BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 35.39
Theta: -84.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 2400 | -1066.05 | 42.48 | 0.5 | -0.5 | 0 | |||
| 19 Dec | 58728.26 | 3466.05 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 18 Dec | 59417.63 | 3466.05 | 3466.05 | 33.48 | 0.5 | 0.5 | 0.5 | |||
| 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 | |||
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| 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 56500 expiring on 30DEC2024
Delta for 56500 CE is 0.65
Historical price for 56500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2400, which was -1066.05 lower than the previous day. The implied volatity was 42.48, the open interest changed by -1 which decreased total open position to 0
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 3466.05, 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 3466.05, which was 3466.05 higher than the previous day. The implied volatity was 33.48, the open interest changed by 1 which increased total open position to 1
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 56500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 25.50
Theta: -18.56
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 165 | 78.80 | 16.88 | 605 | 66.5 | 168.5 |
| 19 Dec | 58728.26 | 86.2 | 54.55 | 18.61 | 118 | -15 | 102 |
| 18 Dec | 59417.63 | 31.65 | -4.60 | 17.23 | 67 | -2 | 117 |
| 17 Dec | 60175.98 | 36.25 | 14.25 | 20.21 | 332 | 16 | 119 |
| 16 Dec | 60986.65 | 22 | -12.30 | 20.81 | 151 | 27 | 103 |
| 13 Dec | 60997.39 | 34.3 | -0.40 | 20.57 | 115 | -45.5 | 76 |
| 12 Dec | 60506.79 | 34.7 | -2.10 | 18.45 | 88 | 18.5 | 121.5 |
| 11 Dec | 60767.63 | 36.8 | -18.20 | 19.06 | 7.5 | -0.5 | 103 |
| 10 Dec | 60959.27 | 55 | -6.00 | 20.75 | 32 | 0.5 | 103.5 |
| 9 Dec | 60827.31 | 61 | -26.25 | 20.30 | 78 | 27.5 | 103 |
| 6 Dec | 60995.64 | 87.25 | -8.35 | 21.21 | 77.5 | -1 | 75.5 |
| 5 Dec | 60941.98 | 95.6 | -5.40 | 21.09 | 117 | -15.5 | 76.5 |
| 4 Dec | 60530.95 | 101 | -44.05 | 19.68 | 65.5 | -5.5 | 92 |
| 3 Dec | 59986.58 | 145.05 | 19.90 | 19.34 | 149 | 80 | 97.5 |
| 2 Dec | 59287.61 | 125.15 | 0.00 | 0.00 | 0 | 0 | 17.5 |
| 29 Nov | 59298.07 | 125.15 | -121.35 | 15.36 | 3 | 1 | 17.5 |
| 28 Nov | 59092.56 | 246.5 | 246.50 | 17.86 | 16.5 | 16.5 | 16.5 |
| 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 56500 expiring on 30DEC2024
Delta for 56500 PE is -0.18
Historical price for 56500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 165, which was 78.80 higher than the previous day. The implied volatity was 16.88, the open interest changed by 133 which increased total open position to 337
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 86.2, which was 54.55 higher than the previous day. The implied volatity was 18.61, the open interest changed by -30 which decreased total open position to 204
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 31.65, which was -4.60 lower than the previous day. The implied volatity was 17.23, the open interest changed by -4 which decreased total open position to 234
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 36.25, which was 14.25 higher than the previous day. The implied volatity was 20.21, the open interest changed by 32 which increased total open position to 238
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 22, which was -12.30 lower than the previous day. The implied volatity was 20.81, the open interest changed by 54 which increased total open position to 206
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 34.3, which was -0.40 lower than the previous day. The implied volatity was 20.57, the open interest changed by -91 which decreased total open position to 152
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 34.7, which was -2.10 lower than the previous day. The implied volatity was 18.45, the open interest changed by 37 which increased total open position to 243
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 36.8, which was -18.20 lower than the previous day. The implied volatity was 19.06, the open interest changed by -1 which decreased total open position to 206
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 55, which was -6.00 lower than the previous day. The implied volatity was 20.75, the open interest changed by 1 which increased total open position to 207
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 61, which was -26.25 lower than the previous day. The implied volatity was 20.30, the open interest changed by 55 which increased total open position to 206
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 87.25, which was -8.35 lower than the previous day. The implied volatity was 21.21, the open interest changed by -2 which decreased total open position to 151
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 95.6, which was -5.40 lower than the previous day. The implied volatity was 21.09, the open interest changed by -31 which decreased total open position to 153
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 101, which was -44.05 lower than the previous day. The implied volatity was 19.68, the open interest changed by -11 which decreased total open position to 184
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 145.05, which was 19.90 higher than the previous day. The implied volatity was 19.34, the open interest changed by 160 which increased total open position to 195
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 125.15, 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 35
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 125.15, which was -121.35 lower than the previous day. The implied volatity was 15.36, the open interest changed by 2 which increased total open position to 35
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 246.5, which was 246.50 higher than the previous day. The implied volatity was 17.86, the open interest changed by 33 which increased total open position to 33
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
