BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 57900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.31
Vega: 21.26
Theta: -45.28
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 182.2 | -736.80 | 15.19 | 30,006 | 68 | 841 | |||
| 20 Nov | 57627.04 | 919 | 655.10 | 37.27 | 5,269 | 742 | 0 | |||
| 19 Nov | 57627.04 | 263.9 | -40.95 | 11.71 | 17,147 | 742 | 773 | |||
| 18 Nov | 57400.43 | 304.85 | -49.90 | 14.90 | 438 | -17 | 31 | |||
| 14 Nov | 57276.81 | 354.75 | -114.65 | 13.82 | 210 | 48 | 48 | |||
| 13 Nov | 57199.17 | 469.4 | 469.40 | 16.73 | 112 | 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 | |||
| 4 Sept | 58384.52 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 58311.51 | 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 57900 expiring on 25NOV2024
Delta for 57900 CE is 0.31
Historical price for 57900 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 182.2, which was -736.80 lower than the previous day. The implied volatity was 15.19, the open interest changed by 68 which increased total open position to 841
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 919, which was 655.10 higher than the previous day. The implied volatity was 37.27, the open interest changed by 742 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 263.9, which was -40.95 lower than the previous day. The implied volatity was 11.71, the open interest changed by 742 which increased total open position to 773
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 304.85, which was -49.90 lower than the previous day. The implied volatity was 14.90, the open interest changed by -17 which decreased total open position to 31
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 354.75, which was -114.65 lower than the previous day. The implied volatity was 13.82, the open interest changed by 48 which increased total open position to 48
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 469.4, which was 469.40 higher than the previous day. The implied volatity was 16.73, 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 4 Sept BANKEX was trading at 58384.52. 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 30 Aug BANKEX was trading at 58311.51. 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 57900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.70
Vega: 20.79
Theta: -25.13
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 610.6 | 220.60 | 13.97 | 970 | 13 | 450 |
| 20 Nov | 57627.04 | 390 | -290.00 | 10.43 | 5,310 | 416 | 0 |
| 19 Nov | 57627.04 | 680 | -61.15 | 19.88 | 9,990 | 416 | 437 |
| 18 Nov | 57400.43 | 741.15 | -107.65 | 16.47 | 125 | -15 | 21 |
| 14 Nov | 57276.81 | 848.8 | 664.70 | 15.01 | 72 | 36 | 36 |
| 13 Nov | 57199.17 | 184.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 184.1 | -33.90 | 9.81 | 2 | 0 | 0 |
| 11 Nov | 59184.10 | 218 | 218.00 | 16.20 | 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 |
| 4 Sept | 58384.52 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 58311.51 | 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 57900 expiring on 25NOV2024
Delta for 57900 PE is -0.70
Historical price for 57900 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 610.6, which was 220.60 higher than the previous day. The implied volatity was 13.97, the open interest changed by 13 which increased total open position to 450
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 390, which was -290.00 lower than the previous day. The implied volatity was 10.43, the open interest changed by 416 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 680, which was -61.15 lower than the previous day. The implied volatity was 19.88, the open interest changed by 416 which increased total open position to 437
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 741.15, which was -107.65 lower than the previous day. The implied volatity was 16.47, the open interest changed by -15 which decreased total open position to 21
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 848.8, which was 664.70 higher than the previous day. The implied volatity was 15.01, the open interest changed by 36 which increased total open position to 36
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 184.1, 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 184.1, which was -33.90 lower than the previous day. The implied volatity was 9.81, 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 218, which was 218.00 higher than the previous day. The implied volatity was 16.20, 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 4 Sept BANKEX was trading at 58384.52. 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 30 Aug BANKEX was trading at 58311.51. 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
