BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59100 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.24
Vega: 29.68
Theta: -29.02
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 226.35 | -344.90 | 17.03 | 251 | -7.5 | 55 | |||
| 19 Dec | 58728.26 | 571.25 | -475.35 | 16.30 | 110 | 18 | 62.5 | |||
| 18 Dec | 59417.63 | 1046.6 | -771.15 | 17.85 | 5 | 3 | 44.5 | |||
| 17 Dec | 60175.98 | 1817.75 | 698.25 | 23.48 | 2 | 0 | 41.5 | |||
| 16 Dec | 60986.65 | 1119.5 | 0.00 | 0.00 | 0 | 0 | 41.5 | |||
| 13 Dec | 60997.39 | 1119.5 | -1010.95 | - | 1 | 0 | 41.5 | |||
| 12 Dec | 60506.79 | 2130.45 | -41.10 | 20.35 | 0.5 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2171.55 | 71.95 | 15.44 | 2.5 | 0.5 | 41.5 | |||
| 10 Dec | 60959.27 | 2099.6 | 8.70 | - | 1.5 | 0 | 41 | |||
| 9 Dec | 60827.31 | 2090.9 | 0.00 | 0.00 | 0 | 0 | 41 | |||
| 6 Dec | 60995.64 | 2090.9 | -294.50 | - | 1.5 | 0 | 41 | |||
| 5 Dec | 60941.98 | 2385.4 | 393.00 | 13.04 | 7 | -1.5 | 41 | |||
| 4 Dec | 60530.95 | 1992.4 | 326.30 | 11.31 | 9.5 | -1.5 | 42.5 | |||
| 3 Dec | 59986.58 | 1666.1 | 331.95 | 13.14 | 32 | -6.5 | 44 | |||
| 2 Dec | 59287.61 | 1334.15 | 4.95 | 15.07 | 731 | 18 | 50.5 | |||
| 29 Nov | 59298.07 | 1329.2 | -35.30 | 13.71 | 83.5 | 18 | 32.5 | |||
| 28 Nov | 59092.56 | 1364.5 | 1364.50 | 15.71 | 71.5 | 14.5 | 14.5 | |||
| 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 | |||
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| 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 | |||
| 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 59100 expiring on 30DEC2024
Delta for 59100 CE is 0.24
Historical price for 59100 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 226.35, which was -344.90 lower than the previous day. The implied volatity was 17.03, the open interest changed by -15 which decreased total open position to 110
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 571.25, which was -475.35 lower than the previous day. The implied volatity was 16.30, the open interest changed by 36 which increased total open position to 125
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1046.6, which was -771.15 lower than the previous day. The implied volatity was 17.85, the open interest changed by 6 which increased total open position to 89
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1817.75, which was 698.25 higher than the previous day. The implied volatity was 23.48, the open interest changed by 0 which decreased total open position to 83
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1119.5, 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 83
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1119.5, which was -1010.95 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 83
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2130.45, which was -41.10 lower than the previous day. The implied volatity was 20.35, 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 2171.55, which was 71.95 higher than the previous day. The implied volatity was 15.44, the open interest changed by 1 which increased total open position to 83
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2099.6, which was 8.70 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2090.9, 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 82
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2090.9, which was -294.50 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 82
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2385.4, which was 393.00 higher than the previous day. The implied volatity was 13.04, the open interest changed by -3 which decreased total open position to 82
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1992.4, which was 326.30 higher than the previous day. The implied volatity was 11.31, the open interest changed by -3 which decreased total open position to 85
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1666.1, which was 331.95 higher than the previous day. The implied volatity was 13.14, the open interest changed by -13 which decreased total open position to 88
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1334.15, which was 4.95 higher than the previous day. The implied volatity was 15.07, the open interest changed by 36 which increased total open position to 101
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1329.2, which was -35.30 lower than the previous day. The implied volatity was 13.71, the open interest changed by 36 which increased total open position to 65
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1364.5, which was 1364.50 higher than the previous day. The implied volatity was 15.71, the open interest changed by 29 which increased total open position to 29
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 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 59100 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.76
Vega: 29.61
Theta: -12.69
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1410.65 | 623.25 | 16.96 | 78.5 | -10.5 | 48 |
| 19 Dec | 58728.26 | 787.4 | 306.35 | 16.84 | 48.5 | -9.5 | 58.5 |
| 18 Dec | 59417.63 | 481.05 | 201.35 | 16.54 | 338.5 | -1 | 68 |
| 17 Dec | 60175.98 | 279.7 | 102.70 | 16.84 | 46 | -5 | 69 |
| 16 Dec | 60986.65 | 177 | -7.85 | 18.04 | 86.5 | 12.5 | 74 |
| 13 Dec | 60997.39 | 184.85 | -63.80 | 16.93 | 88.5 | 16.5 | 61.5 |
| 12 Dec | 60506.79 | 248.65 | -7.40 | 15.85 | 46.5 | -3.5 | 45 |
