BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 53200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 20 Dec | 57752.00 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 58728.26 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 59417.63 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 60175.98 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 60986.65 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 60997.39 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 60506.79 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 10 Dec | 60959.27 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 60827.31 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 60941.98 | 6581.9 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 60530.95 | 6581.9 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 53200 expiring on 30DEC2024
Delta for 53200 CE is 0.00
Historical price for 53200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 6581.9, 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 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 6581.9, 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 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 6581.9, 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 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 6581.9, 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 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 6581.9, 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 Dec BANKEX was trading at 60997.39. The strike last trading price was 6581.9, 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 Dec BANKEX was trading at 60506.79. The strike last trading price was 6581.9, 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 Dec BANKEX was trading at 60767.63. The strike last trading price was 6581.9, 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 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 6581.9, 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 Dec BANKEX was trading at 60827.31. The strike last trading price was 6581.9, 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 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 6581.9, 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 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 6581.9, 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 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 6581.9, 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 30DEC2024 53200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.02
Vega: 3.94
Theta: -4.53
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 14 | 0.00 | 24.30 | 0.5 | 0 | 14 |
| 19 Dec | 58728.26 | 14 | 4.50 | 27.07 | 4.5 | -1 | 14 |
| 18 Dec | 59417.63 | 9.5 | 0.45 | 27.06 | 11 | 4 | 15 |
| 17 Dec | 60175.98 | 9.05 | 2.85 | 28.37 | 1.5 | 1.5 | 11 |
| 16 Dec | 60986.65 | 6.2 | 0.00 | 28.58 | 1 | 0.5 | 9.5 |
| 13 Dec | 60997.39 | 6.2 | 0.00 | 26.11 | 5.5 | -5 | 9 |
| 12 Dec | 60506.79 | 6.2 | -0.30 | 24.14 | 7 | -0.5 | 14 |
| 11 Dec | 60767.63 | 6.5 | 0.60 | 24.33 | 56.5 | 10.5 | 14.5 |
| 10 Dec | 60959.27 | 5.9 | 2.85 | 23.96 | 1 | 1 | 4 |
| 9 Dec | 60827.31 | 3.05 | -2.05 | 21.54 | 0.5 | 0.5 | 3 |
| 6 Dec | 60995.64 | 5.1 | 0.00 | 0.00 | 0 | 0 | 2.5 |
| 5 Dec | 60941.98 | 5.1 | 2.25 | 21.23 | 2 | 1.5 | 2.5 |
| 4 Dec | 60530.95 | 2.85 | 18.79 | 1 | 1 | 1 | |
For Bank Index - strike price 53200 expiring on 30DEC2024
Delta for 53200 PE is -0.02
Historical price for 53200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 14, which was 0.00 lower than the previous day. The implied volatity was 24.30, the open interest changed by 0 which decreased total open position to 28
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 14, which was 4.50 higher than the previous day. The implied volatity was 27.07, the open interest changed by -2 which decreased total open position to 28
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 9.5, which was 0.45 higher than the previous day. The implied volatity was 27.06, the open interest changed by 8 which increased total open position to 30
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 9.05, which was 2.85 higher than the previous day. The implied volatity was 28.37, the open interest changed by 3 which increased total open position to 22
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 28.58, the open interest changed by 1 which increased total open position to 19
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 6.2, which was 0.00 lower than the previous day. The implied volatity was 26.11, the open interest changed by -10 which decreased total open position to 18
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 6.2, which was -0.30 lower than the previous day. The implied volatity was 24.14, the open interest changed by -1 which decreased total open position to 28
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 6.5, which was 0.60 higher than the previous day. The implied volatity was 24.33, the open interest changed by 21 which increased total open position to 29
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 5.9, which was 2.85 higher than the previous day. The implied volatity was 23.96, the open interest changed by 2 which increased total open position to 8
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 3.05, which was -2.05 lower than the previous day. The implied volatity was 21.54, the open interest changed by 1 which increased total open position to 6
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 5.1, 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 5
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 5.1, which was 2.25 higher than the previous day. The implied volatity was 21.23, the open interest changed by 3 which increased total open position to 5
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2.85, which was lower than the previous day. The implied volatity was 18.79, the open interest changed by 2 which increased total open position to 2
