BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:28 AM IST
| BANKEX 18NOV2024 59600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 4.70
Theta: -10.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57436.42 | 15.05 | -11.05 | 18.12 | 2 | 0 | 492 | |||
| 13 Nov | 57199.17 | 26.1 | -97.90 | 20.16 | 3,770 | 153 | 492 | |||
| 12 Nov | 58328.11 | 124 | 124.00 | 16.93 | 3,669 | 339 | 339 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 0 | 0.00 | 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 | |||
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| 18 Oct | 59331.76 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59600 expiring on 18NOV2024
Delta for 59600 CE is 0.03
Historical price for 59600 CE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 15.05, which was -11.05 lower than the previous day. The implied volatity was 18.12, the open interest changed by 0 which decreased total open position to 492
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 26.1, which was -97.90 lower than the previous day. The implied volatity was 20.16, the open interest changed by 153 which increased total open position to 492
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 124, which was 124.00 higher than the previous day. The implied volatity was 16.93, the open interest changed by 339 which increased total open position to 339
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 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 59600 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 | 1280.75 | 0.00 | 0.00 | 0 | 0 | 14 |
| 13 Nov | 57199.17 | 1280.75 | -59.15 | - | 10 | -2 | 14 |
| 12 Nov | 58328.11 | 1339.9 | 685.60 | 18.95 | 218 | 14 | 16 |
| 11 Nov | 59184.10 | 654.3 | -429.65 | 14.91 | 22 | 1 | 2 |
| 8 Nov | 58857.86 | 1083.95 | 0.00 | 0.00 | 0 | 0 | 1 |
| 7 Nov | 59242.74 | 1083.95 | 1083.95 | 24.16 | 1 | 1 | 1 |
| 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 59600 expiring on 18NOV2024
Delta for 59600 PE is 0.00
Historical price for 59600 PE is as follows
On 14 Nov BANKEX was trading at 57436.42. The strike last trading price was 1280.75, 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 14
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1280.75, which was -59.15 lower than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 14
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1339.9, which was 685.60 higher than the previous day. The implied volatity was 18.95, the open interest changed by 14 which increased total open position to 16
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 654.3, which was -429.65 lower than the previous day. The implied volatity was 14.91, the open interest changed by 1 which increased total open position to 2
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 1083.95, 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 1083.95, which was 1083.95 higher than the previous day. The implied volatity was 24.16, the open interest changed by 1 which increased total open position to 1
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
