BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:25 AM IST
| BANKEX 18NOV2024 59100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 9.32
Theta: -21.12
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.54 | 41.15 | -9.15 | 18.12 | 143 | 56 | 1,275 | |||
| 13 Nov | 57199.17 | 50.3 | -154.40 | 19.38 | 8,588 | 419 | 1,219 | |||
| 12 Nov | 58328.11 | 204.7 | -345.30 | 15.55 | 9,434 | 760 | 800 | |||
| 11 Nov | 59184.10 | 550 | 330.00 | 13.62 | 136 | 40 | 40 | |||
| 8 Nov | 58857.86 | 220 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 220 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 220 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 220 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 58302.85 | 220 | 220.00 | 9.81 | 8 | 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 | |||
| 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 | |||
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| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59100 expiring on 18NOV2024
Delta for 59100 CE is 0.08
Historical price for 59100 CE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 41.15, which was -9.15 lower than the previous day. The implied volatity was 18.12, the open interest changed by 56 which increased total open position to 1275
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 50.3, which was -154.40 lower than the previous day. The implied volatity was 19.38, the open interest changed by 419 which increased total open position to 1219
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 204.7, which was -345.30 lower than the previous day. The implied volatity was 15.55, the open interest changed by 760 which increased total open position to 800
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 550, which was 330.00 higher than the previous day. The implied volatity was 13.62, the open interest changed by 40 which increased total open position to 40
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 220, 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 220, 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 220, 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 220, 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 220, which was 220.00 higher than the previous day. The implied volatity was 9.81, 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 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 59100 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 | 57429.54 | 1651.05 | 0.00 | 0.00 | 0 | 0 | 247 |
| 13 Nov | 57199.17 | 1651.05 | 724.30 | - | 150 | -18 | 247 |
| 12 Nov | 58328.11 | 926.75 | 578.25 | 17.38 | 8,176 | 241 | 265 |
| 11 Nov | 59184.10 | 348.5 | -580.90 | 13.49 | 103 | 22 | 24 |
| 8 Nov | 58857.86 | 929.4 | 929.40 | 22.86 | 2 | 2 | 2 |
| 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 |
| 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 59100 expiring on 18NOV2024
Delta for 59100 PE is 0.00
Historical price for 59100 PE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 1651.05, 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 247
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1651.05, which was 724.30 higher than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 247
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 926.75, which was 578.25 higher than the previous day. The implied volatity was 17.38, the open interest changed by 241 which increased total open position to 265
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 348.5, which was -580.90 lower than the previous day. The implied volatity was 13.49, the open interest changed by 22 which increased total open position to 24
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 929.4, which was 929.40 higher than the previous day. The implied volatity was 22.86, the open interest changed by 2 which increased total open position to 2
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 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
