BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 58700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 9.90
Theta: -20.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 39.4 | -27.35 | 15.44 | 12,852 | -77 | 417 | |||
| 19 Nov | 57627.04 | 66.75 | -38.35 | 12.27 | 6,040 | 449 | 494 | |||
| 18 Nov | 57400.43 | 105.1 | -46.75 | 15.10 | 102 | 29 | 45 | |||
| 14 Nov | 57276.81 | 151.85 | -92.65 | 14.26 | 14 | 0 | 16 | |||
| 13 Nov | 57199.17 | 244.5 | -356.85 | 17.13 | 46 | 15 | 16 | |||
| 12 Nov | 58328.11 | 601.35 | 601.35 | 15.46 | 5 | 1 | 1 | |||
| 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 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Sept | 59195.62 | 0 | 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 | 0 | 0 | ||||
For Bank Index - strike price 58700 expiring on 25NOV2024
Delta for 58700 CE is 0.09
Historical price for 58700 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 39.4, which was -27.35 lower than the previous day. The implied volatity was 15.44, the open interest changed by -77 which decreased total open position to 417
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 66.75, which was -38.35 lower than the previous day. The implied volatity was 12.27, the open interest changed by 449 which increased total open position to 494
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 105.1, which was -46.75 lower than the previous day. The implied volatity was 15.10, the open interest changed by 29 which increased total open position to 45
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 151.85, which was -92.65 lower than the previous day. The implied volatity was 14.26, the open interest changed by 0 which decreased total open position to 16
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 244.5, which was -356.85 lower than the previous day. The implied volatity was 17.13, the open interest changed by 15 which increased total open position to 16
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 601.35, which was 601.35 higher than the previous day. The implied volatity was 15.46, the open interest changed by 1 which increased total open position to 1
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 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 16 Sept BANKEX was trading at 59195.62. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 25NOV2024 58700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.80
Vega: 16.80
Theta: -37.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 1412.95 | 492.20 | 24.15 | 27 | -15 | 10 |
| 19 Nov | 57627.04 | 920.75 | -326.65 | - | 77 | 16 | 25 |
| 18 Nov | 57400.43 | 1247.4 | 0.00 | 0.00 | 0 | 0 | 9 |
| 14 Nov | 57276.81 | 1247.4 | 0.00 | 0.00 | 0 | 0 | 9 |
| 13 Nov | 57199.17 | 1247.4 | 531.00 | - | 40 | 4 | 9 |
| 12 Nov | 58328.11 | 716.4 | 321.40 | 14.36 | 72 | -6 | 5 |
| 11 Nov | 59184.10 | 395 | 395.00 | 15.07 | 16 | 11 | 11 |
| 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 |
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 16 Sept | 59195.62 | 0 | 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 | 0 | 0 | |
For Bank Index - strike price 58700 expiring on 25NOV2024
Delta for 58700 PE is -0.80
Historical price for 58700 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1412.95, which was 492.20 higher than the previous day. The implied volatity was 24.15, the open interest changed by -15 which decreased total open position to 10
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 920.75, which was -326.65 lower than the previous day. The implied volatity was -, the open interest changed by 16 which increased total open position to 25
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1247.4, 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 9
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1247.4, 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 9
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1247.4, which was 531.00 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 9
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 716.4, which was 321.40 higher than the previous day. The implied volatity was 14.36, the open interest changed by -6 which decreased total open position to 5
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 395, which was 395.00 higher than the previous day. The implied volatity was 15.07, the open interest changed by 11 which increased total open position to 11
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 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 16 Sept BANKEX was trading at 59195.62. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
