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BANKEX
Bank Index

57382.57 -244.47 (-0.42%)

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Historical option data for BANKEX

21 Nov 2024 04:12 PM IST
BANKEX 25NOV2024 59300 CE
Delta: 0.03
Vega: 3.95
Theta: -8.32
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57382.57 10.55 -21.75 15.93 2,122 -57 168
19 Nov 57627.04 32.3 -15.40 14.19 3,303 193 225
18 Nov 57400.43 47.7 -67.30 15.89 7 -4 32
14 Nov 57276.81 115 0.00 0.00 0 0 36
13 Nov 57199.17 115 -212.55 16.27 11 3 36
12 Nov 58328.11 327.55 -444.40 14.42 223 -3 33
11 Nov 59184.10 771.95 771.95 15.48 48 36 36
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 0 0


For Bank Index - strike price 59300 expiring on 25NOV2024

Delta for 59300 CE is 0.03

Historical price for 59300 CE is as follows

On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 10.55, which was -21.75 lower than the previous day. The implied volatity was 15.93, the open interest changed by -57 which decreased total open position to 168


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 32.3, which was -15.40 lower than the previous day. The implied volatity was 14.19, the open interest changed by 193 which increased total open position to 225


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 47.7, which was -67.30 lower than the previous day. The implied volatity was 15.89, the open interest changed by -4 which decreased total open position to 32


On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 115, 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 36


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 115, which was -212.55 lower than the previous day. The implied volatity was 16.27, the open interest changed by 3 which increased total open position to 36


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 327.55, which was -444.40 lower than the previous day. The implied volatity was 14.42, the open interest changed by -3 which decreased total open position to 33


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 771.95, which was 771.95 higher than the previous day. The implied volatity was 15.48, the open interest changed by 36 which increased total open position to 36


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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKEX 25NOV2024 59300 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57382.57 1543 868.55 0.00 0 0 1
19 Nov 57627.04 674.45 0.00 0.00 0 0 1
18 Nov 57400.43 674.45 0.00 0.00 0 0 1
14 Nov 57276.81 674.45 0.00 0.00 0 0 1
13 Nov 57199.17 674.45 0.00 0.00 0 0 1
12 Nov 58328.11 674.45 115.90 - 27 0 1
11 Nov 59184.10 558.55 0.00 0.00 0 0 1
8 Nov 58857.86 558.55 0.00 0.00 0 0 1
7 Nov 59242.74 558.55 0.00 0.00 0 0 1
6 Nov 59653.07 558.55 558.55 15.71 1 1 1
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 0 0


For Bank Index - strike price 59300 expiring on 25NOV2024

Delta for 59300 PE is 0.00

Historical price for 59300 PE is as follows

On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1543, which was 868.55 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 674.45, 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 1


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 674.45, 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 1


On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 674.45, 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 1


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 674.45, 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 1


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 674.45, which was 115.90 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 558.55, 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 1


On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 558.55, 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 1


On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 558.55, 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 1


On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 558.55, which was 558.55 higher than the previous day. The implied volatity was 15.71, the open interest changed by 1 which increased total open position to 1


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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to