BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 127.5 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.12
Vega: 0.04
Theta: -0.05
Gamma: 0.04
|
||||||||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
|
|
||||||||||||||||
| 21 Sept | 120.47 | 0.3 | -0.1 | 26.01 | 68 | -4 | 106 | |||||||||
| 14 Sept | 117.34 | 0.4 | -0.25 | 28.43 | 55 | 11 | 119 | |||||||||
For Bank Of India - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 CE is 0.12
Historical price for 127.5 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 26.01, the open interest changed by -4 which decreased total open position to 106
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 0.4, which was -0.25 lower than the previous day. The implied volatity was 28.43, the open interest changed by 11 which increased total open position to 119
| BANKINDIA 30SEP2025 127.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.91
Vega: 0.03
Theta: -0.00
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 7 | -1.3 | 22.84 | 35 | 0 | 13 |
| 14 Sept | 117.34 | 10.8 | 1.45 | 41.84 | 1 | 0 | 3 |
For Bank Of India - strike price 127.5 expiring on 30SEP2025
Delta for 127.5 PE is -0.91
Historical price for 127.5 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 7, which was -1.3 lower than the previous day. The implied volatity was 22.84, the open interest changed by 0 which decreased total open position to 13
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 10.8, which was 1.45 higher than the previous day. The implied volatity was 41.84, the open interest changed by 0 which decreased total open position to 3
