BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 55000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 19 Dec | 58728.26 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 18 Dec | 59417.63 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 17 Dec | 60175.98 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 16 Dec | 60986.65 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 13 Dec | 60997.39 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 12 Dec | 60506.79 | 3601 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 10 Dec | 60959.27 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
|
|
||||||||||
| 9 Dec | 60827.31 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 6 Dec | 60995.64 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 5 Dec | 60941.98 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 4 Dec | 60530.95 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 3 Dec | 59986.58 | 3601 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 2 Dec | 59287.61 | 3601 | 3601.00 | - | 1 | 0.5 | 0.5 | |||
| 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 55000 expiring on 30DEC2024
Delta for 55000 CE is 0.00
Historical price for 55000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3601, 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 1
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 3601, 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 1
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 3601, 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 1
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 3601, 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 1
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 3601, 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 1
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 3601, 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 1
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 3601, 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 3601, 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 1
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 3601, 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 1
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 3601, 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 1
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 3601, 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 1
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 3601, 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 1
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 3601, 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 1
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 3601, 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 1
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 3601, which was 3601.00 higher than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1
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 55000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.05
Vega: 9.19
Theta: -7.83
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 34 | 20.00 | 18.64 | 23 | 16.5 | 61 |
| 19 Dec | 58728.26 | 14 | -1.00 | 19.26 | 13.5 | 5.5 | 44.5 |
| 18 Dec | 59417.63 | 15 | 1.00 | 21.34 | 53.5 | -27.5 | 39 |
| 17 Dec | 60175.98 | 14 | 2.25 | 23.04 | 3 | 0 | 66.5 |
| 16 Dec | 60986.65 | 11.75 | -2.45 | 24.35 | 19.5 | 4 | 66.5 |
| 13 Dec | 60997.39 | 14.2 | -5.80 | 22.86 | 87 | -6.5 | 62.5 |
| 12 Dec | 60506.79 | 20 | 3.45 | 21.90 | 36.5 | -20.5 | 69 |
| 11 Dec | 60767.63 | 16.55 | -9.80 | 21.53 | 37.5 | 10.5 | 89.5 |
| 10 Dec | 60959.27 | 26.35 | 6.00 | 23.12 | 166 | 76 | 79 |
| 9 Dec | 60827.31 | 20.35 | 8.45 | 21.37 | 2 | 0 | 3 |
| 6 Dec | 60995.64 | 11.9 | -9.25 | 19.06 | 0.5 | 0 | 3 |
| 5 Dec | 60941.98 | 21.15 | 0.00 | 0.00 | 0 | 0 | 3 |
| 4 Dec | 60530.95 | 21.15 | 0.00 | 0.00 | 0 | 0 | 3 |
| 3 Dec | 59986.58 | 21.15 | 0.00 | 0.00 | 0 | 0 | 3 |
| 2 Dec | 59287.61 | 21.15 | 0.00 | 0.00 | 0 | 0 | 3 |
| 29 Nov | 59298.07 | 21.15 | 21.15 | 14.47 | 3 | 3 | 3 |
| 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 55000 expiring on 30DEC2024
Delta for 55000 PE is -0.05
Historical price for 55000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 34, which was 20.00 higher than the previous day. The implied volatity was 18.64, the open interest changed by 33 which increased total open position to 122
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 14, which was -1.00 lower than the previous day. The implied volatity was 19.26, the open interest changed by 11 which increased total open position to 89
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 15, which was 1.00 higher than the previous day. The implied volatity was 21.34, the open interest changed by -55 which decreased total open position to 78
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 14, which was 2.25 higher than the previous day. The implied volatity was 23.04, the open interest changed by 0 which decreased total open position to 133
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 11.75, which was -2.45 lower than the previous day. The implied volatity was 24.35, the open interest changed by 8 which increased total open position to 133
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 14.2, which was -5.80 lower than the previous day. The implied volatity was 22.86, the open interest changed by -13 which decreased total open position to 125
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 20, which was 3.45 higher than the previous day. The implied volatity was 21.90, the open interest changed by -41 which decreased total open position to 138
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 16.55, which was -9.80 lower than the previous day. The implied volatity was 21.53, the open interest changed by 21 which increased total open position to 179
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 26.35, which was 6.00 higher than the previous day. The implied volatity was 23.12, the open interest changed by 152 which increased total open position to 158
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 20.35, which was 8.45 higher than the previous day. The implied volatity was 21.37, the open interest changed by 0 which decreased total open position to 6
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 11.9, which was -9.25 lower than the previous day. The implied volatity was 19.06, the open interest changed by 0 which decreased total open position to 6
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 21.15, 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 6
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 21.15, 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 6
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 21.15, 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 6
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 21.15, 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 6
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 21.15, which was 21.15 higher than the previous day. The implied volatity was 14.47, the open interest changed by 6 which increased total open position to 6
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
