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Related Pages for BANKEX
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BANKEX
Bank Index
57423.13 -203.91 (-0.35%)

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Historical option data for BANKEX

21 Nov 2024 02:32 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 25NOV2024 56700 CE
Delta: 0.73
Vega: 19.87
Theta: -62.07
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57393.23 961.7 -43.10 20.67 2,453 189 210
19 Nov 57627.04 1004.8 10.95 - 42 -2 21
18 Nov 57400.43 993.85 993.85 15.44 88 23 23
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 56700 expiring on 25NOV2024

Delta for 56700 CE is 0.73

Historical price for 56700 CE is as follows

On 21 Nov BANKEX was trading at 57393.23. The strike last trading price was 961.7, which was -43.10 lower than the previous day. The implied volatity was 20.67, the open interest changed by 189 which increased total open position to 210


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1004.8, which was 10.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 21


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 993.85, which was 993.85 higher than the previous day. The implied volatity was 15.44, the open interest changed by 23 which increased total open position to 23


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 56700 PE
Delta: -0.25
Vega: 19.03
Theta: -39.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57393.23 166 -33.05 18.62 18,708 771 848
19 Nov 57627.04 199.05 -33.80 19.51 1,774 50 77
18 Nov 57400.43 232.85 232.85 17.30 337 27 27
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 56700 expiring on 25NOV2024

Delta for 56700 PE is -0.25

Historical price for 56700 PE is as follows

On 21 Nov BANKEX was trading at 57393.23. The strike last trading price was 166, which was -33.05 lower than the previous day. The implied volatity was 18.62, the open interest changed by 771 which increased total open position to 848


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 199.05, which was -33.80 lower than the previous day. The implied volatity was 19.51, the open interest changed by 50 which increased total open position to 77


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 232.85, which was 232.85 higher than the previous day. The implied volatity was 17.30, the open interest changed by 27 which increased total open position to 27


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