BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 03:52 PM IST
| BANKEX 25NOV2024 57100 CE | ||||||||||
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Delta: 0.64
Vega: 22.51
Theta: -57.18
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 597 | -86.00 | 16.80 | 21,914 | 1,024 | 1,138 | |||
| 19 Nov | 57627.04 | 683 | -34.75 | 9.02 | 286 | 9 | 114 | |||
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| 18 Nov | 57400.43 | 717.75 | -7.30 | 15.37 | 295 | 105 | 105 | |||
| 14 Nov | 57276.81 | 725.05 | 725.05 | 13.47 | 20 | 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 57100 expiring on 25NOV2024
Delta for 57100 CE is 0.64
Historical price for 57100 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 597, which was -86.00 lower than the previous day. The implied volatity was 16.80, the open interest changed by 1024 which increased total open position to 1138
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 683, which was -34.75 lower than the previous day. The implied volatity was 9.02, the open interest changed by 9 which increased total open position to 114
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 717.75, which was -7.30 lower than the previous day. The implied volatity was 15.37, the open interest changed by 105 which increased total open position to 105
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 725.05, which was 725.05 higher than the previous day. The implied volatity was 13.47, 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 57100 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.36
Vega: 22.36
Theta: -38.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 231.8 | -68.20 | 15.90 | 29,857 | 811 | 1,258 |
| 19 Nov | 57627.04 | 300 | -59.70 | 18.98 | 4,888 | 233 | 447 |
| 18 Nov | 57400.43 | 359.7 | -67.30 | 17.10 | 731 | 181 | 214 |
| 14 Nov | 57276.81 | 427 | -65.15 | 14.79 | 277 | 32 | 33 |
| 13 Nov | 57199.17 | 492.15 | 492.15 | 15.15 | 1 | 1 | 1 |
| 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 57100 expiring on 25NOV2024
Delta for 57100 PE is -0.36
Historical price for 57100 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 231.8, which was -68.20 lower than the previous day. The implied volatity was 15.90, the open interest changed by 811 which increased total open position to 1258
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 300, which was -59.70 lower than the previous day. The implied volatity was 18.98, the open interest changed by 233 which increased total open position to 447
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 359.7, which was -67.30 lower than the previous day. The implied volatity was 17.10, the open interest changed by 181 which increased total open position to 214
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 427, which was -65.15 lower than the previous day. The implied volatity was 14.79, the open interest changed by 32 which increased total open position to 33
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 492.15, which was 492.15 higher than the previous day. The implied volatity was 15.15, the open interest changed by 1 which increased total open position to 1
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
