BANKEX
Bank Index
Historical option data for BANKEX
10 Jan 2025 09:41 AM IST
| BANKEX 28JAN2025 53400 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 | 55861.49 | 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 53400 expiring on 28JAN2025
Delta for 53400 CE is 0.00
Historical price for 53400 CE is as follows
On 10 Jan BANKEX was trading at 55861.49. 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 53400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.08
Vega: 18.15
Theta: -6.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 10 Jan | 55861.49 | 70 | -29.00 | 15.79 | 1 | 1 | 3 |
| 9 Jan | 56227.09 | 99 | 16.00 | 18.69 | 1 | 1 | 2 |
| 8 Jan | 56627.81 | 83 | 19.09 | 1 | 1 | 1 | |
For Bank Index - strike price 53400 expiring on 28JAN2025
Delta for 53400 PE is -0.08
Historical price for 53400 PE is as follows
On 10 Jan BANKEX was trading at 55861.49. The strike last trading price was 70, which was -29.00 lower than the previous day. The implied volatity was 15.79, the open interest changed by 1 which increased total open position to 3
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 99, which was 16.00 higher than the previous day. The implied volatity was 18.69, 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 83, which was lower than the previous day. The implied volatity was 19.09, the open interest changed by 1 which increased total open position to 1
