BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:01 PM IST
| BANKEX 25NOV2024 58900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 9.30
Theta: -19.67
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57466.36 | 36.8 | -10.20 | 16.04 | 5,502 | 99 | 422 | |||
| 19 Nov | 57627.04 | 47 | -52.95 | 12.57 | 5,934 | 299 | 323 | |||
| 18 Nov | 57400.43 | 99.95 | -21.90 | 16.42 | 115 | -1 | 24 | |||
| 14 Nov | 57276.81 | 121.85 | -165.10 | 14.42 | 12 | 1 | 25 | |||
| 13 Nov | 57199.17 | 286.95 | -193.90 | 19.86 | 72 | 0 | 24 | |||
| 12 Nov | 58328.11 | 480.85 | -485.15 | 14.67 | 154 | 24 | 24 | |||
| 11 Nov | 59184.10 | 966 | 966.00 | 14.80 | 2 | 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 | |||
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| 12 Sept | 58729.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 58420.06 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 58798.15 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 58498.28 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 58900 expiring on 25NOV2024
Delta for 58900 CE is 0.08
Historical price for 58900 CE is as follows
On 21 Nov BANKEX was trading at 57466.36. The strike last trading price was 36.8, which was -10.20 lower than the previous day. The implied volatity was 16.04, the open interest changed by 99 which increased total open position to 422
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 47, which was -52.95 lower than the previous day. The implied volatity was 12.57, the open interest changed by 299 which increased total open position to 323
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 99.95, which was -21.90 lower than the previous day. The implied volatity was 16.42, the open interest changed by -1 which decreased total open position to 24
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 121.85, which was -165.10 lower than the previous day. The implied volatity was 14.42, the open interest changed by 1 which increased total open position to 25
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 286.95, which was -193.90 lower than the previous day. The implied volatity was 19.86, the open interest changed by 0 which decreased total open position to 24
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 480.85, which was -485.15 lower than the previous day. The implied volatity was 14.67, the open interest changed by 24 which increased total open position to 24
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 966, which was 966.00 higher than the previous day. The implied volatity was 14.80, 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 25NOV2024 58900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 16.53
Theta: -38.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57466.36 | 1527.25 | 159.50 | 25.18 | 13 | -5 | 8 |
| 19 Nov | 57627.04 | 1367.75 | -35.00 | 20.38 | 12 | 5 | 13 |
| 18 Nov | 57400.43 | 1402.75 | 0.00 | 0.00 | 0 | 0 | 8 |
| 14 Nov | 57276.81 | 1402.75 | 0.00 | 0.00 | 28 | 0 | 8 |
| 13 Nov | 57199.17 | 1402.75 | 620.75 | - | 28 | 4 | 8 |
| 12 Nov | 58328.11 | 782 | 782.00 | 13.23 | 40 | 4 | 4 |
| 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 |
| 3 Sept | 58798.15 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 58498.28 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 58900 expiring on 25NOV2024
Delta for 58900 PE is -0.81
Historical price for 58900 PE is as follows
On 21 Nov BANKEX was trading at 57466.36. The strike last trading price was 1527.25, which was 159.50 higher than the previous day. The implied volatity was 25.18, the open interest changed by -5 which decreased total open position to 8
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1367.75, which was -35.00 lower than the previous day. The implied volatity was 20.38, the open interest changed by 5 which increased total open position to 13
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1402.75, 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 8
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1402.75, 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 8
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1402.75, which was 620.75 higher than the previous day. The implied volatity was -, the open interest changed by 4 which increased total open position to 8
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 782, which was 782.00 higher than the previous day. The implied volatity was 13.23, the open interest changed by 4 which increased total open position to 4
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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
