BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:25 AM IST
| BANKEX 18NOV2024 59800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.03
Vega: 4.46
Theta: -10.76
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.54 | 15.1 | -3.95 | 19.55 | 71 | 1 | 713 | |||
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| 13 Nov | 57199.17 | 19.05 | -61.80 | 20.29 | 2,300 | 530 | 712 | |||
| 12 Nov | 58328.11 | 80.85 | 80.85 | 16.22 | 2,953 | 182 | 182 | |||
| 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 | |||
| 18 Oct | 59331.76 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59800 expiring on 18NOV2024
Delta for 59800 CE is 0.03
Historical price for 59800 CE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 15.1, which was -3.95 lower than the previous day. The implied volatity was 19.55, the open interest changed by 1 which increased total open position to 713
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 19.05, which was -61.80 lower than the previous day. The implied volatity was 20.29, the open interest changed by 530 which increased total open position to 712
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 80.85, which was 80.85 higher than the previous day. The implied volatity was 16.22, the open interest changed by 182 which increased total open position to 182
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 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 59800 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 | 57429.54 | 1390 | 0.00 | 0.00 | 0 | 0 | 4 |
| 13 Nov | 57199.17 | 1390 | -10.00 | - | 1 | 0 | 4 |
| 12 Nov | 58328.11 | 1400 | 228.85 | 12.05 | 65 | 3 | 4 |
| 11 Nov | 59184.10 | 1171.15 | 0.00 | 0.00 | 0 | 0 | 1 |
| 8 Nov | 58857.86 | 1171.15 | 0.00 | 0.00 | 0 | 0 | 1 |
| 7 Nov | 59242.74 | 1171.15 | 1171.15 | 23.59 | 1 | 1 | 1 |
| 29 Oct | 59669.13 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 59331.76 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59800 expiring on 18NOV2024
Delta for 59800 PE is 0.00
Historical price for 59800 PE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 1390, 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 4
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 1390, which was -10.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 4
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 1400, which was 228.85 higher than the previous day. The implied volatity was 12.05, the open interest changed by 3 which increased total open position to 4
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 1171.15, 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 8 Nov BANKEX was trading at 58857.86. The strike last trading price was 1171.15, 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 1171.15, which was 1171.15 higher than the previous day. The implied volatity was 23.59, 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 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
