BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.65
Vega: 35.51
Theta: -36.05
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 847.5 | 847.50 | 14.66 | 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 | |||
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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 | 0.00 | 0 | 0 | 0 | |||
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57400 expiring on 30DEC2024
Delta for 57400 CE is 0.65
Historical price for 57400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 847.5, which was 847.50 higher than the previous day. The implied volatity was 14.66, 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 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 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 8 Oct BANKEX was trading at 57805.41. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 57400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 36.04
Theta: -24.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 409 | 215.90 | 16.63 | 369.5 | -26.5 | 14.5 |
| 19 Dec | 58728.26 | 193.1 | 86.20 | 17.51 | 105.5 | -10.5 | 41 |
| 18 Dec | 59417.63 | 106.9 | 32.35 | 17.57 | 4 | -1 | 51.5 |
| 17 Dec | 60175.98 | 74.55 | 23.00 | 19.01 | 1 | 0 | 52.5 |
| 16 Dec | 60986.65 | 51.55 | -9.95 | 20.27 | 23 | 0 | 52.5 |
| 13 Dec | 60997.39 | 61.5 | -38.85 | 19.33 | 6.5 | 1.5 | 52.5 |
| 12 Dec | 60506.79 | 100.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 100.35 | 0.00 | 0.00 | 0 | 0 | 51 |
| 10 Dec | 60959.27 | 100.35 | 0.00 | 0.00 | 0 | 0 | 51 |
| 9 Dec | 60827.31 | 100.35 | -41.35 | 19.08 | 36 | 19.5 | 51 |
| 6 Dec | 60995.64 | 141.7 | -24.70 | 20.30 | 6.5 | -1 | 31.5 |
| 5 Dec | 60941.98 | 166.4 | -30.25 | 20.65 | 77.5 | -9 | 32.5 |
| 4 Dec | 60530.95 | 196.65 | -55.90 | 19.80 | 15.5 | 10.5 | 41.5 |
| 3 Dec | 59986.58 | 252.55 | -83.05 | 18.98 | 7.5 | 1.5 | 31 |
| 2 Dec | 59287.61 | 335.6 | -11.30 | 17.77 | 150.5 | 0.5 | 29.5 |
| 29 Nov | 59298.07 | 346.9 | -12.80 | 17.37 | 19.5 | 5 | 29 |
| 28 Nov | 59092.56 | 359.7 | 54.00 | 16.57 | 25.5 | 19.5 | 24 |
| 27 Nov | 59573.72 | 305.7 | -71.65 | 17.20 | 5 | 4 | 4.5 |
| 26 Nov | 59432.06 | 377.35 | 377.35 | 17.91 | 1 | 0.5 | 0.5 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 57382.57 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 | 0.00 | 0 | 0 | 0 |
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57400 expiring on 30DEC2024
Delta for 57400 PE is -0.37
Historical price for 57400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 409, which was 215.90 higher than the previous day. The implied volatity was 16.63, the open interest changed by -53 which decreased total open position to 29
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 193.1, which was 86.20 higher than the previous day. The implied volatity was 17.51, the open interest changed by -21 which decreased total open position to 82
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 106.9, which was 32.35 higher than the previous day. The implied volatity was 17.57, the open interest changed by -2 which decreased total open position to 103
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 74.55, which was 23.00 higher than the previous day. The implied volatity was 19.01, the open interest changed by 0 which decreased total open position to 105
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 51.55, which was -9.95 lower than the previous day. The implied volatity was 20.27, the open interest changed by 0 which decreased total open position to 105
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 61.5, which was -38.85 lower than the previous day. The implied volatity was 19.33, the open interest changed by 3 which increased total open position to 105
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 100.35, 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 100.35, 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 102
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 100.35, 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 102
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 100.35, which was -41.35 lower than the previous day. The implied volatity was 19.08, the open interest changed by 39 which increased total open position to 102
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 141.7, which was -24.70 lower than the previous day. The implied volatity was 20.30, the open interest changed by -2 which decreased total open position to 63
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 166.4, which was -30.25 lower than the previous day. The implied volatity was 20.65, the open interest changed by -18 which decreased total open position to 65
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 196.65, which was -55.90 lower than the previous day. The implied volatity was 19.80, the open interest changed by 21 which increased total open position to 83
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 252.55, which was -83.05 lower than the previous day. The implied volatity was 18.98, the open interest changed by 3 which increased total open position to 62
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 335.6, which was -11.30 lower than the previous day. The implied volatity was 17.77, the open interest changed by 1 which increased total open position to 59
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 346.9, which was -12.80 lower than the previous day. The implied volatity was 17.37, the open interest changed by 10 which increased total open position to 58
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 359.7, which was 54.00 higher than the previous day. The implied volatity was 16.57, the open interest changed by 39 which increased total open position to 48
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 305.7, which was -71.65 lower than the previous day. The implied volatity was 17.20, the open interest changed by 8 which increased total open position to 9
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 377.35, which was 377.35 higher than the previous day. The implied volatity was 17.91, the open interest changed by 1 which increased total open position to 1
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 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 8 Oct BANKEX was trading at 57805.41. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
