BANKEX
Bank Index
Historical option data for BANKEX
28 Jan 2025 09:06 AM IST
| BANKEX 28JAN2025 57600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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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 | |||
| 28 Jan | 55165.72 | 0.6 | -4.25 | 0.00 | 0 | -2 | 299 | |||
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| 27 Jan | 54703.29 | 0.6 | -4.25 | 34.24 | 1,437 | -114 | 299 | |||
| 24 Jan | 54723.35 | 4.25 | -10.5 | 20.70 | 696 | 79 | 411 | |||
| 23 Jan | 54951.63 | 10.85 | -24.30 | 19.52 | 188 | 42 | 330 | |||
| 22 Jan | 55166.20 | 35.15 | -32.75 | 20.40 | 745 | 119 | 286 | |||
| 21 Jan | 55020.92 | 67.9 | -90.60 | 22.93 | 388 | 14 | 165 | |||
| 20 Jan | 56036.23 | 158.5 | 84.90 | 18.93 | 313 | 22 | 149 | |||
| 17 Jan | 54919.15 | 73.6 | -125.30 | 18.90 | 164 | 10 | 125 | |||
| 16 Jan | 55945.06 | 198.9 | 76.70 | 17.11 | 202 | -37 | 113 | |||
| 15 Jan | 55327.97 | 122.2 | -52.10 | 17.38 | 169 | 7 | 148 | |||
| 14 Jan | 55284.02 | 174.3 | 60.95 | 18.99 | 112 | -1 | 139 | |||
| 13 Jan | 54618.86 | 113.35 | -82.40 | 19.46 | 129 | 69 | 138 | |||
| 10 Jan | 55299.84 | 195.75 | -255.05 | 17.03 | 66 | 4 | 69 | |||
| 9 Jan | 56227.09 | 450.8 | -131.15 | 17.16 | 105 | -11 | 65 | |||
| 8 Jan | 56627.81 | 581.95 | -188.30 | 16.39 | 160 | 6 | 76 | |||
| 7 Jan | 57023.46 | 770.25 | -4.55 | 16.24 | 225 | 8 | 70 | |||
| 6 Jan | 56741.43 | 774.8 | -924.70 | 18.10 | 264 | 18 | 62 | |||
| 3 Jan | 57927.72 | 1699.5 | 0.00 | 0.00 | 0 | 0 | 44 | |||
| 2 Jan | 58555.83 | 1699.5 | 213.60 | 13.77 | 11 | -3 | 44 | |||
| 1 Jan | 57912.88 | 1485.9 | 17.26 | 177 | 0 | 47 | ||||
For Bank Index - strike price 57600 expiring on 28JAN2025
Delta for 57600 CE is 0.00
Historical price for 57600 CE is as follows
On 28 Jan BANKEX was trading at 55165.72. The strike last trading price was 0.6, which was -4.25 lower than the previous day. The implied volatity was 0.00, the open interest changed by -2 which decreased total open position to 299
On 27 Jan BANKEX was trading at 54703.29. The strike last trading price was 0.6, which was -4.25 lower than the previous day. The implied volatity was 34.24, the open interest changed by -114 which decreased total open position to 299
On 24 Jan BANKEX was trading at 54723.35. The strike last trading price was 4.25, which was -10.5 lower than the previous day. The implied volatity was 20.70, the open interest changed by 79 which increased total open position to 411
On 23 Jan BANKEX was trading at 54951.63. The strike last trading price was 10.85, which was -24.30 lower than the previous day. The implied volatity was 19.52, the open interest changed by 42 which increased total open position to 330
On 22 Jan BANKEX was trading at 55166.20. The strike last trading price was 35.15, which was -32.75 lower than the previous day. The implied volatity was 20.40, the open interest changed by 119 which increased total open position to 286
On 21 Jan BANKEX was trading at 55020.92. The strike last trading price was 67.9, which was -90.60 lower than the previous day. The implied volatity was 22.93, the open interest changed by 14 which increased total open position to 165
On 20 Jan BANKEX was trading at 56036.23. The strike last trading price was 158.5, which was 84.90 higher than the previous day. The implied volatity was 18.93, the open interest changed by 22 which increased total open position to 149
On 17 Jan BANKEX was trading at 54919.15. The strike last trading price was 73.6, which was -125.30 lower than the previous day. The implied volatity was 18.90, the open interest changed by 10 which increased total open position to 125
On 16 Jan BANKEX was trading at 55945.06. The strike last trading price was 198.9, which was 76.70 higher than the previous day. The implied volatity was 17.11, the open interest changed by -37 which decreased total open position to 113
