BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.34
Vega: 34.96
Theta: -34.39
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 352.6 | -494.25 | 16.65 | 327.5 | 54.5 | 66 | |||
| 19 Dec | 58728.26 | 846.85 | -385.10 | 16.86 | 44 | 11.5 | 11.5 | |||
| 18 Dec | 59417.63 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 17 Dec | 60175.98 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 16 Dec | 60986.65 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 13 Dec | 60997.39 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 12 Dec | 60506.79 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 10 Dec | 60959.27 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 9 Dec | 60827.31 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Dec | 60995.64 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 5 Dec | 60941.98 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 4 Dec | 60530.95 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 3 Dec | 59986.58 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 2 Dec | 59287.61 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Nov | 59298.07 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 1231.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 1231.95 | 1231.95 | 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 | |||
| 30 Oct | 59050.09 | 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 | |||
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| 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 58600 expiring on 30DEC2024
Delta for 58600 CE is 0.34
Historical price for 58600 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 352.6, which was -494.25 lower than the previous day. The implied volatity was 16.65, the open interest changed by 109 which increased total open position to 132
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 846.85, which was -385.10 lower than the previous day. The implied volatity was 16.86, the open interest changed by 23 which increased total open position to 23
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, 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 1231.95, which was 1231.95 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 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 30 Oct BANKEX was trading at 59050.09. 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 58600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.66
Vega: 35.15
Theta: -19.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1058 | 534.90 | 17.15 | 214 | -26 | 27.5 |
| 19 Dec | 58728.26 | 523.1 | 210.30 | 16.38 | 363.5 | -54 | 53.5 |
| 18 Dec | 59417.63 | 312.8 | 133.00 | 16.57 | 202.5 | 53 | 107.5 |
| 17 Dec | 60175.98 | 179.8 | 58.45 | 17.07 | 67.5 | 29 | 54.5 |
| 16 Dec | 60986.65 | 121.35 | 3.80 | 18.59 | 99.5 | -28 | 25.5 |
| 13 Dec | 60997.39 | 117.55 | -61.15 | 16.99 | 106.5 | 12.5 | 53.5 |
| 12 Dec | 60506.79 | 178.7 | -4.05 | 16.51 | 13.5 | 1 | 41 |
| 11 Dec | 60767.63 | 182.75 | -30.25 | 17.48 | 29.5 | -9.5 | 40 |
| 10 Dec | 60959.27 | 213 | -29.85 | 18.90 | 27 | -2.5 | 49.5 |
| 9 Dec | 60827.31 | 242.85 | 0.25 | 18.78 | 27 | 8.5 | 52 |
| 6 Dec | 60995.64 | 242.6 | -53.30 | 18.49 | 21.5 | 10.5 | 43.5 |
| 5 Dec | 60941.98 | 295.9 | -59.65 | 19.30 | 48 | -6.5 | 33 |
| 4 Dec | 60530.95 | 355.55 | -107.80 | 18.59 | 25 | 6.5 | 39.5 |
| 3 Dec | 59986.58 | 463.35 | -171.35 | 17.96 | 55.5 | 5.5 | 33 |
| 2 Dec | 59287.61 | 634.7 | 3.70 | 17.13 | 220 | 18.5 | 27.5 |
| 29 Nov | 59298.07 | 631 | 86.95 | 16.54 | 26 | 4.5 | 9 |
| 28 Nov | 59092.56 | 544.05 | 12.65 | 13.93 | 15.5 | 3.5 | 4.5 |
| 27 Nov | 59573.72 | 531.4 | -124.90 | 15.97 | 6 | 0 | 1 |
| 26 Nov | 59432.06 | 656.3 | -362.75 | 17.10 | 4 | 1 | 1 |
| 25 Nov | 59504.71 | 1019.05 | 1019.05 | 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 |
| 30 Oct | 59050.09 | 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 58600 expiring on 30DEC2024
Delta for 58600 PE is -0.66
Historical price for 58600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1058, which was 534.90 higher than the previous day. The implied volatity was 17.15, the open interest changed by -52 which decreased total open position to 55
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 523.1, which was 210.30 higher than the previous day. The implied volatity was 16.38, the open interest changed by -108 which decreased total open position to 107
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 312.8, which was 133.00 higher than the previous day. The implied volatity was 16.57, the open interest changed by 106 which increased total open position to 215
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 179.8, which was 58.45 higher than the previous day. The implied volatity was 17.07, the open interest changed by 58 which increased total open position to 109
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 121.35, which was 3.80 higher than the previous day. The implied volatity was 18.59, the open interest changed by -56 which decreased total open position to 51
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 117.55, which was -61.15 lower than the previous day. The implied volatity was 16.99, the open interest changed by 25 which increased total open position to 107
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 178.7, which was -4.05 lower than the previous day. The implied volatity was 16.51, the open interest changed by 2 which increased total open position to 82
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 182.75, which was -30.25 lower than the previous day. The implied volatity was 17.48, the open interest changed by -19 which decreased total open position to 80
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 213, which was -29.85 lower than the previous day. The implied volatity was 18.90, the open interest changed by -5 which decreased total open position to 99
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 242.85, which was 0.25 higher than the previous day. The implied volatity was 18.78, the open interest changed by 17 which increased total open position to 104
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 242.6, which was -53.30 lower than the previous day. The implied volatity was 18.49, the open interest changed by 21 which increased total open position to 87
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 295.9, which was -59.65 lower than the previous day. The implied volatity was 19.30, the open interest changed by -13 which decreased total open position to 66
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 355.55, which was -107.80 lower than the previous day. The implied volatity was 18.59, the open interest changed by 13 which increased total open position to 79
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 463.35, which was -171.35 lower than the previous day. The implied volatity was 17.96, the open interest changed by 11 which increased total open position to 66
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 634.7, which was 3.70 higher than the previous day. The implied volatity was 17.13, the open interest changed by 37 which increased total open position to 55
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 631, which was 86.95 higher than the previous day. The implied volatity was 16.54, the open interest changed by 9 which increased total open position to 18
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 544.05, which was 12.65 higher than the previous day. The implied volatity was 13.93, the open interest changed by 7 which increased total open position to 9
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 531.4, which was -124.90 lower than the previous day. The implied volatity was 15.97, the open interest changed by 0 which decreased total open position to 2
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 656.3, which was -362.75 lower than the previous day. The implied volatity was 17.10, the open interest changed by 2 which increased total open position to 2
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1019.05, which was 1019.05 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 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 30 Oct BANKEX was trading at 59050.09. 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
