BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.22
Vega: 28.50
Theta: -27.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 207.2 | -346.00 | 17.13 | 247 | 8 | 65 | |||
| 19 Dec | 58728.26 | 553.2 | -410.60 | 16.93 | 203.5 | 16.5 | 57 | |||
| 18 Dec | 59417.63 | 963.8 | -1049.50 | 17.27 | 80.5 | 4 | 40.5 | |||
| 17 Dec | 60175.98 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 16 Dec | 60986.65 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 13 Dec | 60997.39 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 12 Dec | 60506.79 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 10 Dec | 60959.27 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 9 Dec | 60827.31 | 2013.3 | 0.00 | 0.00 | 0 | 0 | 36.5 | |||
| 6 Dec | 60995.64 | 2013.3 | -286.70 | - | 1.5 | 0 | 36.5 | |||
| 5 Dec | 60941.98 | 2300 | 431.80 | 13.03 | 4.5 | -0.5 | 36.5 | |||
| 4 Dec | 60530.95 | 1868.2 | 260.20 | 10.22 | 7 | -0.5 | 37 | |||
| 3 Dec | 59986.58 | 1608 | 335.90 | 13.38 | 82 | -8 | 37.5 | |||
| 2 Dec | 59287.61 | 1272.1 | -12.55 | 15.01 | 600 | 21 | 45.5 | |||
| 29 Nov | 59298.07 | 1284.65 | -7.45 | 13.93 | 160 | 14.5 | 24.5 | |||
| 28 Nov | 59092.56 | 1292.1 | -156.70 | 15.46 | 65 | 8 | 10 | |||
| 27 Nov | 59573.72 | 1448.8 | 1448.80 | 13.06 | 8 | 2 | 2 | |||
| 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 | |||
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| 8 Nov | 58857.86 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 7 Nov | 59242.74 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 59669.13 | 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 | 0 | 0 | ||||
For Bank Index - strike price 59200 expiring on 30DEC2024
Delta for 59200 CE is 0.22
Historical price for 59200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 207.2, which was -346.00 lower than the previous day. The implied volatity was 17.13, the open interest changed by 16 which increased total open position to 130
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 553.2, which was -410.60 lower than the previous day. The implied volatity was 16.93, the open interest changed by 33 which increased total open position to 114
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 963.8, which was -1049.50 lower than the previous day. The implied volatity was 17.27, the open interest changed by 8 which increased total open position to 81
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 2013.3, 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 73
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 2013.3, 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 73
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 2013.3, 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 73
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2013.3, 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 2013.3, 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 73
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2013.3, 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 73
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2013.3, 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 73
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2013.3, which was -286.70 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 73
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2300, which was 431.80 higher than the previous day. The implied volatity was 13.03, the open interest changed by -1 which decreased total open position to 73
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1868.2, which was 260.20 higher than the previous day. The implied volatity was 10.22, the open interest changed by -1 which decreased total open position to 74
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1608, which was 335.90 higher than the previous day. The implied volatity was 13.38, the open interest changed by -16 which decreased total open position to 75
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1272.1, which was -12.55 lower than the previous day. The implied volatity was 15.01, the open interest changed by 42 which increased total open position to 91
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1284.65, which was -7.45 lower than the previous day. The implied volatity was 13.93, the open interest changed by 29 which increased total open position to 49
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1292.1, which was -156.70 lower than the previous day. The implied volatity was 15.46, the open interest changed by 16 which increased total open position to 20
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1448.8, which was 1448.80 higher than the previous day. The implied volatity was 13.06, the open interest changed by 4 which increased total open position to 4
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 6 Nov BANKEX was trading at 59653.07. 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 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 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 29 Oct BANKEX was trading at 59669.13. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 59200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.92
Vega: 13.54
Theta: 8.76
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1315.55 | 506.55 | 9.20 | 36.5 | -1.5 | 78.5 |
| 19 Dec | 58728.26 | 809 | 298.35 | 15.99 | 78 | -26.5 | 80 |
| 18 Dec | 59417.63 | 510.65 | 210.35 | 16.28 | 190 | 1 | 106.5 |
| 17 Dec | 60175.98 | 300.3 | 114.65 | 16.69 | 89 | -9 | 105.5 |
| 16 Dec | 60986.65 | 185.65 | -0.70 | 17.76 | 90 | 13 | 114.5 |
| 13 Dec | 60997.39 | 186.35 | -85.90 | 16.45 | 177.5 | 44 | 101.5 |
| 12 Dec | 60506.79 | 272.25 | -2.20 | 15.89 | 34 | -0.5 | 57.5 |
| 11 Dec | 60767.63 | 274.45 | -23.40 | 16.99 | 54 | -14 | 58 |
| 10 Dec | 60959.27 | 297.85 | -44.80 | 18.19 | 14 | 4 | 72 |