On 15 Jan BANKEX was trading at 55327.97. The strike last trading price was 122.2, which was -52.10 lower than the previous day. The implied volatity was 17.38, the open interest changed by 7 which increased total open position to 148
On 14 Jan BANKEX was trading at 55284.02. The strike last trading price was 174.3, which was 60.95 higher than the previous day. The implied volatity was 18.99, the open interest changed by -1 which decreased total open position to 139
On 13 Jan BANKEX was trading at 54618.86. The strike last trading price was 113.35, which was -82.40 lower than the previous day. The implied volatity was 19.46, the open interest changed by 69 which increased total open position to 138
On 10 Jan BANKEX was trading at 55299.84. The strike last trading price was 195.75, which was -255.05 lower than the previous day. The implied volatity was 17.03, the open interest changed by 4 which increased total open position to 69
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 450.8, which was -131.15 lower than the previous day. The implied volatity was 17.16, the open interest changed by -11 which decreased total open position to 65
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 581.95, which was -188.30 lower than the previous day. The implied volatity was 16.39, the open interest changed by 6 which increased total open position to 76
On 7 Jan BANKEX was trading at 57023.46. The strike last trading price was 770.25, which was -4.55 lower than the previous day. The implied volatity was 16.24, the open interest changed by 8 which increased total open position to 70
On 6 Jan BANKEX was trading at 56741.43. The strike last trading price was 774.8, which was -924.70 lower than the previous day. The implied volatity was 18.10, the open interest changed by 18 which increased total open position to 62
On 3 Jan BANKEX was trading at 57927.72. The strike last trading price was 1699.5, 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 44
On 2 Jan BANKEX was trading at 58555.83. The strike last trading price was 1699.5, which was 213.60 higher than the previous day. The implied volatity was 13.77, the open interest changed by -3 which decreased total open position to 44
On 1 Jan BANKEX was trading at 57912.88. The strike last trading price was 1485.9, which was lower than the previous day. The implied volatity was 17.26, the open interest changed by 0 which decreased total open position to 47
| BANKEX 28JAN2025 57600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
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 |
| 28 Jan | 55165.72 | 1603.45 | -1030.85 | 0.00 | 0 | -15 | 46 |
| 27 Jan | 54703.29 | 1603.45 | -1030.85 | 0.00 | 0 | -15 | 46 |
| 24 Jan | 54723.35 | 1603.45 | -1030.85 | 0.00 | 0 | -15 | 46 |
| 23 Jan | 54951.63 | 1603.45 | 0.00 | 0.00 | 0 | -15 | 46 |
| 22 Jan | 55166.20 | 1603.45 | 0.00 | 0.00 | 0 | -15 | 46 |
| 21 Jan | 55020.92 | 1603.45 | 0.00 | 0.00 | 0 | -15 | 46 |
| 20 Jan | 56036.23 | 1603.45 | -371.85 | 19.25 | 6 | -15 | 46 |
| 17 Jan | 54919.15 | 1975.3 | 0.00 | 0.00 | 0 | -15 | 46 |
| 16 Jan | 55945.06 | 1975.3 | 0.00 | 0.00 | 0 | -15 | 46 |
| 15 Jan | 55327.97 | 1975.3 | -849.70 | - | 2 | -15 | 46 |
| 14 Jan | 55284.02 | 2825 | 0.00 | 0.00 | 0 | -15 | 46 |
| 13 Jan | 54618.86 | 2825 | 573.95 | 17.75 | 1 | -16 | 46 |
| 10 Jan | 55299.84 | 2251.05 | 548.00 | 18.20 | 1 | -15 | 47 |
| 9 Jan | 56227.09 | 1703.05 | 473.80 | 20.95 | 16 | -16 | 47 |
| 8 Jan | 56627.81 | 1229.25 | 133.35 | 16.19 | 22 | -10 | 61 |
| 7 Jan | 57023.46 | 1095.9 | -181.35 | 17.70 | 25 | -7 | 71 |
| 6 Jan | 56741.43 | 1277.25 | 599.10 | 17.92 | 549 | 38 | 78 |
| 3 Jan | 57927.72 | 678.15 | 190.80 | 16.60 | 85 | -20 | 40 |
| 2 Jan | 58555.83 | 487.35 | -139.55 | 16.70 | 352 | -12 | 60 |
| 1 Jan | 57912.88 | 626.9 | 15.22 | 400 | -6 | 72 | |
For Bank Index - strike price 57600 expiring on 28JAN2025
Delta for 57600 PE is 0.00
Historical price for 57600 PE is as follows
