BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 56500 CE | ||||||||||
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Delta: 0.85
Vega: 14.52
Theta: -40.29
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 1080 | -7.85 | 15.94 | 9 | -5 | 97 | |||
| 13 Nov | 57199.17 | 1087.85 | 1087.85 | 23.55 | 115 | 102 | 102 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 56500 expiring on 18NOV2024
Delta for 56500 CE is 0.85
Historical price for 56500 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 1080, which was -7.85 lower than the previous day. The implied volatity was 15.94, the open interest changed by -5 which decreased total open position to 97
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1087.85, which was 1087.85 higher than the previous day. The implied volatity was 23.55, the open interest changed by 102 which increased total open position to 102
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 56500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 15.12
Theta: -26.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57436.42 | 87.7 | 8.90 | 16.59 | 1,031 | 247 | 741 |
| 13 Nov | 57199.17 | 78.8 | 53.20 | 12.53 | 12,209 | 462 | 494 |
| 12 Nov | 58328.11 | 25.6 | 25.60 | 16.04 | 232 | 32 | 32 |
| 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 56500 expiring on 18NOV2024
Delta for 56500 PE is -0.16
Historical price for 56500 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 87.7, which was 8.90 higher than the previous day. The implied volatity was 16.59, the open interest changed by 247 which increased total open position to 741
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 78.8, which was 53.20 higher than the previous day. The implied volatity was 12.53, the open interest changed by 462 which increased total open position to 494
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 25.6, which was 25.60 higher than the previous day. The implied volatity was 16.04, the open interest changed by 32 which increased total open position to 32
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
