BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:31 AM IST
| BANKEX 18NOV2024 58500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.17
Vega: 15.63
Theta: -30.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57524.46 | 83.15 | -14.80 | 15.00 | 2,795 | 61 | 4,397 | |||
| 13 Nov | 57199.17 | 97.95 | -256.75 | 17.82 | 34,324 | 3,192 | 4,336 | |||
| 12 Nov | 58328.11 | 354.7 | -150.30 | 13.12 | 7,797 | 1,144 | 1,144 | |||
| 11 Nov | 59184.10 | 505 | 0.00 | 0.00 | 0 | 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 | 505.00 | 0.00 | 0 | 0 | 0 | |||
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| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 58663.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 58384.41 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 58522.84 | 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 | |||
| 16 Oct | 58773.72 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 58866.43 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 58263.75 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 58500 expiring on 18NOV2024
Delta for 58500 CE is 0.17
Historical price for 58500 CE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 83.15, which was -14.80 lower than the previous day. The implied volatity was 15.00, the open interest changed by 61 which increased total open position to 4397
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 97.95, which was -256.75 lower than the previous day. The implied volatity was 17.82, the open interest changed by 3192 which increased total open position to 4336
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 354.7, which was -150.30 lower than the previous day. The implied volatity was 13.12, the open interest changed by 1144 which increased total open position to 1144
On 11 Nov BANKEX was trading at 59184.10. 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 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 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 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 31 Oct BANKEX was trading at 58663.55. 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 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 24 Oct BANKEX was trading at 58522.84. 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 16 Oct BANKEX was trading at 58773.72. 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 15 Oct BANKEX was trading at 58933.11. 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 14 Oct BANKEX was trading at 58866.43. 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 10 Oct BANKEX was trading at 58623.32. 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 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.73
Vega: 20.37
Theta: -42.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57524.46 | 1133.85 | 47.40 | 22.79 | 12 | -4 | 1,549 |
| 13 Nov | 57199.17 | 1086.45 | 616.10 | - | 8,261 | 604 | 1,553 |
| 12 Nov | 58328.11 | 470.35 | 257.35 | 14.45 | 17,781 | 757 | 949 |
| 11 Nov | 59184.10 | 213 | -287.95 | 15.91 | 1,116 | 188 | 192 |
| 8 Nov | 58857.86 | 500.95 | 500.95 | 18.89 | 4 | 4 | 4 |
| 7 Nov | 59242.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 58663.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 58384.41 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 58522.84 | 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 |
| 16 Oct | 58773.72 | 0 | 0.00 | - | 0 | 0 | 0 |
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 58866.43 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 58263.75 | 0 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 58500 expiring on 18NOV2024
Delta for 58500 PE is -0.73
Historical price for 58500 PE is as follows
On 14 Nov BANKEX was trading at 57524.46. The strike last trading price was 1133.85, which was 47.40 higher than the previous day. The implied volatity was 22.79, the open interest changed by -4 which decreased total open position to 1549
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1086.45, which was 616.10 higher than the previous day. The implied volatity was -, the open interest changed by 604 which increased total open position to 1553
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 470.35, which was 257.35 higher than the previous day. The implied volatity was 14.45, the open interest changed by 757 which increased total open position to 949
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 213, which was -287.95 lower than the previous day. The implied volatity was 15.91, the open interest changed by 188 which increased total open position to 192
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 500.95, which was 500.95 higher than the previous day. The implied volatity was 18.89, the open interest changed by 4 which increased total open position to 4
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 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 31 Oct BANKEX was trading at 58663.55. 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 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 24 Oct BANKEX was trading at 58522.84. 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 16 Oct BANKEX was trading at 58773.72. 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 15 Oct BANKEX was trading at 58933.11. 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 14 Oct BANKEX was trading at 58866.43. 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 10 Oct BANKEX was trading at 58623.32. 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
