BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 55500 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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| 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 | |||
| 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 55500 expiring on 25NOV2024
Delta for 55500 CE is 0.00
Historical price for 55500 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 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 55500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 7.62
Theta: -19.88
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 37.75 | -17.25 | 21.93 | 47,168 | 3,443 | 4,764 |
| 19 Nov | 57627.04 | 55 | 6.40 | 21.59 | 4,699 | 1,282 | 1,321 |
| 18 Nov | 57400.43 | 48.6 | -38.10 | 18.02 | 86 | 19 | 39 |
| 14 Nov | 57276.81 | 86.7 | 86.70 | 16.36 | 20 | 20 | 20 |
| 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 55500 expiring on 25NOV2024
Delta for 55500 PE is -0.07
Historical price for 55500 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 37.75, which was -17.25 lower than the previous day. The implied volatity was 21.93, the open interest changed by 3443 which increased total open position to 4764
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 55, which was 6.40 higher than the previous day. The implied volatity was 21.59, the open interest changed by 1282 which increased total open position to 1321
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 48.6, which was -38.10 lower than the previous day. The implied volatity was 18.02, the open interest changed by 19 which increased total open position to 39
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 86.7, which was 86.70 higher than the previous day. The implied volatity was 16.36, the open interest changed by 20 which increased total open position to 20
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
