BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:34 AM IST
| BANKEX 18NOV2024 58000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.33
Vega: 22.61
Theta: -42.14
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57557.17 | 188.95 | 37.70 | 13.87 | 6,621 | 538 | 5,765 | |||
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| 13 Nov | 57199.17 | 151.25 | 151.25 | 15.50 | 35,281 | 5,227 | 5,227 | |||
| 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 | |||
| 28 Oct | 58384.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 58205.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 22 Oct | 58346.50 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 58259.38 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 58263.75 | 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 58000 expiring on 18NOV2024
Delta for 58000 CE is 0.33
Historical price for 58000 CE is as follows
On 14 Nov BANKEX was trading at 57557.17. The strike last trading price was 188.95, which was 37.70 higher than the previous day. The implied volatity was 13.87, the open interest changed by 538 which increased total open position to 5765
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 151.25, which was 151.25 higher than the previous day. The implied volatity was 15.50, the open interest changed by 5227 which increased total open position to 5227
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 28 Oct BANKEX was trading at 58384.41. 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 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 23 Oct BANKEX was trading at 58205.70. 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 22 Oct BANKEX was trading at 58346.50. 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 17 Oct BANKEX was trading at 58259.38. 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 11 Oct BANKEX was trading at 58263.75. 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 58000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 23.04
Theta: -31.61
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57557.17 | 601.25 | 51.25 | 15.48 | 590 | 143 | 1,738 |
| 13 Nov | 57199.17 | 550 | 286.95 | - | 59,364 | 876 | 1,595 |
| 12 Nov | 58328.11 | 263.05 | 188.05 | 14.90 | 10,955 | 694 | 719 |
| 11 Nov | 59184.10 | 75 | -258.00 | 14.20 | 25 | 25 | 25 |
| 8 Nov | 58857.86 | 333 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 59242.74 | 333 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 333 | 333.00 | 0.00 | 0 | 0 | 0 |
| 28 Oct | 58384.41 | 0 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 58205.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 22 Oct | 58346.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 58259.38 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 58263.75 | 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 58000 expiring on 18NOV2024
Delta for 58000 PE is -0.65
Historical price for 58000 PE is as follows
On 14 Nov BANKEX was trading at 57557.17. The strike last trading price was 601.25, which was 51.25 higher than the previous day. The implied volatity was 15.48, the open interest changed by 143 which increased total open position to 1738
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 550, which was 286.95 higher than the previous day. The implied volatity was -, the open interest changed by 876 which increased total open position to 1595
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 263.05, which was 188.05 higher than the previous day. The implied volatity was 14.90, the open interest changed by 694 which increased total open position to 719
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 75, which was -258.00 lower than the previous day. The implied volatity was 14.20, the open interest changed by 25 which increased total open position to 25
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 333, 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 333, 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 333, which was 333.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Oct BANKEX was trading at 58384.41. 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 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 23 Oct BANKEX was trading at 58205.70. 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 22 Oct BANKEX was trading at 58346.50. 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 17 Oct BANKEX was trading at 58259.38. 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 11 Oct BANKEX was trading at 58263.75. 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
