BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:11 PM IST
| BANKEX 25NOV2024 58200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 17.89
Theta: -35.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57434.90 | 111 | -52.70 | 14.70 | 22,048 | 255 | 739 | |||
| 19 Nov | 57627.04 | 163.7 | -48.00 | 11.90 | 7,132 | 468 | 484 | |||
| 18 Nov | 57400.43 | 211.7 | -41.85 | 15.03 | 177 | -42 | 16 | |||
| 14 Nov | 57276.81 | 253.55 | -78.55 | 13.74 | 118 | 50 | 58 | |||
| 13 Nov | 57199.17 | 332.1 | 332.10 | 15.83 | 135 | 8 | 8 | |||
| 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 | |||
| 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 | |||
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| 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 58200 expiring on 25NOV2024
Delta for 58200 CE is 0.22
Historical price for 58200 CE is as follows
On 21 Nov BANKEX was trading at 57434.90. The strike last trading price was 111, which was -52.70 lower than the previous day. The implied volatity was 14.70, the open interest changed by 255 which increased total open position to 739
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 163.7, which was -48.00 lower than the previous day. The implied volatity was 11.90, the open interest changed by 468 which increased total open position to 484
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 211.7, which was -41.85 lower than the previous day. The implied volatity was 15.03, the open interest changed by -42 which decreased total open position to 16
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 253.55, which was -78.55 lower than the previous day. The implied volatity was 13.74, the open interest changed by 50 which increased total open position to 58
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 332.1, which was 332.10 higher than the previous day. The implied volatity was 15.83, the open interest changed by 8 which increased total open position to 8
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 58200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.75
Vega: 19.34
Theta: -28.59
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57434.90 | 854.25 | -25.35 | 17.02 | 117 | -18 | 85 |
| 19 Nov | 57627.04 | 879.6 | -78.05 | 20.67 | 584 | 93 | 103 |
| 18 Nov | 57400.43 | 957.65 | -81.30 | 17.12 | 62 | -9 | 10 |
| 14 Nov | 57276.81 | 1038.95 | 146.85 | 14.81 | 104 | 8 | 19 |
| 13 Nov | 57199.17 | 892.1 | 405.25 | 8.32 | 145 | -7 | 11 |
| 12 Nov | 58328.11 | 486.85 | 247.35 | 14.63 | 90 | 18 | 18 |
| 11 Nov | 59184.10 | 239.5 | -265.50 | 14.84 | 2 | 0 | 0 |
| 8 Nov | 58857.86 | 505 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 59242.74 | 505 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 505 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 59521.43 | 505 | 505.00 | 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 58200 expiring on 25NOV2024
Delta for 58200 PE is -0.75
Historical price for 58200 PE is as follows
On 21 Nov BANKEX was trading at 57434.90. The strike last trading price was 854.25, which was -25.35 lower than the previous day. The implied volatity was 17.02, the open interest changed by -18 which decreased total open position to 85
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 879.6, which was -78.05 lower than the previous day. The implied volatity was 20.67, the open interest changed by 93 which increased total open position to 103
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 957.65, which was -81.30 lower than the previous day. The implied volatity was 17.12, the open interest changed by -9 which decreased total open position to 10
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1038.95, which was 146.85 higher than the previous day. The implied volatity was 14.81, the open interest changed by 8 which increased total open position to 19
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 892.1, which was 405.25 higher than the previous day. The implied volatity was 8.32, the open interest changed by -7 which decreased total open position to 11
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 486.85, which was 247.35 higher than the previous day. The implied volatity was 14.63, the open interest changed by 18 which increased total open position to 18
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 239.5, which was -265.50 lower than the previous day. The implied volatity was 14.84, 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 505, 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 505, 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 505, 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 505, which was 505.00 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 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
