BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:27 AM IST
| BANKEX 18NOV2024 59500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.04
Vega: 5.62
Theta: -12.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.46 | 19.55 | -11.45 | 18.33 | 1,350 | -75 | 4,774 | |||
| 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 | |||
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| 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 57429.46. The strike last trading price was 19.55, which was -11.45 lower than the previous day. The implied volatity was 18.33, the open interest changed by -75 which decreased total open position to 4774
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
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57429.46 | 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 57429.46. 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
