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Related Pages for BANKEX
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BANKEX
Bank Index
57456.62 -170.42 (-0.30%)

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Historical option data for BANKEX

21 Nov 2024 02:28 PM IST
Ltp Ltp OI Open Interest (OI) Change OI Change Open Interest Volume Volume IV IV
BANKEX 25NOV2024 60900 CE
Delta: 0.01
Vega: 1.08
Theta: -2.95
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57462.75 2.65 -4.70 21.48 29 -5 22
19 Nov 57627.04 7.35 -37.50 19.12 108 26 27
18 Nov 57400.43 44.85 0.00 0.00 0 0 1
14 Nov 57276.81 44.85 0.00 0.00 0 0 1
13 Nov 57199.17 44.85 -62.45 19.96 1 1 1
11 Nov 59184.10 107.3 12.05 2 0 0

For Bank Index - strike price 60900 expiring on 25NOV2024

Delta for 60900 CE is 0.01

Historical price for 60900 CE is as follows

On 21 Nov BANKEX was trading at 57462.75. The strike last trading price was 2.65, which was -4.70 lower than the previous day. The implied volatity was 21.48, the open interest changed by -5 which decreased total open position to 22


On 19 Nov BANKEX was trading at 57627.04. The strike last trading price was 7.35, which was -37.50 lower than the previous day. The implied volatity was 19.12, the open interest changed by 26 which increased total open position to 27


On 18 Nov BANKEX was trading at 57400.43. The strike last trading price was 44.85, 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 1


On 14 Nov BANKEX was trading at 57276.81. The strike last trading price was 44.85, 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 1


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 44.85, which was -62.45 lower than the previous day. The implied volatity was 19.96, the open interest changed by 1 which increased total open position to 1


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 107.3, which was lower than the previous day. The implied volatity was 12.05, the open interest changed by 0 which decreased total open position to 0


BANKEX 25NOV2024 60900 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
21 Nov 57462.75 0 0.00 0.00 0 0 0
19 Nov 57627.04 0 0.00 0.00 0 0 0
18 Nov 57400.43 0 0.00 0.00 0 0 0
14 Nov 57276.81 0 0.00 0.00 0 0 0
13 Nov 57199.17 0 0.00 0.00 0 0 0
11 Nov 59184.10 0 0.00 0 0 0

For Bank Index - strike price 60900 expiring on 25NOV2024

Delta for 60900 PE is 0.00

Historical price for 60900 PE is as follows

On 21 Nov BANKEX was trading at 57462.75. 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 19 Nov BANKEX was trading at 57627.04. 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 18 Nov BANKEX was trading at 57400.43. 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 14 Nov BANKEX was trading at 57276.81. 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 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