BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:01 PM IST
| BANKEX 25NOV2024 56000 CE | ||||||||||
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Delta: 0.92
Vega: 9.10
Theta: -34.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57466.36 | 1570 | 1570.00 | 18.40 | 111 | 15 | 15 | |||
| 19 Nov | 57627.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 56000 expiring on 25NOV2024
Delta for 56000 CE is 0.92
Historical price for 56000 CE is as follows
On 21 Nov BANKEX was trading at 57466.36. The strike last trading price was 1570, which was 1570.00 higher than the previous day. The implied volatity was 18.40, the open interest changed by 15 which increased total open position to 15
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 56000 PE | |||||||
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Delta: -0.12
Vega: 12.02
Theta: -30.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57466.36 | 77.75 | -13.70 | 21.83 | 22,045 | 3,286 | 3,503 |
| 19 Nov | 57627.04 | 91.45 | -9.65 | 20.46 | 3,405 | 164 | 217 |
| 18 Nov | 57400.43 | 101.1 | -83.70 | 17.89 | 238 | 51 | 53 |
| 14 Nov | 57276.81 | 184.8 | 184.80 | 17.24 | 5 | 2 | 2 |
| 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 56000 expiring on 25NOV2024
Delta for 56000 PE is -0.12
Historical price for 56000 PE is as follows
On 21 Nov BANKEX was trading at 57466.36. The strike last trading price was 77.75, which was -13.70 lower than the previous day. The implied volatity was 21.83, the open interest changed by 3286 which increased total open position to 3503
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 91.45, which was -9.65 lower than the previous day. The implied volatity was 20.46, the open interest changed by 164 which increased total open position to 217
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 101.1, which was -83.70 lower than the previous day. The implied volatity was 17.89, the open interest changed by 51 which increased total open position to 53
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 184.8, which was 184.80 higher than the previous day. The implied volatity was 17.24, the open interest changed by 2 which increased total open position to 2
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
