BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:17 PM IST
| BANKEX 25NOV2024 57000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.70
Vega: 20.92
Theta: -50.54
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57423.90 | 662.55 | -111.30 | 15.35 | 29,219 | 5,984 | 6,041 | |||
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| 19 Nov | 57627.04 | 773.85 | -4.00 | 9.43 | 221 | -10 | 57 | |||
| 18 Nov | 57400.43 | 777.85 | 777.85 | 15.23 | 253 | 67 | 67 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57000 expiring on 25NOV2024
Delta for 57000 CE is 0.70
Historical price for 57000 CE is as follows
On 21 Nov BANKEX was trading at 57423.90. The strike last trading price was 662.55, which was -111.30 lower than the previous day. The implied volatity was 15.35, the open interest changed by 5984 which increased total open position to 6041
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 773.85, which was -4.00 lower than the previous day. The implied volatity was 9.43, the open interest changed by -10 which decreased total open position to 57
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 777.85, which was 777.85 higher than the previous day. The implied volatity was 15.23, the open interest changed by 67 which increased total open position to 67
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 57000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.32
Vega: 21.64
Theta: -42.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57423.90 | 224.55 | -45.65 | 17.66 | 46,095 | 3,202 | 3,574 |
| 19 Nov | 57627.04 | 270.2 | -53.80 | 19.06 | 6,078 | 140 | 372 |
| 18 Nov | 57400.43 | 324 | -54.65 | 17.14 | 891 | 182 | 232 |
| 14 Nov | 57276.81 | 378.65 | 2.10 | 14.56 | 407 | 42 | 50 |
| 13 Nov | 57199.17 | 376.55 | 376.55 | 13.30 | 19 | 8 | 8 |
| 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 57000 expiring on 25NOV2024
Delta for 57000 PE is -0.32
Historical price for 57000 PE is as follows
On 21 Nov BANKEX was trading at 57423.90. The strike last trading price was 224.55, which was -45.65 lower than the previous day. The implied volatity was 17.66, the open interest changed by 3202 which increased total open position to 3574
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 270.2, which was -53.80 lower than the previous day. The implied volatity was 19.06, the open interest changed by 140 which increased total open position to 372
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 324, which was -54.65 lower than the previous day. The implied volatity was 17.14, the open interest changed by 182 which increased total open position to 232
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 378.65, which was 2.10 higher than the previous day. The implied volatity was 14.56, the open interest changed by 42 which increased total open position to 50
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 376.55, which was 376.55 higher than the previous day. The implied volatity was 13.30, the open interest changed by 8 which increased total open position to 8
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
