BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:31 AM IST
| BANKEX 18NOV2024 57100 CE | ||||||||||
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Delta: 0.72
Vega: 20.78
Theta: -44.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57524.46 | 636.25 | -27.70 | 13.59 | 654 | 39 | 426 | |||
| 13 Nov | 57199.17 | 663.95 | 663.95 | 21.42 | 3,199 | 387 | 387 | |||
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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 57100 expiring on 18NOV2024
Delta for 57100 CE is 0.72
Historical price for 57100 CE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 636.25, which was -27.70 lower than the previous day. The implied volatity was 13.59, the open interest changed by 39 which increased total open position to 426
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 663.95, which was 663.95 higher than the previous day. The implied volatity was 21.42, the open interest changed by 387 which increased total open position to 387
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 57100 PE | |||||||
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Delta: -0.30
Vega: 21.51
Theta: -33.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57524.46 | 179.3 | 24.25 | 15.20 | 5,255 | 446 | 872 |
| 13 Nov | 57199.17 | 155.05 | 74.90 | 8.74 | 12,604 | 395 | 426 |
| 12 Nov | 58328.11 | 80.15 | 80.15 | 16.12 | 284 | 31 | 31 |
| 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 57100 expiring on 18NOV2024
Delta for 57100 PE is -0.30
Historical price for 57100 PE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 179.3, which was 24.25 higher than the previous day. The implied volatity was 15.20, the open interest changed by 446 which increased total open position to 872
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 155.05, which was 74.90 higher than the previous day. The implied volatity was 8.74, the open interest changed by 395 which increased total open position to 426
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 80.15, which was 80.15 higher than the previous day. The implied volatity was 16.12, the open interest changed by 31 which increased total open position to 31
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
