BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:42 PM IST
| BANKEX 25NOV2024 56300 CE | ||||||||||
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Delta: 0.80
Vega: 16.88
Theta: -58.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57326.90 | 1239 | 1239.00 | 22.01 | 118 | 10 | 10 | |||
| 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 56300 expiring on 25NOV2024
Delta for 56300 CE is 0.80
Historical price for 56300 CE is as follows
On 21 Nov BANKEX was trading at 57326.90. The strike last trading price was 1239, which was 1239.00 higher than the previous day. The implied volatity was 22.01, the open interest changed by 10 which increased total open position to 10
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 56300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.18
Vega: 15.71
Theta: -36.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57326.90 | 117.45 | -10.70 | 20.02 | 12,412 | 301 | 410 |
| 19 Nov | 57627.04 | 128.15 | -25.60 | 20.01 | 888 | -21 | 109 |
| 18 Nov | 57400.43 | 153.75 | -77.65 | 17.96 | 192 | 130 | 130 |
| 14 Nov | 57276.81 | 231.4 | 231.40 | 16.56 | 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 56300 expiring on 25NOV2024
Delta for 56300 PE is -0.18
Historical price for 56300 PE is as follows
On 21 Nov BANKEX was trading at 57326.90. The strike last trading price was 117.45, which was -10.70 lower than the previous day. The implied volatity was 20.02, the open interest changed by 301 which increased total open position to 410
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 128.15, which was -25.60 lower than the previous day. The implied volatity was 20.01, the open interest changed by -21 which decreased total open position to 109
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 153.75, which was -77.65 lower than the previous day. The implied volatity was 17.96, the open interest changed by 130 which increased total open position to 130
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 231.4, which was 231.40 higher than the previous day. The implied volatity was 16.56, 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
