BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:01 PM IST
| BANKEX 25NOV2024 59300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 6.02
Theta: -13.44
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57466.36 | 20.4 | -11.90 | 17.13 | 1,201 | -80 | 145 | |||
| 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 | |||
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| 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 0.05
Historical price for 59300 CE is as follows
On 21 Nov BANKEX was trading at 57466.36. The strike last trading price was 20.4, which was -11.90 lower than the previous day. The implied volatity was 17.13, the open interest changed by -80 which decreased total open position to 145
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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57466.36 | 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 57466.36. 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
