BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
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| 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 | |||
| 20 Nov | 57627.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 57627.04 | 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 57200 expiring on 30DEC2024
Delta for 57200 CE is 0.00
Historical price for 57200 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 20 Nov BANKEX was trading at 57627.04. 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 Nov BANKEX was trading at 57627.04. 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 57200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.32
Vega: 34.38
Theta: -23.92
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 348.95 | 195.65 | 16.94 | 193.5 | 0.5 | 59 |
| 19 Dec | 58728.26 | 153.3 | 53.30 | 17.40 | 45.5 | -11.5 | 58.5 |
| 18 Dec | 59417.63 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 17 Dec | 60175.98 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 16 Dec | 60986.65 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 13 Dec | 60997.39 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 12 Dec | 60506.79 | 100 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 10 Dec | 60959.27 | 100 | 0.00 | 0.00 | 0 | 0 | 70 |
| 9 Dec | 60827.31 | 100 | -23.45 | 19.85 | 22.5 | 9 | 70 |
| 6 Dec | 60995.64 | 123.45 | -23.10 | 20.34 | 2 | -0.5 | 61 |
| 5 Dec | 60941.98 | 146.55 | -32.35 | 20.71 | 67 | -14 | 61.5 |
| 4 Dec | 60530.95 | 178.9 | -48.80 | 20.04 | 9.5 | 3 | 75.5 |
| 3 Dec | 59986.58 | 227.7 | -70.25 | 19.15 | 19 | 8 | 72.5 |
| 2 Dec | 59287.61 | 297.95 | -0.40 | 17.84 | 202.5 | 24 | 64.5 |
| 29 Nov | 59298.07 | 298.35 | 3.95 | 17.20 | 56.5 | 24 | 40.5 |
| 28 Nov | 59092.56 | 294.4 | -2.10 | 16.10 | 16.5 | 16.5 | 16.5 |
| 27 Nov | 59573.72 | 296.5 | 296.50 | 17.81 | 1 | 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 |
| 20 Nov | 57627.04 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 57627.04 | 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 57200 expiring on 30DEC2024
Delta for 57200 PE is -0.32
Historical price for 57200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 348.95, which was 195.65 higher than the previous day. The implied volatity was 16.94, the open interest changed by 1 which increased total open position to 118
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 153.3, which was 53.30 higher than the previous day. The implied volatity was 17.40, the open interest changed by -23 which decreased total open position to 117
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 100, 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 140
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 100, 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 140
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 100, 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 140
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 100, 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 140
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 100, 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 100, 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 140
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 100, 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 140
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 100, which was -23.45 lower than the previous day. The implied volatity was 19.85, the open interest changed by 18 which increased total open position to 140
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 123.45, which was -23.10 lower than the previous day. The implied volatity was 20.34, the open interest changed by -1 which decreased total open position to 122
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 146.55, which was -32.35 lower than the previous day. The implied volatity was 20.71, the open interest changed by -28 which decreased total open position to 123
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 178.9, which was -48.80 lower than the previous day. The implied volatity was 20.04, the open interest changed by 6 which increased total open position to 151
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 227.7, which was -70.25 lower than the previous day. The implied volatity was 19.15, the open interest changed by 16 which increased total open position to 145
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 297.95, which was -0.40 lower than the previous day. The implied volatity was 17.84, the open interest changed by 48 which increased total open position to 129
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 298.35, which was 3.95 higher than the previous day. The implied volatity was 17.20, the open interest changed by 48 which increased total open position to 81
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 294.4, which was -2.10 lower than the previous day. The implied volatity was 16.10, the open interest changed by 33 which increased total open position to 33
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 296.5, which was 296.50 higher than the previous day. The implied volatity was 17.81, 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 20 Nov BANKEX was trading at 57627.04. 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 Nov BANKEX was trading at 57627.04. 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
