BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:31 AM IST
| BANKEX 18NOV2024 57300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 23.28
Theta: -47.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57524.46 | 503.25 | 103.25 | 13.68 | 2,718 | 406 | 1,034 | |||
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| 13 Nov | 57199.17 | 400 | 400.00 | 15.40 | 7,602 | 628 | 628 | |||
| 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 57300 expiring on 18NOV2024
Delta for 57300 CE is 0.64
Historical price for 57300 CE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 503.25, which was 103.25 higher than the previous day. The implied volatity was 13.68, the open interest changed by 406 which increased total open position to 1034
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 400, which was 400.00 higher than the previous day. The implied volatity was 15.40, the open interest changed by 628 which increased total open position to 628
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 57300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 23.49
Theta: -35.10
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57524.46 | 239.4 | 29.40 | 14.85 | 8,026 | 454 | 1,209 |
| 13 Nov | 57199.17 | 210 | 210.00 | 7.44 | 15,130 | 755 | 755 |
| 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 57300 expiring on 18NOV2024
Delta for 57300 PE is -0.37
Historical price for 57300 PE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 239.4, which was 29.40 higher than the previous day. The implied volatity was 14.85, the open interest changed by 454 which increased total open position to 1209
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 210, which was 210.00 higher than the previous day. The implied volatity was 7.44, the open interest changed by 755 which increased total open position to 755
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
