BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:26 AM IST
| BANKEX 18NOV2024 56600 CE | ||||||||||
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Delta: 0.82
Vega: 16.03
Theta: -42.17
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57421.11 | 980 | -41.95 | 15.64 | 7 | 0 | 163 | |||
| 13 Nov | 57199.17 | 1021.95 | 1021.95 | 23.61 | 176 | 163 | 163 | |||
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| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 56600 expiring on 18NOV2024
Delta for 56600 CE is 0.82
Historical price for 56600 CE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 980, which was -41.95 lower than the previous day. The implied volatity was 15.64, the open interest changed by 0 which decreased total open position to 163
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1021.95, which was 1021.95 higher than the previous day. The implied volatity was 23.61, the open interest changed by 163 which increased total open position to 163
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 56600 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.19
Vega: 16.58
Theta: -28.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57421.11 | 103.45 | 13.45 | 16.30 | 534 | 65 | 285 |
| 13 Nov | 57199.17 | 90 | 90.00 | 12.10 | 3,469 | 220 | 220 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 56600 expiring on 18NOV2024
Delta for 56600 PE is -0.19
Historical price for 56600 PE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 103.45, which was 13.45 higher than the previous day. The implied volatity was 16.30, the open interest changed by 65 which increased total open position to 285
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 90, which was 90.00 higher than the previous day. The implied volatity was 12.10, the open interest changed by 220 which increased total open position to 220
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
