BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56600 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 | |||
| 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 | |||
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| 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 56600 expiring on 30DEC2024
Delta for 56600 CE is 0.00
Historical price for 56600 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 56600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 27.19
Theta: -20.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 191.8 | 105.05 | 17.12 | 192.5 | 20.5 | 45 |
| 19 Dec | 58728.26 | 86.75 | 54.95 | 18.05 | 15.5 | -11 | 24.5 |
| 18 Dec | 59417.63 | 31.8 | -8.15 | 16.78 | 16.5 | 2 | 35.5 |
| 17 Dec | 60175.98 | 39.95 | 13.70 | 20.14 | 41 | 6 | 33.5 |
| 16 Dec | 60986.65 | 26.25 | -11.05 | 21.02 | 35.5 | 14.5 | 27.5 |
| 13 Dec | 60997.39 | 37.3 | -209.05 | 20.50 | 4.5 | -3.5 | 13 |
| 12 Dec | 60506.79 | 246.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 10 Dec | 60959.27 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 9 Dec | 60827.31 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 6 Dec | 60995.64 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 5 Dec | 60941.98 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 4 Dec | 60530.95 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 3 Dec | 59986.58 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 2 Dec | 59287.61 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 29 Nov | 59298.07 | 246.35 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 28 Nov | 59092.56 | 246.35 | -181.70 | 17.46 | 18.5 | 16.5 | 16.5 |
| 27 Nov | 59573.72 | 428.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 428.05 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 428.05 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56600 expiring on 30DEC2024
Delta for 56600 PE is -0.21
Historical price for 56600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 191.8, which was 105.05 higher than the previous day. The implied volatity was 17.12, the open interest changed by 41 which increased total open position to 90
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 86.75, which was 54.95 higher than the previous day. The implied volatity was 18.05, the open interest changed by -22 which decreased total open position to 49
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 31.8, which was -8.15 lower than the previous day. The implied volatity was 16.78, the open interest changed by 4 which increased total open position to 71
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 39.95, which was 13.70 higher than the previous day. The implied volatity was 20.14, the open interest changed by 12 which increased total open position to 67
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 26.25, which was -11.05 lower than the previous day. The implied volatity was 21.02, the open interest changed by 29 which increased total open position to 55
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 37.3, which was -209.05 lower than the previous day. The implied volatity was 20.50, the open interest changed by -7 which decreased total open position to 26
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 246.35, 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 246.35, 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 33
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 246.35, 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 33
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 246.35, 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 33
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 246.35, 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 33
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 246.35, 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 33
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 246.35, 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 33
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 246.35, 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 33
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 246.35, 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 33
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 246.35, 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 33
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 246.35, which was -181.70 lower than the previous day. The implied volatity was 17.46, 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 428.05, 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 0
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 428.05, 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 0
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 428.05, 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
