BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.30
Vega: 33.09
Theta: -32.55
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 298.7 | -446.20 | 16.87 | 376 | 48 | 102.5 | |||
| 19 Dec | 58728.26 | 744.9 | -1695.10 | 17.01 | 420.5 | 49 | 54.5 | |||
| 18 Dec | 59417.63 | 2440 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 17 Dec | 60175.98 | 2440 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 16 Dec | 60986.65 | 2440 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 13 Dec | 60997.39 | 2440 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 12 Dec | 60506.79 | 2440 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2440 | -205.00 | 16.02 | 0.5 | 0 | 5.5 | |||
| 10 Dec | 60959.27 | 2645 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 9 Dec | 60827.31 | 2645 | 776.20 | 18.80 | 0.5 | 0 | 5.5 | |||
| 6 Dec | 60995.64 | 1868.8 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 5 Dec | 60941.98 | 1868.8 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 4 Dec | 60530.95 | 1868.8 | 0.00 | 0.00 | 0 | 0 | 5.5 | |||
| 3 Dec | 59986.58 | 1868.8 | 552.50 | 12.70 | 1 | 0 | 5.5 | |||
| 2 Dec | 59287.61 | 1316.3 | 141.35 | 11.66 | 18 | 5.5 | 5.5 | |||
| 29 Nov | 59298.07 | 1174.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 28 Nov | 59092.56 | 1174.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 27 Nov | 59573.72 | 1174.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 59432.06 | 1174.95 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 59504.71 | 1174.95 | 1174.95 | 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 | |||
| 7 Nov | 59242.74 | 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 | |||
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| 24 Oct | 58522.84 | 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 | |||
| 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 | |||
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 58800 expiring on 30DEC2024
Delta for 58800 CE is 0.30
Historical price for 58800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 298.7, which was -446.20 lower than the previous day. The implied volatity was 16.87, the open interest changed by 96 which increased total open position to 205
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 744.9, which was -1695.10 lower than the previous day. The implied volatity was 17.01, the open interest changed by 98 which increased total open position to 109
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 2440, 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 11
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2440, 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 11
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2440, 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 11
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2440, 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 11
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2440, 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 2440, which was -205.00 lower than the previous day. The implied volatity was 16.02, the open interest changed by 0 which decreased total open position to 11
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2645, 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 11
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2645, which was 776.20 higher than the previous day. The implied volatity was 18.80, the open interest changed by 0 which decreased total open position to 11
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1868.8, 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 11
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1868.8, 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 11
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1868.8, 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 11
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1868.8, which was 552.50 higher than the previous day. The implied volatity was 12.70, the open interest changed by 0 which decreased total open position to 11
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1316.3, which was 141.35 higher than the previous day. The implied volatity was 11.66, the open interest changed by 11 which increased total open position to 11
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1174.95, 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 1174.95, 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 1174.95, 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 1174.95, 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 1174.95, which was 1174.95 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 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 7 Nov BANKEX was trading at 59242.74. 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 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 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 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 58800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 33.38
Theta: -17.68
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1203.15 | 568.15 | 17.39 | 175 | -2.5 | 79 |
| 19 Dec | 58728.26 | 635 | 263.90 | 16.89 | 387.5 | -32 | 81.5 |
| 18 Dec | 59417.63 | 371.1 | 152.10 | 16.48 | 479 | 41.5 | 113.5 |
| 17 Dec | 60175.98 | 219 | 75.20 | 17.09 | 118 | 12 | 72 |
| 16 Dec | 60986.65 | 143.8 | 1.30 | 18.47 | 140.5 | -57 | 60 |
| 13 Dec | 60997.39 | 142.5 | -54.30 | 17.00 | 102 | 23.5 | 117 |
| 12 Dec | 60506.79 | 196.8 | -13.15 | 16.04 | 24 | 1 | 93.5 |
