BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 59400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.05
Vega: 6.15
Theta: -13.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 21.8 | -4.35 | 17.93 | 123 | 3 | 720 | |||
| 13 Nov | 57199.17 | 26.15 | -93.95 | 18.80 | 8,453 | 197 | 717 | |||
| 12 Nov | 58328.11 | 120.1 | 120.10 | 14.92 | 5,272 | 520 | 520 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 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 | 0 | 0 | ||||
For Bank Index - strike price 59400 expiring on 18NOV2024
Delta for 59400 CE is 0.05
Historical price for 59400 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 21.8, which was -4.35 lower than the previous day. The implied volatity was 17.93, the open interest changed by 3 which increased total open position to 720
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 26.15, which was -93.95 lower than the previous day. The implied volatity was 18.80, the open interest changed by 197 which increased total open position to 717
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 120.1, which was 120.10 higher than the previous day. The implied volatity was 14.92, the open interest changed by 520 which increased total open position to 520
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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 18NOV2024 59400 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 | 57436.42 | 2229.85 | 0.00 | 0.00 | 0 | 0 | 112 |
| 13 Nov | 57199.17 | 2229.85 | 1021.25 | 26.75 | 6 | -1 | 112 |
| 12 Nov | 58328.11 | 1208.6 | 651.50 | 19.94 | 2,086 | 104 | 113 |
| 11 Nov | 59184.10 | 557.1 | -70.90 | 15.42 | 45 | 4 | 9 |
| 8 Nov | 58857.86 | 628 | 0.00 | 0.00 | 0 | 0 | 5 |
| 7 Nov | 59242.74 | 628 | 0.00 | 0.00 | 0 | 0 | 5 |
| 6 Nov | 59653.07 | 628 | -373.15 | 19.38 | 2 | 2 | 5 |
| 5 Nov | 59521.43 | 1001.15 | 1001.15 | 25.96 | 3 | 3 | 3 |
| 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 | 0 | 0 | |
For Bank Index - strike price 59400 expiring on 18NOV2024
Delta for 59400 PE is 0.00
Historical price for 59400 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 2229.85, 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 112
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 2229.85, which was 1021.25 higher than the previous day. The implied volatity was 26.75, the open interest changed by -1 which decreased total open position to 112
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1208.6, which was 651.50 higher than the previous day. The implied volatity was 19.94, the open interest changed by 104 which increased total open position to 113
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 557.1, which was -70.90 lower than the previous day. The implied volatity was 15.42, the open interest changed by 4 which increased total open position to 9
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 628, 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 5
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 628, 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 5
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 628, which was -373.15 lower than the previous day. The implied volatity was 19.38, the open interest changed by 2 which increased total open position to 5
On 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 1001.15, which was 1001.15 higher than the previous day. The implied volatity was 25.96, the open interest changed by 3 which increased total open position to 3
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
