BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 57200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.64
Vega: 23.24
Theta: -48.79
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 522.85 | -15.00 | 14.23 | 1,633 | 276 | 825 | |||
| 13 Nov | 57199.17 | 537.85 | 537.85 | 18.68 | 4,175 | 549 | 549 | |||
| 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 57200 expiring on 18NOV2024
Delta for 57200 CE is 0.64
Historical price for 57200 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 522.85, which was -15.00 lower than the previous day. The implied volatity was 14.23, the open interest changed by 276 which increased total open position to 825
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 537.85, which was 537.85 higher than the previous day. The implied volatity was 18.68, the open interest changed by 549 which increased total open position to 549
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 57200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 23.45
Theta: -36.60
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57436.42 | 247.85 | 47.85 | 15.42 | 5,774 | 235 | 1,002 |
| 13 Nov | 57199.17 | 200 | 157.30 | 8.87 | 5,330 | 766 | 767 |
| 12 Nov | 58328.11 | 42.7 | -316.40 | 12.70 | 32 | 0 | 1 |
| 11 Nov | 59184.10 | 359.1 | 0.00 | 0.00 | 0 | 0 | 1 |
| 8 Nov | 58857.86 | 359.1 | 359.10 | 26.66 | 1 | 1 | 1 |
| 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 57200 expiring on 18NOV2024
Delta for 57200 PE is -0.37
Historical price for 57200 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 247.85, which was 47.85 higher than the previous day. The implied volatity was 15.42, the open interest changed by 235 which increased total open position to 1002
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 200, which was 157.30 higher than the previous day. The implied volatity was 8.87, the open interest changed by 766 which increased total open position to 767
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 42.7, which was -316.40 lower than the previous day. The implied volatity was 12.70, the open interest changed by 0 which decreased total open position to 1
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 359.1, 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 1
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 359.1, which was 359.10 higher than the previous day. The implied volatity was 26.66, the open interest changed by 1 which increased total open position to 1
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
