BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:27 AM IST
| BANKEX 18NOV2024 58900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 10.52
Theta: -22.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.46 | 46.95 | -16.50 | 17.02 | 312 | 32 | 999 | |||
| 13 Nov | 57199.17 | 63.45 | -175.30 | 18.93 | 8,155 | 572 | 967 | |||
| 12 Nov | 58328.11 | 238.75 | -314.65 | 14.55 | 2,245 | 350 | 395 | |||
| 11 Nov | 59184.10 | 553.4 | -50.35 | 9.71 | 215 | 38 | 45 | |||
| 8 Nov | 58857.86 | 603.75 | -825.55 | 13.97 | 9 | 6 | 7 | |||
| 7 Nov | 59242.74 | 1429.3 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 6 Nov | 59653.07 | 1429.3 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 5 Nov | 59521.43 | 1429.3 | 1109.30 | 21.51 | 1 | 0 | 1 | |||
| 4 Nov | 58302.85 | 320 | 320.00 | 10.58 | 3 | 1 | 1 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 58663.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 24 Oct | 58522.84 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 59115.28 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 59331.76 | 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 | |||
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 58900 expiring on 18NOV2024
Delta for 58900 CE is 0.10
Historical price for 58900 CE is as follows
On 14 Nov BANKEX was trading at 57429.46. The strike last trading price was 46.95, which was -16.50 lower than the previous day. The implied volatity was 17.02, the open interest changed by 32 which increased total open position to 999
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 63.45, which was -175.30 lower than the previous day. The implied volatity was 18.93, the open interest changed by 572 which increased total open position to 967
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 238.75, which was -314.65 lower than the previous day. The implied volatity was 14.55, the open interest changed by 350 which increased total open position to 395
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 553.4, which was -50.35 lower than the previous day. The implied volatity was 9.71, the open interest changed by 38 which increased total open position to 45
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 603.75, which was -825.55 lower than the previous day. The implied volatity was 13.97, the open interest changed by 6 which increased total open position to 7
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 1429.3, 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 1
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 1429.3, 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 1
On 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 1429.3, which was 1109.30 higher than the previous day. The implied volatity was 21.51, the open interest changed by 0 which decreased total open position to 1
On 4 Nov BANKEX was trading at 58302.85. The strike last trading price was 320, which was 320.00 higher than the previous day. The implied volatity was 10.58, the open interest changed by 1 which increased total open position to 1
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 30 Oct BANKEX was trading at 59050.09. 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 21 Oct BANKEX was trading at 59115.28. 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 18 Oct BANKEX was trading at 59331.76. 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 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 58900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57429.46 | 1417.8 | 0.00 | 0.00 | 0 | 0 | 241 |
| 13 Nov | 57199.17 | 1417.8 | 696.85 | - | 292 | -84 | 241 |
| 12 Nov | 58328.11 | 720.95 | 382.00 | 14.81 | 6,428 | 31 | 325 |
| 11 Nov | 59184.10 | 338.95 | -160.60 | 15.75 | 479 | 286 | 294 |
| 8 Nov | 58857.86 | 499.55 | 499.55 | 14.35 | 14 | 8 | 8 |
| 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 |
| 4 Nov | 58302.85 | 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 |
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 58522.84 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 59115.28 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 59331.76 | 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 |
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 58900 expiring on 18NOV2024
Delta for 58900 PE is 0.00
Historical price for 58900 PE is as follows
On 14 Nov BANKEX was trading at 57429.46. The strike last trading price was 1417.8, 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 241
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1417.8, which was 696.85 higher than the previous day. The implied volatity was -, the open interest changed by -84 which decreased total open position to 241
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 720.95, which was 382.00 higher than the previous day. The implied volatity was 14.81, the open interest changed by 31 which increased total open position to 325
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 338.95, which was -160.60 lower than the previous day. The implied volatity was 15.75, the open interest changed by 286 which increased total open position to 294
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 499.55, which was 499.55 higher than the previous day. The implied volatity was 14.35, the open interest changed by 8 which increased total open position to 8
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 4 Nov BANKEX was trading at 58302.85. 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 30 Oct BANKEX was trading at 59050.09. 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 21 Oct BANKEX was trading at 59115.28. 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 18 Oct BANKEX was trading at 59331.76. 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 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
