BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.39
Vega: 36.53
Theta: -36.38
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 422.2 | -575.70 | 16.63 | 340.5 | 29 | 35 | |||
| 19 Dec | 58728.26 | 997.9 | 997.90 | 17.73 | 8 | 6 | 6 | |||
| 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 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 31 Oct | 58663.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
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| 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 | |||
| 14 Oct | 58866.43 | 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 | 0 | 0 | ||||
For Bank Index - strike price 58400 expiring on 30DEC2024
Delta for 58400 CE is 0.39
Historical price for 58400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 422.2, which was -575.70 lower than the previous day. The implied volatity was 16.63, the open interest changed by 58 which increased total open position to 70
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 997.9, which was 997.90 higher than the previous day. The implied volatity was 17.73, the open interest changed by 12 which increased total open position to 12
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 8 Nov BANKEX was trading at 58857.86. 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 1 Nov BANKEX was trading at 58887.06. 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 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 14 Oct BANKEX was trading at 58866.43. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 58400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.61
Vega: 36.59
Theta: -21.09
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 922.1 | 464.70 | 16.95 | 390.5 | 3 | 62 |
| 19 Dec | 58728.26 | 457.4 | 188.55 | 16.79 | 67.5 | 9 | 59 |
| 18 Dec | 59417.63 | 268.85 | 112.95 | 16.86 | 137.5 | 24 | 50 |
| 17 Dec | 60175.98 | 155.9 | 53.75 | 17.41 | 18.5 | -6 | 26 |
| 16 Dec | 60986.65 | 102.15 | -6.95 | 18.72 | 35.5 | 4 | 32 |
| 13 Dec | 60997.39 | 109.1 | -42.35 | 17.56 | 70.5 | 2.5 | 28 |
| 12 Dec | 60506.79 | 151.45 | -16.05 | 16.60 | 27.5 | -8.5 | 25.5 |
| 11 Dec | 60767.63 | 167.5 | -18.00 | 17.94 | 15 | 2 | 34 |
| 10 Dec | 60959.27 | 185.5 | -29.40 | 18.98 | 8 | 2.5 | 32 |
| 9 Dec | 60827.31 | 214.9 | -11.60 | 18.93 | 12.5 | -1 | 29.5 |
| 6 Dec | 60995.64 | 226.5 | -32.95 | 18.93 | 11.5 | -4 | 30.5 |
| 5 Dec | 60941.98 | 259.45 | -59.95 | 19.28 | 32 | 4 | 34.5 |
| 4 Dec | 60530.95 | 319.4 | -94.70 | 18.71 | 51 | 4.5 | 30.5 |
| 3 Dec | 59986.58 | 414.1 | -140.75 | 18.02 | 25 | 3.5 | 26 |
| 2 Dec | 59287.61 | 554.85 | -11.05 | 16.91 | 63 | 14 | 22.5 |
| 29 Nov | 59298.07 | 565.9 | -39.00 | 16.56 | 12.5 | 2.5 | 8.5 |
| 28 Nov | 59092.56 | 604.9 | 122.35 | 15.97 | 18 | 1.5 | 6 |
| 27 Nov | 59573.72 | 482.55 | 482.55 | 16.13 | 9 | 4.5 | 4.5 |
| 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 |
| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 58887.06 | 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 |
| 14 Oct | 58866.43 | 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 | 0 | 0 | |
For Bank Index - strike price 58400 expiring on 30DEC2024
Delta for 58400 PE is -0.61
Historical price for 58400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 922.1, which was 464.70 higher than the previous day. The implied volatity was 16.95, the open interest changed by 6 which increased total open position to 124
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 457.4, which was 188.55 higher than the previous day. The implied volatity was 16.79, the open interest changed by 18 which increased total open position to 118
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 268.85, which was 112.95 higher than the previous day. The implied volatity was 16.86, the open interest changed by 48 which increased total open position to 100
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 155.9, which was 53.75 higher than the previous day. The implied volatity was 17.41, the open interest changed by -12 which decreased total open position to 52
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 102.15, which was -6.95 lower than the previous day. The implied volatity was 18.72, the open interest changed by 8 which increased total open position to 64
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 109.1, which was -42.35 lower than the previous day. The implied volatity was 17.56, the open interest changed by 5 which increased total open position to 56
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 151.45, which was -16.05 lower than the previous day. The implied volatity was 16.60, the open interest changed by -17 which decreased total open position to 51
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 167.5, which was -18.00 lower than the previous day. The implied volatity was 17.94, the open interest changed by 4 which increased total open position to 68
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 185.5, which was -29.40 lower than the previous day. The implied volatity was 18.98, the open interest changed by 5 which increased total open position to 64
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 214.9, which was -11.60 lower than the previous day. The implied volatity was 18.93, the open interest changed by -2 which decreased total open position to 59
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 226.5, which was -32.95 lower than the previous day. The implied volatity was 18.93, the open interest changed by -8 which decreased total open position to 61
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 259.45, which was -59.95 lower than the previous day. The implied volatity was 19.28, the open interest changed by 8 which increased total open position to 69
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 319.4, which was -94.70 lower than the previous day. The implied volatity was 18.71, the open interest changed by 9 which increased total open position to 61
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 414.1, which was -140.75 lower than the previous day. The implied volatity was 18.02, the open interest changed by 7 which increased total open position to 52
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 554.85, which was -11.05 lower than the previous day. The implied volatity was 16.91, the open interest changed by 28 which increased total open position to 45
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 565.9, which was -39.00 lower than the previous day. The implied volatity was 16.56, the open interest changed by 5 which increased total open position to 17
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 604.9, which was 122.35 higher than the previous day. The implied volatity was 15.97, the open interest changed by 3 which increased total open position to 12
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 482.55, which was 482.55 higher than the previous day. The implied volatity was 16.13, the open interest changed by 9 which increased total open position to 9
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 8 Nov BANKEX was trading at 58857.86. 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 1 Nov BANKEX was trading at 58887.06. 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 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 14 Oct BANKEX was trading at 58866.43. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
