BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 28OCT2025 115 CE | ||||||||||||||||
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Delta: 0.73
Vega: 0.13
Theta: -0.07
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 120.47 | 8.5 | 1.45 | 29.56 | 3 | 1 | 34 | |||||||||
| 14 Sept | 117.34 | 5.75 | -1 | 21.68 | 9 | 3 | 25 | |||||||||
| 17 Aug | 113.19 | 8.35 | 0 | - | 0 | 0 | 0 | |||||||||
For Bank Of India - strike price 115 expiring on 28OCT2025
Delta for 115 CE is 0.73
Historical price for 115 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 8.5, which was 1.45 higher than the previous day. The implied volatity was 29.56, the open interest changed by 1 which increased total open position to 34
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 5.75, which was -1 lower than the previous day. The implied volatity was 21.68, the open interest changed by 3 which increased total open position to 25
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 8.35, 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 28OCT2025 115 PE | |||||||
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Delta: -0.26
Vega: 0.13
Theta: -0.04
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 1.85 | -0.4 | 28.56 | 53 | 23 | 80 |
| 14 Sept | 117.34 | 2.7 | 0.25 | 26.49 | 7 | 0 | 39 |
| 17 Aug | 113.19 | 10.25 | 0 | 0.29 | 0 | 0 | 0 |
For Bank Of India - strike price 115 expiring on 28OCT2025
Delta for 115 PE is -0.26
Historical price for 115 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 1.85, which was -0.4 lower than the previous day. The implied volatity was 28.56, the open interest changed by 23 which increased total open position to 80
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 2.7, which was 0.25 higher than the previous day. The implied volatity was 26.49, the open interest changed by 0 which decreased total open position to 39
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 10.25, which was 0 lower than the previous day. The implied volatity was 0.29, the open interest changed by 0 which decreased total open position to 0
