BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 59000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 9.36
Theta: -19.96
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 38.8 | -17.20 | 16.97 | 2,903 | 166 | 7,244 | |||
| 13 Nov | 57199.17 | 56 | -158.45 | 19.11 | 34,651 | 4,352 | 7,078 | |||
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| 12 Nov | 58328.11 | 214.45 | -385.55 | 14.81 | 13,853 | 2,410 | 2,726 | |||
| 11 Nov | 59184.10 | 600 | 44.60 | 13.36 | 1,828 | 268 | 316 | |||
| 8 Nov | 58857.86 | 555.4 | -439.60 | 14.05 | 86 | 45 | 48 | |||
| 7 Nov | 59242.74 | 995 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 6 Nov | 59653.07 | 995 | 0.00 | 0.00 | 0 | 0 | 3 | |||
| 5 Nov | 59521.43 | 995 | 795.00 | 12.45 | 3 | 3 | 3 | |||
| 4 Nov | 58302.85 | 200 | 200.00 | 8.56 | 4 | 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 59000 expiring on 18NOV2024
Delta for 59000 CE is 0.08
Historical price for 59000 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 38.8, which was -17.20 lower than the previous day. The implied volatity was 16.97, the open interest changed by 166 which increased total open position to 7244
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 56, which was -158.45 lower than the previous day. The implied volatity was 19.11, the open interest changed by 4352 which increased total open position to 7078
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 214.45, which was -385.55 lower than the previous day. The implied volatity was 14.81, the open interest changed by 2410 which increased total open position to 2726
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 600, which was 44.60 higher than the previous day. The implied volatity was 13.36, the open interest changed by 268 which increased total open position to 316
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 555.4, which was -439.60 lower than the previous day. The implied volatity was 14.05, the open interest changed by 45 which increased total open position to 48
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 995, 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 3
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 995, 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 3
On 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 995, which was 795.00 higher than the previous day. The implied volatity was 12.45, the open interest changed by 3 which increased total open position to 3
On 4 Nov BANKEX was trading at 58302.85. The strike last trading price was 200, which was 200.00 higher than the previous day. The implied volatity was 8.56, 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
| BANKEX 18NOV2024 59000 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 | 57436.42 | 1543.5 | 0.00 | 0.00 | 0 | 0 | 1,881 |
| 13 Nov | 57199.17 | 1543.5 | 727.25 | - | 1,809 | -115 | 1,881 |
| 12 Nov | 58328.11 | 816.25 | 456.25 | 15.83 | 17,199 | 1,452 | 1,996 |
| 11 Nov | 59184.10 | 360 | 360.00 | 15.17 | 1,906 | 544 | 544 |
| 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 |
| 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 59000 expiring on 18NOV2024
Delta for 59000 PE is 0.00
Historical price for 59000 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 1543.5, 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 1881
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1543.5, which was 727.25 higher than the previous day. The implied volatity was -, the open interest changed by -115 which decreased total open position to 1881
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 816.25, which was 456.25 higher than the previous day. The implied volatity was 15.83, the open interest changed by 1452 which increased total open position to 1996
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 360, which was 360.00 higher than the previous day. The implied volatity was 15.17, the open interest changed by 544 which increased total open position to 544
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 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
