BANKEX
Bank Index
Historical option data for BANKEX
03 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
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 | |||
| 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 | |||
| 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 57700 expiring on 30DEC2024
Delta for 57700 CE is 0.00
Historical price for 57700 CE is as follows
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 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 57700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.17
Vega: 41.60
Theta: -11.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 59986.58 | 284.35 | -118.35 | 18.47 | 15.5 | -1 | 26.5 |
| 2 Dec | 59287.61 | 402.7 | -0.45 | 17.73 | 139.5 | -6 | 27.5 |
| 29 Nov | 59298.07 | 403.15 | -17.95 | 17.13 | 24.5 | 1 | 33.5 |
| 28 Nov | 59092.56 | 421.1 | 85.15 | 16.37 | 68 | 22.5 | 32.5 |
| 27 Nov | 59573.72 | 335.95 | -86.05 | 16.58 | 49.5 | 2.5 | 10 |
| 26 Nov | 59432.06 | 422 | 422.00 | 17.47 | 15 | 7.5 | 7.5 |
| 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 |
| 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 57700 expiring on 30DEC2024
Delta for 57700 PE is -0.17
Historical price for 57700 PE is as follows
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 284.35, which was -118.35 lower than the previous day. The implied volatity was 18.47, the open interest changed by -2 which decreased total open position to 53
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 402.7, which was -0.45 lower than the previous day. The implied volatity was 17.73, the open interest changed by -12 which decreased total open position to 55
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 403.15, which was -17.95 lower than the previous day. The implied volatity was 17.13, the open interest changed by 2 which increased total open position to 67
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 421.1, which was 85.15 higher than the previous day. The implied volatity was 16.37, the open interest changed by 45 which increased total open position to 65
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 335.95, which was -86.05 lower than the previous day. The implied volatity was 16.58, the open interest changed by 5 which increased total open position to 20
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 422, which was 422.00 higher than the previous day. The implied volatity was 17.47, the open interest changed by 15 which increased total open position to 15
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 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
