BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 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 | |||
| 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 | |||
| 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 | |||
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| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 14 Nov | 57276.81 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Nov | 57199.17 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 56800 expiring on 30DEC2024
Delta for 56800 CE is 0.00
Historical price for 56800 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 14 Nov BANKEX was trading at 57276.81. 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 56800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.24
Vega: 29.51
Theta: -20.81
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 224.85 | 117.25 | 16.68 | 142 | -17 | 14 |
| 19 Dec | 58728.26 | 107.6 | 44.60 | 17.95 | 30 | -4.5 | 31 |
| 18 Dec | 59417.63 | 63 | 38.50 | 18.36 | 1 | 0 | 35.5 |
| 17 Dec | 60175.98 | 24.5 | 0.00 | 0.00 | 4 | 0 | 35.5 |
| 16 Dec | 60986.65 | 24.5 | -43.40 | 20.00 | 4 | -0.5 | 35.5 |
| 13 Dec | 60997.39 | 67.9 | 25.55 | 22.22 | 7.5 | -1 | 36 |
| 12 Dec | 60506.79 | 42.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 42.35 | -143.40 | 18.47 | 1 | -1 | 37 |
| 10 Dec | 60959.27 | 185.75 | 0.00 | 0.00 | 0 | 0 | 38 |
| 9 Dec | 60827.31 | 185.75 | 0.00 | 0.00 | 0 | 0 | 38 |
| 6 Dec | 60995.64 | 185.75 | 0.00 | 0.00 | 0 | 0 | 38 |
| 5 Dec | 60941.98 | 185.75 | 0.00 | 0.00 | 0 | 0 | 38 |
| 4 Dec | 60530.95 | 185.75 | 0.00 | 0.00 | 0 | 0 | 38 |
| 3 Dec | 59986.58 | 185.75 | -56.30 | 19.54 | 48.5 | 8 | 38 |
| 2 Dec | 59287.61 | 242.05 | 9.20 | 18.21 | 31.5 | 13 | 30 |
| 29 Nov | 59298.07 | 232.85 | 0.00 | 0.00 | 0 | 0 | 17 |
| 28 Nov | 59092.56 | 232.85 | -930.10 | 16.34 | 21.5 | 17 | 17 |
| 27 Nov | 59573.72 | 1162.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 59432.06 | 1162.95 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 1162.95 | 1162.95 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 57276.81 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 56800 expiring on 30DEC2024
Delta for 56800 PE is -0.24
Historical price for 56800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 224.85, which was 117.25 higher than the previous day. The implied volatity was 16.68, the open interest changed by -34 which decreased total open position to 28
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 107.6, which was 44.60 higher than the previous day. The implied volatity was 17.95, the open interest changed by -9 which decreased total open position to 62
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 63, which was 38.50 higher than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 71
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 24.5, 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 71
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 24.5, which was -43.40 lower than the previous day. The implied volatity was 20.00, the open interest changed by -1 which decreased total open position to 71
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 67.9, which was 25.55 higher than the previous day. The implied volatity was 22.22, the open interest changed by -2 which decreased total open position to 72
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 42.35, 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 42.35, which was -143.40 lower than the previous day. The implied volatity was 18.47, the open interest changed by -2 which decreased total open position to 74
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 185.75, 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 76
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 185.75, 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 76
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 185.75, 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 76
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 185.75, 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 76
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 185.75, 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 76
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 185.75, which was -56.30 lower than the previous day. The implied volatity was 19.54, the open interest changed by 16 which increased total open position to 76
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 242.05, which was 9.20 higher than the previous day. The implied volatity was 18.21, the open interest changed by 26 which increased total open position to 60
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 232.85, 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 34
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 232.85, which was -930.10 lower than the previous day. The implied volatity was 16.34, the open interest changed by 34 which increased total open position to 34
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1162.95, 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 1162.95, 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 1162.95, which was 1162.95 higher than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Nov BANKEX was trading at 57276.81. 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