On 28 Jan BANKEX was trading at 55165.72. The strike last trading price was 1603.45, which was -1030.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 27 Jan BANKEX was trading at 54703.29. The strike last trading price was 1603.45, which was -1030.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 24 Jan BANKEX was trading at 54723.35. The strike last trading price was 1603.45, which was -1030.85 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 23 Jan BANKEX was trading at 54951.63. The strike last trading price was 1603.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 22 Jan BANKEX was trading at 55166.20. The strike last trading price was 1603.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 21 Jan BANKEX was trading at 55020.92. The strike last trading price was 1603.45, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 20 Jan BANKEX was trading at 56036.23. The strike last trading price was 1603.45, which was -371.85 lower than the previous day. The implied volatity was 19.25, the open interest changed by -15 which decreased total open position to 46
On 17 Jan BANKEX was trading at 54919.15. The strike last trading price was 1975.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 16 Jan BANKEX was trading at 55945.06. The strike last trading price was 1975.3, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 15 Jan BANKEX was trading at 55327.97. The strike last trading price was 1975.3, which was -849.70 lower than the previous day. The implied volatity was -, the open interest changed by -15 which decreased total open position to 46
On 14 Jan BANKEX was trading at 55284.02. The strike last trading price was 2825, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -15 which decreased total open position to 46
On 13 Jan BANKEX was trading at 54618.86. The strike last trading price was 2825, which was 573.95 higher than the previous day. The implied volatity was 17.75, the open interest changed by -16 which decreased total open position to 46
On 10 Jan BANKEX was trading at 55299.84. The strike last trading price was 2251.05, which was 548.00 higher than the previous day. The implied volatity was 18.20, the open interest changed by -15 which decreased total open position to 47
On 9 Jan BANKEX was trading at 56227.09. The strike last trading price was 1703.05, which was 473.80 higher than the previous day. The implied volatity was 20.95, the open interest changed by -16 which decreased total open position to 47
On 8 Jan BANKEX was trading at 56627.81. The strike last trading price was 1229.25, which was 133.35 higher than the previous day. The implied volatity was 16.19, the open interest changed by -10 which decreased total open position to 61
On 7 Jan BANKEX was trading at 57023.46. The strike last trading price was 1095.9, which was -181.35 lower than the previous day. The implied volatity was 17.70, the open interest changed by -7 which decreased total open position to 71
On 6 Jan BANKEX was trading at 56741.43. The strike last trading price was 1277.25, which was 599.10 higher than the previous day. The implied volatity was 17.92, the open interest changed by 38 which increased total open position to 78
On 3 Jan BANKEX was trading at 57927.72. The strike last trading price was 678.15, which was 190.80 higher than the previous day. The implied volatity was 16.60, the open interest changed by -20 which decreased total open position to 40
On 2 Jan BANKEX was trading at 58555.83. The strike last trading price was 487.35, which was -139.55 lower than the previous day. The implied volatity was 16.70, the open interest changed by -12 which decreased total open position to 60
On 1 Jan BANKEX was trading at 57912.88. The strike last trading price was 626.9, which was lower than the previous day. The implied volatity was 15.22, the open interest changed by -6 which decreased total open position to 72
