BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 53200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 21 Nov | 57382.57 | 2782.45 | 2782.45 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 57627.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 57400.43 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 57276.81 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 53200 expiring on 25NOV2024
Delta for 53200 CE is 0.00
Historical price for 53200 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 2782.45, which was 2782.45 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25NOV2024 53200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.01
Vega: 1.67
Theta: -6.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 6.95 | 5.60 | 32.03 | 308 | 211 | 213 |
| 19 Nov | 57627.04 | 1.35 | -25.55 | 22.95 | 12 | -8 | 2 |
| 18 Nov | 57400.43 | 26.9 | -5.85 | 29.99 | 9 | 9 | 10 |
| 14 Nov | 57276.81 | 32.75 | 24.49 | 1 | 1 | 1 | |
For Bank Index - strike price 53200 expiring on 25NOV2024
Delta for 53200 PE is -0.01
Historical price for 53200 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 6.95, which was 5.60 higher than the previous day. The implied volatity was 32.03, the open interest changed by 211 which increased total open position to 213
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1.35, which was -25.55 lower than the previous day. The implied volatity was 22.95, the open interest changed by -8 which decreased total open position to 2
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 26.9, which was -5.85 lower than the previous day. The implied volatity was 29.99, the open interest changed by 9 which increased total open position to 10
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 32.75, which was lower than the previous day. The implied volatity was 24.49, the open interest changed by 1 which increased total open position to 1
