BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:25 AM IST
| BANKEX 18NOV2024 59300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.06
Vega: 7.76
Theta: -18.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.54 | 32 | -9.00 | 18.67 | 325 | 87 | 1,542 | |||
| 13 Nov | 57199.17 | 41 | -104.00 | 19.95 | 7,886 | 571 | 1,455 | |||
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| 12 Nov | 58328.11 | 145 | -229.35 | 15.13 | 14,015 | 751 | 884 | |||
| 11 Nov | 59184.10 | 374.35 | -860.30 | 11.49 | 265 | 131 | 133 | |||
| 8 Nov | 58857.86 | 1234.65 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 7 Nov | 59242.74 | 1234.65 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 6 Nov | 59653.07 | 1234.65 | 0.00 | 0.00 | 0 | 0 | 2 | |||
| 5 Nov | 59521.43 | 1234.65 | 984.65 | 22.49 | 3 | -1 | 2 | |||
| 4 Nov | 58302.85 | 250 | 250.00 | 12.03 | 9 | 3 | 3 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 59669.13 | 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 | |||
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 58866.43 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59300 expiring on 18NOV2024
Delta for 59300 CE is 0.06
Historical price for 59300 CE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 32, which was -9.00 lower than the previous day. The implied volatity was 18.67, the open interest changed by 87 which increased total open position to 1542
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 41, which was -104.00 lower than the previous day. The implied volatity was 19.95, the open interest changed by 571 which increased total open position to 1455
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 145, which was -229.35 lower than the previous day. The implied volatity was 15.13, the open interest changed by 751 which increased total open position to 884
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 374.35, which was -860.30 lower than the previous day. The implied volatity was 11.49, the open interest changed by 131 which increased total open position to 133
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 1234.65, 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 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 1234.65, 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 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 1234.65, 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 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 1234.65, which was 984.65 higher than the previous day. The implied volatity was 22.49, the open interest changed by -1 which decreased total open position to 2
On 4 Nov BANKEX was trading at 58302.85. The strike last trading price was 250, which was 250.00 higher than the previous day. The implied volatity was 12.03, the open interest changed by 3 which increased total open position to 3
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 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 29 Oct BANKEX was trading at 59669.13. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 18NOV2024 59300 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 | 1847.1 | 0.00 | 0.00 | 0 | 0 | 262 |
| 13 Nov | 57199.17 | 1847.1 | 827.25 | - | 200 | 45 | 262 |
| 12 Nov | 58328.11 | 1019.85 | 624.85 | 15.14 | 8,280 | 207 | 217 |
| 11 Nov | 59184.10 | 395 | -566.40 | 12.05 | 19 | 8 | 10 |
| 8 Nov | 58857.86 | 961.4 | 0.00 | 0.00 | 0 | 0 | 2 |
| 7 Nov | 59242.74 | 961.4 | 0.00 | 0.00 | 0 | 0 | 2 |
| 6 Nov | 59653.07 | 961.4 | 0.00 | 0.00 | 0 | 0 | 2 |
| 5 Nov | 59521.43 | 961.4 | 961.40 | 26.09 | 2 | 2 | 2 |
| 4 Nov | 58302.85 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 59669.13 | 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 |
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 58866.43 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59300 expiring on 18NOV2024
Delta for 59300 PE is 0.00
Historical price for 59300 PE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 1847.1, 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 262
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1847.1, which was 827.25 higher than the previous day. The implied volatity was -, the open interest changed by 45 which increased total open position to 262
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1019.85, which was 624.85 higher than the previous day. The implied volatity was 15.14, the open interest changed by 207 which increased total open position to 217
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 395, which was -566.40 lower than the previous day. The implied volatity was 12.05, the open interest changed by 8 which increased total open position to 10
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 961.4, 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 2
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 961.4, 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 2
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 961.4, 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 2
On 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 961.4, which was 961.40 higher than the previous day. The implied volatity was 26.09, the open interest changed by 2 which increased total open position to 2
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 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 29 Oct BANKEX was trading at 59669.13. 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
