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BANKEX
Bank Index

57752 -976.26 (-1.66%)

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Historical option data for BANKEX

20 Dec 2024 04:12 PM IST
BANKEX 30DEC2024 57300 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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
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 57300 expiring on 30DEC2024

Delta for 57300 CE is 0.00

Historical price for 57300 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 57300 PE
Delta: -0.34
Vega: 35.17
Theta: -23.52
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
20 Dec 57752.00 368.45 192.65 16.52 307 -4.5 35.5
19 Dec 58728.26 175.8 59.80 17.59 32.5 -5.5 40
18 Dec 59417.63 116 0.00 0.00 0 0 45.5
17 Dec 60175.98 116 0.00 0.00 0 0 45.5
16 Dec 60986.65 116 0.00 0.00 0 0 45.5
13 Dec 60997.39 116 0.00 0.00 0 0 45.5
12 Dec 60506.79 116 0.00 0.00 0 0 0
11 Dec 60767.63 116 0.00 0.00 0 0 45.5
10 Dec 60959.27 116 0.00 0.00 0 0 45.5
9 Dec 60827.31 116 -21.30 20.19 31.5 13 45.5
6 Dec 60995.64 137.3 -17.20 20.52 17 0.5 32.5
5 Dec 60941.98 154.5 -29.55 20.62 112.5 -4 32
4 Dec 60530.95 184.05 -56.20 19.81 18.5 0 36
3 Dec 59986.58 240.25 -73.75 19.08 25.5 9 36
2 Dec 59287.61 314 4.00 17.75 100.5 9.5 27
29 Nov 59298.07 310 -20.55 17.03 13 1 17.5
28 Nov 59092.56 330.55 39.05 16.43 14.5 13 16.5
27 Nov 59573.72 291.5 291.50 17.29 3.5 3.5 3.5
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 57300 expiring on 30DEC2024

Delta for 57300 PE is -0.34

Historical price for 57300 PE is as follows

On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 368.45, which was 192.65 higher than the previous day. The implied volatity was 16.52, the open interest changed by -9 which decreased total open position to 71


On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 175.8, which was 59.80 higher than the previous day. The implied volatity was 17.59, the open interest changed by -11 which decreased total open position to 80


On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 116, 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 91


On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 116, 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 91


On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 116, 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 91


On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 116, 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 91


On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 116, 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 116, 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 91


On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 116, 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 91


On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 116, which was -21.30 lower than the previous day. The implied volatity was 20.19, the open interest changed by 26 which increased total open position to 91


On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 137.3, which was -17.20 lower than the previous day. The implied volatity was 20.52, the open interest changed by 1 which increased total open position to 65


On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 154.5, which was -29.55 lower than the previous day. The implied volatity was 20.62, the open interest changed by -8 which decreased total open position to 64


On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 184.05, which was -56.20 lower than the previous day. The implied volatity was 19.81, the open interest changed by 0 which decreased total open position to 72


On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 240.25, which was -73.75 lower than the previous day. The implied volatity was 19.08, the open interest changed by 18 which increased total open position to 72


On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 314, which was 4.00 higher than the previous day. The implied volatity was 17.75, the open interest changed by 19 which increased total open position to 54


On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 310, which was -20.55 lower than the previous day. The implied volatity was 17.03, the open interest changed by 2 which increased total open position to 35


On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 330.55, which was 39.05 higher than the previous day. The implied volatity was 16.43, the open interest changed by 26 which increased total open position to 33


On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 291.5, which was 291.50 higher than the previous day. The implied volatity was 17.29, the open interest changed by 7 which increased total open position to 7


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