BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:27 AM IST
| BANKEX 18NOV2024 56000 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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| 14 Nov | 57429.46 | 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 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56000 expiring on 18NOV2024
Delta for 56000 CE is 0.00
Historical price for 56000 CE is as follows
On 14 Nov BANKEX was trading at 57429.46. 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 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 11 Nov BANKEX was trading at 59184.10. 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 8 Nov BANKEX was trading at 58857.86. 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 7 Nov BANKEX was trading at 59242.74. 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 6 Nov BANKEX was trading at 59653.07. 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 18NOV2024 56000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.08
Vega: 9.42
Theta: -18.25
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57429.46 | 41.4 | -8.60 | 17.66 | 1,535 | 271 | 2,632 |
| 13 Nov | 57199.17 | 50 | 33.80 | 15.29 | 15,420 | 2,288 | 2,361 |
| 12 Nov | 58328.11 | 16.2 | 16.20 | 17.82 | 222 | 73 | 73 |
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 59242.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56000 expiring on 18NOV2024
Delta for 56000 PE is -0.08
Historical price for 56000 PE is as follows
On 14 Nov BANKEX was trading at 57429.46. The strike last trading price was 41.4, which was -8.60 lower than the previous day. The implied volatity was 17.66, the open interest changed by 271 which increased total open position to 2632
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 50, which was 33.80 higher than the previous day. The implied volatity was 15.29, the open interest changed by 2288 which increased total open position to 2361
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 16.2, which was 16.20 higher than the previous day. The implied volatity was 17.82, the open interest changed by 73 which increased total open position to 73
On 11 Nov BANKEX was trading at 59184.10. 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 8 Nov BANKEX was trading at 58857.86. 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 7 Nov BANKEX was trading at 59242.74. 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 6 Nov BANKEX was trading at 59653.07. 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
