BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 54000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
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| 20 Dec | 57752.00 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 58728.26 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 59417.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 60175.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 60986.65 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 60997.39 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 60506.79 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 60959.27 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 60827.31 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 60941.98 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 60530.95 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 59986.58 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 59287.61 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 59298.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 54000 expiring on 30DEC2024
Delta for 54000 CE is 0.00
Historical price for 54000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. 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 19 Dec BANKEX was trading at 58728.26. 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 18 Dec BANKEX was trading at 59417.63. 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 17 Dec BANKEX was trading at 60175.98. 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 16 Dec BANKEX was trading at 60986.65. 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 Dec BANKEX was trading at 60997.39. 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 Dec BANKEX was trading at 60506.79. 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 Dec BANKEX was trading at 60767.63. 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 10 Dec BANKEX was trading at 60959.27. 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 Dec BANKEX was trading at 60827.31. 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 6 Dec BANKEX was trading at 60995.64. 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 5 Dec BANKEX was trading at 60941.98. 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 4 Dec BANKEX was trading at 60530.95. 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 3 Dec BANKEX was trading at 59986.58. 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 2 Dec BANKEX was trading at 59287.61. 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 29 Nov BANKEX was trading at 59298.07. 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 28 Nov BANKEX was trading at 59092.56. 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 27 Nov BANKEX was trading at 59573.72. 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 26 Nov BANKEX was trading at 59432.06. 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 25 Nov BANKEX was trading at 59504.71. 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
| BANKEX 30DEC2024 54000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.01
Vega: 2.25
Theta: -1.88
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 5 | 1.70 | 17.87 | 1.5 | -1 | 13 |
| 19 Dec | 58728.26 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 18 Dec | 59417.63 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 17 Dec | 60175.98 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 16 Dec | 60986.65 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 13 Dec | 60997.39 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 12 Dec | 60506.79 | 3.3 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 3.3 | 0.00 | 0.00 | 0 | 0 | 14 |
| 10 Dec | 60959.27 | 3.3 | -18.70 | 20.36 | 3 | -3 | 14 |
| 9 Dec | 60827.31 | 22 | 0.00 | 0.00 | 0 | 0 | 17 |
| 6 Dec | 60995.64 | 22 | 0.00 | 0.00 | 0 | 0 | 17 |
| 5 Dec | 60941.98 | 22 | 0.00 | 0.00 | 0 | 0 | 17 |
| 4 Dec | 60530.95 | 22 | 0.00 | 0.00 | 0 | 0 | 17 |
| 3 Dec | 59986.58 | 22 | -16.55 | 20.04 | 19 | 4 | 17 |
| 2 Dec | 59287.61 | 38.55 | 28.55 | 19.71 | 6 | 3 | 13 |
| 29 Nov | 59298.07 | 10 | 10.00 | 15.41 | 10 | 10 | 10 |
| 28 Nov | 59092.56 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 59573.72 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 54000 expiring on 30DEC2024
Delta for 54000 PE is -0.01
Historical price for 54000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 5, which was 1.70 higher than the previous day. The implied volatity was 17.87, the open interest changed by -2 which decreased total open position to 26
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 3.3, 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 28
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 3.3, 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 28
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 3.3, 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 28
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 3.3, 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 28
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 3.3, 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 28
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 3.3, 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 3.3, 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 28
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 3.3, which was -18.70 lower than the previous day. The implied volatity was 20.36, the open interest changed by -6 which decreased total open position to 28
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 22, 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 34
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 22, 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 34
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 22, 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 34
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 22, 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 34
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 22, which was -16.55 lower than the previous day. The implied volatity was 20.04, the open interest changed by 8 which increased total open position to 34
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 38.55, which was 28.55 higher than the previous day. The implied volatity was 19.71, the open interest changed by 6 which increased total open position to 26
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 10, which was 10.00 higher than the previous day. The implied volatity was 15.41, the open interest changed by 20 which increased total open position to 20
On 28 Nov BANKEX was trading at 59092.56. 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 27 Nov BANKEX was trading at 59573.72. 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 26 Nov BANKEX was trading at 59432.06. 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 25 Nov BANKEX was trading at 59504.71. 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
