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BANKEX
Bank Index

55939.07 -288.02 (-0.51%)

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Historical option data for BANKEX

10 Jan 2025 09:29 AM IST
BANKEX 28JAN2025 53400 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
10 Jan 55992.17 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 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 55992.17. 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
Delta: -0.07
Vega: 17.44
Theta: -6.89
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
10 Jan 55992.17 70 -29.00 16.83 1 0 2
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 -0.07

Historical price for 53400 PE is as follows

On 10 Jan BANKEX was trading at 55992.17. The strike last trading price was 70, which was -29.00 lower than the previous day. The implied volatity was 16.83, 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 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