BANKINDIA
Bank Of India
Historical option data for BANKINDIA
28 Sep 2025 10:09 PM IST
| BANKINDIA 28OCT2025 120 CE | ||||||||||||||||
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Delta: 0.42
Vega: 0.13
Theta: -0.07
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 28 Sept | 116.33 | 2.95 | -1.45 | 29.23 | 513 | 59 | 526 | |||||||||
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| 21 Sept | 120.47 | 5.1 | 0.5 | 27.38 | 175 | -52 | 234 | |||||||||
| 14 Sept | 117.34 | 3.7 | -0.55 | 25.48 | 23 | 9 | 37 | |||||||||
| 17 Aug | 113.19 | 6.45 | 0 | 2.68 | 0 | 0 | 0 | |||||||||
For Bank Of India - strike price 120 expiring on 28OCT2025
Delta for 120 CE is 0.42
Historical price for 120 CE is as follows
On 28 Sept BANKINDIA was trading at 116.33. The strike last trading price was 2.95, which was -1.45 lower than the previous day. The implied volatity was 29.23, the open interest changed by 59 which increased total open position to 526
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 5.1, which was 0.5 higher than the previous day. The implied volatity was 27.38, the open interest changed by -52 which decreased total open position to 234
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 3.7, which was -0.55 lower than the previous day. The implied volatity was 25.48, the open interest changed by 9 which increased total open position to 37
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 6.45, which was 0 lower than the previous day. The implied volatity was 2.68, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 28OCT2025 120 PE | |||||||
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Delta: -0.57
Vega: 0.14
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 28 Sept | 116.33 | 5.95 | 2 | 33.20 | 267 | 42 | 243 |
| 21 Sept | 120.47 | 3.5 | -1.25 | 27.23 | 31 | 8 | 99 |
| 14 Sept | 117.34 | 4.45 | 0.2 | 23.31 | 1 | 1 | 1 |
| 17 Aug | 113.19 | 13.3 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 120 expiring on 28OCT2025
Delta for 120 PE is -0.57
Historical price for 120 PE is as follows
On 28 Sept BANKINDIA was trading at 116.33. The strike last trading price was 5.95, which was 2 higher than the previous day. The implied volatity was 33.20, the open interest changed by 42 which increased total open position to 243
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 3.5, which was -1.25 lower than the previous day. The implied volatity was 27.23, the open interest changed by 8 which increased total open position to 99
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 4.45, which was 0.2 higher than the previous day. The implied volatity was 23.31, the open interest changed by 1 which increased total open position to 1
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 13.3, 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
