BANKEX
Bank Index
Historical option data for BANKEX
10 Jan 2025 09:34 AM IST
| BANKEX 28JAN2025 64600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 4.46
Theta: -3.65
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 10 Jan | 55795.31 | 17 | 11.90 | 28.16 | 2 | 2 | 6 | |||
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| 9 Jan | 56227.09 | 5.1 | -12.85 | 22.82 | 8 | 3 | 4 | |||
| 8 Jan | 56627.81 | 17.95 | 24.72 | 3 | 1 | 1 | ||||
For Bank Index - strike price 64600 expiring on 28JAN2025
Delta for 64600 CE is 0.01
Historical price for 64600 CE is as follows
On 10 Jan BANKEX was trading at 55795.31. The strike last trading price was 17, which was 11.90 higher than the previous day. The implied volatity was 28.16, the open interest changed by 2 which increased total open position to 6
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 5.1, which was -12.85 lower than the previous day. The implied volatity was 22.82, the open interest changed by 3 which increased total open position to 4
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 17.95, which was lower than the previous day. The implied volatity was 24.72, the open interest changed by 1 which increased total open position to 1
| BANKEX 28JAN2025 64600 PE | |||||||
|---|---|---|---|---|---|---|---|
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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 |
| 10 Jan | 55795.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 9 Jan | 56227.09 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 8 Jan | 56627.81 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 64600 expiring on 28JAN2025
Delta for 64600 PE is 0.00
Historical price for 64600 PE is as follows
On 10 Jan BANKEX was trading at 55795.31. 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 9 Jan BANKEX was trading at 56227.09. 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 8 Jan BANKEX was trading at 56627.81. 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
