BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:25 AM IST
| BANKEX 18NOV2024 56700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.84
Vega: 15.13
Theta: -36.33
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.54 | 865 | -72.15 | 13.13 | 9 | 2 | 106 | |||
| 13 Nov | 57199.17 | 937.15 | 937.15 | 22.80 | 119 | 104 | 104 | |||
|
|
||||||||||
| 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 56700 expiring on 18NOV2024
Delta for 56700 CE is 0.84
Historical price for 56700 CE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 865, which was -72.15 lower than the previous day. The implied volatity was 13.13, the open interest changed by 2 which increased total open position to 106
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 937.15, which was 937.15 higher than the previous day. The implied volatity was 22.80, the open interest changed by 104 which increased total open position to 104
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 56700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 17.94
Theta: -31.03
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57429.54 | 122.25 | 22.25 | 16.31 | 709 | 67 | 493 |
| 13 Nov | 57199.17 | 100 | 50.00 | 11.51 | 6,332 | 422 | 426 |
| 12 Nov | 58328.11 | 50 | 50.00 | 17.13 | 5 | 4 | 4 |
| 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 56700 expiring on 18NOV2024
Delta for 56700 PE is -0.21
Historical price for 56700 PE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 122.25, which was 22.25 higher than the previous day. The implied volatity was 16.31, the open interest changed by 67 which increased total open position to 493
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 100, which was 50.00 higher than the previous day. The implied volatity was 11.51, the open interest changed by 422 which increased total open position to 426
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 50, which was 50.00 higher than the previous day. The implied volatity was 17.13, the open interest changed by 4 which increased total open position to 4
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
