BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 117.5 CE | ||||||||||||||||
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Delta: 0.74
Vega: 0.07
Theta: -0.10
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 120.47 | 4 | 0.8 | 24.92 | 334 | -51 | 204 | |||||||||
| 14 Sept | 117.34 | 2.8 | -0.65 | 24.92 | 277 | -3 | 207 | |||||||||
| 17 Aug | 113.19 | 2.4 | -0.2 | 22.12 | 2 | 2 | 1 | |||||||||
For Bank Of India - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 CE is 0.74
Historical price for 117.5 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 4, which was 0.8 higher than the previous day. The implied volatity was 24.92, the open interest changed by -51 which decreased total open position to 204
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 2.8, which was -0.65 lower than the previous day. The implied volatity was 24.92, the open interest changed by -3 which decreased total open position to 207
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 2.4, which was -0.2 lower than the previous day. The implied volatity was 22.12, the open interest changed by 2 which increased total open position to 1
| BANKINDIA 30SEP2025 117.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.24
Vega: 0.07
Theta: -0.06
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 0.7 | -0.6 | 22.73 | 210 | 13 | 165 |
| 14 Sept | 117.34 | 2.4 | 0.15 | 25.10 | 236 | -23 | 159 |
| 17 Aug | 113.19 | 10.5 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 117.5 expiring on 30SEP2025
Delta for 117.5 PE is -0.24
Historical price for 117.5 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.7, which was -0.6 lower than the previous day. The implied volatity was 22.73, the open interest changed by 13 which increased total open position to 165
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 2.4, which was 0.15 higher than the previous day. The implied volatity was 25.10, the open interest changed by -23 which decreased total open position to 159
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 10.5, 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
