BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.61
Vega: 36.67
Theta: -39.21
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 842.75 | 842.75 | 16.23 | 7.5 | 6 | 6 | |||
| 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 | |||
| 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 | |||
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 57980.36 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 57500 expiring on 30DEC2024
Delta for 57500 CE is 0.61
Historical price for 57500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 842.75, which was 842.75 higher than the previous day. The implied volatity was 16.23, the open interest changed by 12 which increased total open position to 12
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 25 Oct BANKEX was trading at 57971.49. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKEX was trading at 57980.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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 57500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.39
Vega: 36.77
Theta: -24.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 457.1 | 239.10 | 16.88 | 676.5 | 84.5 | 341.5 |
| 19 Dec | 58728.26 | 218 | 108.20 | 17.65 | 681.5 | 93 | 257 |
| 18 Dec | 59417.63 | 109.8 | 39.80 | 17.13 | 168 | -1.5 | 164 |
| 17 Dec | 60175.98 | 70 | 13.00 | 18.23 | 42 | -2.5 | 165.5 |
| 16 Dec | 60986.65 | 57 | -8.30 | 20.26 | 186 | 15 | 168 |
| 13 Dec | 60997.39 | 65.3 | -17.05 | 19.17 | 315.5 | 18 | 153 |
| 12 Dec | 60506.79 | 82.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 82.35 | -29.00 | 18.37 | 24 | 5.5 | 135 |
| 10 Dec | 60959.27 | 111.35 | -16.60 | 20.09 | 133.5 | 4.5 | 129.5 |
| 9 Dec | 60827.31 | 127.95 | -25.30 | 19.88 | 222.5 | 46 | 125 |
| 6 Dec | 60995.64 | 153.25 | -18.95 | 20.34 | 82 | -3.5 | 79 |
| 5 Dec | 60941.98 | 172.2 | -36.05 | 20.46 | 101 | -12 | 82.5 |
| 4 Dec | 60530.95 | 208.25 | -54.55 | 19.74 | 152 | -30 | 94.5 |
| 3 Dec | 59986.58 | 262.8 | -92.55 | 18.81 | 199 | 55.5 | 124.5 |
| 2 Dec | 59287.61 | 355.35 | -6.15 | 17.72 | 309 | 19.5 | 69 |
| 29 Nov | 59298.07 | 361.5 | -27.25 | 17.22 | 79.5 | 21.5 | 49.5 |
| 28 Nov | 59092.56 | 388.75 | 71.95 | 16.68 | 140.5 | 20.5 | 28 |
| 27 Nov | 59573.72 | 316.8 | -68.20 | 17.02 | 1 | 0 | 7.5 |
| 26 Nov | 59432.06 | 385 | -96.05 | 17.64 | 42 | 6.5 | 7.5 |
| 25 Nov | 59504.71 | 481.05 | 481.05 | 19.52 | 2.5 | 1 | 1 |
| 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 |
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 9 Oct | 57980.36 | 0 | 0.00 | - | 0 | 0 | 0 |
| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 57500 expiring on 30DEC2024
Delta for 57500 PE is -0.39
Historical price for 57500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 457.1, which was 239.10 higher than the previous day. The implied volatity was 16.88, the open interest changed by 169 which increased total open position to 683
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 218, which was 108.20 higher than the previous day. The implied volatity was 17.65, the open interest changed by 186 which increased total open position to 514
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 109.8, which was 39.80 higher than the previous day. The implied volatity was 17.13, the open interest changed by -3 which decreased total open position to 328
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 70, which was 13.00 higher than the previous day. The implied volatity was 18.23, the open interest changed by -5 which decreased total open position to 331
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 57, which was -8.30 lower than the previous day. The implied volatity was 20.26, the open interest changed by 30 which increased total open position to 336
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 65.3, which was -17.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by 36 which increased total open position to 306
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 82.35, 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 82.35, which was -29.00 lower than the previous day. The implied volatity was 18.37, the open interest changed by 11 which increased total open position to 270
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 111.35, which was -16.60 lower than the previous day. The implied volatity was 20.09, the open interest changed by 9 which increased total open position to 259
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 127.95, which was -25.30 lower than the previous day. The implied volatity was 19.88, the open interest changed by 92 which increased total open position to 250
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 153.25, which was -18.95 lower than the previous day. The implied volatity was 20.34, the open interest changed by -7 which decreased total open position to 158
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 172.2, which was -36.05 lower than the previous day. The implied volatity was 20.46, the open interest changed by -24 which decreased total open position to 165
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 208.25, which was -54.55 lower than the previous day. The implied volatity was 19.74, the open interest changed by -60 which decreased total open position to 189
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 262.8, which was -92.55 lower than the previous day. The implied volatity was 18.81, the open interest changed by 111 which increased total open position to 249
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 355.35, which was -6.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by 39 which increased total open position to 138
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 361.5, which was -27.25 lower than the previous day. The implied volatity was 17.22, the open interest changed by 43 which increased total open position to 99
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 388.75, which was 71.95 higher than the previous day. The implied volatity was 16.68, the open interest changed by 41 which increased total open position to 56
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 316.8, which was -68.20 lower than the previous day. The implied volatity was 17.02, the open interest changed by 0 which decreased total open position to 15
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 385, which was -96.05 lower than the previous day. The implied volatity was 17.64, the open interest changed by 13 which increased total open position to 15
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 481.05, which was 481.05 higher than the previous day. The implied volatity was 19.52, the open interest changed by 2 which increased total open position to 2
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 25 Oct BANKEX was trading at 57971.49. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKEX was trading at 57980.36. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
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
