BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.53
Vega: 37.99
Theta: -39.18
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 676.05 | 676.05 | 16.27 | 97 | 36 | 36 | |||
| 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 | |||
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 23 Oct | 58205.70 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 58259.38 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 11 Oct | 58263.75 | 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 57800 expiring on 30DEC2024
Delta for 57800 CE is 0.53
Historical price for 57800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 676.05, which was 676.05 higher than the previous day. The implied volatity was 16.27, the open interest changed by 72 which increased total open position to 72
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 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 23 Oct BANKEX was trading at 58205.70. 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 17 Oct BANKEX was trading at 58259.38. 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 11 Oct BANKEX was trading at 58263.75. 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 57800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.47
Vega: 37.99
Theta: -23.70
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 572.4 | 292.75 | 16.43 | 401 | 91.5 | 131.5 |
| 19 Dec | 58728.26 | 279.65 | 136.85 | 17.29 | 62.5 | 10 | 40 |
| 18 Dec | 59417.63 | 142.8 | 71.80 | 16.73 | 22 | -5 | 30 |
| 17 Dec | 60175.98 | 71 | 0.00 | 0.00 | 0 | 0 | 35 |
| 16 Dec | 60986.65 | 71 | -14.75 | 19.87 | 6.5 | 0.5 | 35 |
| 13 Dec | 60997.39 | 85.75 | -13.25 | 19.10 | 100.5 | -2.5 | 34.5 |
| 12 Dec | 60506.79 | 99 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 99 | -47.45 | 17.95 | 0.5 | -0.5 | 37 |
| 10 Dec | 60959.27 | 146.45 | 0.00 | 0.00 | 0 | 0 | 37.5 |
| 9 Dec | 60827.31 | 146.45 | -18.65 | 19.35 | 4 | 1 | 37.5 |
| 6 Dec | 60995.64 | 165.1 | -33.80 | 19.56 | 21.5 | -6.5 | 36.5 |
| 5 Dec | 60941.98 | 198.9 | -45.90 | 20.11 | 21 | 16.5 | 43 |
| 4 Dec | 60530.95 | 244.8 | -62.65 | 19.52 | 7 | 4 | 26.5 |
| 3 Dec | 59986.58 | 307.45 | -101.20 | 18.57 | 25 | 6 | 22.5 |
| 2 Dec | 59287.61 | 408.65 | -6.80 | 17.36 | 68.5 | 4 | 16.5 |
| 29 Nov | 59298.07 | 415.45 | -46.05 | 16.90 | 16.5 | 2 | 12.5 |
| 28 Nov | 59092.56 | 461.5 | 108.65 | 16.62 | 36 | 4.5 | 10.5 |
| 27 Nov | 59573.72 | 352.85 | -87.05 | 16.49 | 18 | -2.5 | 6 |
| 26 Nov | 59432.06 | 439.9 | 439.90 | 17.35 | 12 | 8.5 | 8.5 |
| 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 |
| 25 Oct | 57971.49 | 0 | 0.00 | - | 0 | 0 | 0 |
| 23 Oct | 58205.70 | 0 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 58259.38 | 0 | 0.00 | - | 0 | 0 | 0 |
| 11 Oct | 58263.75 | 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 57800 expiring on 30DEC2024
Delta for 57800 PE is -0.47
Historical price for 57800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 572.4, which was 292.75 higher than the previous day. The implied volatity was 16.43, the open interest changed by 183 which increased total open position to 263
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 279.65, which was 136.85 higher than the previous day. The implied volatity was 17.29, the open interest changed by 20 which increased total open position to 80
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 142.8, which was 71.80 higher than the previous day. The implied volatity was 16.73, the open interest changed by -10 which decreased total open position to 60
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 71, 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 70
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 71, which was -14.75 lower than the previous day. The implied volatity was 19.87, the open interest changed by 1 which increased total open position to 70
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 85.75, which was -13.25 lower than the previous day. The implied volatity was 19.10, the open interest changed by -5 which decreased total open position to 69
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 99, 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 99, which was -47.45 lower than the previous day. The implied volatity was 17.95, the open interest changed by -1 which decreased total open position to 74
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 146.45, 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 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 146.45, which was -18.65 lower than the previous day. The implied volatity was 19.35, the open interest changed by 2 which increased total open position to 75
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 165.1, which was -33.80 lower than the previous day. The implied volatity was 19.56, the open interest changed by -13 which decreased total open position to 73
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 198.9, which was -45.90 lower than the previous day. The implied volatity was 20.11, the open interest changed by 33 which increased total open position to 86
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 244.8, which was -62.65 lower than the previous day. The implied volatity was 19.52, the open interest changed by 8 which increased total open position to 53
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 307.45, which was -101.20 lower than the previous day. The implied volatity was 18.57, the open interest changed by 12 which increased total open position to 45
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 408.65, which was -6.80 lower than the previous day. The implied volatity was 17.36, the open interest changed by 8 which increased total open position to 33
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 415.45, which was -46.05 lower than the previous day. The implied volatity was 16.90, the open interest changed by 4 which increased total open position to 25
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 461.5, which was 108.65 higher than the previous day. The implied volatity was 16.62, the open interest changed by 9 which increased total open position to 21
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 352.85, which was -87.05 lower than the previous day. The implied volatity was 16.49, the open interest changed by -5 which decreased total open position to 12
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 439.9, which was 439.90 higher than the previous day. The implied volatity was 17.35, the open interest changed by 17 which increased total open position to 17
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 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 23 Oct BANKEX was trading at 58205.70. 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 17 Oct BANKEX was trading at 58259.38. 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 11 Oct BANKEX was trading at 58263.75. 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
