BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.26
Vega: 31.08
Theta: -30.89
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 257 | -393.00 | 17.25 | 645.5 | -32.5 | 213.5 | |||
| 19 Dec | 58728.26 | 650 | -455.95 | 17.11 | 746 | 106.5 | 246 | |||
| 18 Dec | 59417.63 | 1105.95 | -586.15 | 17.82 | 22 | 2 | 139.5 | |||
| 17 Dec | 60175.98 | 1692.1 | -587.90 | 18.31 | 26.5 | -6.5 | 137.5 | |||
| 16 Dec | 60986.65 | 2280 | 574.80 | 14.01 | 0.5 | -0.5 | 144 | |||
| 13 Dec | 60997.39 | 1705.2 | -302.80 | - | 6.5 | 0 | 144.5 | |||
| 12 Dec | 60506.79 | 2008 | -200.50 | 15.39 | 0.5 | 0.5 | 144.5 | |||
| 11 Dec | 60767.63 | 2208.5 | -1.50 | 14.01 | 4.5 | 2 | 144 | |||
| 10 Dec | 60959.27 | 2210 | -90.00 | - | 2 | 0.5 | 142 | |||
| 9 Dec | 60827.31 | 2300 | 0.00 | 0.00 | 0 | 0 | 141.5 | |||
| 6 Dec | 60995.64 | 2300 | -370.55 | - | 6 | -4.5 | 141.5 | |||
| 5 Dec | 60941.98 | 2670.55 | 535.10 | 18.15 | 23.5 | -1 | 146 | |||
| 4 Dec | 60530.95 | 2135.45 | 398.00 | 12.86 | 18 | -7 | 147 | |||
| 3 Dec | 59986.58 | 1737.45 | 374.10 | 13.11 | 94.5 | -4.5 | 154 | |||
| 2 Dec | 59287.61 | 1363.35 | -30.80 | 14.58 | 1,154.5 | 80.5 | 158.5 | |||
| 29 Nov | 59298.07 | 1394.15 | -27.35 | 13.77 | 121 | 11.5 | 78 | |||
| 28 Nov | 59092.56 | 1421.5 | -156.30 | 15.71 | 39.5 | 5 | 66.5 | |||
| 27 Nov | 59573.72 | 1577.8 | 31.30 | 13.03 | 28 | -4 | 61.5 | |||
| 26 Nov | 59432.06 | 1546.5 | -23.50 | 13.66 | 4.5 | 1 | 65.5 | |||
| 25 Nov | 59504.71 | 1570 | 820.00 | 12.92 | 146 | 62.5 | 64.5 | |||
| 22 Nov | 58306.05 | 750 | 750.00 | 10.53 | 24 | 2 | 2 | |||
| 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 | |||
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| 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 59000 expiring on 30DEC2024
Delta for 59000 CE is 0.26
Historical price for 59000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 257, which was -393.00 lower than the previous day. The implied volatity was 17.25, the open interest changed by -65 which decreased total open position to 427
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 650, which was -455.95 lower than the previous day. The implied volatity was 17.11, the open interest changed by 213 which increased total open position to 492
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1105.95, which was -586.15 lower than the previous day. The implied volatity was 17.82, the open interest changed by 4 which increased total open position to 279
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1692.1, which was -587.90 lower than the previous day. The implied volatity was 18.31, the open interest changed by -13 which decreased total open position to 275
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2280, which was 574.80 higher than the previous day. The implied volatity was 14.01, the open interest changed by -1 which decreased total open position to 288
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1705.2, which was -302.80 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 289
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2008, which was -200.50 lower than the previous day. The implied volatity was 15.39, the open interest changed by 1 which increased total open position to 289
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 2208.5, which was -1.50 lower than the previous day. The implied volatity was 14.01, the open interest changed by 4 which increased total open position to 288
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2210, which was -90.00 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 284
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2300, 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 283
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2300, which was -370.55 lower than the previous day. The implied volatity was -, the open interest changed by -9 which decreased total open position to 283
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2670.55, which was 535.10 higher than the previous day. The implied volatity was 18.15, the open interest changed by -2 which decreased total open position to 292
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 2135.45, which was 398.00 higher than the previous day. The implied volatity was 12.86, the open interest changed by -14 which decreased total open position to 294
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1737.45, which was 374.10 higher than the previous day. The implied volatity was 13.11, the open interest changed by -9 which decreased total open position to 308
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1363.35, which was -30.80 lower than the previous day. The implied volatity was 14.58, the open interest changed by 161 which increased total open position to 317
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1394.15, which was -27.35 lower than the previous day. The implied volatity was 13.77, the open interest changed by 23 which increased total open position to 156
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1421.5, which was -156.30 lower than the previous day. The implied volatity was 15.71, the open interest changed by 10 which increased total open position to 133
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1577.8, which was 31.30 higher than the previous day. The implied volatity was 13.03, the open interest changed by -8 which decreased total open position to 123
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1546.5, which was -23.50 lower than the previous day. The implied volatity was 13.66, the open interest changed by 2 which increased total open position to 131
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1570, which was 820.00 higher than the previous day. The implied volatity was 12.92, the open interest changed by 125 which increased total open position to 129
On 22 Nov BANKEX was trading at 58306.05. The strike last trading price was 750, which was 750.00 higher than the previous day. The implied volatity was 10.53, the open interest changed by 4 which increased total open position to 4
