BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:18 PM IST
| BANKEX 25NOV2024 55700 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 | 57395.24 | 2820.95 | 2820.95 | 0.00 | 0 | 0 | 0 | |||
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| 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 55700 expiring on 25NOV2024
Delta for 55700 CE is 0.00
Historical price for 55700 CE is as follows
On 21 Nov BANKEX was trading at 57395.24. The strike last trading price was 2820.95, which was 2820.95 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 55700 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.10
Vega: 10.28
Theta: -27.41
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57395.24 | 62.55 | -16.30 | 22.81 | 7,879 | 636 | 637 |
| 19 Nov | 57627.04 | 78.85 | 0.00 | 0.00 | 0 | 0 | 1 |
| 18 Nov | 57400.43 | 78.85 | 78.85 | 18.88 | 3 | 1 | 1 |
| 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 55700 expiring on 25NOV2024
Delta for 55700 PE is -0.10
Historical price for 55700 PE is as follows
On 21 Nov BANKEX was trading at 57395.24. The strike last trading price was 62.55, which was -16.30 lower than the previous day. The implied volatity was 22.81, the open interest changed by 636 which increased total open position to 637
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 78.85, 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 1
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 78.85, which was 78.85 higher than the previous day. The implied volatity was 18.88, the open interest changed by 1 which increased total open position to 1
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
