BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:30 PM IST
| BANKEX 25NOV2024 57700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.42
Vega: 23.62
Theta: -49.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57449.41 | 266.55 | -90.15 | 14.58 | 25,363 | 424 | 884 | |||
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| 20 Nov | 57627.04 | 356.7 | 0.00 | 0.00 | 0 | 403 | 0 | |||
| 19 Nov | 57627.04 | 356.7 | -34.15 | 11.74 | 9,577 | 403 | 460 | |||
| 18 Nov | 57400.43 | 390.85 | -44.15 | 15.10 | 440 | 27 | 57 | |||
| 14 Nov | 57276.81 | 435 | 435.00 | 13.86 | 184 | 30 | 30 | |||
| 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 | |||
| 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 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Aug | 58187.22 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57700 expiring on 25NOV2024
Delta for 57700 CE is 0.42
Historical price for 57700 CE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 266.55, which was -90.15 lower than the previous day. The implied volatity was 14.58, the open interest changed by 424 which increased total open position to 884
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 356.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 403 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 356.7, which was -34.15 lower than the previous day. The implied volatity was 11.74, the open interest changed by 403 which increased total open position to 460
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 390.85, which was -44.15 lower than the previous day. The implied volatity was 15.10, the open interest changed by 27 which increased total open position to 57
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 435, which was 435.00 higher than the previous day. The implied volatity was 13.86, the open interest changed by 30 which increased total open position to 30
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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Aug BANKEX was trading at 58187.22. 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 57700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 23.75
Theta: -40.08
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57449.41 | 504.55 | -406.40 | 16.74 | 3,016 | 134 | 326 |
| 20 Nov | 57627.04 | 910.95 | 365.95 | 33.60 | 5,297 | 146 | 0 |
| 19 Nov | 57627.04 | 545 | -80.00 | 18.87 | 11,646 | 146 | 192 |
| 18 Nov | 57400.43 | 625 | -91.85 | 16.54 | 155 | 11 | 46 |
| 14 Nov | 57276.81 | 716.85 | 563.35 | 14.68 | 101 | 35 | 35 |
| 13 Nov | 57199.17 | 153.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 153.5 | -32.50 | 10.40 | 2 | 0 | 0 |
| 11 Nov | 59184.10 | 186 | 186.00 | 16.45 | 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 | 0.00 | - | 0 | 0 | 0 |
| 28 Aug | 58187.22 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57700 expiring on 25NOV2024
Delta for 57700 PE is -0.57
Historical price for 57700 PE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 504.55, which was -406.40 lower than the previous day. The implied volatity was 16.74, the open interest changed by 134 which increased total open position to 326
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 910.95, which was 365.95 higher than the previous day. The implied volatity was 33.60, the open interest changed by 146 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 545, which was -80.00 lower than the previous day. The implied volatity was 18.87, the open interest changed by 146 which increased total open position to 192
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 625, which was -91.85 lower than the previous day. The implied volatity was 16.54, the open interest changed by 11 which increased total open position to 46
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 716.85, which was 563.35 higher than the previous day. The implied volatity was 14.68, the open interest changed by 35 which increased total open position to 35
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 153.5, 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 153.5, which was -32.50 lower than the previous day. The implied volatity was 10.40, 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 186, which was 186.00 higher than the previous day. The implied volatity was 16.45, 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Aug BANKEX was trading at 58187.22. 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
