BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56400 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 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
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| 19 Dec | 58728.26 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 18 Dec | 59417.63 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 17 Dec | 60175.98 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 16 Dec | 60986.65 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 13 Dec | 60997.39 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 12 Dec | 60506.79 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 10 Dec | 60959.27 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 9 Dec | 60827.31 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 6 Dec | 60995.64 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 5 Dec | 60941.98 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 4 Dec | 60530.95 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 3 Dec | 59986.58 | 3229.7 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 2 Dec | 59287.61 | 3229.7 | 419.75 | - | 0.5 | 0.5 | 0.5 | |||
| 29 Nov | 59298.07 | 2809.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 2809.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 2809.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 2809.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 2809.95 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56400 expiring on 30DEC2024
Delta for 56400 CE is 0.00
Historical price for 56400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, 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 3229.7, which was 419.75 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 2809.95, 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 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 2809.95, 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 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 2809.95, 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 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 2809.95, 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 2809.95, 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
| BANKEX 30DEC2024 56400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 25.18
Theta: -19.54
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 170 | 104.00 | 17.82 | 27 | 5 | 34.5 |
| 19 Dec | 58728.26 | 66 | 37.25 | 17.93 | 56 | -11 | 29.5 |
| 18 Dec | 59417.63 | 28.75 | -15.50 | 17.37 | 116.5 | -25.5 | 40.5 |
| 17 Dec | 60175.98 | 44.25 | 18.00 | 21.46 | 169 | 31.5 | 66 |
| 16 Dec | 60986.65 | 26.25 | -1.80 | 21.82 | 94 | 5.5 | 34.5 |
| 13 Dec | 60997.39 | 28.05 | -8.70 | 20.23 | 67.5 | -10.5 | 29 |
| 12 Dec | 60506.79 | 36.75 | 1.75 | 19.01 | 83.5 | 0.5 | 39.5 |
| 11 Dec | 60767.63 | 35 | -86.00 | 19.24 | 0.5 | 0 | 39 |
| 10 Dec | 60959.27 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 9 Dec | 60827.31 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 6 Dec | 60995.64 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 5 Dec | 60941.98 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 4 Dec | 60530.95 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 3 Dec | 59986.58 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 2 Dec | 59287.61 | 121 | 0.00 | 0.00 | 0 | 0 | 39 |
| 29 Nov | 59298.07 | 121 | -12.45 | 15.57 | 10.5 | 10.5 | 39 |
| 28 Nov | 59092.56 | 133.45 | -53.80 | 15.12 | 30 | 23.5 | 28.5 |
| 27 Nov | 59573.72 | 187.25 | -490.70 | 18.12 | 5 | 5 | 5 |
| 26 Nov | 59432.06 | 677.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 677.95 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56400 expiring on 30DEC2024
Delta for 56400 PE is -0.18
Historical price for 56400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 170, which was 104.00 higher than the previous day. The implied volatity was 17.82, the open interest changed by 10 which increased total open position to 69
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 66, which was 37.25 higher than the previous day. The implied volatity was 17.93, the open interest changed by -22 which decreased total open position to 59
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 28.75, which was -15.50 lower than the previous day. The implied volatity was 17.37, the open interest changed by -51 which decreased total open position to 81
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 44.25, which was 18.00 higher than the previous day. The implied volatity was 21.46, the open interest changed by 63 which increased total open position to 132
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 26.25, which was -1.80 lower than the previous day. The implied volatity was 21.82, the open interest changed by 11 which increased total open position to 69
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 28.05, which was -8.70 lower than the previous day. The implied volatity was 20.23, the open interest changed by -21 which decreased total open position to 58
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 36.75, which was 1.75 higher than the previous day. The implied volatity was 19.01, the open interest changed by 1 which increased total open position to 79
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 35, which was -86.00 lower than the previous day. The implied volatity was 19.24, the open interest changed by 0 which decreased total open position to 78
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 121, 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 78
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 121, 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 78
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 121, 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 78
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 121, 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 78
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 121, 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 78
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 121, 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 78
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 121, 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 78
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 121, which was -12.45 lower than the previous day. The implied volatity was 15.57, the open interest changed by 21 which increased total open position to 78
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 133.45, which was -53.80 lower than the previous day. The implied volatity was 15.12, the open interest changed by 47 which increased total open position to 57
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 187.25, which was -490.70 lower than the previous day. The implied volatity was 18.12, the open interest changed by 10 which increased total open position to 10
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 677.95, 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 677.95, 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
