BANKINDIA
Bank Of India
Historical option data for BANKINDIA
12 Dec 2024 10:04 AM IST
BANKINDIA 26DEC2024 132 CE | ||||||||||
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Delta: 0.04
Vega: 0.02
Theta: -0.03
Gamma: 0.01
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 113.37 | 0.15 | 0.00 | 42.08 | 11 | -10 | 24 | |||
11 Dec | 114.30 | 0.15 | -0.10 | 39.19 | 7 | -3 | 37 | |||
10 Dec | 115.40 | 0.25 | -0.10 | 39.79 | 23 | 15 | 41 | |||
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9 Dec | 115.88 | 0.35 | -0.20 | 39.66 | 8 | 3 | 25 | |||
6 Dec | 117.81 | 0.55 | -0.05 | 37.34 | 20 | 5 | 22 | |||
5 Dec | 118.32 | 0.6 | 36.31 | 17 | 5 | 5 |
For Bank Of India - strike price 132 expiring on 26DEC2024
Delta for 132 CE is 0.04
Historical price for 132 CE is as follows
On 12 Dec BANKINDIA was trading at 113.37. The strike last trading price was 0.15, which was 0.00 lower than the previous day. The implied volatity was 42.08, the open interest changed by -10 which decreased total open position to 24
On 11 Dec BANKINDIA was trading at 114.30. The strike last trading price was 0.15, which was -0.10 lower than the previous day. The implied volatity was 39.19, the open interest changed by -3 which decreased total open position to 37
On 10 Dec BANKINDIA was trading at 115.40. The strike last trading price was 0.25, which was -0.10 lower than the previous day. The implied volatity was 39.79, the open interest changed by 15 which increased total open position to 41
On 9 Dec BANKINDIA was trading at 115.88. The strike last trading price was 0.35, which was -0.20 lower than the previous day. The implied volatity was 39.66, the open interest changed by 3 which increased total open position to 25
On 6 Dec BANKINDIA was trading at 117.81. The strike last trading price was 0.55, which was -0.05 lower than the previous day. The implied volatity was 37.34, the open interest changed by 5 which increased total open position to 22
On 5 Dec BANKINDIA was trading at 118.32. The strike last trading price was 0.6, which was lower than the previous day. The implied volatity was 36.31, the open interest changed by 5 which increased total open position to 5
BANKINDIA 26DEC2024 132 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 113.37 | 20.15 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 114.30 | 20.15 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 115.40 | 20.15 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 115.88 | 20.15 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 117.81 | 20.15 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 118.32 | 20.15 | - | 0 | 0 | 0 |
For Bank Of India - strike price 132 expiring on 26DEC2024
Delta for 132 PE is -
Historical price for 132 PE is as follows
On 12 Dec BANKINDIA was trading at 113.37. The strike last trading price was 20.15, 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 20.15, 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 20.15, 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 20.15, 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 20.15, 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 20.15, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0