BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.41
Vega: 37.13
Theta: -37.31
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 461.8 | -1419.15 | 16.66 | 180 | 21 | 21 | |||
| 19 Dec | 58728.26 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 18 Dec | 59417.63 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 60175.98 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 60986.65 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 60997.39 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 60506.79 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 60959.27 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 60827.31 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 60941.98 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 60530.95 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 59986.58 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 59287.61 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 59298.07 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 1880.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 1880.95 | 1880.95 | 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 | |||
| 16 Oct | 58773.72 | 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 | |||
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| 8 Oct | 57805.41 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 58300 expiring on 30DEC2024
Delta for 58300 CE is 0.41
Historical price for 58300 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 461.8, which was -1419.15 lower than the previous day. The implied volatity was 16.66, the open interest changed by 42 which increased total open position to 42
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, 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 1880.95, which was 1880.95 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 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 16 Oct BANKEX was trading at 58773.72. 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 58300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.59
Vega: 37.14
Theta: -21.51
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 852.8 | 436.00 | 16.73 | 481 | -31 | 60.5 |
| 19 Dec | 58728.26 | 416.8 | 181.70 | 16.71 | 152 | 2 | 91.5 |
| 18 Dec | 59417.63 | 235.1 | 93.65 | 16.58 | 143 | 27 | 89.5 |
| 17 Dec | 60175.98 | 141.45 | 44.25 | 17.44 | 63.5 | 25 | 62.5 |
| 16 Dec | 60986.65 | 97.2 | -5.95 | 18.97 | 66 | -12 | 37.5 |
| 13 Dec | 60997.39 | 103.15 | -40.15 | 17.75 | 190.5 | 16.5 | 49.5 |
| 12 Dec | 60506.79 | 143.3 | -7.05 | 16.80 | 19.5 | -5 | 33 |
| 11 Dec | 60767.63 | 150.35 | -63.95 | 17.81 | 32.5 | 8 | 38 |
| 10 Dec | 60959.27 | 214.3 | -2.35 | 20.37 | 1 | -1 | 30 |
| 9 Dec | 60827.31 | 216.65 | 2.05 | 19.45 | 16.5 | 6 | 31 |
| 6 Dec | 60995.64 | 214.6 | -49.10 | 19.03 | 17.5 | -2.5 | 25 |
| 5 Dec | 60941.98 | 263.7 | -42.00 | 19.83 | 20 | -1.5 | 27.5 |
| 4 Dec | 60530.95 | 305.7 | -84.35 | 18.85 | 17.5 | 1.5 | 29 |
| 3 Dec | 59986.58 | 390.05 | -156.05 | 18.02 | 29.5 | 8.5 | 27.5 |
| 2 Dec | 59287.61 | 546.1 | 1.75 | 17.31 | 108.5 | 12 | 19 |
| 29 Nov | 59298.07 | 544.35 | -31.25 | 16.72 | 7.5 | 0.5 | 7 |
| 28 Nov | 59092.56 | 575.6 | 125.50 | 16.03 | 35 | 6.5 | 6.5 |
| 27 Nov | 59573.72 | 450.1 | 450.10 | 16.04 | 16 | 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 |
| 16 Oct | 58773.72 | 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 58300 expiring on 30DEC2024
Delta for 58300 PE is -0.59
Historical price for 58300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 852.8, which was 436.00 higher than the previous day. The implied volatity was 16.73, the open interest changed by -62 which decreased total open position to 121
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 416.8, which was 181.70 higher than the previous day. The implied volatity was 16.71, the open interest changed by 4 which increased total open position to 183
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 235.1, which was 93.65 higher than the previous day. The implied volatity was 16.58, the open interest changed by 54 which increased total open position to 179
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 141.45, which was 44.25 higher than the previous day. The implied volatity was 17.44, the open interest changed by 50 which increased total open position to 125
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 97.2, which was -5.95 lower than the previous day. The implied volatity was 18.97, the open interest changed by -24 which decreased total open position to 75
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 103.15, which was -40.15 lower than the previous day. The implied volatity was 17.75, the open interest changed by 33 which increased total open position to 99
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 143.3, which was -7.05 lower than the previous day. The implied volatity was 16.80, the open interest changed by -10 which decreased total open position to 66
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 150.35, which was -63.95 lower than the previous day. The implied volatity was 17.81, the open interest changed by 16 which increased total open position to 76
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 214.3, which was -2.35 lower than the previous day. The implied volatity was 20.37, the open interest changed by -2 which decreased total open position to 60
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 216.65, which was 2.05 higher than the previous day. The implied volatity was 19.45, the open interest changed by 12 which increased total open position to 62
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 214.6, which was -49.10 lower than the previous day. The implied volatity was 19.03, the open interest changed by -5 which decreased total open position to 50
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 263.7, which was -42.00 lower than the previous day. The implied volatity was 19.83, the open interest changed by -3 which decreased total open position to 55
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 305.7, which was -84.35 lower than the previous day. The implied volatity was 18.85, the open interest changed by 3 which increased total open position to 58
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 390.05, which was -156.05 lower than the previous day. The implied volatity was 18.02, the open interest changed by 17 which increased total open position to 55
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 546.1, which was 1.75 higher than the previous day. The implied volatity was 17.31, the open interest changed by 24 which increased total open position to 38
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 544.35, which was -31.25 lower than the previous day. The implied volatity was 16.72, the open interest changed by 1 which increased total open position to 14
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 575.6, which was 125.50 higher than the previous day. The implied volatity was 16.03, the open interest changed by 13 which increased total open position to 13
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 450.1, which was 450.10 higher than the previous day. The implied volatity was 16.04, 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 16 Oct BANKEX was trading at 58773.72. 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
