BANKEX
Bank Index
Historical option data for BANKEX
14 Nov 2024 09:26 AM IST
| BANKEX 18NOV2024 64100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.25
Theta: -1.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 14 Nov | 57421.11 | 0.7 | -2.10 | 33.04 | 3 | -1 | 38 | |||
| 13 Nov | 57199.17 | 2.8 | -0.65 | 35.80 | 30 | -20 | 39 | |||
|
|
||||||||||
| 12 Nov | 58328.11 | 3.45 | -1.85 | 28.06 | 45 | -1 | 59 | |||
| 11 Nov | 59184.10 | 5.3 | 23.37 | 65 | 60 | 60 | ||||
For Bank Index - strike price 64100 expiring on 18NOV2024
Delta for 64100 CE is 0.00
Historical price for 64100 CE is as follows
On 14 Nov BANKEX was trading at 57421.11. The strike last trading price was 0.7, which was -2.10 lower than the previous day. The implied volatity was 33.04, the open interest changed by -1 which decreased total open position to 38
On 13 Nov BANKEX was trading at 57199.17. The strike last trading price was 2.8, which was -0.65 lower than the previous day. The implied volatity was 35.80, the open interest changed by -20 which decreased total open position to 39
On 12 Nov BANKEX was trading at 58328.11. The strike last trading price was 3.45, which was -1.85 lower than the previous day. The implied volatity was 28.06, the open interest changed by -1 which decreased total open position to 59
On 11 Nov BANKEX was trading at 59184.10. The strike last trading price was 5.3, which was lower than the previous day. The implied volatity was 23.37, the open interest changed by 60 which increased total open position to 60
| BANKEX 18NOV2024 64100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 14 Nov | 57421.11 | 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 64100 expiring on 18NOV2024
Delta for 64100 PE is 0.00
Historical price for 64100 PE is as follows
On 14 Nov BANKEX was trading at 57421.11. 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 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
