BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:06 PM IST
| BANKEX 25NOV2024 58100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 18.87
Theta: -37.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57401.67 | 125.3 | -381.70 | 14.66 | 22,781 | 537 | 1,009 | |||
| 20 Nov | 57627.04 | 507 | 309.15 | 25.19 | 5,239 | 437 | 0 | |||
| 19 Nov | 57627.04 | 197.85 | -41.05 | 12.02 | 8,397 | 437 | 472 | |||
| 18 Nov | 57400.43 | 238.9 | -47.65 | 14.95 | 254 | -17 | 35 | |||
| 14 Nov | 57276.81 | 286.55 | -106.75 | 13.82 | 150 | 50 | 52 | |||
| 13 Nov | 57199.17 | 393.3 | 393.30 | 16.60 | 139 | 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 | |||
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 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 58100 expiring on 25NOV2024
Delta for 58100 CE is 0.24
Historical price for 58100 CE is as follows
On 21 Nov BANKEX was trading at 57401.67. The strike last trading price was 125.3, which was -381.70 lower than the previous day. The implied volatity was 14.66, the open interest changed by 537 which increased total open position to 1009
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 507, which was 309.15 higher than the previous day. The implied volatity was 25.19, the open interest changed by 437 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 197.85, which was -41.05 lower than the previous day. The implied volatity was 12.02, the open interest changed by 437 which increased total open position to 472
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 238.9, which was -47.65 lower than the previous day. The implied volatity was 14.95, the open interest changed by -17 which decreased total open position to 35
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 286.55, which was -106.75 lower than the previous day. The implied volatity was 13.82, the open interest changed by 50 which increased total open position to 52
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 393.3, which was 393.30 higher than the previous day. The implied volatity was 16.60, 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 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 58100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 18.88
Theta: -22.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57401.67 | 759.5 | -543.50 | 14.69 | 184 | -4 | 161 |
| 20 Nov | 57627.04 | 1303 | 496.45 | 40.11 | 5,090 | 155 | 0 |
| 19 Nov | 57627.04 | 806.55 | -72.95 | 20.26 | 1,464 | 155 | 165 |
| 18 Nov | 57400.43 | 879.5 | -73.95 | 16.78 | 94 | -16 | 10 |
| 14 Nov | 57276.81 | 953.45 | 118.95 | 14.33 | 46 | 16 | 26 |
| 13 Nov | 57199.17 | 834.5 | 579.50 | 9.08 | 74 | 10 | 10 |
| 12 Nov | 58328.11 | 255 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 59184.10 | 255 | 255.00 | 15.96 | 2 | 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 |
| 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 58100 expiring on 25NOV2024
Delta for 58100 PE is -0.76
Historical price for 58100 PE is as follows
On 21 Nov BANKEX was trading at 57401.67. The strike last trading price was 759.5, which was -543.50 lower than the previous day. The implied volatity was 14.69, the open interest changed by -4 which decreased total open position to 161
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 1303, which was 496.45 higher than the previous day. The implied volatity was 40.11, the open interest changed by 155 which increased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 806.55, which was -72.95 lower than the previous day. The implied volatity was 20.26, the open interest changed by 155 which increased total open position to 165
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 879.5, which was -73.95 lower than the previous day. The implied volatity was 16.78, the open interest changed by -16 which decreased total open position to 10
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 953.45, which was 118.95 higher than the previous day. The implied volatity was 14.33, the open interest changed by 16 which increased total open position to 26
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 834.5, which was 579.50 higher than the previous day. The implied volatity was 9.08, the open interest changed by 10 which increased total open position to 10
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 255, 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 255, which was 255.00 higher than the previous day. The implied volatity was 15.96, 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
