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BANKEX
Bank Index

57382.57 -244.47 (-0.42%)

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Historical option data for BANKEX

21 Nov 2024 04:12 PM IST
BANKEX 25NOV2024 55000 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57382.57 2965 2965.00 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
14 Nov 57276.81 0 0.00 0.00 0 0 0
13 Nov 57199.17 0 0.00 0.00 0 0 0
12 Nov 58328.11 0 0.00 0 0 0


For Bank Index - strike price 55000 expiring on 25NOV2024

Delta for 55000 CE is 0.00

Historical price for 55000 CE is as follows

On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 2965, which was 2965.00 higher 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 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 13 Nov BANKEX was trading at 57199.17. 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 12 Nov BANKEX was trading at 58328.11. 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 55000 PE
Delta: -0.05
Vega: 5.83
Theta: -17.43
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57382.57 28.9 -6.00 24.92 10,897 1,617 1,809
19 Nov 57627.04 34.9 34.90 22.97 644 192 192
18 Nov 57400.43 0 0.00 0.00 0 0 0
14 Nov 57276.81 0 0.00 0.00 0 0 0
13 Nov 57199.17 0 0.00 0.00 0 0 0
12 Nov 58328.11 0 0.00 0 0 0


For Bank Index - strike price 55000 expiring on 25NOV2024

Delta for 55000 PE is -0.05

Historical price for 55000 PE is as follows

On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 28.9, which was -6.00 lower than the previous day. The implied volatity was 24.92, the open interest changed by 1617 which increased total open position to 1809


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 34.9, which was 34.90 higher than the previous day. The implied volatity was 22.97, the open interest changed by 192 which increased total open position to 192


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 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 13 Nov BANKEX was trading at 57199.17. 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 12 Nov BANKEX was trading at 58328.11. 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