BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:30 PM IST
| BANKEX 25NOV2024 57200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 22.59
Theta: -50.86
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57449.41 | 530.35 | -557.65 | 14.64 | 28,504 | 1,342 | 1,574 | |||
| 20 Nov | 57627.04 | 1088 | 461.15 | 29.84 | 5,110 | 13 | 0 | |||
| 19 Nov | 57627.04 | 626.85 | -27.05 | 10.10 | 521 | 13 | 232 | |||
| 18 Nov | 57400.43 | 653.9 | -37.45 | 15.28 | 1,001 | 217 | 219 | |||
| 14 Nov | 57276.81 | 691.35 | 691.35 | 14.10 | 114 | 2 | 2 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57200 expiring on 25NOV2024
Delta for 57200 CE is 0.64
Historical price for 57200 CE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 530.35, which was -557.65 lower than the previous day. The implied volatity was 14.64, the open interest changed by 1342 which increased total open position to 1574
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 1088, which was 461.15 higher than the previous day. The implied volatity was 29.84, the open interest changed by 13 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 626.85, which was -27.05 lower than the previous day. The implied volatity was 10.10, the open interest changed by 13 which increased total open position to 232
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 653.9, which was -37.45 lower than the previous day. The implied volatity was 15.28, the open interest changed by 217 which increased total open position to 219
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 691.35, which was 691.35 higher than the previous day. The implied volatity was 14.10, the open interest changed by 2 which increased total open position to 2
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 57200 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.38
Vega: 22.97
Theta: -42.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57449.41 | 273.8 | -71.20 | 17.11 | 25,356 | 1,031 | 1,653 |
| 20 Nov | 57627.04 | 345 | 0.00 | 0.00 | 0 | 231 | 0 |
| 19 Nov | 57627.04 | 345 | -55.30 | 19.36 | 6,479 | 231 | 622 |
| 18 Nov | 57400.43 | 400.3 | -53.00 | 17.12 | 1,351 | 357 | 391 |
| 14 Nov | 57276.81 | 453.3 | 18.15 | 14.38 | 312 | 9 | 34 |
| 13 Nov | 57199.17 | 435.15 | 435.15 | 12.67 | 128 | 25 | 25 |
| 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 57200 expiring on 25NOV2024
Delta for 57200 PE is -0.38
Historical price for 57200 PE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 273.8, which was -71.20 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1031 which increased total open position to 1653
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 345, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 231 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 345, which was -55.30 lower than the previous day. The implied volatity was 19.36, the open interest changed by 231 which increased total open position to 622
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 400.3, which was -53.00 lower than the previous day. The implied volatity was 17.12, the open interest changed by 357 which increased total open position to 391
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 453.3, which was 18.15 higher than the previous day. The implied volatity was 14.38, the open interest changed by 9 which increased total open position to 34
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 435.15, which was 435.15 higher than the previous day. The implied volatity was 12.67, the open interest changed by 25 which increased total open position to 25
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
