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BANKEX
Bank Index

57370.78 171.61 (0.30%)

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Historical option data for BANKEX

14 Nov 2024 09:25 AM IST
BANKEX 18NOV2024 63700 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
14 Nov 57429.54 2.5 0.00 0.00 17 0 109
13 Nov 57199.17 2.5 0.05 33.63 17 0 109
12 Nov 58328.11 2.45 -4.95 25.43 194 38 109
11 Nov 59184.10 7.4 22.66 76 71 71


For Bank Index - strike price 63700 expiring on 18NOV2024

Delta for 63700 CE is 0.00

Historical price for 63700 CE is as follows

On 14 Nov BANKEX was trading at 57429.54. The strike last trading price was 2.5, 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 109


On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 2.5, which was 0.05 higher than the previous day. The implied volatity was 33.63, the open interest changed by 0 which decreased total open position to 109


On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 2.45, which was -4.95 lower than the previous day. The implied volatity was 25.43, the open interest changed by 38 which increased total open position to 109


On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 7.4, which was lower than the previous day. The implied volatity was 22.66, the open interest changed by 71 which increased total open position to 71


BANKEX 18NOV2024 63700 PE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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 63700 expiring on 18NOV2024

Delta for 63700 PE is 0.00

Historical price for 63700 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