| 11 Dec | 60767.63 | 256.05 | -26.20 | 17.05 | 62 | -9.5 | 48.5 |
| 10 Dec | 60959.27 | 282.25 | -54.00 | 18.32 | 13 | -1 | 58 |
| 9 Dec | 60827.31 | 336.25 | 12.90 | 18.63 | 13.5 | 2 | 59 |
| 6 Dec | 60995.64 | 323.35 | -36.80 | 18.15 | 68 | -1 | 57 |
| 5 Dec | 60941.98 | 360.15 | -97.45 | 18.43 | 95 | 5 | 58 |
| 4 Dec | 60530.95 | 457.6 | -130.30 | 18.20 | 68 | 10 | 53 |
| 3 Dec | 59986.58 | 587.9 | -212.30 | 17.52 | 86 | -11 | 43 |
| 2 Dec | 59287.61 | 800.2 | 35.10 | 16.73 | 1,162 | 27 | 54 |
| 29 Nov | 59298.07 | 765.1 | -81.45 | 15.74 | 253 | 12.5 | 27 |
| 28 Nov | 59092.56 | 846.55 | 173.65 | 15.57 | 140.5 | 8.5 | 14.5 |
| 27 Nov | 59573.72 | 672.9 | -112.05 | 15.58 | 13 | -2.5 | 6 |
| 26 Nov | 59432.06 | 784.95 | -47.30 | 16.33 | 42.5 | 7.5 | 8.5 |
| 25 Nov | 59504.71 | 832.25 | 832.25 | 17.25 | 34 | 1 | 1 |
| 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 |
| 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 59100 expiring on 30DEC2024
Delta for 59100 PE is -0.76
Historical price for 59100 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1410.65, which was 623.25 higher than the previous day. The implied volatity was 16.96, the open interest changed by -21 which decreased total open position to 96
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 787.4, which was 306.35 higher than the previous day. The implied volatity was 16.84, the open interest changed by -19 which decreased total open position to 117
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 481.05, which was 201.35 higher than the previous day. The implied volatity was 16.54, the open interest changed by -2 which decreased total open position to 136
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 279.7, which was 102.70 higher than the previous day. The implied volatity was 16.84, the open interest changed by -10 which decreased total open position to 138
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 177, which was -7.85 lower than the previous day. The implied volatity was 18.04, the open interest changed by 25 which increased total open position to 148
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 184.85, which was -63.80 lower than the previous day. The implied volatity was 16.93, the open interest changed by 33 which increased total open position to 123
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 248.65, which was -7.40 lower than the previous day. The implied volatity was 15.85, the open interest changed by -7 which decreased total open position to 90
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 256.05, which was -26.20 lower than the previous day. The implied volatity was 17.05, the open interest changed by -19 which decreased total open position to 97
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 282.25, which was -54.00 lower than the previous day. The implied volatity was 18.32, the open interest changed by -2 which decreased total open position to 116
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 336.25, which was 12.90 higher than the previous day. The implied volatity was 18.63, the open interest changed by 4 which increased total open position to 118
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 323.35, which was -36.80 lower than the previous day. The implied volatity was 18.15, the open interest changed by -2 which decreased total open position to 114
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 360.15, which was -97.45 lower than the previous day. The implied volatity was 18.43, the open interest changed by 10 which increased total open position to 116
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 457.6, which was -130.30 lower than the previous day. The implied volatity was 18.20, the open interest changed by 20 which increased total open position to 106
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 587.9, which was -212.30 lower than the previous day. The implied volatity was 17.52, the open interest changed by -22 which decreased total open position to 86
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 800.2, which was 35.10 higher than the previous day. The implied volatity was 16.73, the open interest changed by 54 which increased total open position to 108
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 765.1, which was -81.45 lower than the previous day. The implied volatity was 15.74, the open interest changed by 25 which increased total open position to 54
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 846.55, which was 173.65 higher than the previous day. The implied volatity was 15.57, the open interest changed by 17 which increased total open position to 29
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 672.9, which was -112.05 lower than the previous day. The implied volatity was 15.58, the open interest changed by -5 which decreased total open position to 12
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 784.95, which was -47.30 lower than the previous day. The implied volatity was 16.33, the open interest changed by 15 which increased total open position to 17
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 832.25, which was 832.25 higher than the previous day. The implied volatity was 17.25, the open interest changed by 2 which increased total open position to 2
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 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
