BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 03:42 PM IST
BANKEX 25NOV2024 56700 CE | ||||||||||
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Delta: 0.75
Vega: 19.07
Theta: -56.30
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
21 Nov | 57382.57 | 913.95 | -90.85 | 18.76 | 2,592 | 193 | 214 | |||
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 | |||
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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 0.75
Historical price for 56700 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 913.95, which was -90.85 lower than the previous day. The implied volatity was 18.76, the open interest changed by 193 which increased total open position to 214
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 | |||||||
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Delta: -0.23
Vega: 18.33
Theta: -35.94
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
21 Nov | 57382.57 | 141.7 | -57.35 | 17.28 | 22,331 | 536 | 613 |
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 -0.23
Historical price for 56700 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 141.7, which was -57.35 lower than the previous day. The implied volatity was 17.28, the open interest changed by 536 which increased total open position to 613
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