BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:12 PM IST
| BANKEX 25NOV2024 56900 CE | ||||||||||
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Delta: 0.75
Vega: 19.05
Theta: -46.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57447.16 | 742.4 | -104.20 | 14.88 | 10,123 | 1,302 | 1,319 | |||
| 19 Nov | 57627.04 | 846.6 | -11.25 | 8.40 | 86 | -3 | 17 | |||
| 18 Nov | 57400.43 | 857.85 | 857.85 | 15.69 | 87 | 20 | 20 | |||
| 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 56900 expiring on 25NOV2024
Delta for 56900 CE is 0.75
Historical price for 56900 CE is as follows
On 21 Nov BANKEX was trading at 57447.16. The strike last trading price was 742.4, which was -104.20 lower than the previous day. The implied volatity was 14.88, the open interest changed by 1302 which increased total open position to 1319
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 846.6, which was -11.25 lower than the previous day. The implied volatity was 8.40, the open interest changed by -3 which decreased total open position to 17
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 857.85, which was 857.85 higher than the previous day. The implied volatity was 15.69, the open interest changed by 20 which increased total open position to 20
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 56900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 20.54
Theta: -41.38
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57447.16 | 196.5 | -49.35 | 18.12 | 24,397 | 1,380 | 1,610 |
| 19 Nov | 57627.04 | 245.85 | -47.05 | 19.27 | 4,272 | 158 | 230 |
| 18 Nov | 57400.43 | 292.9 | -54.15 | 17.26 | 567 | 51 | 72 |
| 14 Nov | 57276.81 | 347.05 | 347.05 | 14.70 | 375 | 21 | 21 |
| 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 56900 expiring on 25NOV2024
Delta for 56900 PE is -0.28
Historical price for 56900 PE is as follows
On 21 Nov BANKEX was trading at 57447.16. The strike last trading price was 196.5, which was -49.35 lower than the previous day. The implied volatity was 18.12, the open interest changed by 1380 which increased total open position to 1610
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 245.85, which was -47.05 lower than the previous day. The implied volatity was 19.27, the open interest changed by 158 which increased total open position to 230
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 292.9, which was -54.15 lower than the previous day. The implied volatity was 17.26, the open interest changed by 51 which increased total open position to 72
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 347.05, which was 347.05 higher than the previous day. The implied volatity was 14.70, the open interest changed by 21 which increased total open position to 21
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
