BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
BANKEX 25NOV2024 55900 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 | 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 | |||
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12 Nov | 58328.11 | 0 | 0.00 | 0 | 0 | 0 |
For Bank Index - strike price 55900 expiring on 25NOV2024
Delta for 55900 CE is 0.00
Historical price for 55900 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 55900 PE | |||||||
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Delta: -0.10
Vega: 10.77
Theta: -26.38
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 57382.57 | 61.8 | -23.60 | 20.79 | 10,491 | 439 | 497 |
19 Nov | 57627.04 | 85.4 | 1.35 | 20.88 | 569 | 54 | 58 |
18 Nov | 57400.43 | 84.05 | 84.05 | 17.67 | 14 | 4 | 4 |
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 55900 expiring on 25NOV2024
Delta for 55900 PE is -0.10
Historical price for 55900 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 61.8, which was -23.60 lower than the previous day. The implied volatity was 20.79, the open interest changed by 439 which increased total open position to 497
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 85.4, which was 1.35 higher than the previous day. The implied volatity was 20.88, the open interest changed by 54 which increased total open position to 58
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 84.05, which was 84.05 higher than the previous day. The implied volatity was 17.67, the open interest changed by 4 which increased total open position to 4
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