BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 125 CE | ||||||||||||||||
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Delta: 0.22
Vega: 0.06
Theta: -0.08
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 120.47 | 0.65 | 0 | 25.43 | 957 | -7 | 807 | |||||||||
| 14 Sept | 117.34 | 0.6 | -0.3 | 26.46 | 443 | -11 | 572 | |||||||||
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| 17 Aug | 113.19 | 1 | -0.05 | 25.78 | 5 | -1 | 10 | |||||||||
For Bank Of India - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.22
Historical price for 125 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.65, which was 0 lower than the previous day. The implied volatity was 25.43, the open interest changed by -7 which decreased total open position to 807
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 0.6, which was -0.3 lower than the previous day. The implied volatity was 26.46, the open interest changed by -11 which decreased total open position to 572
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 1, which was -0.05 lower than the previous day. The implied volatity was 25.78, the open interest changed by -1 which decreased total open position to 10
| BANKINDIA 30SEP2025 125 PE | |||||||
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Delta: -0.81
Vega: 0.06
Theta: -0.03
Gamma: 0.06
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 4.8 | -1.25 | 22.49 | 77 | 7 | 100 |
| 14 Sept | 117.34 | 8.45 | 1.2 | 37.13 | 14 | 5 | 51 |
| 17 Aug | 113.19 | 14.05 | 0 | - | 0 | 0 | 0 |
For Bank Of India - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.81
Historical price for 125 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 4.8, which was -1.25 lower than the previous day. The implied volatity was 22.49, the open interest changed by 7 which increased total open position to 100
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 8.45, which was 1.2 higher than the previous day. The implied volatity was 37.13, the open interest changed by 5 which increased total open position to 51
On 17 Aug BANKINDIA was trading at 113.19. The strike last trading price was 14.05, 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
