BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:26 AM IST
| BANKEX 18NOV2024 56800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.81
Vega: 16.77
Theta: -37.70
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57421.11 | 769.95 | -62.05 | 12.76 | 9 | -4 | 87 | |||
| 13 Nov | 57199.17 | 832 | 832.00 | 21.13 | 144 | 91 | 91 | |||
| 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 56800 expiring on 18NOV2024
Delta for 56800 CE is 0.81
Historical price for 56800 CE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 769.95, which was -62.05 lower than the previous day. The implied volatity was 12.76, the open interest changed by -4 which decreased total open position to 87
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 832, which was 832.00 higher than the previous day. The implied volatity was 21.13, the open interest changed by 91 which increased total open position to 91
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 56800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 19.16
Theta: -31.84
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57421.11 | 137.8 | 12.10 | 15.81 | 1,987 | 110 | 823 |
| 13 Nov | 57199.17 | 125.7 | 125.70 | 11.55 | 4,605 | 713 | 713 |
| 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 56800 expiring on 18NOV2024
Delta for 56800 PE is -0.24
Historical price for 56800 PE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 137.8, which was 12.10 higher than the previous day. The implied volatity was 15.81, the open interest changed by 110 which increased total open position to 823
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 125.7, which was 125.70 higher than the previous day. The implied volatity was 11.55, the open interest changed by 713 which increased total open position to 713
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
