BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:42 PM IST
| BANKEX 25NOV2024 56800 CE | ||||||||||
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Delta: 0.76
Vega: 18.93
Theta: -45.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57326.90 | 716.4 | -254.75 | 14.39 | 8,246 | 206 | 221 | |||
| 19 Nov | 57627.04 | 971.15 | 50.35 | 11.00 | 52 | -1 | 15 | |||
| 18 Nov | 57400.43 | 920.8 | 920.80 | 15.43 | 92 | 16 | 16 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 56800 expiring on 25NOV2024
Delta for 56800 CE is 0.76
Historical price for 56800 CE is as follows
On 21 Nov BANKEX was trading at 57326.90. The strike last trading price was 716.4, which was -254.75 lower than the previous day. The implied volatity was 14.39, the open interest changed by 206 which increased total open position to 221
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 971.15, which was 50.35 higher than the previous day. The implied volatity was 11.00, the open interest changed by -1 which decreased total open position to 15
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 920.8, which was 920.80 higher than the previous day. The implied volatity was 15.43, the open interest changed by 16 which increased total open position to 16
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 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 Sept BANKEX was trading at 57292.63. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 25NOV2024 56800 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.29
Vega: 20.64
Theta: -41.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57326.90 | 200.8 | -16.75 | 18.12 | 26,066 | 1,344 | 1,510 |
| 19 Nov | 57627.04 | 217.55 | -41.55 | 19.22 | 3,796 | 127 | 166 |
| 18 Nov | 57400.43 | 259.1 | -46.55 | 17.19 | 366 | 39 | 39 |
| 14 Nov | 57276.81 | 305.65 | 305.65 | 14.51 | 116 | 0 | 0 |
| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 56800 expiring on 25NOV2024
Delta for 56800 PE is -0.29
Historical price for 56800 PE is as follows
On 21 Nov BANKEX was trading at 57326.90. The strike last trading price was 200.8, which was -16.75 lower than the previous day. The implied volatity was 18.12, the open interest changed by 1344 which increased total open position to 1510
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 217.55, which was -41.55 lower than the previous day. The implied volatity was 19.22, the open interest changed by 127 which increased total open position to 166
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 259.1, which was -46.55 lower than the previous day. The implied volatity was 17.19, the open interest changed by 39 which increased total open position to 39
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 305.65, which was 305.65 higher than the previous day. The implied volatity was 14.51, 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 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 Sept BANKEX was trading at 57292.63. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
