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Related Pages for BANKEX
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BANKEX
Bank Index
57318.91 -308.13 (-0.53%)

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Historical option data for BANKEX

21 Nov 2024 02:54 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 25NOV2024 56600 CE
Delta: 0.81
Vega: 16.22
Theta: -42.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57319.17 874.6 -243.50 14.89 1,521 226 244
19 Nov 57627.04 1118.1 53.15 - 27 3 18
18 Nov 57400.43 1064.95 1064.95 15.25 57 15 15
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 56600 expiring on 25NOV2024

Delta for 56600 CE is 0.81

Historical price for 56600 CE is as follows

On 21 Nov BANKEX was trading at 57319.17. The strike last trading price was 874.6, which was -243.50 lower than the previous day. The implied volatity was 14.89, the open interest changed by 226 which increased total open position to 244


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1118.1, which was 53.15 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 18


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1064.95, which was 1064.95 higher than the previous day. The implied volatity was 15.25, the open interest changed by 15 which increased total open position to 15


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 56600 PE
Delta: -0.24
Vega: 18.72
Theta: -39.90
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57319.17 161.7 -15.65 18.79 14,274 516 600
19 Nov 57627.04 177.35 -34.55 19.57 3,199 33 84
18 Nov 57400.43 211.9 211.90 17.53 433 51 51
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 56600 expiring on 25NOV2024

Delta for 56600 PE is -0.24

Historical price for 56600 PE is as follows

On 21 Nov BANKEX was trading at 57319.17. The strike last trading price was 161.7, which was -15.65 lower than the previous day. The implied volatity was 18.79, the open interest changed by 516 which increased total open position to 600


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 177.35, which was -34.55 lower than the previous day. The implied volatity was 19.57, the open interest changed by 33 which increased total open position to 84


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 211.9, which was 211.90 higher than the previous day. The implied volatity was 17.53, the open interest changed by 51 which increased total open position to 51


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