 | 47.44 | 2 | 1 | 7 |
| 4 Dec | 117.88 | 7.95 | 7.95 | 33.37 | 11 | 7 | 7 |
| 3 Dec | 114.02 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 110.50 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Of India - strike price 125 expiring on 26DEC2024
Delta for 125 PE is -0.85
Historical price for 125 PE is as follows
On 12 Dec BANKINDIA was trading at 113.40. The strike last trading price was 11.85, which was 2.20 higher than the previous day. The implied volatity was 43.25, the open interest changed by 0 which decreased total open position to 7
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 9.65, 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 9.65, 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 9.65, which was 0.55 higher than the previous day. The implied volatity was 41.06, the open interest changed by 0 which decreased total open position to 7
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 9.1, 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 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 9.1, which was 1.15 higher than the previous day. The implied volatity was 47.44, the open interest changed by 1 which increased total open position to 7
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 7.95, which was 7.95 higher than the previous day. The implied volatity was 33.37, the open interest changed by 7 which increased total open position to 7
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 0, 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 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
