BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:26 AM IST
| BANKEX 18NOV2024 57400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.54
Vega: 24.59
Theta: -50.47
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57421.11 | 405.1 | 243.75 | 14.55 | 3,707 | 860 | 1,560 | |||
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| 13 Nov | 57199.17 | 161.35 | 161.35 | 8.12 | 5,613 | 700 | 700 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57400 expiring on 18NOV2024
Delta for 57400 CE is 0.54
Historical price for 57400 CE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 405.1, which was 243.75 higher than the previous day. The implied volatity was 14.55, the open interest changed by 860 which increased total open position to 1560
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 161.35, which was 161.35 higher than the previous day. The implied volatity was 8.12, the open interest changed by 700 which increased total open position to 700
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 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 Oct BANKEX was trading at 57805.41. 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 18NOV2024 57400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.46
Vega: 24.60
Theta: -36.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57421.11 | 333.3 | 146.25 | 15.20 | 5,300 | 285 | 1,087 |
| 13 Nov | 57199.17 | 187.05 | 80.00 | 4.33 | 18,383 | 788 | 802 |
| 12 Nov | 58328.11 | 107.05 | 107.05 | 14.97 | 77 | 14 | 14 |
| 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 | 0.00 | 0 | 0 | 0 |
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57400 expiring on 18NOV2024
Delta for 57400 PE is -0.46
Historical price for 57400 PE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 333.3, which was 146.25 higher than the previous day. The implied volatity was 15.20, the open interest changed by 285 which increased total open position to 1087
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 187.05, which was 80.00 higher than the previous day. The implied volatity was 4.33, the open interest changed by 788 which increased total open position to 802
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 107.05, which was 107.05 higher than the previous day. The implied volatity was 14.97, the open interest changed by 14 which increased total open position to 14
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 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 Oct BANKEX was trading at 57805.41. 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
