BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.74
Vega: 30.76
Theta: -34.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 1130 | 1130.00 | 14.90 | 0.5 | 0.5 | 0.5 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 57382.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Nov | 57400.43 | 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 57000 expiring on 30DEC2024
Delta for 57000 CE is 0.74
Historical price for 57000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1130, which was 1130.00 higher than the previous day. The implied volatity was 14.90, the open interest changed by 1 which increased total open position to 1
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 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 18 Nov BANKEX was trading at 57400.43. 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 57000 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.28
Vega: 32.27
Theta: -22.91
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 288.45 | 132.45 | 17.00 | 1,851 | -64.5 | 459.5 |
| 19 Dec | 58728.26 | 156 | 93.20 | 18.85 | 710.5 | 17 | 524 |
| 18 Dec | 59417.63 | 62.8 | 21.80 | 17.31 | 200 | 10 | 507 |
| 17 Dec | 60175.98 | 41 | 9.20 | 18.45 | 122.5 | 2.5 | 497 |
| 16 Dec | 60986.65 | 31.8 | -9.15 | 20.10 | 283 | 41 | 494.5 |
| 13 Dec | 60997.39 | 40.95 | -14.05 | 19.33 | 446.5 | 20.5 | 453.5 |
| 12 Dec | 60506.79 | 55 | 4.00 | 18.19 | 21 | 0 | 433 |
| 11 Dec | 60767.63 | 51 | -11.60 | 18.40 | 52.5 | -1 | 433 |
| 10 Dec | 60959.27 | 62.6 | -37.30 | 19.43 | 96 | 36 | 434 |
| 9 Dec | 60827.31 | 99.9 | -13.95 | 20.64 | 332.5 | 157 | 398 |
| 6 Dec | 60995.64 | 113.85 | -15.20 | 20.68 | 104.5 | -10.5 | 241 |
| 5 Dec | 60941.98 | 129.05 | -10.95 | 20.78 | 188.5 | -21.5 | 251.5 |
| 4 Dec | 60530.95 | 140 | -59.25 | 19.46 | 90 | 35 | 273 |
| 3 Dec | 59986.58 | 199.25 | -73.40 | 19.16 | 379.5 | -33.5 | 238 |
| 2 Dec | 59287.61 | 272.65 | 10.65 | 18.12 | 1,234 | 121.5 | 271.5 |
| 29 Nov | 59298.07 | 262 | -51.25 | 17.21 | 120 | 64 | 150 |
| 28 Nov | 59092.56 | 313.25 | 76.25 | 17.35 | 114.5 | 37.5 | 86 |
| 27 Nov | 59573.72 | 237 | -68.35 | 17.21 | 58 | 37.5 | 48.5 |
| 26 Nov | 59432.06 | 305.35 | -62.65 | 18.07 | 19 | 10.5 | 11 |
| 25 Nov | 59504.71 | 368 | 368.00 | 19.45 | 0.5 | 0.5 | 0.5 |
| 21 Nov | 57382.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 57400.43 | 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 57000 expiring on 30DEC2024
Delta for 57000 PE is -0.28
Historical price for 57000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 288.45, which was 132.45 higher than the previous day. The implied volatity was 17.00, the open interest changed by -129 which decreased total open position to 919
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 156, which was 93.20 higher than the previous day. The implied volatity was 18.85, the open interest changed by 34 which increased total open position to 1048
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 62.8, which was 21.80 higher than the previous day. The implied volatity was 17.31, the open interest changed by 20 which increased total open position to 1014
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 41, which was 9.20 higher than the previous day. The implied volatity was 18.45, the open interest changed by 5 which increased total open position to 994
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 31.8, which was -9.15 lower than the previous day. The implied volatity was 20.10, the open interest changed by 82 which increased total open position to 989
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 40.95, which was -14.05 lower than the previous day. The implied volatity was 19.33, the open interest changed by 41 which increased total open position to 907
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 55, which was 4.00 higher than the previous day. The implied volatity was 18.19, the open interest changed by 0 which decreased total open position to 866
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 51, which was -11.60 lower than the previous day. The implied volatity was 18.40, the open interest changed by -2 which decreased total open position to 866
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 62.6, which was -37.30 lower than the previous day. The implied volatity was 19.43, the open interest changed by 72 which increased total open position to 868
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 99.9, which was -13.95 lower than the previous day. The implied volatity was 20.64, the open interest changed by 314 which increased total open position to 796
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 113.85, which was -15.20 lower than the previous day. The implied volatity was 20.68, the open interest changed by -21 which decreased total open position to 482
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 129.05, which was -10.95 lower than the previous day. The implied volatity was 20.78, the open interest changed by -43 which decreased total open position to 503
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 140, which was -59.25 lower than the previous day. The implied volatity was 19.46, the open interest changed by 70 which increased total open position to 546
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 199.25, which was -73.40 lower than the previous day. The implied volatity was 19.16, the open interest changed by -67 which decreased total open position to 476
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 272.65, which was 10.65 higher than the previous day. The implied volatity was 18.12, the open interest changed by 243 which increased total open position to 543
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 262, which was -51.25 lower than the previous day. The implied volatity was 17.21, the open interest changed by 128 which increased total open position to 300
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 313.25, which was 76.25 higher than the previous day. The implied volatity was 17.35, the open interest changed by 75 which increased total open position to 172
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 237, which was -68.35 lower than the previous day. The implied volatity was 17.21, the open interest changed by 75 which increased total open position to 97
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 305.35, which was -62.65 lower than the previous day. The implied volatity was 18.07, the open interest changed by 21 which increased total open position to 22
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 368, which was 368.00 higher than the previous day. The implied volatity was 19.45, the open interest changed by 1 which increased total open position to 1
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 18 Nov BANKEX was trading at 57400.43. 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
