BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 122.5 CE | ||||||||||||||||
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Delta: 0.37
Vega: 0.08
Theta: -0.10
Gamma: 0.07
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 120.47 | 1.25 | 0.15 | 24.25 | 794 | 41 | 283 | |||||||||
| 14 Sept | 117.34 | 1.05 | -0.4 | 25.94 | 288 | 7 | 218 | |||||||||
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| 17 Aug | 113.19 | 1.4 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Bank Of India - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 CE is 0.37
Historical price for 122.5 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 1.25, which was 0.15 higher than the previous day. The implied volatity was 24.25, the open interest changed by 41 which increased total open position to 283
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 1.05, which was -0.4 lower than the previous day. The implied volatity was 25.94, the open interest changed by 7 which increased total open position to 218
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 1.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKINDIA 30SEP2025 122.5 PE | |||||||
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Delta: -0.65
Vega: 0.08
Theta: -0.06
Gamma: 0.08
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 2.9 | -1.1 | 21.93 | 97 | 22 | 45 |
| 14 Sept | 117.34 | 5.8 | 0.65 | 28.17 | 8 | -6 | 23 |
| 17 Aug | 113.19 | 13.85 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 122.5 expiring on 30SEP2025
Delta for 122.5 PE is -0.65
Historical price for 122.5 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 2.9, which was -1.1 lower than the previous day. The implied volatity was 21.93, the open interest changed by 22 which increased total open position to 45
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 5.8, which was 0.65 higher than the previous day. The implied volatity was 28.17, the open interest changed by -6 which decreased total open position to 23
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 13.85, 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
