BANKINDIA
Bank Of India
Historical option data for BANKINDIA
21 Sep 2025 04:14 PM IST
| BANKINDIA 30SEP2025 130 CE | ||||||||||||||||
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Delta: 0.09
Vega: 0.03
Theta: -0.05
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 120.47 | 0.25 | 0 | 30.88 | 340 | 132 | 562 | |||||||||
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| 14 Sept | 117.34 | 0.3 | -0.1 | 31.01 | 183 | 85 | 314 | |||||||||
For Bank Of India - strike price 130 expiring on 30SEP2025
Delta for 130 CE is 0.09
Historical price for 130 CE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 0.25, which was 0 lower than the previous day. The implied volatity was 30.88, the open interest changed by 132 which increased total open position to 562
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 0.3, which was -0.1 lower than the previous day. The implied volatity was 31.01, the open interest changed by 85 which increased total open position to 314
| BANKINDIA 30SEP2025 130 PE | |||||||
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Delta: -0.96
Vega: 0.02
Theta: 0.01
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 120.47 | 9.4 | -1.25 | 24.86 | 10 | 3 | 19 |
| 14 Sept | 117.34 | 12.4 | 0.75 | 32.89 | 3 | -1 | 10 |
For Bank Of India - strike price 130 expiring on 30SEP2025
Delta for 130 PE is -0.96
Historical price for 130 PE is as follows
On 21 Sept BANKINDIA was trading at 120.47. The strike last trading price was 9.4, which was -1.25 lower than the previous day. The implied volatity was 24.86, the open interest changed by 3 which increased total open position to 19
On 14 Sept BANKINDIA was trading at 117.34. The strike last trading price was 12.4, which was 0.75 higher than the previous day. The implied volatity was 32.89, the open interest changed by -1 which decreased total open position to 10
