BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 56900 CE | ||||||||||
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Delta: 0.75
Vega: 19.67
Theta: -45.40
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 738 | -74.25 | 14.61 | 57 | -20 | 106 | |||
| 13 Nov | 57199.17 | 812.25 | 812.25 | 22.75 | 488 | 126 | 126 | |||
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| 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 56900 expiring on 18NOV2024
Delta for 56900 CE is 0.75
Historical price for 56900 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 738, which was -74.25 lower than the previous day. The implied volatity was 14.61, the open interest changed by -20 which decreased total open position to 106
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 812.25, which was 812.25 higher than the previous day. The implied volatity was 22.75, the open interest changed by 126 which increased total open position to 126
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 56900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.27
Vega: 20.34
Theta: -33.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57436.42 | 160.6 | 37.60 | 15.86 | 3,491 | 304 | 1,122 |
| 13 Nov | 57199.17 | 123 | 57.65 | 10.18 | 8,851 | 816 | 818 |
| 12 Nov | 58328.11 | 65.35 | 65.35 | 16.78 | 2 | 2 | 2 |
| 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 56900 expiring on 18NOV2024
Delta for 56900 PE is -0.27
Historical price for 56900 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 160.6, which was 37.60 higher than the previous day. The implied volatity was 15.86, the open interest changed by 304 which increased total open position to 1122
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 123, which was 57.65 higher than the previous day. The implied volatity was 10.18, the open interest changed by 816 which increased total open position to 818
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 65.35, which was 65.35 higher than the previous day. The implied volatity was 16.78, the open interest changed by 2 which increased total open position to 2
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
