BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 120 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.56
Vega: 0.08
Theta: -0.10
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 120.47 | 2.25 | 0.25 | 22.90 | 1,687 | -193 | 751 | |||||||||
| 14 Sept | 117.34 | 1.65 | -0.6 | 24.34 | 987 | -29 | 1,002 | |||||||||
| 17 Aug | 113.19 | 2 | -0.1 | 24.78 | 38 | 19 | 66 | |||||||||
For Bank Of India - strike price 120 expiring on 30SEP2025
Delta for 120 CE is 0.56
Historical price for 120 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 2.25, which was 0.25 higher than the previous day. The implied volatity was 22.90, the open interest changed by -193 which decreased total open position to 751
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 1.65, which was -0.6 lower than the previous day. The implied volatity was 24.34, the open interest changed by -29 which decreased total open position to 1002
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 2, which was -0.1 lower than the previous day. The implied volatity was 24.78, the open interest changed by 19 which increased total open position to 66
| BANKINDIA 30SEP2025 120 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.43
Vega: 0.08
Theta: -0.07
Gamma: 0.09
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 1.5 | -0.95 | 21.80 | 410 | 10 | 462 |
| 14 Sept | 117.34 | 3.9 | 0.35 | 26.15 | 101 | 1 | 423 |
| 17 Aug | 113.19 | 11.1 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 120 expiring on 30SEP2025
Delta for 120 PE is -0.43
Historical price for 120 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 1.5, which was -0.95 lower than the previous day. The implied volatity was 21.80, the open interest changed by 10 which increased total open position to 462
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 3.9, which was 0.35 higher than the previous day. The implied volatity was 26.15, the open interest changed by 1 which increased total open position to 423
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 11.1, 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
