BANKEX
Bank Index
Historical option data for BANKEX
21 Nov 2024 04:12 PM IST
| BANKEX 25NOV2024 60900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.00
Vega: 0.64
Theta: -1.72
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 57382.57 | 1.35 | -6.00 | 20.67 | 41 | -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 | |||
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| 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 0.00
Historical price for 60900 CE is as follows
On 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 1.35, which was -6.00 lower than the previous day. The implied volatity was 20.67, 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
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 57382.57 | 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 57382.57. 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
