BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:12 PM IST
| BANKEX 25NOV2024 58800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.09
Vega: 10.04
Theta: -20.98
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57447.16 | 40.95 | -29.05 | 15.78 | 8,033 | 31 | 274 | |||
| 19 Nov | 57627.04 | 70 | -12.00 | 13.30 | 5,545 | 162 | 243 | |||
| 18 Nov | 57400.43 | 82 | -55.40 | 14.66 | 202 | 42 | 81 | |||
| 14 Nov | 57276.81 | 137.4 | -186.70 | 14.39 | 52 | 1 | 39 | |||
| 13 Nov | 57199.17 | 324.1 | -199.65 | 20.27 | 108 | 8 | 38 | |||
| 12 Nov | 58328.11 | 523.75 | 523.75 | 14.70 | 155 | 30 | 30 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
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| 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 | 0 | 0 | ||||
For Bank Index - strike price 58800 expiring on 25NOV2024
Delta for 58800 CE is 0.09
Historical price for 58800 CE is as follows
On 21 Nov BANKEX was trading at 57447.16. The strike last trading price was 40.95, which was -29.05 lower than the previous day. The implied volatity was 15.78, the open interest changed by 31 which increased total open position to 274
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 70, which was -12.00 lower than the previous day. The implied volatity was 13.30, the open interest changed by 162 which increased total open position to 243
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 82, which was -55.40 lower than the previous day. The implied volatity was 14.66, the open interest changed by 42 which increased total open position to 81
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 137.4, which was -186.70 lower than the previous day. The implied volatity was 14.39, the open interest changed by 1 which increased total open position to 39
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 324.1, which was -199.65 lower than the previous day. The implied volatity was 20.27, the open interest changed by 8 which increased total open position to 38
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 523.75, which was 523.75 higher than the previous day. The implied volatity was 14.70, the open interest changed by 30 which increased total open position to 30
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 25NOV2024 58800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 16.32
Theta: -33.98
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57447.16 | 1432.15 | 137.20 | 23.43 | 10 | -8 | 18 |
| 19 Nov | 57627.04 | 1294.95 | -19.25 | 20.58 | 40 | 16 | 26 |
| 18 Nov | 57400.43 | 1314.2 | 0.00 | 0.00 | 0 | 0 | 10 |
| 14 Nov | 57276.81 | 1314.2 | 0.00 | 0.00 | 0 | 0 | 10 |
| 13 Nov | 57199.17 | 1314.2 | 558.10 | - | 32 | 4 | 10 |
| 12 Nov | 58328.11 | 756.1 | 756.10 | 13.99 | 50 | 6 | 6 |
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0 | 0 | |
For Bank Index - strike price 58800 expiring on 25NOV2024
Delta for 58800 PE is -0.81
Historical price for 58800 PE is as follows
On 21 Nov BANKEX was trading at 57447.16. The strike last trading price was 1432.15, which was 137.20 higher than the previous day. The implied volatity was 23.43, the open interest changed by -8 which decreased total open position to 18
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1294.95, which was -19.25 lower than the previous day. The implied volatity was 20.58, the open interest changed by 16 which increased total open position to 26
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1314.2, 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 10
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1314.2, 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 10
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1314.2, which was 558.10 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 10
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 756.1, which was 756.10 higher than the previous day. The implied volatity was 13.99, the open interest changed by 6 which increased total open position to 6
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
