BANKEX
Bank Index
Historical option data for BANKEX
28 Jan 2025 09:13 AM IST
| BANKEX 28JAN2025 56800 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 | |||
| 28 Jan | 55181.32 | 2 | -7.3 | 0.00 | 0 | 0 | 1,422 | |||
| 27 Jan | 54703.29 | 2 | -7.3 | 29.22 | 8,541 | 838 | 1,422 | |||
| 24 Jan | 54723.35 | 9.15 | -34.4 | 17.46 | 3,297 | 500 | 584 | |||
| 23 Jan | 54951.63 | 40 | -56.95 | 18.69 | 461 | -37 | 84 | |||
| 22 Jan | 55166.20 | 96.95 | -54.60 | 19.59 | 700 | 48 | 121 | |||
| 21 Jan | 55020.92 | 151.55 | -201.00 | 22.26 | 394 | 26 | 73 | |||
| 20 Jan | 56036.23 | 352.55 | 196.65 | 18.65 | 625 | -32 | 47 | |||
| 17 Jan | 54919.15 | 155.9 | -252.20 | 18.23 | 226 | 17 | 79 | |||
| 16 Jan | 55945.06 | 408.1 | 164.30 | 16.99 | 66 | 16 | 62 | |||
| 15 Jan | 55327.97 | 243.8 | -58.35 | 16.71 | 119 | 3 | 46 | |||
| 14 Jan | 55284.02 | 302.15 | 93.15 | 18.01 | 62 | -2 | 43 | |||
| 13 Jan | 54618.86 | 209 | -163.40 | 18.93 | 38 | 13 | 45 | |||
| 10 Jan | 55299.84 | 372.4 | -406.10 | 17.09 | 83 | 1 | 32 | |||
| 9 Jan | 56227.09 | 778.5 | -193.00 | 17.76 | 45 | 7 | 31 | |||
| 8 Jan | 56627.81 | 971.5 | -219.55 | 17.06 | 173 | 8 | 24 | |||
| 7 Jan | 57023.46 | 1191.05 | 8.35 | 16.39 | 118 | -13 | 16 | |||
| 6 Jan | 56741.43 | 1182.7 | -233.30 | 18.68 | 98 | 29 | 29 | |||
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| 3 Jan | 57927.72 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Jan | 58555.83 | 1416 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Jan | 57912.88 | 1416 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56800 expiring on 28JAN2025
Delta for 56800 CE is 0.00
Historical price for 56800 CE is as follows
On 28 Jan BANKEX was trading at 55181.32. The strike last trading price was 2, which was -7.3 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 1422
On 27 Jan BANKEX was trading at 54703.29. The strike last trading price was 2, which was -7.3 lower than the previous day. The implied volatity was 29.22, the open interest changed by 838 which increased total open position to 1422
On 24 Jan BANKEX was trading at 54723.35. The strike last trading price was 9.15, which was -34.4 lower than the previous day. The implied volatity was 17.46, the open interest changed by 500 which increased total open position to 584
On 23 Jan BANKEX was trading at 54951.63. The strike last trading price was 40, which was -56.95 lower than the previous day. The implied volatity was 18.69, the open interest changed by -37 which decreased total open position to 84
On 22 Jan BANKEX was trading at 55166.20. The strike last trading price was 96.95, which was -54.60 lower than the previous day. The implied volatity was 19.59, the open interest changed by 48 which increased total open position to 121
On 21 Jan BANKEX was trading at 55020.92. The strike last trading price was 151.55, which was -201.00 lower than the previous day. The implied volatity was 22.26, the open interest changed by 26 which increased total open position to 73
On 20 Jan BANKEX was trading at 56036.23. The strike last trading price was 352.55, which was 196.65 higher than the previous day. The implied volatity was 18.65, the open interest changed by -32 which decreased total open position to 47
On 17 Jan BANKEX was trading at 54919.15. The strike last trading price was 155.9, which was -252.20 lower than the previous day. The implied volatity was 18.23, the open interest changed by 17 which increased total open position to 79
On 16 Jan BANKEX was trading at 55945.06. The strike last trading price was 408.1, which was 164.30 higher than the previous day. The implied volatity was 16.99, the open interest changed by 16 which increased total open position to 62
On 15 Jan BANKEX was trading at 55327.97. The strike last trading price was 243.8, which was -58.35 lower than the previous day. The implied volatity was 16.71, the open interest changed by 3 which increased total open position to 46
On 14 Jan BANKEX was trading at 55284.02. The strike last trading price was 302.15, which was 93.15 higher than the previous day. The implied volatity was 18.01, the open interest changed by -2 which decreased total open position to 43
On 13 Jan BANKEX was trading at 54618.86. The strike last trading price was 209, which was -163.40 lower than the previous day. The implied volatity was 18.93, the open interest changed by 13 which increased total open position to 45
On 10 Jan BANKEX was trading at 55299.84. The strike last trading price was 372.4, which was -406.10 lower than the previous day. The implied volatity was 17.09, the open interest changed by 1 which increased total open position to 32
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 778.5, which was -193.00 lower than the previous day. The implied volatity was 17.76, the open interest changed by 7 which increased total open position to 31
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 971.5, which was -219.55 lower than the previous day. The implied volatity was 17.06, the open interest changed by 8 which increased total open position to 24
On 7 Jan BANKEX was trading at 57023.46. The strike last trading price was 1191.05, which was 8.35 higher than the previous day. The implied volatity was 16.39, the open interest changed by -13 which decreased total open position to 16
On 6 Jan BANKEX was trading at 56741.43. The strike last trading price was 1182.7, which was -233.30 lower than the previous day. The implied volatity was 18.68, the open interest changed by 29 which increased total open position to 29
