BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 58900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 32.05
Theta: -31.55
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 274.55 | -422.30 | 16.98 | 200.5 | 19 | 85 | |||
| 19 Dec | 58728.26 | 696.85 | -463.25 | 17.07 | 273 | 61.5 | 66 | |||
| 18 Dec | 59417.63 | 1160.1 | -450.90 | 17.60 | 1 | 0 | 4.5 | |||
| 17 Dec | 60175.98 | 1611 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 16 Dec | 60986.65 | 1611 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 13 Dec | 60997.39 | 1611 | -199.10 | - | 1.5 | 0 | 4.5 | |||
| 12 Dec | 60506.79 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 10 Dec | 60959.27 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 9 Dec | 60827.31 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 6 Dec | 60995.64 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 5 Dec | 60941.98 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 4 Dec | 60530.95 | 1810.1 | 0.00 | 0.00 | 0 | 0 | 4.5 | |||
| 3 Dec | 59986.58 | 1810.1 | 290.10 | 13.07 | 2 | 0.5 | 4.5 | |||
| 2 Dec | 59287.61 | 1520 | 1520.00 | 16.12 | 11 | 4 | 4 | |||
| 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 | |||
| 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 | |||
| 24 Oct | 58522.84 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 21 Oct | 59115.28 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Oct | 59331.76 | 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 58900 expiring on 30DEC2024
Delta for 58900 CE is 0.28
Historical price for 58900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 274.55, which was -422.30 lower than the previous day. The implied volatity was 16.98, the open interest changed by 38 which increased total open position to 170
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 696.85, which was -463.25 lower than the previous day. The implied volatity was 17.07, the open interest changed by 123 which increased total open position to 132
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1160.1, which was -450.90 lower than the previous day. The implied volatity was 17.60, the open interest changed by 0 which decreased total open position to 9
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1611, 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 9
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1611, 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 9
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1611, which was -199.10 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 9
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1810.1, 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 1810.1, 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 9
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1810.1, 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 9
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1810.1, 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 9
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1810.1, 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 9
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1810.1, 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 9
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1810.1, 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 9
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1810.1, which was 290.10 higher than the previous day. The implied volatity was 13.07, the open interest changed by 1 which increased total open position to 9
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1520, which was 1520.00 higher than the previous day. The implied volatity was 16.12, the open interest changed by 8 which increased total open position to 8
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 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 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 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 18 Oct BANKEX was trading at 59331.76. 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 58900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.71
Vega: 32.49
Theta: -17.06
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1283.5 | 624.70 | 17.66 | 141.5 | -22.5 | 89 |
| 19 Dec | 58728.26 | 658.8 | 262.10 | 16.27 | 108.5 | 10.5 | 111.5 |
| 18 Dec | 59417.63 | 396.7 | 160.65 | 16.27 | 567 | 14.5 | 101 |
| 17 Dec | 60175.98 | 236.05 | 83.90 | 16.95 | 267.5 | 11 | 86.5 |
| 16 Dec | 60986.65 | 152.15 | -2.30 | 18.25 | 91 | 13 | 75.5 |
| 13 Dec | 60997.39 | 154.45 | -66.10 | 16.94 | 110 | 1 | 62.5 |
| 12 Dec | 60506.79 | 220.55 | 1.35 | 16.19 | 34.5 | 2.5 | 61.5 |
| 11 Dec | 60767.63 | 219.2 | -30.60 | 17.09 | 84 | -7.5 | 59 |
| 10 Dec | 60959.27 | 249.8 | -41.75 | 18.48 | 14.5 | 5.5 | 66.5 |
| 9 Dec | 60827.31 | 291.55 | -6.85 | 18.58 | 17.5 | 2 | 61 |
| 6 Dec | 60995.64 | 298.4 | -31.60 | 18.52 | 76.5 | -18 | 59 |
| 5 Dec | 60941.98 | 330 | -79.05 | 18.72 | 62.5 | 5.5 | 77 |
| 4 Dec | 60530.95 | 409.05 | -131.80 | 18.25 | 43 | -4 | 71.5 |
| 3 Dec | 59986.58 | 540.85 | -191.50 | 17.81 | 104.5 | -8.5 | 75.5 |
| 2 Dec | 59287.61 | 732.35 | 28.35 | 16.93 | 1,212 | 61.5 | 84 |
