BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.32
Vega: 34.08
Theta: -33.57
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 325.75 | -467.15 | 16.79 | 349.5 | 31.5 | 69.5 | |||
| 19 Dec | 58728.26 | 792.9 | -1295.90 | 16.89 | 276.5 | 35.5 | 38 | |||
| 18 Dec | 59417.63 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 17 Dec | 60175.98 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
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| 16 Dec | 60986.65 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 13 Dec | 60997.39 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 12 Dec | 60506.79 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 10 Dec | 60959.27 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 9 Dec | 60827.31 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 6 Dec | 60995.64 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 5 Dec | 60941.98 | 2088.8 | 0.00 | 0.00 | 0 | 0 | 2.5 | |||
| 4 Dec | 60530.95 | 2088.8 | 666.05 | - | 2.5 | 1.5 | 2.5 | |||
| 3 Dec | 59986.58 | 1422.75 | 0.00 | 0.00 | 0 | 0 | 1 | |||
| 2 Dec | 59287.61 | 1422.75 | 1159.70 | 12.33 | 16 | 1 | 1 | |||
| 29 Nov | 59298.07 | 263.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 263.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 263.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 263.05 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 263.05 | 263.05 | 0.00 | 0 | 0 | 0 | |||
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 59184.10 | 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 | |||
| 21 Oct | 59115.28 | 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 58700 expiring on 30DEC2024
Delta for 58700 CE is 0.32
Historical price for 58700 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 325.75, which was -467.15 lower than the previous day. The implied volatity was 16.79, the open interest changed by 63 which increased total open position to 139
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 792.9, which was -1295.90 lower than the previous day. The implied volatity was 16.89, the open interest changed by 71 which increased total open position to 76
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2088.8, 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 5
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2088.8, 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 5
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2088.8, 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 5
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2088.8, 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 5
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2088.8, 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 2088.8, 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 5
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2088.8, 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 5
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2088.8, 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 5
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2088.8, 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 5
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2088.8, 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 5
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2088.8, which was 666.05 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 5
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1422.75, 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 2
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1422.75, which was 1159.70 higher than the previous day. The implied volatity was 12.33, the open interest changed by 2 which increased total open position to 2
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 263.05, 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 263.05, 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 263.05, 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 263.05, 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 263.05, which was 263.05 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 11 Nov BANKEX was trading at 59184.10. 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 21 Oct BANKEX was trading at 59115.28. 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 58700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.68
Vega: 34.22
Theta: -18.22
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1123.6 | 550.00 | 17.09 | 263 | -32.5 | 55.5 |
| 19 Dec | 58728.26 | 573.6 | 233.05 | 16.53 | 402 | -37.5 | 88 |
| 18 Dec | 59417.63 | 340.55 | 143.00 | 16.51 | 331.5 | 78.5 | 125.5 |
| 17 Dec | 60175.98 | 197.55 | 63.75 | 17.04 | 35.5 | 6.5 | 47 |
| 16 Dec | 60986.65 | 133.8 | 7.85 | 18.60 | 72.5 | -28.5 | 40.5 |
| 13 Dec | 60997.39 | 125.95 | -65.05 | 16.86 | 110.5 | 21.5 | 69 |
| 12 Dec | 60506.79 | 191 | -2.95 | 16.38 | 68.5 | 5 | 47.5 |
| 11 Dec | 60767.63 | 193.95 | -28.30 | 17.34 | 49.5 | -14.5 | 42.5 |
| 10 Dec | 60959.27 | 222.25 | -51.85 | 18.69 | 38.5 | 18.5 | 57 |
| 9 Dec | 60827.31 | 274.1 | 18.65 | 19.14 | 17 | -0.5 | 38.5 |
| 6 Dec | 60995.64 | 255.45 | -53.05 | 18.38 | 32.5 | 2.5 | 39 |
| 5 Dec | 60941.98 | 308.5 | -70.30 | 19.15 | 31 | -5.5 | 36.5 |
| 4 Dec | 60530.95 | 378.8 | -109.55 | 18.61 | 28.5 | 12 | 42 |
| 3 Dec | 59986.58 | 488.35 | -185.15 | 17.92 | 84.5 | 8.5 | 30 |
| 2 Dec | 59287.61 | 673.5 | 16.60 | 17.19 | 251 | 14 | 21.5 |
| 29 Nov | 59298.07 | 656.9 | -42.30 | 16.40 | 19.5 | 2 | 7.5 |
| 28 Nov | 59092.56 | 699.2 | 161.85 | 15.78 | 23.5 | 1 | 5.5 |
| 27 Nov | 59573.72 | 537.35 | -111.25 | 15.57 | 14 | 4 | 4.5 |
| 26 Nov | 59432.06 | 648.6 | 648.60 | 16.46 | 5 | 0.5 | 0.5 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 12 Nov | 58328.11 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 59184.10 | 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 |
| 21 Oct | 59115.28 | 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 58700 expiring on 30DEC2024
Delta for 58700 PE is -0.68
Historical price for 58700 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1123.6, which was 550.00 higher than the previous day. The implied volatity was 17.09, the open interest changed by -65 which decreased total open position to 111
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 573.6, which was 233.05 higher than the previous day. The implied volatity was 16.53, the open interest changed by -75 which decreased total open position to 176
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 340.55, which was 143.00 higher than the previous day. The implied volatity was 16.51, the open interest changed by 157 which increased total open position to 251
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 197.55, which was 63.75 higher than the previous day. The implied volatity was 17.04, the open interest changed by 13 which increased total open position to 94
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 133.8, which was 7.85 higher than the previous day. The implied volatity was 18.60, the open interest changed by -57 which decreased total open position to 81
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 125.95, which was -65.05 lower than the previous day. The implied volatity was 16.86, the open interest changed by 43 which increased total open position to 138
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 191, which was -2.95 lower than the previous day. The implied volatity was 16.38, the open interest changed by 10 which increased total open position to 95
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 193.95, which was -28.30 lower than the previous day. The implied volatity was 17.34, the open interest changed by -29 which decreased total open position to 85
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 222.25, which was -51.85 lower than the previous day. The implied volatity was 18.69, the open interest changed by 37 which increased total open position to 114
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 274.1, which was 18.65 higher than the previous day. The implied volatity was 19.14, the open interest changed by -1 which decreased total open position to 77
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 255.45, which was -53.05 lower than the previous day. The implied volatity was 18.38, the open interest changed by 5 which increased total open position to 78
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 308.5, which was -70.30 lower than the previous day. The implied volatity was 19.15, the open interest changed by -11 which decreased total open position to 73
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 378.8, which was -109.55 lower than the previous day. The implied volatity was 18.61, the open interest changed by 24 which increased total open position to 84
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 488.35, which was -185.15 lower than the previous day. The implied volatity was 17.92, the open interest changed by 17 which increased total open position to 60
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 673.5, which was 16.60 higher than the previous day. The implied volatity was 17.19, the open interest changed by 28 which increased total open position to 43
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 656.9, which was -42.30 lower than the previous day. The implied volatity was 16.40, 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 699.2, which was 161.85 higher than the previous day. The implied volatity was 15.78, the open interest changed by 2 which increased total open position to 11
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 537.35, which was -111.25 lower than the previous day. The implied volatity was 15.57, the open interest changed by 8 which increased total open position to 9
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 648.6, which was 648.60 higher than the previous day. The implied volatity was 16.46, the open interest changed by 1 which increased total open position to 1
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 11 Nov BANKEX was trading at 59184.10. 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 21 Oct BANKEX was trading at 59115.28. 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
