BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 60000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.78
Theta: -4.22
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 4.2 | -5.15 | 18.16 | 7,158 | 112 | 1,450 | |||
| 19 Nov | 57627.04 | 9.35 | -179.50 | 15.03 | 3,892 | 1,332 | 1,338 | |||
| 18 Nov | 57400.43 | 188.85 | 0.00 | 29.67 | 1 | 1 | 6 | |||
| 14 Nov | 57276.81 | 188.85 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 13 Nov | 57199.17 | 188.85 | 0.00 | 0.00 | 0 | 0 | 5 | |||
| 12 Nov | 58328.11 | 188.85 | -301.05 | 15.41 | 27 | 1 | 5 | |||
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| 11 Nov | 59184.10 | 489.9 | 16.07 | 8 | 4 | 4 | ||||
For Bank Index - strike price 60000 expiring on 25NOV2024
Delta for 60000 CE is 0.01
Historical price for 60000 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 4.2, which was -5.15 lower than the previous day. The implied volatity was 18.16, the open interest changed by 112 which increased total open position to 1450
On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 9.35, which was -179.50 lower than the previous day. The implied volatity was 15.03, the open interest changed by 1332 which increased total open position to 1338
On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 188.85, which was 0.00 lower than the previous day. The implied volatity was 29.67, the open interest changed by 1 which increased total open position to 6
On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 188.85, 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 5
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 188.85, 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 5
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 188.85, which was -301.05 lower than the previous day. The implied volatity was 15.41, the open interest changed by 1 which increased total open position to 5
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 489.9, which was lower than the previous day. The implied volatity was 16.07, the open interest changed by 4 which increased total open position to 4
| BANKEX 25NOV2024 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 |
| 21 Nov | 57382.57 | 882 | -118.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 57627.04 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 57400.43 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 57276.81 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 1000 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 59184.10 | 1000 | 14.34 | 2 | 0 | 0 | |
For Bank Index - strike price 60000 expiring on 25NOV2024
Delta for 60000 PE is 0.00
Historical price for 60000 PE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 882, which was -118.00 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 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 0
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 0
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 0
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 0
On 12 Nov BANKEX was trading at 58328.11. 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 0
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 1000, which was lower than the previous day. The implied volatity was 14.34, the open interest changed by 0 which decreased total open position to 0
