BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.43
Vega: 37.60
Theta: -38.21
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 505.5 | -464.15 | 16.74 | 289 | 44.5 | 47 | |||
| 19 Dec | 58728.26 | 969.65 | 969.65 | 13.55 | 4 | 2.5 | 2.5 | |||
| 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 | |||
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| 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 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 58663.55 | 0 | 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 | |||
| 10 Oct | 58623.32 | 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 58200 expiring on 30DEC2024
Delta for 58200 CE is 0.43
Historical price for 58200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 505.5, which was -464.15 lower than the previous day. The implied volatity was 16.74, the open interest changed by 89 which increased total open position to 94
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 969.65, which was 969.65 higher than the previous day. The implied volatity was 13.55, the open interest changed by 5 which increased total open position to 5
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 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 31 Oct BANKEX was trading at 58663.55. 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 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 10 Oct BANKEX was trading at 58623.32. 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 58200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.57
Vega: 37.60
Theta: -22.42
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 796.45 | 396.40 | 16.79 | 400 | -17.5 | 78 |
| 19 Dec | 58728.26 | 400.05 | 173.20 | 17.22 | 19.5 | 12 | 95.5 |
| 18 Dec | 59417.63 | 226.85 | 99.10 | 17.03 | 130.5 | 29.5 | 83.5 |
| 17 Dec | 60175.98 | 127.75 | 37.50 | 17.45 | 22.5 | 9 | 54 |
| 16 Dec | 60986.65 | 90.25 | 8.15 | 19.09 | 94.5 | 0 | 45 |
| 13 Dec | 60997.39 | 82.1 | -55.00 | 17.17 | 91 | 6 | 45 |
| 12 Dec | 60506.79 | 137.1 | -3.35 | 17.05 | 5 | 0 | 39 |
| 11 Dec | 60767.63 | 140.45 | -30.65 | 17.91 | 7 | 1 | 39 |
| 10 Dec | 60959.27 | 171.1 | -33.50 | 19.42 | 19.5 | 6 | 38 |
| 9 Dec | 60827.31 | 204.6 | -1.10 | 19.55 | 8.5 | 3.5 | 32 |
| 6 Dec | 60995.64 | 205.7 | -33.85 | 19.19 | 19.5 | -7.5 | 28.5 |
| 5 Dec | 60941.98 | 239.55 | -56.15 | 19.62 | 19 | 10.5 | 36 |
| 4 Dec | 60530.95 | 295.7 | -81.10 | 19.07 | 132.5 | 1.5 | 25.5 |
| 3 Dec | 59986.58 | 376.8 | -124.40 | 18.23 | 49 | 8.5 | 24 |
| 2 Dec | 59287.61 | 501.2 | -2.25 | 17.05 | 81 | 8 | 15.5 |
| 29 Nov | 59298.07 | 503.45 | -57.45 | 16.53 | 28 | 2 | 7.5 |
| 28 Nov | 59092.56 | 560.9 | 123.10 | 16.32 | 42.5 | 3 | 5.5 |
| 27 Nov | 59573.72 | 437.8 | 437.80 | 16.29 | 14 | 2.5 | 2.5 |
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 31 Oct | 58663.55 | 0 | 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 |
| 10 Oct | 58623.32 | 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 58200 expiring on 30DEC2024
Delta for 58200 PE is -0.57
Historical price for 58200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 796.45, which was 396.40 higher than the previous day. The implied volatity was 16.79, the open interest changed by -35 which decreased total open position to 156
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 400.05, which was 173.20 higher than the previous day. The implied volatity was 17.22, the open interest changed by 24 which increased total open position to 191
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 226.85, which was 99.10 higher than the previous day. The implied volatity was 17.03, the open interest changed by 59 which increased total open position to 167
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 127.75, which was 37.50 higher than the previous day. The implied volatity was 17.45, the open interest changed by 18 which increased total open position to 108
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 90.25, which was 8.15 higher than the previous day. The implied volatity was 19.09, the open interest changed by 0 which decreased total open position to 90
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 82.1, which was -55.00 lower than the previous day. The implied volatity was 17.17, the open interest changed by 12 which increased total open position to 90
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 137.1, which was -3.35 lower than the previous day. The implied volatity was 17.05, the open interest changed by 0 which decreased total open position to 78
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 140.45, which was -30.65 lower than the previous day. The implied volatity was 17.91, the open interest changed by 2 which increased total open position to 78
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 171.1, which was -33.50 lower than the previous day. The implied volatity was 19.42, the open interest changed by 12 which increased total open position to 76
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 204.6, which was -1.10 lower than the previous day. The implied volatity was 19.55, the open interest changed by 7 which increased total open position to 64
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 205.7, which was -33.85 lower than the previous day. The implied volatity was 19.19, the open interest changed by -15 which decreased total open position to 57
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 239.55, which was -56.15 lower than the previous day. The implied volatity was 19.62, the open interest changed by 21 which increased total open position to 72
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 295.7, which was -81.10 lower than the previous day. The implied volatity was 19.07, the open interest changed by 3 which increased total open position to 51
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 376.8, which was -124.40 lower than the previous day. The implied volatity was 18.23, the open interest changed by 17 which increased total open position to 48
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 501.2, which was -2.25 lower than the previous day. The implied volatity was 17.05, the open interest changed by 16 which increased total open position to 31
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 503.45, which was -57.45 lower than the previous day. The implied volatity was 16.53, the open interest changed by 4 which increased total open position to 15
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 560.9, which was 123.10 higher than the previous day. The implied volatity was 16.32, the open interest changed by 6 which increased total open position to 11
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 437.8, which was 437.80 higher than the previous day. The implied volatity was 16.29, the open interest changed by 5 which increased total open position to 5
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 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 31 Oct BANKEX was trading at 58663.55. 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 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 10 Oct BANKEX was trading at 58623.32. 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
