BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 59100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 6.17
Theta: -13.45
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 20.35 | -21.60 | 16.40 | 5,037 | 255 | 592 | |||
| 19 Nov | 57627.04 | 41.95 | -204.45 | 13.66 | 3,321 | 307 | 337 | |||
| 18 Nov | 57400.43 | 246.4 | 0.00 | 0.00 | 0 | 0 | 30 | |||
| 14 Nov | 57276.81 | 246.4 | 0.00 | 0.00 | 0 | 0 | 30 | |||
| 13 Nov | 57199.17 | 246.4 | -153.60 | 19.94 | 98 | 6 | 30 | |||
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| 12 Nov | 58328.11 | 400 | -20.00 | 14.56 | 140 | 24 | 24 | |||
| 11 Nov | 59184.10 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 420 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 420 | 420.00 | 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 59100 expiring on 25NOV2024
Delta for 59100 CE is 0.05
Historical price for 59100 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 20.35, which was -21.60 lower than the previous day. The implied volatity was 16.40, the open interest changed by 255 which increased total open position to 592
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 41.95, which was -204.45 lower than the previous day. The implied volatity was 13.66, the open interest changed by 307 which increased total open position to 337
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 246.4, 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 30
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 246.4, 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 30
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 246.4, which was -153.60 lower than the previous day. The implied volatity was 19.94, the open interest changed by 6 which increased total open position to 30
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 400, which was -20.00 lower than the previous day. The implied volatity was 14.56, 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 420, 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 420, 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 420, 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 420, 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 420, which was 420.00 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 59100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.86
Vega: 13.58
Theta: -28.80
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 1762.4 | 618.00 | 25.16 | 14 | -2 | 6 |
| 19 Nov | 57627.04 | 1144.4 | 0.00 | 0.00 | 0 | 0 | 8 |
| 18 Nov | 57400.43 | 1144.4 | 0.00 | 0.00 | 0 | 0 | 8 |
| 14 Nov | 57276.81 | 1144.4 | 0.00 | 0.00 | 0 | 0 | 8 |
| 13 Nov | 57199.17 | 1144.4 | 261.70 | - | 6 | 6 | 8 |
| 12 Nov | 58328.11 | 882.7 | 350.20 | 12.63 | 45 | 0 | 2 |
| 11 Nov | 59184.10 | 532.5 | 532.50 | 14.67 | 14 | 2 | 2 |
| 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 59100 expiring on 25NOV2024
Delta for 59100 PE is -0.86
Historical price for 59100 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1762.4, which was 618.00 higher than the previous day. The implied volatity was 25.16, the open interest changed by -2 which decreased total open position to 6
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1144.4, 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 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1144.4, 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 1144.4, 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 1144.4, which was 261.70 higher than the previous day. The implied volatity was -, the open interest changed by 6 which increased total open position to 8
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 882.7, which was 350.20 higher than the previous day. The implied volatity was 12.63, the open interest changed by 0 which decreased total open position to 2
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 532.5, which was 532.50 higher than the previous day. The implied volatity was 14.67, 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 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
