BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:29 PM IST
| BANKEX 25NOV2024 56400 CE | ||||||||||
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Delta: 0.87
Vega: 12.72
Theta: -39.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57473.15 | 1201.5 | 1201.50 | 16.88 | 369 | 14 | 14 | |||
| 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 56400 expiring on 25NOV2024
Delta for 56400 CE is 0.87
Historical price for 56400 CE is as follows
On 21 Nov BANKEX was trading at 57473.15. The strike last trading price was 1201.5, which was 1201.50 higher than the previous day. The implied volatity was 16.88, the open interest changed by 14 which increased total open position to 14
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 56400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.17
Vega: 15.26
Theta: -35.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57473.15 | 110.4 | -31.90 | 20.02 | 11,583 | 299 | 407 |
| 19 Nov | 57627.04 | 142.3 | -26.90 | 19.83 | 1,294 | 12 | 108 |
| 18 Nov | 57400.43 | 169.2 | -112.70 | 17.72 | 194 | 96 | 96 |
| 14 Nov | 57276.81 | 281.9 | 281.90 | 17.33 | 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 56400 expiring on 25NOV2024
Delta for 56400 PE is -0.17
Historical price for 56400 PE is as follows
On 21 Nov BANKEX was trading at 57473.15. The strike last trading price was 110.4, which was -31.90 lower than the previous day. The implied volatity was 20.02, the open interest changed by 299 which increased total open position to 407
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 142.3, which was -26.90 lower than the previous day. The implied volatity was 19.83, the open interest changed by 12 which increased total open position to 108
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 169.2, which was -112.70 lower than the previous day. The implied volatity was 17.72, the open interest changed by 96 which increased total open position to 96
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 281.9, which was 281.90 higher than the previous day. The implied volatity was 17.33, 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
