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Related Pages for BANKEX
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BANKEX
Bank Index
57496.78 297.61 (0.52%)

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Historical option data for BANKEX

14 Nov 2024 09:31 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 18NOV2024 57500 CE
Delta: 0.55
Vega: 24.60
Theta: -48.26
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57524.46 387.5 27.50 13.74 7,181 1,165 2,884
13 Nov 57199.17 360 360.00 17.30 11,234 1,719 1,719
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
25 Oct 57971.49 0 0.00 - 0 0 0
9 Oct 57980.36 0 0.00 - 0 0 0
8 Oct 57805.41 0 - 0 0 0

For Bank Index - strike price 57500 expiring on 18NOV2024

Delta for 57500 CE is 0.55

Historical price for 57500 CE is as follows

On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 387.5, which was 27.50 higher than the previous day. The implied volatity was 13.74, the open interest changed by 1165 which increased total open position to 2884


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 360, which was 360.00 higher than the previous day. The implied volatity was 17.30, the open interest changed by 1719 which increased total open position to 1719


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 25 Oct BANKEX was trading at 57971.49. 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 9 Oct BANKEX was trading at 57980.36. 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 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 57500 PE
Delta: -0.46
Vega: 24.62
Theta: -35.34
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57524.46 320.2 138.05 14.72 7,527 627 2,049
13 Nov 57199.17 182.15 67.15 - 30,035 1,103 1,422
12 Nov 58328.11 115 115.00 14.42 2,882 319 319
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
25 Oct 57971.49 0 0.00 - 0 0 0
9 Oct 57980.36 0 0.00 - 0 0 0
8 Oct 57805.41 0 - 0 0 0

For Bank Index - strike price 57500 expiring on 18NOV2024

Delta for 57500 PE is -0.46

Historical price for 57500 PE is as follows

On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 320.2, which was 138.05 higher than the previous day. The implied volatity was 14.72, the open interest changed by 627 which increased total open position to 2049


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 182.15, which was 67.15 higher than the previous day. The implied volatity was -, the open interest changed by 1103 which increased total open position to 1422


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 115, which was 115.00 higher than the previous day. The implied volatity was 14.42, the open interest changed by 319 which increased total open position to 319


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 25 Oct BANKEX was trading at 57971.49. 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 9 Oct BANKEX was trading at 57980.36. 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 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