BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:23 PM IST
| BANKEX 25NOV2024 57300 CE | ||||||||||
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Delta: 0.60
Vega: 23.40
Theta: -52.23
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57452.13 | 475.85 | -515.15 | 14.85 | 28,339 | 1,130 | 1,317 | |||
| 20 Nov | 57627.04 | 991 | 423.05 | 28.38 | 5,217 | 14 | 0 | |||
| 19 Nov | 57627.04 | 567.95 | -5.20 | 10.68 | 910 | 14 | 187 | |||
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| 18 Nov | 57400.43 | 573.15 | 36.60 | 14.55 | 766 | 162 | 173 | |||
| 14 Nov | 57276.81 | 536.55 | 536.55 | 11.57 | 181 | 11 | 11 | |||
| 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 57300 expiring on 25NOV2024
Delta for 57300 CE is 0.60
Historical price for 57300 CE is as follows
On 21 Nov BANKEX was trading at 57452.13. The strike last trading price was 475.85, which was -515.15 lower than the previous day. The implied volatity was 14.85, the open interest changed by 1130 which increased total open position to 1317
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 991, which was 423.05 higher than the previous day. The implied volatity was 28.38, the open interest changed by 14 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 567.95, which was -5.20 lower than the previous day. The implied volatity was 10.68, the open interest changed by 14 which increased total open position to 187
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 573.15, which was 36.60 higher than the previous day. The implied volatity was 14.55, the open interest changed by 162 which increased total open position to 173
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 536.55, which was 536.55 higher than the previous day. The implied volatity was 11.57, the open interest changed by 11 which increased total open position to 11
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 57300 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.41
Vega: 23.55
Theta: -42.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57452.13 | 307.2 | -67.40 | 16.85 | 21,170 | 1,261 | 1,696 |
| 20 Nov | 57627.04 | 374.6 | 0.00 | 0.00 | 0 | 180 | 0 |
| 19 Nov | 57627.04 | 374.6 | -66.95 | 19.08 | 5,728 | 180 | 435 |
| 18 Nov | 57400.43 | 441.55 | -65.35 | 17.07 | 875 | 223 | 255 |
| 14 Nov | 57276.81 | 506.9 | 106.90 | 14.60 | 293 | 31 | 32 |
| 13 Nov | 57199.17 | 400 | 400.00 | 10.70 | 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 57300 expiring on 25NOV2024
Delta for 57300 PE is -0.41
Historical price for 57300 PE is as follows
On 21 Nov BANKEX was trading at 57452.13. The strike last trading price was 307.2, which was -67.40 lower than the previous day. The implied volatity was 16.85, the open interest changed by 1261 which increased total open position to 1696
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 374.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 180 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 374.6, which was -66.95 lower than the previous day. The implied volatity was 19.08, the open interest changed by 180 which increased total open position to 435
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 441.55, which was -65.35 lower than the previous day. The implied volatity was 17.07, the open interest changed by 223 which increased total open position to 255
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 506.9, which was 106.90 higher than the previous day. The implied volatity was 14.60, the open interest changed by 31 which increased total open position to 32
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 10.70, 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
