BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 59400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.02
Vega: 3.47
Theta: -7.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 9 | -14.00 | 16.20 | 3,233 | 292 | 802 | |||
| 19 Nov | 57627.04 | 23 | -13.30 | 13.81 | 7,748 | 462 | 510 | |||
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| 18 Nov | 57400.43 | 36.3 | -46.40 | 15.52 | 75 | 13 | 48 | |||
| 14 Nov | 57276.81 | 82.7 | -19.30 | 15.60 | 3 | 1 | 35 | |||
| 13 Nov | 57199.17 | 102 | -193.40 | 16.24 | 57 | -37 | 34 | |||
| 12 Nov | 58328.11 | 295.4 | -162.10 | 14.36 | 238 | 29 | 71 | |||
| 11 Nov | 59184.10 | 457.5 | 107.50 | 9.77 | 44 | 42 | 42 | |||
| 8 Nov | 58857.86 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 350 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 350 | 350.00 | 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 59400 expiring on 25NOV2024
Delta for 59400 CE is 0.02
Historical price for 59400 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 9, which was -14.00 lower than the previous day. The implied volatity was 16.20, the open interest changed by 292 which increased total open position to 802
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 23, which was -13.30 lower than the previous day. The implied volatity was 13.81, the open interest changed by 462 which increased total open position to 510
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 36.3, which was -46.40 lower than the previous day. The implied volatity was 15.52, the open interest changed by 13 which increased total open position to 48
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 82.7, which was -19.30 lower than the previous day. The implied volatity was 15.60, the open interest changed by 1 which increased total open position to 35
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 102, which was -193.40 lower than the previous day. The implied volatity was 16.24, the open interest changed by -37 which decreased total open position to 34
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 295.4, which was -162.10 lower than the previous day. The implied volatity was 14.36, the open interest changed by 29 which increased total open position to 71
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 457.5, which was 107.50 higher than the previous day. The implied volatity was 9.77, the open interest changed by 42 which increased total open position to 42
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 350, 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 350, 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 350, 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 350, which was 350.00 higher 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 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 |
| 21 Nov | 57382.57 | 1898 | 862.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 57627.04 | 1036 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 57400.43 | 1036 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 57276.81 | 1036 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 1036 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 1036 | 375.25 | 11.08 | 16 | -4 | 0 |
| 11 Nov | 59184.10 | 660.75 | 660.75 | 14.42 | 10 | 4 | 4 |
| 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 |
| 16 Sept | 59195.62 | 0 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 58908.78 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59400 expiring on 25NOV2024
Delta for 59400 PE is 0.00
Historical price for 59400 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1898, which was 862.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1036, 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 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1036, 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 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1036, 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 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1036, 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 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1036, which was 375.25 higher than the previous day. The implied volatity was 11.08, the open interest changed by -4 which decreased total open position to 0
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 660.75, which was 660.75 higher than the previous day. The implied volatity was 14.42, the open interest changed by 4 which increased total open position to 4
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 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