On 3 Jan BANKEX was trading at 57927.72. The strike last trading price was 1416, 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 Jan BANKEX was trading at 58555.83. The strike last trading price was 1416, 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 1 Jan BANKEX was trading at 57912.88. The strike last trading price was 1416, 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 28JAN2025 56800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 28 Jan | 55181.32 | 1131.45 | 147.2 | 0.00 | 0 | 0 | 80 |
| 27 Jan | 54703.29 | 1131.45 | 147.2 | 0.00 | 0 | 0 | 80 |
| 24 Jan | 54723.35 | 1131.45 | 147.2 | 0.00 | 0 | 0 | 80 |
| 23 Jan | 54951.63 | 1131.45 | 0.00 | 0.00 | 0 | 0 | 80 |
| 22 Jan | 55166.20 | 1131.45 | 0.00 | 0.00 | 0 | 0 | 80 |
| 21 Jan | 55020.92 | 1131.45 | 108.35 | - | 3 | 0 | 80 |
| 20 Jan | 56036.23 | 1023.1 | -601.50 | 19.66 | 78 | 30 | 80 |
| 17 Jan | 54919.15 | 1624.6 | 0.00 | 0.00 | 0 | 0 | 50 |
| 16 Jan | 55945.06 | 1624.6 | 0.00 | 0.00 | 0 | 0 | 50 |
| 15 Jan | 55327.97 | 1624.6 | 0.00 | 0.00 | 0 | 0 | 50 |
| 14 Jan | 55284.02 | 1624.6 | -76.25 | 18.68 | 37 | 0 | 50 |
| 13 Jan | 54618.86 | 1700.85 | 26.85 | - | 2 | -1 | 50 |
| 10 Jan | 55299.84 | 1674 | 708.40 | 18.99 | 8 | -4 | 51 |
| 9 Jan | 56227.09 | 965.6 | 138.30 | 15.97 | 50 | -12 | 55 |
| 8 Jan | 56627.81 | 827.3 | 102.15 | 16.94 | 531 | -6 | 67 |
| 7 Jan | 57023.46 | 725.15 | -114.90 | 17.96 | 368 | 22 | 73 |
| 6 Jan | 56741.43 | 840.05 | 415.70 | 17.59 | 454 | 39 | 51 |
| 3 Jan | 57927.72 | 424.35 | 104.60 | 16.85 | 18 | 10 | 12 |
| 2 Jan | 58555.83 | 319.75 | -71.50 | 17.49 | 2 | 1 | 2 |
| 1 Jan | 57912.88 | 391.25 | 15.66 | 4 | 1 | 1 | |
For Bank Index - strike price 56800 expiring on 28JAN2025
Delta for 56800 PE is 0.00
Historical price for 56800 PE is as follows
On 28 Jan BANKEX was trading at 55181.32. The strike last trading price was 1131.45, which was 147.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 80
On 27 Jan BANKEX was trading at 54703.29. The strike last trading price was 1131.45, which was 147.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 80
On 24 Jan BANKEX was trading at 54723.35. The strike last trading price was 1131.45, which was 147.2 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 80
On 23 Jan BANKEX was trading at 54951.63. The strike last trading price was 1131.45, 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 22 Jan BANKEX was trading at 55166.20. The strike last trading price was 1131.45, 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 21 Jan BANKEX was trading at 55020.92. The strike last trading price was 1131.45, which was 108.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 80
On 20 Jan BANKEX was trading at 56036.23. The strike last trading price was 1023.1, which was -601.50 lower than the previous day. The implied volatity was 19.66, the open interest changed by 30 which increased total open position to 80
On 17 Jan BANKEX was trading at 54919.15. The strike last trading price was 1624.6, 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 50
On 16 Jan BANKEX was trading at 55945.06. The strike last trading price was 1624.6, 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 50
On 15 Jan BANKEX was trading at 55327.97. The strike last trading price was 1624.6, 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 50
On 14 Jan BANKEX was trading at 55284.02. The strike last trading price was 1624.6, which was -76.25 lower than the previous day. The implied volatity was 18.68, the open interest changed by 0 which decreased total open position to 50
On 13 Jan BANKEX was trading at 54618.86. The strike last trading price was 1700.85, which was 26.85 higher than the previous day. The implied volatity was -, the open interest changed by -1 which decreased total open position to 50
On 10 Jan BANKEX was trading at 55299.84. The strike last trading price was 1674, which was 708.40 higher than the previous day. The implied volatity was 18.99, the open interest changed by -4 which decreased total open position to 51
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 965.6, which was 138.30 higher than the previous day. The implied volatity was 15.97, the open interest changed by -12 which decreased total open position to 55
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 827.3, which was 102.15 higher than the previous day. The implied volatity was 16.94, the open interest changed by -6 which decreased total open position to 67
On 7 Jan BANKEX was trading at 57023.46. The strike last trading price was 725.15, which was -114.90 lower than the previous day. The implied volatity was 17.96, the open interest changed by 22 which increased total open position to 73
On 6 Jan BANKEX was trading at 56741.43. The strike last trading price was 840.05, which was 415.70 higher than the previous day. The implied volatity was 17.59, the open interest changed by 39 which increased total open position to 51
On 3 Jan BANKEX was trading at 57927.72. The strike last trading price was 424.35, which was 104.60 higher than the previous day. The implied volatity was 16.85, the open interest changed by 10 which increased total open position to 12
On 2 Jan BANKEX was trading at 58555.83. The strike last trading price was 319.75, which was -71.50 lower than the previous day. The implied volatity was 17.49, the open interest changed by 1 which increased total open position to 2
On 1 Jan BANKEX was trading at 57912.88. The strike last trading price was 391.25, which was lower than the previous day. The implied volatity was 15.66, the open interest changed by 1 which increased total open position to 1
