BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:15 PM IST
| BANKEX 25NOV2024 55800 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 | 57403.14 | 1002 | 1002.00 | 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 | |||
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| 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 55800 expiring on 25NOV2024
Delta for 55800 CE is 0.00
Historical price for 55800 CE is as follows
On 21 Nov BANKEX was trading at 57403.14. The strike last trading price was 1002, which was 1002.00 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 55800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.11
Vega: 11.01
Theta: -28.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57403.14 | 69.35 | -9.65 | 22.56 | 7,324 | 390 | 472 |
| 19 Nov | 57627.04 | 79 | -7.30 | 21.24 | 463 | 80 | 82 |
| 18 Nov | 57400.43 | 86.3 | 86.30 | 18.60 | 2 | 2 | 2 |
| 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 55800 expiring on 25NOV2024
Delta for 55800 PE is -0.11
Historical price for 55800 PE is as follows
On 21 Nov BANKEX was trading at 57403.14. The strike last trading price was 69.35, which was -9.65 lower than the previous day. The implied volatity was 22.56, the open interest changed by 390 which increased total open position to 472
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 79, which was -7.30 lower than the previous day. The implied volatity was 21.24, the open interest changed by 80 which increased total open position to 82
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 86.3, which was 86.30 higher than the previous day. The implied volatity was 18.60, the open interest changed by 2 which increased total open position to 2
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
