BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 56100 CE | ||||||||||
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Delta: 0.90
Vega: 10.32
Theta: -36.53
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 1392.65 | 1392.65 | 17.58 | 70 | 4 | 4 | |||
| 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 56100 expiring on 25NOV2024
Delta for 56100 CE is 0.90
Historical price for 56100 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1392.65, which was 1392.65 higher than the previous day. The implied volatity was 17.58, the open interest changed by 4 which increased total open position to 4
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 56100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.13
Vega: 12.64
Theta: -29.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 79.15 | -26.50 | 20.23 | 10,407 | 296 | 455 |
| 19 Nov | 57627.04 | 105.65 | -2.20 | 20.51 | 898 | 145 | 159 |
| 18 Nov | 57400.43 | 107.85 | -38.85 | 17.43 | 33 | 14 | 14 |
| 14 Nov | 57276.81 | 146.7 | 146.70 | 15.09 | 2 | 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 56100 expiring on 25NOV2024
Delta for 56100 PE is -0.13
Historical price for 56100 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 79.15, which was -26.50 lower than the previous day. The implied volatity was 20.23, the open interest changed by 296 which increased total open position to 455
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 105.65, which was -2.20 lower than the previous day. The implied volatity was 20.51, the open interest changed by 145 which increased total open position to 159
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 107.85, which was -38.85 lower than the previous day. The implied volatity was 17.43, the open interest changed by 14 which increased total open position to 14
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 146.7, which was 146.70 higher than the previous day. The implied volatity was 15.09, 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
