BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 03:52 PM IST
| BANKEX 25NOV2024 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 | |||
| 21 Nov | 57382.57 | 0 | 0.00 | 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 | |||
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| 14 Nov | 57276.81 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 53300 expiring on 25NOV2024
Delta for 53300 CE is 0.00
Historical price for 53300 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. 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 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 53300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 0.97
Theta: -3.34
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 3.1 | -1.90 | 28.42 | 25 | 13 | 15 |
| 19 Nov | 57627.04 | 5 | -23.80 | 25.91 | 4 | -2 | 2 |
| 18 Nov | 57400.43 | 28.8 | -7.15 | 29.73 | 2 | 2 | 4 |
| 14 Nov | 57276.81 | 35.95 | 24.40 | 2 | 2 | 2 | |
For Bank Index - strike price 53300 expiring on 25NOV2024
Delta for 53300 PE is -0.01
Historical price for 53300 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 3.1, which was -1.90 lower than the previous day. The implied volatity was 28.42, the open interest changed by 13 which increased total open position to 15
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 5, which was -23.80 lower than the previous day. The implied volatity was 25.91, the open interest changed by -2 which decreased total open position to 2
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 28.8, which was -7.15 lower than the previous day. The implied volatity was 29.73, the open interest changed by 2 which increased total open position to 4
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 35.95, which was lower than the previous day. The implied volatity was 24.40, the open interest changed by 2 which increased total open position to 2
