BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56700 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 | |||
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| 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 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56700 expiring on 30DEC2024
Delta for 56700 CE is 0.00
Historical price for 56700 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 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 Nov BANKEX was trading at 57199.17. 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 56700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.22
Vega: 28.51
Theta: -20.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 212.4 | 114.50 | 17.07 | 142 | 2 | 20 |
| 19 Dec | 58728.26 | 97.9 | 50.80 | 18.07 | 60.5 | -26 | 18 |
| 18 Dec | 59417.63 | 47.1 | 14.70 | 17.68 | 9.5 | -3.5 | 44 |
| 17 Dec | 60175.98 | 32.4 | 3.40 | 18.93 | 61 | 3 | 47.5 |
| 16 Dec | 60986.65 | 29 | -16.00 | 20.98 | 10.5 | -2 | 44.5 |
| 13 Dec | 60997.39 | 45 | -214.10 | 20.84 | 32.5 | 30 | 46.5 |
| 12 Dec | 60506.79 | 259.1 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 10 Dec | 60959.27 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 9 Dec | 60827.31 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 6 Dec | 60995.64 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 5 Dec | 60941.98 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 4 Dec | 60530.95 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 3 Dec | 59986.58 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 2 Dec | 59287.61 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 29 Nov | 59298.07 | 259.1 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 28 Nov | 59092.56 | 259.1 | 259.10 | 17.37 | 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 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56700 expiring on 30DEC2024
Delta for 56700 PE is -0.22
Historical price for 56700 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 212.4, which was 114.50 higher than the previous day. The implied volatity was 17.07, the open interest changed by 4 which increased total open position to 40
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 97.9, which was 50.80 higher than the previous day. The implied volatity was 18.07, the open interest changed by -52 which decreased total open position to 36
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 47.1, which was 14.70 higher than the previous day. The implied volatity was 17.68, the open interest changed by -7 which decreased total open position to 88
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 32.4, which was 3.40 higher than the previous day. The implied volatity was 18.93, the open interest changed by 6 which increased total open position to 95
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 29, which was -16.00 lower than the previous day. The implied volatity was 20.98, the open interest changed by -4 which decreased total open position to 89
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 45, which was -214.10 lower than the previous day. The implied volatity was 20.84, the open interest changed by 60 which increased total open position to 93
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, 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 259.1, which was 259.10 higher than the previous day. The implied volatity was 17.37, 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 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 Nov BANKEX was trading at 57199.17. 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
