BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 02:33 PM IST
| BANKEX 25NOV2024 59900 CE | ||||||||||
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Delta: 0.02
Vega: 2.69
Theta: -6.57
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57380.19 | 7.45 | -170.05 | 18.89 | 1,319 | 271 | 275 | |||
| 19 Nov | 57627.04 | 177.5 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 18 Nov | 57400.43 | 177.5 | 0.00 | 0.00 | 0 | 0 | 4 | |||
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| 14 Nov | 57276.81 | 177.5 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 13 Nov | 57199.17 | 177.5 | 0.00 | 0.00 | 0 | 0 | 4 | |||
| 12 Nov | 58328.11 | 177.5 | -62.50 | 14.41 | 30 | 4 | 4 | |||
| 11 Nov | 59184.10 | 240 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 59900 expiring on 25NOV2024
Delta for 59900 CE is 0.02
Historical price for 59900 CE is as follows
On 21 Nov BANKEX was trading at 57380.19. The strike last trading price was 7.45, which was -170.05 lower than the previous day. The implied volatity was 18.89, the open interest changed by 271 which increased total open position to 275
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 177.5, 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 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 177.5, 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 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 177.5, 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 177.5, 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 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 177.5, which was -62.50 lower than the previous day. The implied volatity was 14.41, the open interest changed by 4 which increased total open position to 4
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 240, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 25NOV2024 59900 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 | 57380.19 | 1828 | 454.40 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 57627.04 | 1373.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 57400.43 | 1373.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 57276.81 | 1373.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 1373.6 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 1373.6 | 1373.60 | 7.18 | 32 | 0 | 0 |
| 11 Nov | 59184.10 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 59900 expiring on 25NOV2024
Delta for 59900 PE is 0.00
Historical price for 59900 PE is as follows
On 21 Nov BANKEX was trading at 57380.19. The strike last trading price was 1828, which was 454.40 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 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 1373.6, 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 1373.6, 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 1373.6, 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 1373.6, 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 1373.6, which was 1373.60 higher than the previous day. The implied volatity was 7.18, 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
