BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:30 PM IST
| BANKEX 25NOV2024 59600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 4.22
Theta: -9.87
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57449.41 | 13 | 13.00 | 18.00 | 51 | 50 | 50 | |||
| 19 Nov | 57627.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 57400.43 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 57276.81 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 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 | |||
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| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Sept | 59195.62 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59600 expiring on 25NOV2024
Delta for 59600 CE is 0.03
Historical price for 59600 CE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 13, which was 13.00 higher than the previous day. The implied volatity was 18.00, the open interest changed by 50 which increased total open position to 50
On 19 Nov BANKEX was trading at 57627.04. 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 18 Nov BANKEX was trading at 57400.43. 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 14 Nov BANKEX was trading at 57276.81. 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 13 Nov BANKEX was trading at 57199.17. 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 12 Nov BANKEX was trading at 58328.11. 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 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 16 Sept BANKEX was trading at 59195.62. 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 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 |
| 21 Nov | 57449.41 | 3617 | 2617.00 | 0.00 | 0 | 0 | 2 |
| 19 Nov | 57627.04 | 1000 | 0.00 | 0.00 | 0 | 0 | 2 |
| 18 Nov | 57400.43 | 1000 | 0.00 | 0.00 | 0 | 0 | 2 |
| 14 Nov | 57276.81 | 1000 | 0.00 | 0.00 | 0 | 0 | 2 |
| 13 Nov | 57199.17 | 1000 | 0.00 | 0.00 | 0 | 0 | 2 |
| 12 Nov | 58328.11 | 1000 | 125.35 | - | 18 | 0 | 2 |
| 11 Nov | 59184.10 | 874.65 | 0.00 | 0.00 | 0 | 0 | 2 |
| 8 Nov | 58857.86 | 874.65 | 0.00 | 0.00 | 0 | 0 | 2 |
| 7 Nov | 59242.74 | 874.65 | 0.00 | 16.04 | 1 | -1 | 2 |
| 6 Nov | 59653.07 | 874.65 | 874.65 | 19.33 | 3 | 3 | 3 |
| 16 Sept | 59195.62 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59600 expiring on 25NOV2024
Delta for 59600 PE is 0.00
Historical price for 59600 PE is as follows
On 21 Nov BANKEX was trading at 57449.41. The strike last trading price was 3617, which was 2617.00 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1000, 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 2
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 1000, 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 2
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 1000, 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 2
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1000, 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 2
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1000, which was 125.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 2
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 874.65, 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 2
On 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 874.65, 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 2
On 7 Nov BANKEX was trading at 59242.74. The strike last trading price was 874.65, which was 0.00 lower than the previous day. The implied volatity was 16.04, the open interest changed by -1 which decreased total open position to 2
On 6 Nov BANKEX was trading at 59653.07. The strike last trading price was 874.65, which was 874.65 higher than the previous day. The implied volatity was 19.33, the open interest changed by 3 which increased total open position to 3
On 16 Sept BANKEX was trading at 59195.62. 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
