BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 112.5 CE | ||||||||||||||||
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Delta: 0.90
Vega: 0.04
Theta: -0.08
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 120.47 | 8.45 | 1.1 | 31.79 | 25 | 3 | 122 | |||||||||
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| 14 Sept | 117.34 | 6.4 | -0.6 | 29.08 | 8 | -2 | 139 | |||||||||
| 17 Aug | 113.19 | 7.65 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of India - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 CE is 0.90
Historical price for 112.5 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 8.45, which was 1.1 higher than the previous day. The implied volatity was 31.79, the open interest changed by 3 which increased total open position to 122
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 6.4, which was -0.6 lower than the previous day. The implied volatity was 29.08, the open interest changed by -2 which decreased total open position to 139
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 7.65, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 30SEP2025 112.5 PE | |||||||
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Delta: -0.06
Vega: 0.03
Theta: -0.03
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 0.15 | -0.2 | 26.56 | 190 | -16 | 198 |
| 14 Sept | 117.34 | 0.8 | 0 | 26.35 | 86 | 8 | 153 |
| 17 Aug | 113.19 | 3.1 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Of India - strike price 112.5 expiring on 30SEP2025
Delta for 112.5 PE is -0.06
Historical price for 112.5 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.15, which was -0.2 lower than the previous day. The implied volatity was 26.56, the open interest changed by -16 which decreased total open position to 198
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 0.8, which was 0 lower than the previous day. The implied volatity was 26.35, the open interest changed by 8 which increased total open position to 153
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 3.1, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
