BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:46 PM IST
| BANKEX 25NOV2024 57400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.50
Vega: 24.03
Theta: -50.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57327.23 | 339.85 | -130.15 | 14.36 | 34,626 | 1,568 | 1,867 | |||
| 20 Nov | 57627.04 | 470 | 0.00 | 0.00 | 0 | 49 | 0 | |||
| 19 Nov | 57627.04 | 470 | -81.20 | 9.55 | 1,871 | 49 | 299 | |||
| 18 Nov | 57400.43 | 551.2 | -27.85 | 15.60 | 1,091 | 239 | 250 | |||
| 14 Nov | 57276.81 | 579.05 | 579.05 | 13.98 | 152 | 11 | 11 | |||
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| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57400 expiring on 25NOV2024
Delta for 57400 CE is 0.50
Historical price for 57400 CE is as follows
On 21 Nov BANKEX was trading at 57327.23. The strike last trading price was 339.85, which was -130.15 lower than the previous day. The implied volatity was 14.36, the open interest changed by 1568 which increased total open position to 1867
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 470, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 49 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 470, which was -81.20 lower than the previous day. The implied volatity was 9.55, the open interest changed by 49 which increased total open position to 299
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 551.2, which was -27.85 lower than the previous day. The implied volatity was 15.60, the open interest changed by 239 which increased total open position to 250
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 579.05, which was 579.05 higher than the previous day. The implied volatity was 13.98, 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 11 Sept BANKEX was trading at 57851.33. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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 57400 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.50
Vega: 24.03
Theta: -43.95
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57327.23 | 423.95 | 4.90 | 17.42 | 25,088 | 1,552 | 1,906 |
| 20 Nov | 57627.04 | 419.05 | 0.00 | 0.00 | 0 | 91 | 0 |
| 19 Nov | 57627.04 | 419.05 | -60.25 | 19.24 | 4,585 | 91 | 354 |
| 18 Nov | 57400.43 | 479.3 | -63.10 | 16.82 | 898 | 232 | 263 |
| 14 Nov | 57276.81 | 542.4 | 127.40 | 14.30 | 231 | 31 | 31 |
| 13 Nov | 57199.17 | 415 | 415.00 | 9.88 | 2 | 0 | 0 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57400 expiring on 25NOV2024
Delta for 57400 PE is -0.50
Historical price for 57400 PE is as follows
On 21 Nov BANKEX was trading at 57327.23. The strike last trading price was 423.95, which was 4.90 higher than the previous day. The implied volatity was 17.42, the open interest changed by 1552 which increased total open position to 1906
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 419.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 91 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 419.05, which was -60.25 lower than the previous day. The implied volatity was 19.24, the open interest changed by 91 which increased total open position to 354
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 479.3, which was -63.10 lower than the previous day. The implied volatity was 16.82, the open interest changed by 232 which increased total open position to 263
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 542.4, which was 127.40 higher than the previous day. The implied volatity was 14.30, the open interest changed by 31 which increased total open position to 31
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 415, which was 415.00 higher than the previous day. The implied volatity was 9.88, 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 11 Sept BANKEX was trading at 57851.33. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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
