BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56300 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 | 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 | |||
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| 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 56300 expiring on 30DEC2024
Delta for 56300 CE is 0.00
Historical price for 56300 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 56300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.15
Vega: 21.85
Theta: -15.56
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 118.65 | 68.05 | 16.37 | 245 | 4.5 | 42.5 |
| 19 Dec | 58728.26 | 50.6 | 30.60 | 17.37 | 10.5 | -6 | 38 |
| 18 Dec | 59417.63 | 20 | 0.00 | 0.00 | 0 | 0 | 44 |
| 17 Dec | 60175.98 | 20 | 0.00 | 0.00 | 17 | 0 | 44 |
| 16 Dec | 60986.65 | 20 | -5.15 | 21.27 | 17 | 4 | 44 |
| 13 Dec | 60997.39 | 25.15 | -15.85 | 20.22 | 1.5 | 0 | 40 |
| 12 Dec | 60506.79 | 41 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 41 | 0.00 | 0.00 | 0 | 0 | 40 |
| 10 Dec | 60959.27 | 41 | 0.00 | 0.00 | 0 | 0 | 40 |
| 9 Dec | 60827.31 | 41 | 0.95 | 19.48 | 1 | 0.5 | 40 |
| 6 Dec | 60995.64 | 40.05 | -59.95 | 18.77 | 1.5 | -0.5 | 39.5 |
| 5 Dec | 60941.98 | 100 | -11.00 | 22.02 | 2 | 0 | 40 |
| 4 Dec | 60530.95 | 111 | 0.95 | 20.85 | 3 | -1 | 40 |
| 3 Dec | 59986.58 | 110.05 | -71.15 | 18.71 | 32 | 1.5 | 41 |
| 2 Dec | 59287.61 | 181.2 | 44.20 | 18.54 | 105.5 | 18 | 39.5 |
| 29 Nov | 59298.07 | 137 | -68.65 | 16.46 | 6.5 | 1 | 21.5 |
| 28 Nov | 59092.56 | 205.65 | 30.50 | 17.58 | 17.5 | 14.5 | 20.5 |
| 27 Nov | 59573.72 | 175.15 | -462.80 | 18.13 | 6 | 6 | 6 |
| 26 Nov | 59432.06 | 637.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 637.95 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56300 expiring on 30DEC2024
Delta for 56300 PE is -0.15
Historical price for 56300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 118.65, which was 68.05 higher than the previous day. The implied volatity was 16.37, the open interest changed by 9 which increased total open position to 85
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 50.6, which was 30.60 higher than the previous day. The implied volatity was 17.37, the open interest changed by -12 which decreased total open position to 76
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 20, 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 88
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 20, 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 88
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 20, which was -5.15 lower than the previous day. The implied volatity was 21.27, the open interest changed by 8 which increased total open position to 88
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 25.15, which was -15.85 lower than the previous day. The implied volatity was 20.22, the open interest changed by 0 which decreased total open position to 80
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 41, 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 41, 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 80
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 41, 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 80
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 41, which was 0.95 higher than the previous day. The implied volatity was 19.48, the open interest changed by 1 which increased total open position to 80
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 40.05, which was -59.95 lower than the previous day. The implied volatity was 18.77, the open interest changed by -1 which decreased total open position to 79
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 100, which was -11.00 lower than the previous day. The implied volatity was 22.02, the open interest changed by 0 which decreased total open position to 80
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 111, which was 0.95 higher than the previous day. The implied volatity was 20.85, the open interest changed by -2 which decreased total open position to 80
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 110.05, which was -71.15 lower than the previous day. The implied volatity was 18.71, the open interest changed by 3 which increased total open position to 82
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 181.2, which was 44.20 higher than the previous day. The implied volatity was 18.54, the open interest changed by 36 which increased total open position to 79
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 137, which was -68.65 lower than the previous day. The implied volatity was 16.46, the open interest changed by 2 which increased total open position to 43
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 205.65, which was 30.50 higher than the previous day. The implied volatity was 17.58, the open interest changed by 29 which increased total open position to 41
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 175.15, which was -462.80 lower than the previous day. The implied volatity was 18.13, the open interest changed by 12 which increased total open position to 12
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 637.95, 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 637.95, 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
