BANKEX
Bank Index
Historical option data for BANKEX
10 Jan 2025 09:43 AM IST
| BANKEX 28JAN2025 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 | |||
| 10 Jan | 55879.08 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 56227.09 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 8 Jan | 56627.81 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 53200 expiring on 28JAN2025
Delta for 53200 CE is 0.00
Historical price for 53200 CE is as follows
On 10 Jan BANKEX was trading at 55879.08. 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 9 Jan BANKEX was trading at 56227.09. 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 8 Jan BANKEX was trading at 56627.81. 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 28JAN2025 53200 PE | |||||||
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Delta: -0.07
Vega: 17.07
Theta: -6.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jan | 55879.08 | 65 | 35.00 | 16.11 | 2 | 0 | 2 |
| 9 Jan | 56227.09 | 30 | -19.00 | 15.12 | 1 | 1 | 2 |
| 8 Jan | 56627.81 | 49 | 17.78 | 4 | 1 | 1 | |
For Bank Index - strike price 53200 expiring on 28JAN2025
Delta for 53200 PE is -0.07
Historical price for 53200 PE is as follows
On 10 Jan BANKEX was trading at 55879.08. The strike last trading price was 65, which was 35.00 higher than the previous day. The implied volatity was 16.11, the open interest changed by 0 which decreased total open position to 2
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 30, which was -19.00 lower than the previous day. The implied volatity was 15.12, the open interest changed by 1 which increased total open position to 2
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 49, which was lower than the previous day. The implied volatity was 17.78, the open interest changed by 1 which increased total open position to 1
