BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:33 PM IST
| BANKEX 25NOV2024 59000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 7.25
Theta: -15.59
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57380.19 | 25.6 | -30.50 | 16.31 | 16,749 | 1,579 | 2,474 | |||
| 19 Nov | 57627.04 | 56.1 | -48.90 | 13.99 | 13,475 | 559 | 895 | |||
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| 18 Nov | 57400.43 | 105 | 3.95 | 17.47 | 823 | 271 | 336 | |||
| 14 Nov | 57276.81 | 101.05 | -65.95 | 14.16 | 20 | 5 | 65 | |||
| 13 Nov | 57199.17 | 167 | -251.85 | 16.54 | 131 | -1 | 60 | |||
| 12 Nov | 58328.11 | 418.85 | -502.30 | 14.13 | 347 | 59 | 61 | |||
| 11 Nov | 59184.10 | 921.15 | 155.60 | 15.13 | 32 | 2 | 2 | |||
| 8 Nov | 58857.86 | 765.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 765.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 765.55 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 765.55 | 765.55 | 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 | |||
| 3 Sept | 58798.15 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59000 expiring on 25NOV2024
Delta for 59000 CE is 0.06
Historical price for 59000 CE is as follows
On 21 Nov BANKEX was trading at 57380.19. The strike last trading price was 25.6, which was -30.50 lower than the previous day. The implied volatity was 16.31, the open interest changed by 1579 which increased total open position to 2474
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 56.1, which was -48.90 lower than the previous day. The implied volatity was 13.99, the open interest changed by 559 which increased total open position to 895
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 105, which was 3.95 higher than the previous day. The implied volatity was 17.47, the open interest changed by 271 which increased total open position to 336
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 101.05, which was -65.95 lower than the previous day. The implied volatity was 14.16, the open interest changed by 5 which increased total open position to 65
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 167, which was -251.85 lower than the previous day. The implied volatity was 16.54, the open interest changed by -1 which decreased total open position to 60
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 418.85, which was -502.30 lower than the previous day. The implied volatity was 14.13, the open interest changed by 59 which increased total open position to 61
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 921.15, which was 155.60 higher than the previous day. The implied volatity was 15.13, the open interest changed by 2 which increased total open position to 2
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 765.55, 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 765.55, 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 765.55, 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 765.55, which was 765.55 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 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 3 Sept BANKEX was trading at 58798.15. 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 59000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 15.76
Theta: -39.63
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57380.19 | 1711 | 279.05 | 27.17 | 12 | -2 | 108 |
| 19 Nov | 57627.04 | 1431.95 | -152.95 | 19.66 | 19 | 4 | 110 |
| 18 Nov | 57400.43 | 1584.9 | 110.35 | 17.10 | 106 | 96 | 106 |
| 14 Nov | 57276.81 | 1474.55 | 0.00 | 0.00 | 0 | 0 | 10 |
| 13 Nov | 57199.17 | 1474.55 | 591.75 | - | 30 | -2 | 10 |
| 12 Nov | 58328.11 | 882.8 | 882.80 | 14.17 | 76 | 12 | 12 |
| 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 |
| 3 Sept | 58798.15 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59000 expiring on 25NOV2024
Delta for 59000 PE is -0.82
Historical price for 59000 PE is as follows
On 21 Nov BANKEX was trading at 57380.19. The strike last trading price was 1711, which was 279.05 higher than the previous day. The implied volatity was 27.17, the open interest changed by -2 which decreased total open position to 108
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1431.95, which was -152.95 lower than the previous day. The implied volatity was 19.66, the open interest changed by 4 which increased total open position to 110
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1584.9, which was 110.35 higher than the previous day. The implied volatity was 17.10, the open interest changed by 96 which increased total open position to 106
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1474.55, 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 1474.55, which was 591.75 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 10
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 882.8, which was 882.80 higher than the previous day. The implied volatity was 14.17, the open interest changed by 12 which increased total open position to 12
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 3 Sept BANKEX was trading at 58798.15. 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
