BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:27 AM IST
| BANKEX 18NOV2024 60000 CE | ||||||||||
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Delta: 0.02
Vega: 3.12
Theta: -7.42
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.46 | 9.2 | -11.80 | 19.31 | 1,303 | 70 | 3,044 | |||
| 13 Nov | 57199.17 | 21 | -58.90 | 21.95 | 23,836 | 2,019 | 2,974 | |||
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| 12 Nov | 58328.11 | 79.9 | 79.90 | 17.73 | 7,037 | 955 | 955 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Oct | 59669.13 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 60000 expiring on 18NOV2024
Delta for 60000 CE is 0.02
Historical price for 60000 CE is as follows
On 14 Nov BANKEX was trading at 57429.46. The strike last trading price was 9.2, which was -11.80 lower than the previous day. The implied volatity was 19.31, the open interest changed by 70 which increased total open position to 3044
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 21, which was -58.90 lower than the previous day. The implied volatity was 21.95, the open interest changed by 2019 which increased total open position to 2974
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 79.9, which was 79.90 higher than the previous day. The implied volatity was 17.73, the open interest changed by 955 which increased total open position to 955
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 29 Oct BANKEX was trading at 59669.13. 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 60000 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 | 2667.2 | 0.00 | 0.00 | 0 | 0 | 55 |
| 13 Nov | 57199.17 | 2667.2 | 1894.65 | - | 19 | 0 | 55 |
| 12 Nov | 58328.11 | 772.55 | 0.00 | 0.00 | 0 | 0 | 55 |
| 11 Nov | 59184.10 | 772.55 | 772.55 | 9.14 | 85 | 55 | 55 |
| 29 Oct | 59669.13 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 60000 expiring on 18NOV2024
Delta for 60000 PE is 0.00
Historical price for 60000 PE is as follows
On 14 Nov BANKEX was trading at 57429.46. The strike last trading price was 2667.2, 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 55
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 2667.2, which was 1894.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 55
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 772.55, 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 55
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 772.55, which was 772.55 higher than the previous day. The implied volatity was 9.14, the open interest changed by 55 which increased total open position to 55
On 29 Oct BANKEX was trading at 59669.13. 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