| 11 Dec | 60767.63 | 209.95 | -25.80 | 17.33 | 127.5 | 43 | 92.5 |
| 10 Dec | 60959.27 | 235.75 | -39.65 | 18.59 | 27.5 | 3 | 49.5 |
| 9 Dec | 60827.31 | 275.4 | 7.70 | 18.67 | 18 | 1.5 | 46.5 |
| 6 Dec | 60995.64 | 267.7 | -56.65 | 18.23 | 18.5 | -3.5 | 45 |
| 5 Dec | 60941.98 | 324.35 | -71.65 | 19.06 | 62.5 | -6 | 48.5 |
| 4 Dec | 60530.95 | 396 | -124.50 | 18.48 | 29.5 | 4.5 | 54.5 |
| 3 Dec | 59986.58 | 520.5 | -166.15 | 17.98 | 74 | 8 | 50 |
| 2 Dec | 59287.61 | 686.65 | 5.65 | 16.80 | 449 | 24.5 | 42 |
| 29 Nov | 59298.07 | 681 | -59.35 | 16.21 | 52 | -6.5 | 17.5 |
| 28 Nov | 59092.56 | 740.35 | 166.45 | 15.82 | 28 | 8.5 | 24 |
| 27 Nov | 59573.72 | 573.9 | -123.70 | 15.64 | 33.5 | 11.5 | 15.5 |
| 26 Nov | 59432.06 | 697.6 | 697.60 | 16.68 | 15 | 4 | 4 |
| 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 |
| 7 Nov | 59242.74 | 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 |
| 22 Oct | 58346.50 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 59115.28 | 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 |
| 10 Oct | 58623.32 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 58800 expiring on 30DEC2024
Delta for 58800 PE is -0.70
Historical price for 58800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1203.15, which was 568.15 higher than the previous day. The implied volatity was 17.39, the open interest changed by -5 which decreased total open position to 158
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 635, which was 263.90 higher than the previous day. The implied volatity was 16.89, the open interest changed by -64 which decreased total open position to 163
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 371.1, which was 152.10 higher than the previous day. The implied volatity was 16.48, the open interest changed by 83 which increased total open position to 227
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 219, which was 75.20 higher than the previous day. The implied volatity was 17.09, the open interest changed by 24 which increased total open position to 144
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 143.8, which was 1.30 higher than the previous day. The implied volatity was 18.47, the open interest changed by -114 which decreased total open position to 120
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 142.5, which was -54.30 lower than the previous day. The implied volatity was 17.00, the open interest changed by 47 which increased total open position to 234
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 196.8, which was -13.15 lower than the previous day. The implied volatity was 16.04, the open interest changed by 2 which increased total open position to 187
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 209.95, which was -25.80 lower than the previous day. The implied volatity was 17.33, the open interest changed by 86 which increased total open position to 185
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 235.75, which was -39.65 lower than the previous day. The implied volatity was 18.59, the open interest changed by 6 which increased total open position to 99
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 275.4, which was 7.70 higher than the previous day. The implied volatity was 18.67, the open interest changed by 3 which increased total open position to 93
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 267.7, which was -56.65 lower than the previous day. The implied volatity was 18.23, the open interest changed by -7 which decreased total open position to 90
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 324.35, which was -71.65 lower than the previous day. The implied volatity was 19.06, the open interest changed by -12 which decreased total open position to 97
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 396, which was -124.50 lower than the previous day. The implied volatity was 18.48, the open interest changed by 9 which increased total open position to 109
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 520.5, which was -166.15 lower than the previous day. The implied volatity was 17.98, the open interest changed by 16 which increased total open position to 100
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 686.65, which was 5.65 higher than the previous day. The implied volatity was 16.80, the open interest changed by 49 which increased total open position to 84
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 681, which was -59.35 lower than the previous day. The implied volatity was 16.21, the open interest changed by -13 which decreased total open position to 35
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 740.35, which was 166.45 higher than the previous day. The implied volatity was 15.82, the open interest changed by 17 which increased total open position to 48
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 573.9, which was -123.70 lower than the previous day. The implied volatity was 15.64, the open interest changed by 23 which increased total open position to 31
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 697.6, which was 697.60 higher than the previous day. The implied volatity was 16.68, the open interest changed by 8 which increased total open position to 8
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 7 Nov BANKEX was trading at 59242.74. 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 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 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 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
