BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 58600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.11
Vega: 11.06
Theta: -22.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 46.55 | -33.50 | 15.20 | 19,391 | 499 | 805 | |||
| 19 Nov | 57627.04 | 80.05 | -43.75 | 12.17 | 5,065 | 252 | 306 | |||
| 18 Nov | 57400.43 | 123.8 | -177.20 | 15.18 | 119 | -4 | 54 | |||
| 14 Nov | 57276.81 | 301 | -94.20 | 18.40 | 14 | 12 | 58 | |||
| 13 Nov | 57199.17 | 395.2 | -270.95 | 20.79 | 48 | 18 | 46 | |||
| 12 Nov | 58328.11 | 666.15 | 146.15 | 15.88 | 28 | 28 | 28 | |||
| 11 Nov | 59184.10 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 520 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 520 | 520.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Sept | 58908.78 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 12 Sept | 58729.55 | 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 58600 expiring on 25NOV2024
Delta for 58600 CE is 0.11
Historical price for 58600 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 46.55, which was -33.50 lower than the previous day. The implied volatity was 15.20, the open interest changed by 499 which increased total open position to 805
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 80.05, which was -43.75 lower than the previous day. The implied volatity was 12.17, the open interest changed by 252 which increased total open position to 306
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 123.8, which was -177.20 lower than the previous day. The implied volatity was 15.18, the open interest changed by -4 which decreased total open position to 54
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 301, which was -94.20 lower than the previous day. The implied volatity was 18.40, the open interest changed by 12 which increased total open position to 58
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 395.2, which was -270.95 lower than the previous day. The implied volatity was 20.79, the open interest changed by 18 which increased total open position to 46
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 666.15, which was 146.15 higher than the previous day. The implied volatity was 15.88, the open interest changed by 28 which increased total open position to 28
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 520, 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 520, 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 520, 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 520, 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 520, which was 520.00 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 13 Sept BANKEX was trading at 58908.78. 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 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 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 58600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.65
Vega: 22.18
Theta: -116.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 1778.05 | 663.95 | 45.77 | 34 | -2 | 38 |
| 19 Nov | 57627.04 | 1114.1 | 236.70 | 19.27 | 65 | 12 | 40 |
| 18 Nov | 57400.43 | 877.4 | 0.00 | 0.00 | 0 | 0 | 28 |
| 14 Nov | 57276.81 | 877.4 | 0.00 | 0.00 | 0 | 0 | 28 |
| 13 Nov | 57199.17 | 877.4 | 225.30 | - | 32 | 0 | 28 |
| 12 Nov | 58328.11 | 652.1 | -47.90 | 14.11 | 101 | 28 | 28 |
| 11 Nov | 59184.10 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 |
| 13 Sept | 58908.78 | 0 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 58729.55 | 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 58600 expiring on 25NOV2024
Delta for 58600 PE is -0.65
Historical price for 58600 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1778.05, which was 663.95 higher than the previous day. The implied volatity was 45.77, the open interest changed by -2 which decreased total open position to 38
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1114.1, which was 236.70 higher than the previous day. The implied volatity was 19.27, the open interest changed by 12 which increased total open position to 40
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 877.4, 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 28
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 877.4, 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 28
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 877.4, which was 225.30 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 28
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 652.1, which was -47.90 lower than the previous day. The implied volatity was 14.11, the open interest changed by 28 which increased total open position to 28
On 11 Nov BANKEX was trading at 59184.10. 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 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 13 Sept BANKEX was trading at 58908.78. 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 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 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
