BANKEX
Bank Index
Historical option data for BANKEX
10 Jan 2025 09:33 AM IST
| BANKEX 28JAN2025 64900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 2.64
Theta: -2.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
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| 10 Jan | 55879.95 | 8.1 | 4.10 | 26.10 | 1 | 0 | 17 | |||
| 9 Jan | 56227.09 | 4 | -8.10 | 22.92 | 20 | 7 | 17 | |||
| 8 Jan | 56627.81 | 12.1 | 24.19 | 13 | 10 | 10 | ||||
For Bank Index - strike price 64900 expiring on 28JAN2025
Delta for 64900 CE is 0.01
Historical price for 64900 CE is as follows
On 10 Jan BANKEX was trading at 55879.95. The strike last trading price was 8.1, which was 4.10 higher than the previous day. The implied volatity was 26.10, the open interest changed by 0 which decreased total open position to 17
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 4, which was -8.10 lower than the previous day. The implied volatity was 22.92, the open interest changed by 7 which increased total open position to 17
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 12.1, which was lower than the previous day. The implied volatity was 24.19, the open interest changed by 10 which increased total open position to 10
| BANKEX 28JAN2025 64900 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 |
| 10 Jan | 55879.95 | 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 64900 expiring on 28JAN2025
Delta for 64900 PE is 0.00
Historical price for 64900 PE is as follows
On 10 Jan BANKEX was trading at 55879.95. 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
