BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 11:14 AM IST
BANKINDIA 26DEC2024 130 CE | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
|
||||||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 112.76 | 0.15 | -0.05 | 39.86 | 14 | -4 | 206 | |||
11 Dec | 114.30 | 0.2 | -0.20 | 37.84 | 220 | -18 | 210 | |||
10 Dec | 115.40 | 0.4 | 0.05 | 39.97 | 214 | 61 | 251 | |||
9 Dec | 115.88 | 0.35 | -0.35 | 36.07 | 91 | 29 | 192 | |||
6 Dec | 117.81 | 0.7 | -0.10 | 36.12 | 237 | -1 | 167 | |||
|
||||||||||
5 Dec | 118.32 | 0.8 | -0.10 | 35.68 | 228 | 36 | 172 | |||
4 Dec | 117.88 | 0.9 | 36.88 | 464 | 135 | 135 |
For Bank Of India - strike price 130 expiring on 26DEC2024
Delta for 130 CE is 0.04
Historical price for 130 CE is as follows
On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 0.15, which was -0.05 lower than the previous day. The implied volatity was 39.86, the open interest changed by -4 which decreased total open position to 206
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.2, which was -0.20 lower than the previous day. The implied volatity was 37.84, the open interest changed by -18 which decreased total open position to 210
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.4, which was 0.05 higher than the previous day. The implied volatity was 39.97, the open interest changed by 61 which increased total open position to 251
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.35, which was -0.35 lower than the previous day. The implied volatity was 36.07, the open interest changed by 29 which increased total open position to 192
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 0.7, which was -0.10 lower than the previous day. The implied volatity was 36.12, the open interest changed by -1 which decreased total open position to 167
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 0.8, which was -0.10 lower than the previous day. The implied volatity was 35.68, the open interest changed by 36 which increased total open position to 172
On 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 0.9, which was lower than the previous day. The implied volatity was 36.88, the open interest changed by 135 which increased total open position to 135
BANKINDIA 26DEC2024 130 PE | |||||||
---|---|---|---|---|---|---|---|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 112.76 | 18.35 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 114.30 | 18.35 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 115.40 | 18.35 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 115.88 | 18.35 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 117.81 | 18.35 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 118.32 | 18.35 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 117.88 | 18.35 | - | 0 | 0 | 0 |
For Bank Of India - strike price 130 expiring on 26DEC2024
Delta for 130 PE is -
Historical price for 130 PE is as follows
On 12 Dec BANKINDIA was trading at 112.76. The strike last trading price was 18.35, 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 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 18.35, 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 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 18.35, 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 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 18.35, 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 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 18.35, 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 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 18.35, 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 4 Dec BANKINDIA was trading at 117.88. The strike last trading price was 18.35, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0