BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.46
Vega: 37.90
Theta: -37.85
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 529.45 | -635.55 | 16.22 | 125 | 34 | 34.5 | |||
| 19 Dec | 58728.26 | 1165 | 1165.00 | 17.10 | 0.5 | 0.5 | 0.5 | |||
|
|
||||||||||
| 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 | |||
| 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 | |||
| 24 Oct | 58522.84 | 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 58100 expiring on 30DEC2024
Delta for 58100 CE is 0.46
Historical price for 58100 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 529.45, which was -635.55 lower than the previous day. The implied volatity was 16.22, the open interest changed by 68 which increased total open position to 69
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1165, which was 1165.00 higher than the previous day. The implied volatity was 17.10, the open interest changed by 1 which increased total open position to 1
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 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 24 Oct BANKEX was trading at 58522.84. 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 58100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.54
Vega: 37.92
Theta: -23.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 741.35 | 379.10 | 16.82 | 482 | -23 | 56.5 |
| 19 Dec | 58728.26 | 362.25 | 160.45 | 17.11 | 77.5 | -4 | 79.5 |
| 18 Dec | 59417.63 | 201.8 | 160.50 | 16.91 | 124 | 42 | 83.5 |
| 17 Dec | 60175.98 | 41.3 | 0.00 | 0.00 | 0 | 0 | 41.5 |
| 16 Dec | 60986.65 | 41.3 | 0.00 | 0.00 | 0 | 0 | 41.5 |
| 13 Dec | 60997.39 | 41.3 | -120.05 | 15.11 | 141 | 1.5 | 41.5 |
| 12 Dec | 60506.79 | 161.35 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Dec | 60767.63 | 161.35 | 0.00 | 0.00 | 0 | 0 | 40 |
| 10 Dec | 60959.27 | 161.35 | -28.20 | 19.52 | 1.5 | 1 | 40 |
| 9 Dec | 60827.31 | 189.55 | -11.85 | 19.53 | 15.5 | -1.5 | 39 |
| 6 Dec | 60995.64 | 201.4 | -42.45 | 19.49 | 25.5 | -0.5 | 40.5 |
| 5 Dec | 60941.98 | 243.85 | -33.90 | 20.17 | 9.5 | 0.5 | 41 |
| 4 Dec | 60530.95 | 277.75 | -83.25 | 19.07 | 38 | 10.5 | 40.5 |
| 3 Dec | 59986.58 | 361 | -134.90 | 18.37 | 49 | 15 | 30 |
| 2 Dec | 59287.61 | 495.9 | 1.35 | 17.48 | 61.5 | 7 | 15 |
| 29 Nov | 59298.07 | 494.55 | -29.65 | 16.88 | 13.5 | -0.5 | 8 |
| 28 Nov | 59092.56 | 524.2 | 106.55 | 16.22 | 40.5 | 0.5 | 8.5 |
| 27 Nov | 59573.72 | 417.65 | -82.85 | 16.38 | 15 | 4.5 | 8 |
| 26 Nov | 59432.06 | 500.5 | 500.50 | 17.04 | 6 | 3.5 | 3.5 |
| 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 |
| 24 Oct | 58522.84 | 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 58100 expiring on 30DEC2024
Delta for 58100 PE is -0.54
Historical price for 58100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 741.35, which was 379.10 higher than the previous day. The implied volatity was 16.82, the open interest changed by -46 which decreased total open position to 113
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 362.25, which was 160.45 higher than the previous day. The implied volatity was 17.11, the open interest changed by -8 which decreased total open position to 159
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 201.8, which was 160.50 higher than the previous day. The implied volatity was 16.91, the open interest changed by 84 which increased total open position to 167
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 41.3, 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 83
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 41.3, 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 83
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 41.3, which was -120.05 lower than the previous day. The implied volatity was 15.11, the open interest changed by 3 which increased total open position to 83
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 161.35, 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 161.35, 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 80
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 161.35, which was -28.20 lower than the previous day. The implied volatity was 19.52, the open interest changed by 2 which increased total open position to 80
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 189.55, which was -11.85 lower than the previous day. The implied volatity was 19.53, the open interest changed by -3 which decreased total open position to 78
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 201.4, which was -42.45 lower than the previous day. The implied volatity was 19.49, the open interest changed by -1 which decreased total open position to 81
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 243.85, which was -33.90 lower than the previous day. The implied volatity was 20.17, the open interest changed by 1 which increased total open position to 82
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 277.75, which was -83.25 lower than the previous day. The implied volatity was 19.07, the open interest changed by 21 which increased total open position to 81
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 361, which was -134.90 lower than the previous day. The implied volatity was 18.37, the open interest changed by 30 which increased total open position to 60
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 495.9, which was 1.35 higher than the previous day. The implied volatity was 17.48, the open interest changed by 14 which increased total open position to 30
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 494.55, which was -29.65 lower than the previous day. The implied volatity was 16.88, the open interest changed by -1 which decreased total open position to 16
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 524.2, which was 106.55 higher than the previous day. The implied volatity was 16.22, the open interest changed by 1 which increased total open position to 17
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 417.65, which was -82.85 lower than the previous day. The implied volatity was 16.38, the open interest changed by 9 which increased total open position to 16
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 500.5, which was 500.50 higher than the previous day. The implied volatity was 17.04, the open interest changed by 7 which increased total open position to 7
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 24 Oct BANKEX was trading at 58522.84. 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
