BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:16 PM IST
| BANKEX 25NOV2024 58000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.28
Vega: 20.52
Theta: -41.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57418.17 | 156.9 | -211.10 | 14.75 | 47,039 | 503 | 4,394 | |||
| 20 Nov | 57627.04 | 368 | 126.50 | 18.32 | 5,166 | 3,555 | 0 | |||
| 19 Nov | 57627.04 | 241.5 | -32.50 | 12.31 | 26,334 | 3,555 | 3,891 | |||
| 18 Nov | 57400.43 | 274 | -50.70 | 15.05 | 1,000 | 36 | 336 | |||
| 14 Nov | 57276.81 | 324.7 | -100.90 | 13.97 | 555 | 291 | 300 | |||
| 13 Nov | 57199.17 | 425.6 | -569.30 | 16.55 | 130 | 7 | 9 | |||
| 12 Nov | 58328.11 | 994.9 | 994.90 | 15.91 | 2 | 2 | 2 | |||
| 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 | |||
| 5 Nov | 59521.43 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 5 Sept | 58420.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 58384.52 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 58498.28 | 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 58000 expiring on 25NOV2024
Delta for 58000 CE is 0.28
Historical price for 58000 CE is as follows
On 21 Nov BANKEX was trading at 57418.17. The strike last trading price was 156.9, which was -211.10 lower than the previous day. The implied volatity was 14.75, the open interest changed by 503 which increased total open position to 4394
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 368, which was 126.50 higher than the previous day. The implied volatity was 18.32, the open interest changed by 3555 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 241.5, which was -32.50 lower than the previous day. The implied volatity was 12.31, the open interest changed by 3555 which increased total open position to 3891
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 274, which was -50.70 lower than the previous day. The implied volatity was 15.05, the open interest changed by 36 which increased total open position to 336
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 324.7, which was -100.90 lower than the previous day. The implied volatity was 13.97, the open interest changed by 291 which increased total open position to 300
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 425.6, which was -569.30 lower than the previous day. The implied volatity was 16.55, the open interest changed by 7 which increased total open position to 9
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 994.9, which was 994.90 higher than the previous day. The implied volatity was 15.91, the open interest changed by 2 which increased total open position to 2
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 5 Nov BANKEX was trading at 59521.43. 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 5 Sept BANKEX was trading at 58420.06. 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 2 Sept BANKEX was trading at 58498.28. 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 58000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 21.56
Theta: -35.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57418.17 | 734.4 | -111.60 | 17.60 | 954 | -74 | 1,184 |
| 20 Nov | 57627.04 | 846 | 121.45 | 25.28 | 5,264 | 795 | 0 |
| 19 Nov | 57627.04 | 724.55 | -84.95 | 19.47 | 10,172 | 795 | 1,258 |
| 18 Nov | 57400.43 | 809.5 | -70.70 | 16.64 | 1,218 | 436 | 463 |
| 14 Nov | 57276.81 | 880.2 | 98.45 | 14.15 | 215 | 17 | 27 |
| 13 Nov | 57199.17 | 781.75 | 348.55 | 9.75 | 334 | 6 | 10 |
| 12 Nov | 58328.11 | 433.2 | 104.45 | 15.25 | 19 | 3 | 4 |
| 11 Nov | 59184.10 | 328.75 | -20.25 | 18.69 | 3 | -1 | 1 |
| 8 Nov | 58857.86 | 349 | -13.80 | 15.70 | 11 | -1 | 2 |
| 7 Nov | 59242.74 | 362.8 | 122.55 | 18.05 | 1 | -1 | 3 |
| 6 Nov | 59653.07 | 240.25 | -116.75 | 16.84 | 3 | -1 | 4 |
| 5 Nov | 59521.43 | 357 | 357.00 | 18.72 | 6 | 5 | 5 |
| 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 |
| 5 Sept | 58420.06 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 58384.52 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 58498.28 | 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 58000 expiring on 25NOV2024
Delta for 58000 PE is -0.68
Historical price for 58000 PE is as follows
On 21 Nov BANKEX was trading at 57418.17. The strike last trading price was 734.4, which was -111.60 lower than the previous day. The implied volatity was 17.60, the open interest changed by -74 which decreased total open position to 1184
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 846, which was 121.45 higher than the previous day. The implied volatity was 25.28, the open interest changed by 795 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 724.55, which was -84.95 lower than the previous day. The implied volatity was 19.47, the open interest changed by 795 which increased total open position to 1258
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 809.5, which was -70.70 lower than the previous day. The implied volatity was 16.64, the open interest changed by 436 which increased total open position to 463
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 880.2, which was 98.45 higher than the previous day. The implied volatity was 14.15, the open interest changed by 17 which increased total open position to 27
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 781.75, which was 348.55 higher than the previous day. The implied volatity was 9.75, the open interest changed by 6 which increased total open position to 10
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 433.2, which was 104.45 higher than the previous day. The implied volatity was 15.25, the open interest changed by 3 which increased total open position to 4
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 328.75, which was -20.25 lower than the previous day. The implied volatity was 18.69, the open interest changed by -1 which decreased total open position to 1
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 349, which was -13.80 lower than the previous day. The implied volatity was 15.70, the open interest changed by -1 which decreased total open position to 2
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 362.8, which was 122.55 higher than the previous day. The implied volatity was 18.05, the open interest changed by -1 which decreased total open position to 3
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 240.25, which was -116.75 lower than the previous day. The implied volatity was 16.84, the open interest changed by -1 which decreased total open position to 4
On 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 357, which was 357.00 higher than the previous day. The implied volatity was 18.72, the open interest changed by 5 which increased total open position to 5
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 5 Sept BANKEX was trading at 58420.06. 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 2 Sept BANKEX was trading at 58498.28. 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