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 59000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.74
Vega: 31.17
Theta: -15.04
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1347.2 | 608.95 | 17.36 | 359 | -95.5 | 146.5 |
| 19 Dec | 58728.26 | 738.25 | 308.65 | 16.96 | 753.5 | 27.5 | 242 |
| 18 Dec | 59417.63 | 429.6 | 169.60 | 16.20 | 930 | 4.5 | 214.5 |
| 17 Dec | 60175.98 | 260 | 100.15 | 16.98 | 314.5 | -48 | 210 |
| 16 Dec | 60986.65 | 159.85 | 1.35 | 17.99 | 367.5 | 43 | 258 |
| 13 Dec | 60997.39 | 158.5 | -75.20 | 16.58 | 430.5 | 25 | 215 |
| 12 Dec | 60506.79 | 233.7 | -5.20 | 16.01 | 119 | 8 | 190 |
| 11 Dec | 60767.63 | 238.9 | -33.70 | 17.12 | 277 | -11.5 | 182 |
| 10 Dec | 60959.27 | 272.6 | -34.70 | 18.59 | 110 | -7.5 | 193.5 |
| 9 Dec | 60827.31 | 307.3 | -22.70 | 18.46 | 311 | -17 | 201 |
| 6 Dec | 60995.64 | 330 | -1.00 | 18.79 | 198 | -7 | 218 |
| 5 Dec | 60941.98 | 331 | -97.00 | 18.27 | 415.5 | 52 | 225 |
| 4 Dec | 60530.95 | 428 | -139.05 | 18.13 | 214.5 | 12 | 173 |
| 3 Dec | 59986.58 | 567.05 | -156.50 | 17.72 | 309.5 | 39.5 | 161 |
| 2 Dec | 59287.61 | 723.55 | -21.55 | 16.16 | 2,358 | 64 | 121.5 |
| 29 Nov | 59298.07 | 745.1 | -66.30 | 16.04 | 240 | -14.5 | 57.5 |
| 28 Nov | 59092.56 | 811.4 | 171.80 | 15.67 | 278.5 | 18.5 | 72 |
| 27 Nov | 59573.72 | 639.6 | -126.25 | 15.61 | 74 | 23 | 53.5 |
| 26 Nov | 59432.06 | 765.85 | -24.15 | 16.61 | 72.5 | 12 | 30.5 |
| 25 Nov | 59504.71 | 790 | 790.00 | 17.19 | 197 | 18.5 | 18.5 |
| 22 Nov | 58306.05 | 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 59000 expiring on 30DEC2024
Delta for 59000 PE is -0.74
Historical price for 59000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1347.2, which was 608.95 higher than the previous day. The implied volatity was 17.36, the open interest changed by -191 which decreased total open position to 293
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 738.25, which was 308.65 higher than the previous day. The implied volatity was 16.96, the open interest changed by 55 which increased total open position to 484
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 429.6, which was 169.60 higher than the previous day. The implied volatity was 16.20, the open interest changed by 9 which increased total open position to 429
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 260, which was 100.15 higher than the previous day. The implied volatity was 16.98, the open interest changed by -96 which decreased total open position to 420
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 159.85, which was 1.35 higher than the previous day. The implied volatity was 17.99, the open interest changed by 86 which increased total open position to 516
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 158.5, which was -75.20 lower than the previous day. The implied volatity was 16.58, the open interest changed by 50 which increased total open position to 430
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 233.7, which was -5.20 lower than the previous day. The implied volatity was 16.01, the open interest changed by 16 which increased total open position to 380
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 238.9, which was -33.70 lower than the previous day. The implied volatity was 17.12, the open interest changed by -23 which decreased total open position to 364
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 272.6, which was -34.70 lower than the previous day. The implied volatity was 18.59, the open interest changed by -15 which decreased total open position to 387
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 307.3, which was -22.70 lower than the previous day. The implied volatity was 18.46, the open interest changed by -34 which decreased total open position to 402
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 330, which was -1.00 lower than the previous day. The implied volatity was 18.79, the open interest changed by -14 which decreased total open position to 436
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 331, which was -97.00 lower than the previous day. The implied volatity was 18.27, the open interest changed by 104 which increased total open position to 450
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 428, which was -139.05 lower than the previous day. The implied volatity was 18.13, the open interest changed by 24 which increased total open position to 346
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 567.05, which was -156.50 lower than the previous day. The implied volatity was 17.72, the open interest changed by 79 which increased total open position to 322
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 723.55, which was -21.55 lower than the previous day. The implied volatity was 16.16, the open interest changed by 128 which increased total open position to 243
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 745.1, which was -66.30 lower than the previous day. The implied volatity was 16.04, the open interest changed by -29 which decreased total open position to 115
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 811.4, which was 171.80 higher than the previous day. The implied volatity was 15.67, the open interest changed by 37 which increased total open position to 144
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 639.6, which was -126.25 lower than the previous day. The implied volatity was 15.61, the open interest changed by 46 which increased total open position to 107
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 765.85, which was -24.15 lower than the previous day. The implied volatity was 16.61, the open interest changed by 24 which increased total open position to 61
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 790, which was 790.00 higher than the previous day. The implied volatity was 17.19, the open interest changed by 37 which increased total open position to 37
On 22 Nov BANKEX was trading at 58306.05. 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
