BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:30 PM IST
| BANKEX 25NOV2024 58300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 16.73
Theta: -34.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57449.41 | 97.75 | -34.80 | 14.96 | 18,108 | 309 | 805 | |||
| 19 Nov | 57627.04 | 132.55 | -57.35 | 11.74 | 6,869 | 456 | 496 | |||
| 18 Nov | 57400.43 | 189.9 | -40.10 | 15.21 | 235 | -24 | 40 | |||
| 14 Nov | 57276.81 | 230 | -107.10 | 13.86 | 103 | 50 | 64 | |||
| 13 Nov | 57199.17 | 337.1 | 337.10 | 16.79 | 74 | 14 | 14 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 12 Sept | 58729.55 | 0 | 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 | |||
| 3 Sept | 58798.15 | 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 58300 expiring on 25NOV2024
Delta for 58300 CE is 0.20
Historical price for 58300 CE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 97.75, which was -34.80 lower than the previous day. The implied volatity was 14.96, the open interest changed by 309 which increased total open position to 805
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 132.55, which was -57.35 lower than the previous day. The implied volatity was 11.74, the open interest changed by 456 which increased total open position to 496
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 189.9, which was -40.10 lower than the previous day. The implied volatity was 15.21, the open interest changed by -24 which decreased total open position to 40
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 230, which was -107.10 lower than the previous day. The implied volatity was 13.86, the open interest changed by 50 which increased total open position to 64
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 337.1, which was 337.10 higher than the previous day. The implied volatity was 16.79, the open interest changed by 14 which increased total open position to 14
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 12 Sept BANKEX was trading at 58729.55. 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 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 3 Sept BANKEX was trading at 58798.15. 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 58300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 17.98
Theta: -24.54
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57449.41 | 913.3 | -8.15 | 16.66 | 97 | -4 | 101 |
| 19 Nov | 57627.04 | 921.45 | -79.40 | 19.87 | 387 | 103 | 105 |
| 18 Nov | 57400.43 | 1000.85 | -84.35 | 16.09 | 21 | -17 | 2 |
| 14 Nov | 57276.81 | 1085.2 | 83.70 | 14.08 | 20 | 4 | 19 |
| 13 Nov | 57199.17 | 1001.5 | 463.70 | 9.32 | 108 | -2 | 15 |
| 12 Nov | 58328.11 | 537.8 | -336.10 | 14.80 | 29 | 16 | 17 |
| 11 Nov | 59184.10 | 873.9 | 873.90 | 29.62 | 1 | 1 | 1 |
| 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 |
| 12 Sept | 58729.55 | 0 | 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 |
| 3 Sept | 58798.15 | 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 58300 expiring on 25NOV2024
Delta for 58300 PE is -0.78
Historical price for 58300 PE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 913.3, which was -8.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by -4 which decreased total open position to 101
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 921.45, which was -79.40 lower than the previous day. The implied volatity was 19.87, the open interest changed by 103 which increased total open position to 105
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1000.85, which was -84.35 lower than the previous day. The implied volatity was 16.09, the open interest changed by -17 which decreased total open position to 2
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1085.2, which was 83.70 higher than the previous day. The implied volatity was 14.08, the open interest changed by 4 which increased total open position to 19
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1001.5, which was 463.70 higher than the previous day. The implied volatity was 9.32, the open interest changed by -2 which decreased total open position to 15
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 537.8, which was -336.10 lower than the previous day. The implied volatity was 14.80, the open interest changed by 16 which increased total open position to 17
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 873.9, which was 873.90 higher than the previous day. The implied volatity was 29.62, the open interest changed by 1 which increased total open position to 1
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 12 Sept BANKEX was trading at 58729.55. 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 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 3 Sept BANKEX was trading at 58798.15. 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
