BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.36
Vega: 35.86
Theta: -35.84
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 393 | -527.60 | 16.83 | 786.5 | 154 | 258 | |||
| 19 Dec | 58728.26 | 920.6 | 920.60 | 17.27 | 199 | 104 | 104 | |||
| 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 | |||
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| 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 | |||
| 28 Oct | 58384.41 | 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 | |||
| 15 Oct | 58933.11 | 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 | 0 | 0 | ||||
For Bank Index - strike price 58500 expiring on 30DEC2024
Delta for 58500 CE is 0.36
Historical price for 58500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 393, which was -527.60 lower than the previous day. The implied volatity was 16.83, the open interest changed by 308 which increased total open position to 516
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 920.6, which was 920.60 higher than the previous day. The implied volatity was 17.27, the open interest changed by 208 which increased total open position to 208
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 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 15 Oct BANKEX was trading at 58933.11. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 58500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.64
Vega: 35.77
Theta: -19.17
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 969.75 | 474.75 | 16.51 | 761 | 158.5 | 328 |
| 19 Dec | 58728.26 | 495 | 205.95 | 16.73 | 250.5 | 58.5 | 169.5 |
| 18 Dec | 59417.63 | 289.05 | 112.25 | 16.68 | 291 | 15 | 111 |
| 17 Dec | 60175.98 | 176.8 | 68.15 | 17.58 | 192.5 | 11 | 96 |
| 16 Dec | 60986.65 | 108.65 | -12.90 | 18.53 | 179.5 | -2 | 85 |
| 13 Dec | 60997.39 | 121.55 | -42.15 | 17.62 | 189.5 | -6.5 | 87 |
| 12 Dec | 60506.79 | 163.7 | -14.60 | 16.53 | 38.5 | 4 | 93.5 |
| 11 Dec | 60767.63 | 178.3 | -18.85 | 17.82 | 153.5 | -35.5 | 89.5 |
| 10 Dec | 60959.27 | 197.15 | -45.55 | 18.89 | 77.5 | 0.5 | 125 |
| 9 Dec | 60827.31 | 242.7 | 14.95 | 19.26 | 90.5 | 24.5 | 124.5 |
| 6 Dec | 60995.64 | 227.75 | -56.05 | 18.53 | 69 | 40 | 100 |
| 5 Dec | 60941.98 | 283.8 | -56.40 | 19.46 | 61 | -12.5 | 60 |
| 4 Dec | 60530.95 | 340.2 | -85.00 | 18.72 | 105.5 | 2 | 72.5 |
| 3 Dec | 59986.58 | 425.2 | -176.10 | 17.74 | 112.5 | 17.5 | 70.5 |
| 2 Dec | 59287.61 | 601.3 | -0.60 | 17.14 | 199.5 | 18 | 53 |
| 29 Nov | 59298.07 | 601.9 | -35.10 | 16.62 | 22 | 1 | 35 |
| 28 Nov | 59092.56 | 637 | 147.00 | 15.94 | 249.5 | 20 | 34 |
| 27 Nov | 59573.72 | 490 | -104.45 | 15.77 | 22.5 | 10.5 | 14 |
| 26 Nov | 59432.06 | 594.45 | -31.55 | 16.64 | 9.5 | 1 | 3.5 |
| 25 Nov | 59504.71 | 626 | 626.00 | 17.31 | 5 | 2.5 | 2.5 |
| 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 |
| 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 |
| 15 Oct | 58933.11 | 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 | 0 | 0 | |
For Bank Index - strike price 58500 expiring on 30DEC2024
Delta for 58500 PE is -0.64
Historical price for 58500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 969.75, which was 474.75 higher than the previous day. The implied volatity was 16.51, the open interest changed by 317 which increased total open position to 656
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 495, which was 205.95 higher than the previous day. The implied volatity was 16.73, the open interest changed by 117 which increased total open position to 339
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 289.05, which was 112.25 higher than the previous day. The implied volatity was 16.68, the open interest changed by 30 which increased total open position to 222
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 176.8, which was 68.15 higher than the previous day. The implied volatity was 17.58, the open interest changed by 22 which increased total open position to 192
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 108.65, which was -12.90 lower than the previous day. The implied volatity was 18.53, the open interest changed by -4 which decreased total open position to 170
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 121.55, which was -42.15 lower than the previous day. The implied volatity was 17.62, the open interest changed by -13 which decreased total open position to 174
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 163.7, which was -14.60 lower than the previous day. The implied volatity was 16.53, the open interest changed by 8 which increased total open position to 187
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 178.3, which was -18.85 lower than the previous day. The implied volatity was 17.82, the open interest changed by -71 which decreased total open position to 179
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 197.15, which was -45.55 lower than the previous day. The implied volatity was 18.89, the open interest changed by 1 which increased total open position to 250
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 242.7, which was 14.95 higher than the previous day. The implied volatity was 19.26, the open interest changed by 49 which increased total open position to 249
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 227.75, which was -56.05 lower than the previous day. The implied volatity was 18.53, the open interest changed by 80 which increased total open position to 200
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 283.8, which was -56.40 lower than the previous day. The implied volatity was 19.46, the open interest changed by -25 which decreased total open position to 120
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 340.2, which was -85.00 lower than the previous day. The implied volatity was 18.72, the open interest changed by 4 which increased total open position to 145
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 425.2, which was -176.10 lower than the previous day. The implied volatity was 17.74, the open interest changed by 35 which increased total open position to 141
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 601.3, which was -0.60 lower than the previous day. The implied volatity was 17.14, the open interest changed by 36 which increased total open position to 106
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 601.9, which was -35.10 lower than the previous day. The implied volatity was 16.62, the open interest changed by 2 which increased total open position to 70
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 637, which was 147.00 higher than the previous day. The implied volatity was 15.94, the open interest changed by 40 which increased total open position to 68
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 490, which was -104.45 lower than the previous day. The implied volatity was 15.77, the open interest changed by 21 which increased total open position to 28
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 594.45, which was -31.55 lower than the previous day. The implied volatity was 16.64, the open interest changed by 2 which increased total open position to 7
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 626, which was 626.00 higher than the previous day. The implied volatity was 17.31, the open interest changed by 5 which increased total open position to 5
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 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 15 Oct BANKEX was trading at 58933.11. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
