BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:24 PM IST
| BANKEX 25NOV2024 59200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 6.52
Theta: -14.31
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57470.09 | 22.4 | -13.55 | 16.73 | 2,321 | -63 | 174 | |||
| 19 Nov | 57627.04 | 35.95 | -233.35 | 13.85 | 1,925 | 209 | 237 | |||
| 18 Nov | 57400.43 | 269.3 | 0.00 | 0.00 | 0 | 0 | 28 | |||
| 14 Nov | 57276.81 | 269.3 | 0.00 | 0.00 | 0 | 0 | 28 | |||
| 13 Nov | 57199.17 | 269.3 | -93.25 | 21.37 | 48 | 2 | 28 | |||
| 12 Nov | 58328.11 | 362.55 | 362.55 | 14.49 | 150 | 26 | 26 | |||
| 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 | |||
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| 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 59200 expiring on 25NOV2024
Delta for 59200 CE is 0.05
Historical price for 59200 CE is as follows
On 21 Nov BANKEX was trading at 57470.09. The strike last trading price was 22.4, which was -13.55 lower than the previous day. The implied volatity was 16.73, the open interest changed by -63 which decreased total open position to 174
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 35.95, which was -233.35 lower than the previous day. The implied volatity was 13.85, the open interest changed by 209 which increased total open position to 237
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 269.3, 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 28
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 269.3, 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 28
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 269.3, which was -93.25 lower than the previous day. The implied volatity was 21.37, the open interest changed by 2 which increased total open position to 28
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 362.55, which was 362.55 higher than the previous day. The implied volatity was 14.49, the open interest changed by 26 which increased total open position to 26
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
| BANKEX 25NOV2024 59200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 16.03
Theta: -45.23
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57470.09 | 1845.15 | 867.35 | 29.57 | 3 | 0 | 2 |
| 19 Nov | 57627.04 | 977.8 | 0.00 | 0.00 | 0 | 0 | 2 |
| 18 Nov | 57400.43 | 977.8 | 0.00 | 0.00 | 0 | 0 | 2 |
| 14 Nov | 57276.81 | 977.8 | 0.00 | 0.00 | 0 | 0 | 2 |
| 13 Nov | 57199.17 | 977.8 | 0.00 | 0.00 | 0 | 0 | 2 |
| 12 Nov | 58328.11 | 977.8 | 977.80 | 13.34 | 3 | 2 | 2 |
| 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 59200 expiring on 25NOV2024
Delta for 59200 PE is -0.82
Historical price for 59200 PE is as follows
On 21 Nov BANKEX was trading at 57470.09. The strike last trading price was 1845.15, which was 867.35 higher than the previous day. The implied volatity was 29.57, the open interest changed by 0 which decreased total open position to 2
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 977.8, 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 2
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 977.8, 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 2
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 977.8, 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 2
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 977.8, 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 2
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 977.8, which was 977.80 higher than the previous day. The implied volatity was 13.34, the open interest changed by 2 which increased total open position to 2
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
