BANKEX
Bank Index
Historical option data for BANKEX
10 Jan 2025 09:39 AM IST
| BANKEX 28JAN2025 53300 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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| 10 Jan | 55788.36 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Jan | 56227.09 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Jan | 56627.81 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 53300 expiring on 28JAN2025
Delta for 53300 CE is 0.00
Historical price for 53300 CE is as follows
On 10 Jan BANKEX was trading at 55788.36. 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 53300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.10
Vega: 21.81
Theta: -9.16
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jan | 55788.36 | 106.95 | 80.45 | 17.91 | 7 | 2 | 5 |
| 9 Jan | 56227.09 | 26.5 | -39.50 | 14.40 | 1 | 1 | 3 |
| 8 Jan | 56627.81 | 66 | 18.52 | 2 | 2 | 2 | |
For Bank Index - strike price 53300 expiring on 28JAN2025
Delta for 53300 PE is -0.10
Historical price for 53300 PE is as follows
On 10 Jan BANKEX was trading at 55788.36. The strike last trading price was 106.95, which was 80.45 higher than the previous day. The implied volatity was 17.91, the open interest changed by 2 which increased total open position to 5
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 26.5, which was -39.50 lower than the previous day. The implied volatity was 14.40, the open interest changed by 1 which increased total open position to 3
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 66, which was lower than the previous day. The implied volatity was 18.52, the open interest changed by 2 which increased total open position to 2
