BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:47 PM IST
| BANKEX 25NOV2024 58400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.14
Vega: 13.36
Theta: -27.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57323.10 | 64.75 | -56.25 | 15.28 | 17,156 | 610 | 915 | |||
| 19 Nov | 57627.04 | 121 | -42.15 | 12.27 | 6,309 | 276 | 305 | |||
| 18 Nov | 57400.43 | 163.15 | -49.10 | 15.11 | 167 | -9 | 29 | |||
| 14 Nov | 57276.81 | 212.25 | -94.05 | 14.10 | 44 | 19 | 38 | |||
| 13 Nov | 57199.17 | 306.3 | -294.70 | 16.72 | 56 | 19 | 19 | |||
| 12 Nov | 58328.11 | 601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 59184.10 | 601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 7 Nov | 59242.74 | 601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 601 | 601.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Sept | 58729.55 | 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 58400 expiring on 25NOV2024
Delta for 58400 CE is 0.14
Historical price for 58400 CE is as follows
On 21 Nov BANKEX was trading at 57323.10. The strike last trading price was 64.75, which was -56.25 lower than the previous day. The implied volatity was 15.28, the open interest changed by 610 which increased total open position to 915
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 121, which was -42.15 lower than the previous day. The implied volatity was 12.27, the open interest changed by 276 which increased total open position to 305
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 163.15, which was -49.10 lower than the previous day. The implied volatity was 15.11, the open interest changed by -9 which decreased total open position to 29
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 212.25, which was -94.05 lower than the previous day. The implied volatity was 14.10, the open interest changed by 19 which increased total open position to 38
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 306.3, which was -294.70 lower than the previous day. The implied volatity was 16.72, the open interest changed by 19 which increased total open position to 19
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 601, 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 601, 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 601, 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 601, 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 601, 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 601, which was 601.00 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 1 Nov BANKEX was trading at 58887.06. 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 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 58400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.78
Vega: 17.73
Theta: -33.80
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57323.10 | 1169.8 | 120.80 | 21.09 | 97 | -2 | 50 |
| 19 Nov | 57627.04 | 1049 | -11.00 | 22.12 | 190 | 47 | 52 |
| 18 Nov | 57400.43 | 1060 | -315.95 | 15.48 | 26 | -15 | 5 |
| 14 Nov | 57276.81 | 1375.95 | 346.90 | 20.41 | 65 | 8 | 20 |
| 13 Nov | 57199.17 | 1029.05 | 462.75 | 6.44 | 110 | -4 | 12 |
| 12 Nov | 58328.11 | 566.3 | 90.80 | 14.41 | 87 | 15 | 16 |
| 11 Nov | 59184.10 | 475.5 | -224.50 | 19.42 | 4 | 1 | 1 |
| 8 Nov | 58857.86 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 7 Nov | 59242.74 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 59521.43 | 700 | 700.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Sept | 58729.55 | 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 58400 expiring on 25NOV2024
Delta for 58400 PE is -0.78
Historical price for 58400 PE is as follows
On 21 Nov BANKEX was trading at 57323.10. The strike last trading price was 1169.8, which was 120.80 higher than the previous day. The implied volatity was 21.09, the open interest changed by -2 which decreased total open position to 50
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1049, which was -11.00 lower than the previous day. The implied volatity was 22.12, the open interest changed by 47 which increased total open position to 52
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1060, which was -315.95 lower than the previous day. The implied volatity was 15.48, the open interest changed by -15 which decreased total open position to 5
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1375.95, which was 346.90 higher than the previous day. The implied volatity was 20.41, the open interest changed by 8 which increased total open position to 20
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1029.05, which was 462.75 higher than the previous day. The implied volatity was 6.44, the open interest changed by -4 which decreased total open position to 12
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 566.3, which was 90.80 higher than the previous day. The implied volatity was 14.41, the open interest changed by 15 which increased total open position to 16
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 475.5, which was -224.50 lower than the previous day. The implied volatity was 19.42, 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 700, 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 700, 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 700, 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 700, which was 700.00 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 1 Nov BANKEX was trading at 58887.06. 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 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
