BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:04 PM IST
| BANKEX 25NOV2024 56200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57440.32 | 1301.05 | 1301.05 | - | 98 | 1 | 1 | |||
| 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 56200 expiring on 25NOV2024
Delta for 56200 CE is -
Historical price for 56200 CE is as follows
On 21 Nov BANKEX was trading at 57440.32. The strike last trading price was 1301.05, which was 1301.05 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 56200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.15
Vega: 13.86
Theta: -33.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57440.32 | 95.75 | -20.10 | 20.85 | 8,492 | 198 | 345 |
| 19 Nov | 57627.04 | 115.85 | -3.15 | 20.23 | 1,333 | 128 | 147 |
| 18 Nov | 57400.43 | 119 | -62.70 | 17.17 | 154 | 19 | 19 |
| 14 Nov | 57276.81 | 181.7 | 181.70 | 15.65 | 4 | 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 56200 expiring on 25NOV2024
Delta for 56200 PE is -0.15
Historical price for 56200 PE is as follows
On 21 Nov BANKEX was trading at 57440.32. The strike last trading price was 95.75, which was -20.10 lower than the previous day. The implied volatity was 20.85, the open interest changed by 198 which increased total open position to 345
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 115.85, which was -3.15 lower than the previous day. The implied volatity was 20.23, the open interest changed by 128 which increased total open position to 147
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 119, which was -62.70 lower than the previous day. The implied volatity was 17.17, the open interest changed by 19 which increased total open position to 19
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 181.7, which was 181.70 higher than the previous day. The implied volatity was 15.65, 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
