BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 115 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.86
Vega: 0.05
Theta: -0.08
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 120.47 | 6.05 | 0.95 | 26.31 | 257 | -58 | 347 | |||||||||
| 14 Sept | 117.34 | 4.25 | -0.75 | 24.71 | 163 | -6 | 481 | |||||||||
| 17 Aug | 113.19 | 3.7 | -0.1 | 23.80 | 8 | 6 | 18 | |||||||||
For Bank Of India - strike price 115 expiring on 30SEP2025
Delta for 115 CE is 0.86
Historical price for 115 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 6.05, which was 0.95 higher than the previous day. The implied volatity was 26.31, the open interest changed by -58 which decreased total open position to 347
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 4.25, which was -0.75 lower than the previous day. The implied volatity was 24.71, the open interest changed by -6 which decreased total open position to 481
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 3.7, which was -0.1 lower than the previous day. The implied volatity was 23.80, the open interest changed by 6 which increased total open position to 18
| BANKINDIA 30SEP2025 115 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.12
Vega: 0.04
Theta: -0.04
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 0.3 | -0.35 | 23.97 | 382 | -36 | 426 |
| 14 Sept | 117.34 | 1.45 | 0.05 | 25.85 | 288 | -16 | 305 |
| 17 Aug | 113.19 | 4.35 | -0.15 | 25.57 | 2 | 1 | 3 |
For Bank Of India - strike price 115 expiring on 30SEP2025
Delta for 115 PE is -0.12
Historical price for 115 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.3, which was -0.35 lower than the previous day. The implied volatity was 23.97, the open interest changed by -36 which decreased total open position to 426
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 1.45, which was 0.05 higher than the previous day. The implied volatity was 25.85, the open interest changed by -16 which decreased total open position to 305
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 4.35, which was -0.15 lower than the previous day. The implied volatity was 25.57, the open interest changed by 1 which increased total open position to 3
