BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 57600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.44
Vega: 23.66
Theta: -52.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 300.05 | -89.80 | 15.52 | 31,843 | 833 | 1,507 | |||
| 20 Nov | 57627.04 | 389.85 | 0.00 | 0.00 | 0 | 395 | 0 | |||
| 19 Nov | 57627.04 | 389.85 | -49.20 | 11.06 | 8,009 | 395 | 674 | |||
| 18 Nov | 57400.43 | 439.05 | -46.95 | 15.21 | 736 | 21 | 279 | |||
| 14 Nov | 57276.81 | 486 | 486.00 | 14.05 | 481 | 258 | 258 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 58095.36 | 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 57600 expiring on 25NOV2024
Delta for 57600 CE is 0.44
Historical price for 57600 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 300.05, which was -89.80 lower than the previous day. The implied volatity was 15.52, the open interest changed by 833 which increased total open position to 1507
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 389.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 395 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 389.85, which was -49.20 lower than the previous day. The implied volatity was 11.06, the open interest changed by 395 which increased total open position to 674
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 439.05, which was -46.95 lower than the previous day. The implied volatity was 15.21, the open interest changed by 21 which increased total open position to 279
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 486, which was 486.00 higher than the previous day. The implied volatity was 14.05, the open interest changed by 258 which increased total open position to 258
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 10 Sept BANKEX was trading at 58095.36. 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 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 57600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 23.59
Theta: -32.68
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 421.9 | 210.85 | 14.14 | 9,315 | 321 | 733 |
| 20 Nov | 57627.04 | 211.05 | 0.00 | 0.00 | 0 | 318 | 0 |
| 19 Nov | 57627.04 | 211.05 | -373.45 | 9.09 | 9,436 | 318 | 412 |
| 18 Nov | 57400.43 | 584.5 | -69.95 | 16.98 | 210 | 56 | 94 |
| 14 Nov | 57276.81 | 654.45 | 514.55 | 14.52 | 132 | 38 | 38 |
| 13 Nov | 57199.17 | 139.9 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 139.9 | -35.10 | 10.67 | 2 | 0 | 0 |
| 11 Nov | 59184.10 | 175 | 175.00 | 16.68 | 2 | 0 | 0 |
| 11 Sept | 57851.33 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 58095.36 | 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 57600 expiring on 25NOV2024
Delta for 57600 PE is -0.57
Historical price for 57600 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 421.9, which was 210.85 higher than the previous day. The implied volatity was 14.14, the open interest changed by 321 which increased total open position to 733
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 211.05, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 318 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 211.05, which was -373.45 lower than the previous day. The implied volatity was 9.09, the open interest changed by 318 which increased total open position to 412
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 584.5, which was -69.95 lower than the previous day. The implied volatity was 16.98, the open interest changed by 56 which increased total open position to 94
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 654.45, which was 514.55 higher than the previous day. The implied volatity was 14.52, the open interest changed by 38 which increased total open position to 38
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 139.9, 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 139.9, which was -35.10 lower than the previous day. The implied volatity was 10.67, 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 175, which was 175.00 higher than the previous day. The implied volatity was 16.68, 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 10 Sept BANKEX was trading at 58095.36. 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 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
