BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 57500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 23.92
Theta: -56.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 362 | -362.05 | 16.22 | 61,358 | 1,567 | 2,981 | |||
| 20 Nov | 57627.04 | 724.05 | 251.70 | 22.61 | 5,302 | 336 | 0 | |||
| 19 Nov | 57627.04 | 472.35 | -6.65 | 11.92 | 6,296 | 336 | 1,414 | |||
| 18 Nov | 57400.43 | 479 | -54.30 | 14.95 | 4,089 | 1,060 | 1,078 | |||
| 14 Nov | 57276.81 | 533.3 | 533.30 | 14.07 | 184 | 18 | 18 | |||
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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 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 57950.57 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57500 expiring on 25NOV2024
Delta for 57500 CE is 0.48
Historical price for 57500 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 362, which was -362.05 lower than the previous day. The implied volatity was 16.22, the open interest changed by 1567 which increased total open position to 2981
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 724.05, which was 251.70 higher than the previous day. The implied volatity was 22.61, the open interest changed by 336 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 472.35, which was -6.65 lower than the previous day. The implied volatity was 11.92, the open interest changed by 336 which increased total open position to 1414
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 479, which was -54.30 lower than the previous day. The implied volatity was 14.95, the open interest changed by 1060 which increased total open position to 1078
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 533.3, which was 533.30 higher than the previous day. The implied volatity was 14.07, the open interest changed by 18 which increased total open position to 18
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 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 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 9 Sept BANKEX was trading at 57950.57. 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 57500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.52
Vega: 23.92
Theta: -35.92
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 382 | -85.95 | 14.78 | 40,518 | 4,499 | 7,717 |
| 20 Nov | 57627.04 | 467.95 | 0.00 | 0.00 | 0 | 2,039 | 0 |
| 19 Nov | 57627.04 | 467.95 | -69.05 | 19.45 | 16,077 | 2,039 | 3,218 |
| 18 Nov | 57400.43 | 537 | -56.80 | 17.11 | 3,483 | 1,138 | 1,179 |
| 14 Nov | 57276.81 | 593.8 | 334.05 | 14.32 | 154 | 40 | 41 |
| 13 Nov | 57199.17 | 259.75 | 0.00 | 0.00 | 0 | 0 | 1 |
| 12 Nov | 58328.11 | 259.75 | 105.70 | 14.93 | 5 | -2 | 1 |
| 11 Nov | 59184.10 | 154.05 | 154.05 | 16.53 | 4 | 3 | 3 |
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 57950.57 | 0 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 57292.63 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57500 expiring on 25NOV2024
Delta for 57500 PE is -0.52
Historical price for 57500 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 382, which was -85.95 lower than the previous day. The implied volatity was 14.78, the open interest changed by 4499 which increased total open position to 7717
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 467.95, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2039 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 467.95, which was -69.05 lower than the previous day. The implied volatity was 19.45, the open interest changed by 2039 which increased total open position to 3218
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 537, which was -56.80 lower than the previous day. The implied volatity was 17.11, the open interest changed by 1138 which increased total open position to 1179
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 593.8, which was 334.05 higher than the previous day. The implied volatity was 14.32, the open interest changed by 40 which increased total open position to 41
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 259.75, 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 1
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 259.75, which was 105.70 higher than the previous day. The implied volatity was 14.93, the open interest changed by -2 which decreased total open position to 1
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 154.05, which was 154.05 higher than the previous day. The implied volatity was 16.53, the open interest changed by 3 which increased total open position to 3
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 9 Sept BANKEX was trading at 57950.57. 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
