BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 57900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.51
Vega: 38.11
Theta: -39.03
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 628.1 | 628.10 | 16.34 | 92 | 17.5 | 17.5 | |||
| 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 | |||
| 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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| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Oct | 58384.41 | 0 | 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 | |||
| 22 Oct | 58346.50 | 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 57900 expiring on 30DEC2024
Delta for 57900 CE is 0.51
Historical price for 57900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 628.1, which was 628.10 higher than the previous day. The implied volatity was 16.34, the open interest changed by 35 which increased total open position to 35
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 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 12 Nov BANKEX was trading at 58328.11. 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 Oct BANKEX was trading at 58384.41. 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 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 22 Oct BANKEX was trading at 58346.50. 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 57900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.49
Vega: 38.11
Theta: -24.17
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 637 | 336.50 | 16.85 | 222 | 37 | 71 |
| 19 Dec | 58728.26 | 300.5 | 136.80 | 17.08 | 56 | 6 | 34 |
| 18 Dec | 59417.63 | 163.7 | 90.70 | 16.90 | 66.5 | -8 | 28 |
| 17 Dec | 60175.98 | 73 | 0.00 | 0.00 | 0 | 0 | 36 |
| 16 Dec | 60986.65 | 73 | -15.95 | 19.53 | 10.5 | -4 | 36 |
| 13 Dec | 60997.39 | 88.95 | -83.80 | 18.84 | 92.5 | 5 | 40 |
| 12 Dec | 60506.79 | 172.75 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 172.75 | 0.00 | 0.00 | 0 | 0 | 35 |
| 10 Dec | 60959.27 | 172.75 | 0.00 | 0.00 | 0 | 0 | 35 |
| 9 Dec | 60827.31 | 172.75 | 25.95 | 19.86 | 4 | 0 | 35 |
| 6 Dec | 60995.64 | 146.8 | -61.80 | 18.52 | 13 | 2.5 | 35 |
| 5 Dec | 60941.98 | 208.6 | -42.50 | 20.00 | 8.5 | 1.5 | 32.5 |
| 4 Dec | 60530.95 | 251.1 | -83.05 | 19.26 | 24 | 8.5 | 31 |
| 3 Dec | 59986.58 | 334.15 | -108.35 | 18.72 | 57 | 1.5 | 22.5 |
| 2 Dec | 59287.61 | 442.5 | 0.40 | 17.52 | 67 | 4 | 21 |
| 29 Nov | 59298.07 | 442.1 | -20.90 | 16.92 | 7 | 1 | 17 |
| 28 Nov | 59092.56 | 463 | 100.30 | 16.16 | 22 | -1 | 16 |
| 27 Nov | 59573.72 | 362.7 | -90.85 | 16.25 | 33.5 | 8 | 17 |
| 26 Nov | 59432.06 | 453.55 | 453.55 | 17.14 | 15.5 | 9 | 9 |
| 25 Nov | 59504.71 | 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 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Oct | 58384.41 | 0 | 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 |
| 22 Oct | 58346.50 | 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 57900 expiring on 30DEC2024
Delta for 57900 PE is -0.49
Historical price for 57900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 637, which was 336.50 higher than the previous day. The implied volatity was 16.85, the open interest changed by 74 which increased total open position to 142
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 300.5, which was 136.80 higher than the previous day. The implied volatity was 17.08, the open interest changed by 12 which increased total open position to 68
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 163.7, which was 90.70 higher than the previous day. The implied volatity was 16.90, the open interest changed by -16 which decreased total open position to 56
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 73, 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 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 73, which was -15.95 lower than the previous day. The implied volatity was 19.53, the open interest changed by -8 which decreased total open position to 72
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 88.95, which was -83.80 lower than the previous day. The implied volatity was 18.84, the open interest changed by 10 which increased total open position to 80
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 172.75, 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 172.75, 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 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 172.75, 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 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 172.75, which was 25.95 higher than the previous day. The implied volatity was 19.86, the open interest changed by 0 which decreased total open position to 70
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 146.8, which was -61.80 lower than the previous day. The implied volatity was 18.52, the open interest changed by 5 which increased total open position to 70
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 208.6, which was -42.50 lower than the previous day. The implied volatity was 20.00, the open interest changed by 3 which increased total open position to 65
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 251.1, which was -83.05 lower than the previous day. The implied volatity was 19.26, the open interest changed by 17 which increased total open position to 62
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 334.15, which was -108.35 lower than the previous day. The implied volatity was 18.72, the open interest changed by 3 which increased total open position to 45
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 442.5, which was 0.40 higher than the previous day. The implied volatity was 17.52, the open interest changed by 8 which increased total open position to 42
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 442.1, which was -20.90 lower than the previous day. The implied volatity was 16.92, the open interest changed by 2 which increased total open position to 34
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 463, which was 100.30 higher than the previous day. The implied volatity was 16.16, the open interest changed by -2 which decreased total open position to 32
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 362.7, which was -90.85 lower than the previous day. The implied volatity was 16.25, the open interest changed by 16 which increased total open position to 34
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 453.55, which was 453.55 higher than the previous day. The implied volatity was 17.14, the open interest changed by 18 which increased total open position to 18
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 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 12 Nov BANKEX was trading at 58328.11. 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 Oct BANKEX was trading at 58384.41. 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 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 22 Oct BANKEX was trading at 58346.50. 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
