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Related Pages for BANKEX
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BANKEX
Bank Index
57398.48 -228.56 (-0.40%)

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Historical option data for BANKEX

21 Nov 2024 02:09 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 25NOV2024 57800 CE
Delta: 0.36
Vega: 22.72
Theta: -46.75
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57414.61 218.7 -92.90 14.68 21,009 376 982
20 Nov 57627.04 311.6 0.00 0.00 0 470 0
19 Nov 57627.04 311.6 -33.40 11.85 14,915 470 606
18 Nov 57400.43 345 -47.60 14.96 1,116 98 136
14 Nov 57276.81 392.6 -152.15 13.82 204 36 38
13 Nov 57199.17 544.75 544.75 17.63 161 2 2
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
29 Aug 58215.46 0 0.00 - 0 0 0
28 Aug 58187.22 0 - 0 0 0

For Bank Index - strike price 57800 expiring on 25NOV2024

Delta for 57800 CE is 0.36

Historical price for 57800 CE is as follows

On 21 Nov BANKEX was trading at 57414.61. The strike last trading price was 218.7, which was -92.90 lower than the previous day. The implied volatity was 14.68, the open interest changed by 376 which increased total open position to 982


On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 311.6, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 470 which increased total open position to 0


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 311.6, which was -33.40 lower than the previous day. The implied volatity was 11.85, the open interest changed by 470 which increased total open position to 606


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 345, which was -47.60 lower than the previous day. The implied volatity was 14.96, the open interest changed by 98 which increased total open position to 136


On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 392.6, which was -152.15 lower than the previous day. The implied volatity was 13.82, the open interest changed by 36 which increased total open position to 38


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 544.75, which was 544.75 higher than the previous day. The implied volatity was 17.63, the open interest changed by 2 which increased total open position to 2


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 29 Aug BANKEX was trading at 58215.46. 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 57800 PE
Delta: -0.62
Vega: 23.11
Theta: -38.97
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57414.61 593.4 -478.60 17.14 1,681 37 306
20 Nov 57627.04 1072 474.95 37.62 5,340 233 0
19 Nov 57627.04 597.05 -83.05 18.90 12,952 233 269
18 Nov 57400.43 680.1 -88.10 16.46 141 -2 36
14 Nov 57276.81 768.2 598.20 14.50 83 38 38
13 Nov 57199.17 170 0.00 0.00 0 0 0
12 Nov 58328.11 170 -32.00 10.17 2 0 0
11 Nov 59184.10 202 202.00 16.34 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
29 Aug 58215.46 0 0.00 - 0 0 0
28 Aug 58187.22 0 - 0 0 0

For Bank Index - strike price 57800 expiring on 25NOV2024

Delta for 57800 PE is -0.62

Historical price for 57800 PE is as follows

On 21 Nov BANKEX was trading at 57414.61. The strike last trading price was 593.4, which was -478.60 lower than the previous day. The implied volatity was 17.14, the open interest changed by 37 which increased total open position to 306


On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 1072, which was 474.95 higher than the previous day. The implied volatity was 37.62, the open interest changed by 233 which increased total open position to 0


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 597.05, which was -83.05 lower than the previous day. The implied volatity was 18.90, the open interest changed by 233 which increased total open position to 269


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 680.1, which was -88.10 lower than the previous day. The implied volatity was 16.46, the open interest changed by -2 which decreased total open position to 36


On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 768.2, which was 598.20 higher than the previous day. The implied volatity was 14.50, 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 170, 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 170, which was -32.00 lower than the previous day. The implied volatity was 10.17, 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 202, which was 202.00 higher than the previous day. The implied volatity was 16.34, 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 29 Aug BANKEX was trading at 58215.46. 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