| 9 Dec | 60827.31 | 342.65 | 14.85 | 18.24 | 13 | 1 | 68 |
| 6 Dec | 60995.64 | 327.8 | -50.15 | 17.77 | 61 | -3 | 67 |
| 5 Dec | 60941.98 | 377.95 | -95.45 | 18.32 | 62.5 | -0.5 | 70 |
| 4 Dec | 60530.95 | 473.4 | -150.00 | 17.98 | 57.5 | 19 | 70.5 |
| 3 Dec | 59986.58 | 623.4 | -197.10 | 17.56 | 72 | 5.5 | 51.5 |
| 2 Dec | 59287.61 | 820.5 | 21.05 | 16.39 | 598.5 | 24 | 46 |
| 29 Nov | 59298.07 | 799.45 | -88.15 | 15.64 | 202.5 | 6.5 | 22 |
| 28 Nov | 59092.56 | 887.6 | 202.95 | 15.53 | 200 | 0 | 15.5 |
| 27 Nov | 59573.72 | 684.65 | -131.85 | 15.20 | 37 | 1 | 15.5 |
| 26 Nov | 59432.06 | 816.5 | 61.40 | 16.22 | 68.5 | 9 | 14.5 |
| 25 Nov | 59504.71 | 755.1 | 755.10 | 15.59 | 30.5 | 5.5 | 5.5 |
| 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 |
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 58887.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 30 Oct | 59050.09 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Oct | 59669.13 | 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 | 0 | 0 | |
For Bank Index - strike price 59200 expiring on 30DEC2024
Delta for 59200 PE is -0.92
Historical price for 59200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1315.55, which was 506.55 higher than the previous day. The implied volatity was 9.20, the open interest changed by -3 which decreased total open position to 157
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 809, which was 298.35 higher than the previous day. The implied volatity was 15.99, the open interest changed by -53 which decreased total open position to 160
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 510.65, which was 210.35 higher than the previous day. The implied volatity was 16.28, the open interest changed by 2 which increased total open position to 213
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 300.3, which was 114.65 higher than the previous day. The implied volatity was 16.69, the open interest changed by -18 which decreased total open position to 211
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 185.65, which was -0.70 lower than the previous day. The implied volatity was 17.76, the open interest changed by 26 which increased total open position to 229
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 186.35, which was -85.90 lower than the previous day. The implied volatity was 16.45, the open interest changed by 88 which increased total open position to 203
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 272.25, which was -2.20 lower than the previous day. The implied volatity was 15.89, the open interest changed by -1 which decreased total open position to 115
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 274.45, which was -23.40 lower than the previous day. The implied volatity was 16.99, the open interest changed by -28 which decreased total open position to 116
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 297.85, which was -44.80 lower than the previous day. The implied volatity was 18.19, the open interest changed by 8 which increased total open position to 144
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 342.65, which was 14.85 higher than the previous day. The implied volatity was 18.24, the open interest changed by 2 which increased total open position to 136
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 327.8, which was -50.15 lower than the previous day. The implied volatity was 17.77, the open interest changed by -6 which decreased total open position to 134
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 377.95, which was -95.45 lower than the previous day. The implied volatity was 18.32, the open interest changed by -1 which decreased total open position to 140
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 473.4, which was -150.00 lower than the previous day. The implied volatity was 17.98, the open interest changed by 38 which increased total open position to 141
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 623.4, which was -197.10 lower than the previous day. The implied volatity was 17.56, the open interest changed by 11 which increased total open position to 103
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 820.5, which was 21.05 higher than the previous day. The implied volatity was 16.39, the open interest changed by 48 which increased total open position to 92
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 799.45, which was -88.15 lower than the previous day. The implied volatity was 15.64, the open interest changed by 13 which increased total open position to 44
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 887.6, which was 202.95 higher than the previous day. The implied volatity was 15.53, the open interest changed by 0 which decreased total open position to 31
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 684.65, which was -131.85 lower than the previous day. The implied volatity was 15.20, the open interest changed by 2 which increased total open position to 31
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 816.5, which was 61.40 higher than the previous day. The implied volatity was 16.22, the open interest changed by 18 which increased total open position to 29
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 755.1, which was 755.10 higher than the previous day. The implied volatity was 15.59, the open interest changed by 11 which increased total open position to 11
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 6 Nov BANKEX was trading at 59653.07. 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 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 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 29 Oct BANKEX was trading at 59669.13. 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
