BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:27 PM IST
| BANKEX 25NOV2024 56500 CE | ||||||||||
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Delta: 0.86
Vega: 13.20
Theta: -39.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57475.19 | 1104.9 | 1104.90 | 15.89 | 767 | 76 | 76 | |||
| 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 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 12 Nov | 58328.11 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56500 expiring on 25NOV2024
Delta for 56500 CE is 0.86
Historical price for 56500 CE is as follows
On 21 Nov BANKEX was trading at 57475.19. The strike last trading price was 1104.9, which was 1104.90 higher than the previous day. The implied volatity was 15.89, the open interest changed by 76 which increased total open position to 76
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 56500 PE | |||||||
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Delta: -0.18
Vega: 15.97
Theta: -35.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57475.19 | 116.25 | -40.05 | 19.27 | 20,166 | 829 | 1,019 |
| 19 Nov | 57627.04 | 156.3 | -33.15 | 19.56 | 2,044 | 45 | 190 |
| 18 Nov | 57400.43 | 189.45 | -54.80 | 17.62 | 949 | 142 | 145 |
| 14 Nov | 57276.81 | 244.25 | 244.25 | 15.33 | 7 | 3 | 3 |
| 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 56500 expiring on 25NOV2024
Delta for 56500 PE is -0.18
Historical price for 56500 PE is as follows
On 21 Nov BANKEX was trading at 57475.19. The strike last trading price was 116.25, which was -40.05 lower than the previous day. The implied volatity was 19.27, the open interest changed by 829 which increased total open position to 1019
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 156.3, which was -33.15 lower than the previous day. The implied volatity was 19.56, the open interest changed by 45 which increased total open position to 190
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 189.45, which was -54.80 lower than the previous day. The implied volatity was 17.62, the open interest changed by 142 which increased total open position to 145
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 244.25, which was 244.25 higher than the previous day. The implied volatity was 15.33, the open interest changed by 3 which increased total open position to 3
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
