BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.58
Vega: 37.29
Theta: -39.78
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 793.85 | 793.85 | 16.49 | 19 | 9.5 | 9.5 | |||
| 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 | |||
| 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 | |||
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| 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 57600 expiring on 30DEC2024
Delta for 57600 CE is 0.58
Historical price for 57600 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 793.85, which was 793.85 higher than the previous day. The implied volatity was 16.49, the open interest changed by 19 which increased total open position to 19
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 57600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.42
Vega: 37.34
Theta: -25.37
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 511 | 282.80 | 17.21 | 174 | -6 | 41 |
| 19 Dec | 58728.26 | 228.2 | 73.95 | 17.24 | 103.5 | 11 | 47 |
| 18 Dec | 59417.63 | 154.25 | 86.75 | 18.44 | 4.5 | -1.5 | 36 |
| 17 Dec | 60175.98 | 67.5 | 0.00 | 0.00 | 0 | 0 | 37.5 |
| 16 Dec | 60986.65 | 67.5 | 0.00 | 0.00 | 0 | 0 | 37.5 |
| 13 Dec | 60997.39 | 67.5 | -50.00 | 18.90 | 51.5 | 1.5 | 37.5 |
| 12 Dec | 60506.79 | 117.5 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 117.5 | 0.00 | 0.00 | 0 | 0 | 36 |
| 10 Dec | 60959.27 | 117.5 | 0.00 | 0.00 | 0 | 0 | 36 |
| 9 Dec | 60827.31 | 117.5 | -31.20 | 19.04 | 25 | 11.5 | 36 |
| 6 Dec | 60995.64 | 148.7 | -30.45 | 19.78 | 2 | -1 | 24.5 |
| 5 Dec | 60941.98 | 179.15 | -33.25 | 20.29 | 50.5 | 1 | 25.5 |
| 4 Dec | 60530.95 | 212.4 | -59.85 | 19.45 | 8.5 | 2.5 | 24.5 |
| 3 Dec | 59986.58 | 272.25 | -107.45 | 18.61 | 23.5 | -2 | 22 |
| 2 Dec | 59287.61 | 379.7 | -2.55 | 17.75 | 179 | 6 | 24 |
| 29 Nov | 59298.07 | 382.25 | -15.45 | 17.18 | 15 | 4 | 18 |
| 28 Nov | 59092.56 | 397.7 | 94.15 | 16.40 | 20.5 | 6 | 14 |
| 27 Nov | 59573.72 | 303.55 | -100.70 | 16.33 | 10.5 | 7.5 | 8 |
| 26 Nov | 59432.06 | 404.25 | 404.25 | 17.57 | 0.5 | 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 |
| 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 57600 expiring on 30DEC2024
Delta for 57600 PE is -0.42
Historical price for 57600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 511, which was 282.80 higher than the previous day. The implied volatity was 17.21, the open interest changed by -12 which decreased total open position to 82
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 228.2, which was 73.95 higher than the previous day. The implied volatity was 17.24, the open interest changed by 22 which increased total open position to 94
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 154.25, which was 86.75 higher than the previous day. The implied volatity was 18.44, the open interest changed by -3 which decreased total open position to 72
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 67.5, 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 75
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 67.5, 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 75
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 67.5, which was -50.00 lower than the previous day. The implied volatity was 18.90, the open interest changed by 3 which increased total open position to 75
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 117.5, 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 117.5, 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 72
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 117.5, 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 72
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 117.5, which was -31.20 lower than the previous day. The implied volatity was 19.04, the open interest changed by 23 which increased total open position to 72
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 148.7, which was -30.45 lower than the previous day. The implied volatity was 19.78, the open interest changed by -2 which decreased total open position to 49
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 179.15, which was -33.25 lower than the previous day. The implied volatity was 20.29, the open interest changed by 2 which increased total open position to 51
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 212.4, which was -59.85 lower than the previous day. The implied volatity was 19.45, the open interest changed by 5 which increased total open position to 49
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 272.25, which was -107.45 lower than the previous day. The implied volatity was 18.61, the open interest changed by -4 which decreased total open position to 44
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 379.7, which was -2.55 lower than the previous day. The implied volatity was 17.75, the open interest changed by 12 which increased total open position to 48
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 382.25, which was -15.45 lower than the previous day. The implied volatity was 17.18, the open interest changed by 8 which increased total open position to 36
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 397.7, which was 94.15 higher than the previous day. The implied volatity was 16.40, the open interest changed by 12 which increased total open position to 28
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 303.55, which was -100.70 lower than the previous day. The implied volatity was 16.33, the open interest changed by 15 which increased total open position to 16
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 404.25, which was 404.25 higher than the previous day. The implied volatity was 17.57, 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 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
