BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:54 AM IST
| BANKINDIA 26DEC2024 126 CE | ||||||||||
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Delta: 0.08
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 12 Dec | 112.70 | 0.3 | -0.05 | 38.01 | 25 | -5 | 191 | |||
| 11 Dec | 114.30 | 0.35 | -0.45 | 34.61 | 124 | 24 | 200 | |||
| 10 Dec | 115.40 | 0.8 | 0.05 | 39.25 | 125 | 62 | 176 | |||
| 9 Dec | 115.88 | 0.75 | -0.60 | 35.52 | 6 | -1 | 114 | |||
| 6 Dec | 117.81 | 1.35 | -0.10 | 35.92 | 66 | 14 | 115 | |||
| 5 Dec | 118.32 | 1.45 | -0.15 | 34.84 | 68 | 23 | 101 | |||
| 4 Dec | 117.88 | 1.6 | 0.65 | 36.39 | 217 | 32 | 79 | |||
| 3 Dec | 114.02 | 0.95 | 0.20 | 37.15 | 67 | 35 | 42 | |||
| 29 Nov | 110.50 | 0.75 | 39.28 | 19 | 6 | 6 | ||||
For Bank Of India - strike price 126 expiring on 26DEC2024
Delta for 126 CE is 0.08
Historical price for 126 CE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 0.3, which was -0.05 lower than the previous day. The implied volatity was 38.01, the open interest changed by -5 which decreased total open position to 191
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.35, which was -0.45 lower than the previous day. The implied volatity was 34.61, the open interest changed by 24 which increased total open position to 200
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.8, which was 0.05 higher than the previous day. The implied volatity was 39.25, the open interest changed by 62 which increased total open position to 176
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.75, which was -0.60 lower than the previous day. The implied volatity was 35.52, the open interest changed by -1 which decreased total open position to 114
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 1.35, which was -0.10 lower than the previous day. The implied volatity was 35.92, the open interest changed by 14 which increased total open position to 115
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 1.45, which was -0.15 lower than the previous day. The implied volatity was 34.84, the open interest changed by 23 which increased total open position to 101
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 1.6, which was 0.65 higher than the previous day. The implied volatity was 36.39, the open interest changed by 32 which increased total open position to 79
On 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 0.95, which was 0.20 higher than the previous day. The implied volatity was 37.15, the open interest changed by 35 which increased total open position to 42
On 29 Nov BANKINDIA was trading at 110.50. The strike last trading price was 0.75, which was lower than the previous day. The implied volatity was 39.28, the open interest changed by 6 which increased total open position to 6
| BANKINDIA 26DEC2024 126 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 112.70 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 11 Dec | 114.30 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 10 Dec | 115.40 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 9 Dec | 115.88 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 6 Dec | 117.81 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 5 Dec | 118.32 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 4 Dec | 117.88 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 3 Dec | 114.02 | 14.95 | 0.00 | - | 0 | 0 | 0 |
| 29 Nov | 110.50 | 14.95 | - | 0 | 0 | 0 | |
For Bank Of India - strike price 126 expiring on 26DEC2024
Delta for 126 PE is -
Historical price for 126 PE is as follows
On 12 Dec BANKINDIA was trading at 112.70. The strike last trading price was 14.95, 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 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 14.95, 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 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 14.95, 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 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 14.95, 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 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 14.95, 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 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 14.95, 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 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 14.95, 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 3 Dec BANKINDIA was trading at 114.02. The strike last trading price was 14.95, 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 14.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
