BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 56900 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 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Dec | 58728.26 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 59417.63 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 60175.98 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 60986.65 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 13 Dec | 60997.39 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 60506.79 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 60959.27 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 60827.31 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 60941.98 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 60530.95 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 59986.58 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 59287.61 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 59298.07 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 2375.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 57382.57 | 2375.95 | 2375.95 | 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 56900 expiring on 30DEC2024
Delta for 56900 CE is 0.00
Historical price for 56900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2375.95, 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 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 2375.95, 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 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2375.95, 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 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2375.95, 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 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2375.95, 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 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2375.95, 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 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2375.95, 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 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 2375.95, 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 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2375.95, 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 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2375.95, 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 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2375.95, 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 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2375.95, 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 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2375.95, 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 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 2375.95, 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 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 2375.95, 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 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 2375.95, 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 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 2375.95, 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 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 2375.95, 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 2375.95, 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 2375.95, 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 21 Nov BANKEX was trading at 57382.57. The strike last trading price was 2375.95, which was 2375.95 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
| BANKEX 30DEC2024 56900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.26
Vega: 30.75
Theta: -21.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 247.3 | 202.30 | 16.58 | 200.5 | 8.5 | 53 |
| 19 Dec | 58728.26 | 45 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 18 Dec | 59417.63 | 45 | -108.15 | 16.53 | 3 | 0 | 44.5 |
| 17 Dec | 60175.98 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 16 Dec | 60986.65 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 13 Dec | 60997.39 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 12 Dec | 60506.79 | 153.15 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 10 Dec | 60959.27 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 9 Dec | 60827.31 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 6 Dec | 60995.64 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 5 Dec | 60941.98 | 153.15 | 0.00 | 0.00 | 0 | 0 | 44.5 |
| 4 Dec | 60530.95 | 153.15 | -41.20 | 20.32 | 2 | -0.5 | 44.5 |
| 3 Dec | 59986.58 | 194.35 | -68.85 | 19.41 | 33.5 | 6.5 | 45 |
| 2 Dec | 59287.61 | 263.2 | -1.85 | 18.32 | 139 | 20 | 38.5 |
| 29 Nov | 59298.07 | 265.05 | 27.05 | 17.69 | 4 | 2 | 18.5 |
| 28 Nov | 59092.56 | 238 | 10.00 | 16.07 | 13.5 | 0 | 16.5 |
| 27 Nov | 59573.72 | 228 | -73.00 | 17.37 | 19 | 15 | 16.5 |
| 26 Nov | 59432.06 | 301 | 301.00 | 18.37 | 1.5 | 1.5 | 1.5 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 57382.57 | 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 56900 expiring on 30DEC2024
Delta for 56900 PE is -0.26
Historical price for 56900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 247.3, which was 202.30 higher than the previous day. The implied volatity was 16.58, the open interest changed by 17 which increased total open position to 106
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 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 89
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 45, which was -108.15 lower than the previous day. The implied volatity was 16.53, the open interest changed by 0 which decreased total open position to 89
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 153.15, 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 89
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 153.15, 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 89
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 153.15, 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 89
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 153.15, 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 0
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 153.15, 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 89
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 153.15, 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 89
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 153.15, 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 89
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 153.15, 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 89
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 153.15, 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 89
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 153.15, which was -41.20 lower than the previous day. The implied volatity was 20.32, the open interest changed by -1 which decreased total open position to 89
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 194.35, which was -68.85 lower than the previous day. The implied volatity was 19.41, the open interest changed by 13 which increased total open position to 90
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 263.2, which was -1.85 lower than the previous day. The implied volatity was 18.32, the open interest changed by 40 which increased total open position to 77
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 265.05, which was 27.05 higher than the previous day. The implied volatity was 17.69, the open interest changed by 4 which increased total open position to 37
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 238, which was 10.00 higher than the previous day. The implied volatity was 16.07, the open interest changed by 0 which decreased total open position to 33
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 228, which was -73.00 lower than the previous day. The implied volatity was 17.37, the open interest changed by 30 which increased total open position to 33
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 301, which was 301.00 higher than the previous day. The implied volatity was 18.37, the open interest changed by 3 which increased total open position to 3
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 21 Nov BANKEX was trading at 57382.57. 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
