BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:25 AM IST
| BANKEX 18NOV2024 60500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.33
Theta: -6.15
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57429.54 | 7 | -5.25 | 21.63 | 506 | 13 | 1,821 | |||
| 13 Nov | 57199.17 | 12.25 | -23.25 | 23.00 | 8,870 | 1,551 | 1,808 | |||
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| 12 Nov | 58328.11 | 35.5 | 35.50 | 17.64 | 1,217 | 257 | 257 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 60500 expiring on 18NOV2024
Delta for 60500 CE is 0.01
Historical price for 60500 CE is as follows
On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 7, which was -5.25 lower than the previous day. The implied volatity was 21.63, the open interest changed by 13 which increased total open position to 1821
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 12.25, which was -23.25 lower than the previous day. The implied volatity was 23.00, the open interest changed by 1551 which increased total open position to 1808
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 35.5, which was 35.50 higher than the previous day. The implied volatity was 17.64, the open interest changed by 257 which increased total open position to 257
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
| BANKEX 18NOV2024 60500 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 | 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 | 0 | 0 | |
For Bank Index - strike price 60500 expiring on 18NOV2024
Delta for 60500 PE is 0.00
Historical price for 60500 PE is as follows
On 14 Nov BANKEX was trading at 57429.54. 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 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
