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Related Pages for BANKEX
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BANKEX
Bank Index
57496.78 297.61 (0.52%)

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Historical option data for BANKEX

14 Nov 2024 09:33 AM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 18NOV2024 59500 CE
Delta: 0.04
Vega: 5.75
Theta: -12.80
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57501.05 19.75 -11.25 17.88 2,783 -118 4,731
13 Nov 57199.17 31 -89.00 20.17 25,483 3,175 4,849
12 Nov 58328.11 120 -189.85 15.83 15,524 1,309 1,674
11 Nov 59184.10 309.85 109.85 12.30 1,980 365 365
8 Nov 58857.86 200 0.00 0.00 0 0 0
7 Nov 59242.74 200 200.00 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 0 0

For Bank Index - strike price 59500 expiring on 18NOV2024

Delta for 59500 CE is 0.04

Historical price for 59500 CE is as follows

On 14 Nov BANKEX was trading at 57501.05. The strike last trading price was 19.75, which was -11.25 lower than the previous day. The implied volatity was 17.88, the open interest changed by -118 which decreased total open position to 4731


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 31, which was -89.00 lower than the previous day. The implied volatity was 20.17, the open interest changed by 3175 which increased total open position to 4849


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 120, which was -189.85 lower than the previous day. The implied volatity was 15.83, the open interest changed by 1309 which increased total open position to 1674


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 309.85, which was 109.85 higher than the previous day. The implied volatity was 12.30, the open interest changed by 365 which increased total open position to 365


On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 200, 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 200, which was 200.00 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BANKEX 18NOV2024 59500 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57501.05 2000 0.00 0.00 0 0 242
13 Nov 57199.17 2000 781.90 - 126 -73 242
12 Nov 58328.11 1218.1 617.00 16.98 2,022 234 315
11 Nov 59184.10 601.1 601.10 15.08 450 81 81
8 Nov 58857.86 0 0.00 0.00 0 0 0
7 Nov 59242.74 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 0 0

For Bank Index - strike price 59500 expiring on 18NOV2024

Delta for 59500 PE is 0.00

Historical price for 59500 PE is as follows

On 14 Nov BANKEX was trading at 57501.05. The strike last trading price was 2000, 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 242


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 2000, which was 781.90 higher than the previous day. The implied volatity was -, the open interest changed by -73 which decreased total open position to 242


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1218.1, which was 617.00 higher than the previous day. The implied volatity was 16.98, the open interest changed by 234 which increased total open position to 315


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 601.1, which was 601.10 higher than the previous day. The implied volatity was 15.08, the open interest changed by 81 which increased total open position to 81


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