BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57100 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 | |||
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| 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 | |||
| 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 | 0.00 | 0 | 0 | 0 | |||
| 5 Nov | 59521.43 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Nov | 58302.85 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 57100 expiring on 30DEC2024
Delta for 57100 CE is 0.00
Historical price for 57100 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 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 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 Nov BANKEX was trading at 59521.43. 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 4 Nov BANKEX was trading at 58302.85. 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 57100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.30
Vega: 33.15
Theta: -22.62
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 303.05 | 165.15 | 16.53 | 280 | 3 | 49 |
| 19 Dec | 58728.26 | 137.9 | -18.90 | 17.43 | 10.5 | 1 | 46 |
| 18 Dec | 59417.63 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 17 Dec | 60175.98 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 16 Dec | 60986.65 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 13 Dec | 60997.39 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 12 Dec | 60506.79 | 156.8 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 10 Dec | 60959.27 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 9 Dec | 60827.31 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 6 Dec | 60995.64 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 5 Dec | 60941.98 | 156.8 | 0.00 | 0.00 | 0 | 0 | 45 |
| 4 Dec | 60530.95 | 156.8 | -53.50 | 19.68 | 11 | 7 | 45 |
| 3 Dec | 59986.58 | 210.3 | -79.45 | 19.08 | 39 | 11.5 | 38 |
| 2 Dec | 59287.61 | 289.75 | 48.75 | 18.09 | 98 | 7.5 | 26.5 |
| 29 Nov | 59298.07 | 241 | -85.15 | 16.30 | 13 | 3 | 19 |
| 28 Nov | 59092.56 | 326.15 | 67.85 | 17.20 | 8.5 | 4 | 16 |
| 27 Nov | 59573.72 | 258.3 | -75.55 | 17.34 | 11.5 | 10.5 | 12 |
| 26 Nov | 59432.06 | 333.85 | -306.15 | 18.27 | 2.5 | 1.5 | 1.5 |
| 25 Nov | 59504.71 | 640 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 57382.57 | 640 | 0.00 | 0.00 | 0 | 0 | 0 |
| 18 Nov | 57400.43 | 640 | 0.00 | 0.00 | 0 | 0 | 0 |
| 14 Nov | 57276.81 | 640 | 0.00 | 0.00 | 0 | 0 | 0 |
| 13 Nov | 57199.17 | 640 | 240.00 | 0.00 | 0 | 0 | 0 |
| 5 Nov | 59521.43 | 400 | 0.00 | 0.00 | 0 | 0 | 0.5 |
| 4 Nov | 58302.85 | 400 | 12.87 | 1 | 0.5 | 0.5 | |
For Bank Index - strike price 57100 expiring on 30DEC2024
Delta for 57100 PE is -0.30
Historical price for 57100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 303.05, which was 165.15 higher than the previous day. The implied volatity was 16.53, the open interest changed by 6 which increased total open position to 98
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 137.9, which was -18.90 lower than the previous day. The implied volatity was 17.43, the open interest changed by 2 which increased total open position to 92
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 156.8, 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 90
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 156.8, 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 90
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 156.8, 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 90
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 156.8, 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 90
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 156.8, 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 156.8, 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 90
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 156.8, 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 90
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 156.8, 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 90
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 156.8, 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 90
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 156.8, 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 90
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 156.8, which was -53.50 lower than the previous day. The implied volatity was 19.68, the open interest changed by 14 which increased total open position to 90
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 210.3, which was -79.45 lower than the previous day. The implied volatity was 19.08, the open interest changed by 23 which increased total open position to 76
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 289.75, which was 48.75 higher than the previous day. The implied volatity was 18.09, the open interest changed by 15 which increased total open position to 53
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 241, which was -85.15 lower than the previous day. The implied volatity was 16.30, the open interest changed by 6 which increased total open position to 38
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 326.15, which was 67.85 higher than the previous day. The implied volatity was 17.20, the open interest changed by 8 which increased total open position to 32
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 258.3, which was -75.55 lower than the previous day. The implied volatity was 17.34, the open interest changed by 21 which increased total open position to 24
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 333.85, which was -306.15 lower than the previous day. The implied volatity was 18.27, 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 640, 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 640, 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 640, 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 640, 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 640, which was 240.00 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 5 Nov BANKEX was trading at 59521.43. The strike last trading price was 400, 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 1
On 4 Nov BANKEX was trading at 58302.85. The strike last trading price was 400, which was lower than the previous day. The implied volatity was 12.87, the open interest changed by 1 which increased total open position to 1
