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Related Pages for BANKEX
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BANKEX
Bank Index
57427.42 228.25 (0.40%)

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Historical option data for BANKEX

14 Nov 2024 09:28 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 18NOV2024 57600 CE
Delta: 0.46
Vega: 24.60
Theta: -48.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57436.42 308.45 33.05 14.33 3,373 495 1,203
13 Nov 57199.17 275.4 275.40 15.57 6,237 708 708
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 57600 expiring on 18NOV2024

Delta for 57600 CE is 0.46

Historical price for 57600 CE is as follows

On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 308.45, which was 33.05 higher than the previous day. The implied volatity was 14.33, the open interest changed by 495 which increased total open position to 1203


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 275.4, which was 275.40 higher than the previous day. The implied volatity was 15.57, the open interest changed by 708 which increased total open position to 708


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 57600 PE
Delta: -0.54
Vega: 24.62
Theta: -35.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57436.42 426.25 186.25 15.19 2,606 68 662
13 Nov 57199.17 240 240.00 - 14,951 594 594
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 57600 expiring on 18NOV2024

Delta for 57600 PE is -0.54

Historical price for 57600 PE is as follows

On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 426.25, which was 186.25 higher than the previous day. The implied volatity was 15.19, the open interest changed by 68 which increased total open position to 662


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 240, which was 240.00 higher than the previous day. The implied volatity was -, the open interest changed by 594 which increased total open position to 594


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