BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.48
Vega: 38.09
Theta: -38.73
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 582 | -655.00 | 16.40 | 308.5 | 61 | 62 | |||
| 19 Dec | 58728.26 | 1237 | -1263.00 | 17.21 | 0.5 | 0.5 | 1 | |||
| 18 Dec | 59417.63 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 17 Dec | 60175.98 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
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| 16 Dec | 60986.65 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 13 Dec | 60997.39 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 12 Dec | 60506.79 | 2500 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 10 Dec | 60959.27 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 9 Dec | 60827.31 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 6 Dec | 60995.64 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 5 Dec | 60941.98 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 4 Dec | 60530.95 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 3 Dec | 59986.58 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 2 Dec | 59287.61 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 29 Nov | 59298.07 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 28 Nov | 59092.56 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 27 Nov | 59573.72 | 2500 | 0.00 | 0.00 | 0 | 0 | 0.5 | |||
| 26 Nov | 59432.06 | 2500 | 2500.00 | 18.01 | 0.5 | 0.5 | 0.5 | |||
| 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 | |||
| 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 58000 expiring on 30DEC2024
Delta for 58000 CE is 0.48
Historical price for 58000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 582, which was -655.00 lower than the previous day. The implied volatity was 16.40, the open interest changed by 122 which increased total open position to 124
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1237, which was -1263.00 lower than the previous day. The implied volatity was 17.21, the open interest changed by 1 which increased total open position to 2
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2500, 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 1
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2500, 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 1
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2500, 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 1
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2500, 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 1
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2500, 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 2500, 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 1
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2500, 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 1
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2500, 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 1
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2500, 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 1
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2500, 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 1
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2500, 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 1
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 2500, 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 1
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 2500, 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 1
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 2500, 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 1
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 2500, 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 1
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 2500, 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 1
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 2500, which was 2500.00 higher than the previous day. The implied volatity was 18.01, 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 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 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 58000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.52
Vega: 38.08
Theta: -22.61
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 666.05 | 339.05 | 16.26 | 799 | 9.5 | 221 |
| 19 Dec | 58728.26 | 327 | 156.60 | 17.00 | 800 | -56 | 211.5 |
| 18 Dec | 59417.63 | 170.4 | 55.35 | 16.49 | 525 | 70 | 267.5 |
| 17 Dec | 60175.98 | 115.05 | 46.50 | 18.01 | 132.5 | 2 | 197.5 |
| 16 Dec | 60986.65 | 68.55 | -11.80 | 18.78 | 166.5 | 11.5 | 195.5 |
| 13 Dec | 60997.39 | 80.35 | -30.90 | 17.95 | 363 | 26.5 | 184 |
| 12 Dec | 60506.79 | 111.25 | -11.90 | 16.95 | 7 | -1 | 157.5 |
| 11 Dec | 60767.63 | 123.15 | -16.85 | 18.13 | 96 | 40.5 | 158.5 |
| 10 Dec | 60959.27 | 140 | -34.05 | 19.17 | 46.5 | -7.5 | 118 |
| 9 Dec | 60827.31 | 174.05 | -32.25 | 19.46 | 132 | 0 | 125.5 |
| 6 Dec | 60995.64 | 206.3 | -5.70 | 20.06 | 107 | -28 | 125.5 |
| 5 Dec | 60941.98 | 212 | -57.95 | 19.68 | 83.5 | 6.5 | 153.5 |
| 4 Dec | 60530.95 | 269.95 | -79.15 | 19.32 | 485 | 10 | 147 |
| 3 Dec | 59986.58 | 349.1 | -124.70 | 18.59 | 244.5 | 57 | 137 |
| 2 Dec | 59287.61 | 473.8 | 3.95 | 17.59 | 354.5 | 21 | 80 |
| 29 Nov | 59298.07 | 469.85 | -19.60 | 16.93 | 50 | 0 | 59 |
| 28 Nov | 59092.56 | 489.45 | 99.45 | 16.13 | 273.5 | 43.5 | 59 |
| 27 Nov | 59573.72 | 390 | -95.30 | 16.32 | 39 | 6 | 15.5 |
| 26 Nov | 59432.06 | 485.3 | -24.15 | 17.24 | 15 | 6 | 9.5 |
| 25 Nov | 59504.71 | 509.45 | -190.55 | 17.79 | 5.5 | 3.5 | 3.5 |
| 20 Nov | 57627.04 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 19 Nov | 57627.04 | 700 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 700 | 700.00 | 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 58000 expiring on 30DEC2024
Delta for 58000 PE is -0.52
Historical price for 58000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 666.05, which was 339.05 higher than the previous day. The implied volatity was 16.26, the open interest changed by 19 which increased total open position to 442
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 327, which was 156.60 higher than the previous day. The implied volatity was 17.00, the open interest changed by -112 which decreased total open position to 423
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 170.4, which was 55.35 higher than the previous day. The implied volatity was 16.49, the open interest changed by 140 which increased total open position to 535
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 115.05, which was 46.50 higher than the previous day. The implied volatity was 18.01, the open interest changed by 4 which increased total open position to 395
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 68.55, which was -11.80 lower than the previous day. The implied volatity was 18.78, the open interest changed by 23 which increased total open position to 391
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 80.35, which was -30.90 lower than the previous day. The implied volatity was 17.95, the open interest changed by 53 which increased total open position to 368
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 111.25, which was -11.90 lower than the previous day. The implied volatity was 16.95, the open interest changed by -2 which decreased total open position to 315
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 123.15, which was -16.85 lower than the previous day. The implied volatity was 18.13, the open interest changed by 81 which increased total open position to 317
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 140, which was -34.05 lower than the previous day. The implied volatity was 19.17, the open interest changed by -15 which decreased total open position to 236
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 174.05, which was -32.25 lower than the previous day. The implied volatity was 19.46, the open interest changed by 0 which decreased total open position to 251
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 206.3, which was -5.70 lower than the previous day. The implied volatity was 20.06, the open interest changed by -56 which decreased total open position to 251
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 212, which was -57.95 lower than the previous day. The implied volatity was 19.68, the open interest changed by 13 which increased total open position to 307
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 269.95, which was -79.15 lower than the previous day. The implied volatity was 19.32, the open interest changed by 20 which increased total open position to 294
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 349.1, which was -124.70 lower than the previous day. The implied volatity was 18.59, the open interest changed by 114 which increased total open position to 274
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 473.8, which was 3.95 higher than the previous day. The implied volatity was 17.59, the open interest changed by 42 which increased total open position to 160
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 469.85, which was -19.60 lower than the previous day. The implied volatity was 16.93, the open interest changed by 0 which decreased total open position to 118
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 489.45, which was 99.45 higher than the previous day. The implied volatity was 16.13, the open interest changed by 87 which increased total open position to 118
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 390, which was -95.30 lower than the previous day. The implied volatity was 16.32, the open interest changed by 12 which increased total open position to 31
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 485.3, which was -24.15 lower than the previous day. The implied volatity was 17.24, the open interest changed by 12 which increased total open position to 19
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 509.45, which was -190.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by 7 which increased total open position to 7
On 20 Nov BANKEX was trading at 57627.04. The strike last trading price was 700, 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 700, 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 700, which was 700.00 higher 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
