BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:32 AM IST
| BANKEX 18NOV2024 61500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.17
Theta: -3.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57472.73 | 3.35 | -2.25 | 24.70 | 143 | 0 | 355 | |||
| 13 Nov | 57199.17 | 5.6 | -4.70 | 25.83 | 1,572 | 102 | 355 | |||
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| 12 Nov | 58328.11 | 10.3 | 10.30 | 19.31 | 647 | 253 | 253 | |||
| 11 Nov | 59184.10 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 61500 expiring on 18NOV2024
Delta for 61500 CE is 0.01
Historical price for 61500 CE is as follows
On 14 Nov BANKEX was trading at 57472.73. The strike last trading price was 3.35, which was -2.25 lower than the previous day. The implied volatity was 24.70, the open interest changed by 0 which decreased total open position to 355
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 5.6, which was -4.70 lower than the previous day. The implied volatity was 25.83, the open interest changed by 102 which increased total open position to 355
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 10.3, which was 10.30 higher than the previous day. The implied volatity was 19.31, the open interest changed by 253 which increased total open position to 253
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 61500 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 | 57472.73 | 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 61500 expiring on 18NOV2024
Delta for 61500 PE is 0.00
Historical price for 61500 PE is as follows
On 14 Nov BANKEX was trading at 57472.73. 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
