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Related Pages for BANKEX
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BANKEX
Bank Index
57370.78 171.61 (0.30%)

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Historical option data for BANKEX

14 Nov 2024 09:25 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 18NOV2024 57700 CE
Delta: 0.42
Vega: 24.20
Theta: -49.63
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57429.54 282.65 87.65 15.16 1,237 66 848
13 Nov 57199.17 195 195.00 13.74 7,705 782 782
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 57700 expiring on 18NOV2024

Delta for 57700 CE is 0.42

Historical price for 57700 CE is as follows

On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 282.65, which was 87.65 higher than the previous day. The implied volatity was 15.16, the open interest changed by 66 which increased total open position to 848


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 195, which was 195.00 higher than the previous day. The implied volatity was 13.74, the open interest changed by 782 which increased total open position to 782


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 57700 PE
Delta: -0.58
Vega: 24.24
Theta: -35.40
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57429.54 498.3 87.30 15.67 1,875 65 692
13 Nov 57199.17 411 245.20 - 25,431 271 627
12 Nov 58328.11 165.8 165.80 14.68 846 356 356
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 57700 expiring on 18NOV2024

Delta for 57700 PE is -0.58

Historical price for 57700 PE is as follows

On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 498.3, which was 87.30 higher than the previous day. The implied volatity was 15.67, the open interest changed by 65 which increased total open position to 692


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 411, which was 245.20 higher than the previous day. The implied volatity was -, the open interest changed by 271 which increased total open position to 627


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 165.8, which was 165.80 higher than the previous day. The implied volatity was 14.68, the open interest changed by 356 which increased total open position to 356


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