| 29 Nov | 59298.07 | 704 | -71.80 | 16.00 | 109.5 | -9 | 22.5 |
| 28 Nov | 59092.56 | 775.8 | 182.85 | 15.75 | 223 | 17.5 | 31.5 |
| 27 Nov | 59573.72 | 592.95 | -100.15 | 15.42 | 59.5 | 6 | 14 |
| 26 Nov | 59432.06 | 693.1 | -58.05 | 16.08 | 30.5 | 6.5 | 8 |
| 25 Nov | 59504.71 | 751.15 | 751.15 | 17.16 | 25.5 | 1.5 | 1.5 |
| 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 |
| 24 Oct | 58522.84 | 0 | 0.00 | - | 0 | 0 | 0 |
| 21 Oct | 59115.28 | 0 | 0.00 | - | 0 | 0 | 0 |
| 18 Oct | 59331.76 | 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 58900 expiring on 30DEC2024
Delta for 58900 PE is -0.71
Historical price for 58900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1283.5, which was 624.70 higher than the previous day. The implied volatity was 17.66, the open interest changed by -45 which decreased total open position to 178
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 658.8, which was 262.10 higher than the previous day. The implied volatity was 16.27, the open interest changed by 21 which increased total open position to 223
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 396.7, which was 160.65 higher than the previous day. The implied volatity was 16.27, the open interest changed by 29 which increased total open position to 202
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 236.05, which was 83.90 higher than the previous day. The implied volatity was 16.95, the open interest changed by 22 which increased total open position to 173
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 152.15, which was -2.30 lower than the previous day. The implied volatity was 18.25, the open interest changed by 26 which increased total open position to 151
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 154.45, which was -66.10 lower than the previous day. The implied volatity was 16.94, the open interest changed by 2 which increased total open position to 125
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 220.55, which was 1.35 higher than the previous day. The implied volatity was 16.19, the open interest changed by 5 which increased total open position to 123
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 219.2, which was -30.60 lower than the previous day. The implied volatity was 17.09, the open interest changed by -15 which decreased total open position to 118
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 249.8, which was -41.75 lower than the previous day. The implied volatity was 18.48, the open interest changed by 11 which increased total open position to 133
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 291.55, which was -6.85 lower than the previous day. The implied volatity was 18.58, the open interest changed by 4 which increased total open position to 122
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 298.4, which was -31.60 lower than the previous day. The implied volatity was 18.52, the open interest changed by -36 which decreased total open position to 118
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 330, which was -79.05 lower than the previous day. The implied volatity was 18.72, the open interest changed by 11 which increased total open position to 154
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 409.05, which was -131.80 lower than the previous day. The implied volatity was 18.25, the open interest changed by -8 which decreased total open position to 143
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 540.85, which was -191.50 lower than the previous day. The implied volatity was 17.81, the open interest changed by -17 which decreased total open position to 151
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 732.35, which was 28.35 higher than the previous day. The implied volatity was 16.93, the open interest changed by 123 which increased total open position to 168
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 704, which was -71.80 lower than the previous day. The implied volatity was 16.00, the open interest changed by -18 which decreased total open position to 45
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 775.8, which was 182.85 higher than the previous day. The implied volatity was 15.75, the open interest changed by 35 which increased total open position to 63
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 592.95, which was -100.15 lower than the previous day. The implied volatity was 15.42, the open interest changed by 12 which increased total open position to 28
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 693.1, which was -58.05 lower than the previous day. The implied volatity was 16.08, the open interest changed by 13 which increased total open position to 16
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 751.15, which was 751.15 higher than the previous day. The implied volatity was 17.16, the open interest changed by 3 which increased total open position to 3
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 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 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 18 Oct BANKEX was trading at 59331.76. 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
