BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.21
Vega: 27.30
Theta: -26.77
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 189.45 | -342.95 | 17.24 | 320.5 | 23 | 56.5 | |||
| 19 Dec | 58728.26 | 532.4 | -388.95 | 17.45 | 99.5 | -2 | 33.5 | |||
| 18 Dec | 59417.63 | 921.35 | -561.90 | 17.62 | 46.5 | 5 | 35.5 | |||
| 17 Dec | 60175.98 | 1483.25 | -438.05 | 18.47 | 2.5 | -1.5 | 30.5 | |||
| 16 Dec | 60986.65 | 1921.3 | -20.80 | 8.07 | 0.5 | -0.5 | 32 | |||
| 13 Dec | 60997.39 | 1942.1 | 35.95 | - | 31 | -15.5 | 32.5 | |||
| 12 Dec | 60506.79 | 1906.15 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1906.15 | -9.90 | 12.47 | 7 | -1 | 48 | |||
| 10 Dec | 60959.27 | 1916.05 | -358.95 | - | 2 | 1 | 49 | |||
| 9 Dec | 60827.31 | 2275 | 338.45 | 19.16 | 1 | 0 | 48 | |||
| 6 Dec | 60995.64 | 1936.55 | 29.30 | - | 1.5 | 1.5 | 48 | |||
| 5 Dec | 60941.98 | 1907.25 | 0.00 | 0.00 | 0 | 0 | 46.5 | |||
| 4 Dec | 60530.95 | 1907.25 | 360.10 | 13.12 | 10 | 4 | 46.5 | |||
| 3 Dec | 59986.58 | 1547.15 | 365.20 | 13.54 | 194 | -41 | 42.5 | |||
| 2 Dec | 59287.61 | 1181.95 | -14.10 | 14.49 | 964 | 51.5 | 83.5 | |||
| 29 Nov | 59298.07 | 1196.05 | -29.55 | 13.48 | 246 | 12 | 32 | |||
| 28 Nov | 59092.56 | 1225.6 | -154.40 | 15.28 | 105.5 | 17 | 20 | |||
| 27 Nov | 59573.72 | 1380 | 1380.00 | 12.97 | 34 | 3 | 3 | |||
| 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 | |||
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
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| 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 | |||
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 58866.43 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59300 expiring on 30DEC2024
Delta for 59300 CE is 0.21
Historical price for 59300 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 189.45, which was -342.95 lower than the previous day. The implied volatity was 17.24, the open interest changed by 46 which increased total open position to 113
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 532.4, which was -388.95 lower than the previous day. The implied volatity was 17.45, the open interest changed by -4 which decreased total open position to 67
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 921.35, which was -561.90 lower than the previous day. The implied volatity was 17.62, the open interest changed by 10 which increased total open position to 71
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1483.25, which was -438.05 lower than the previous day. The implied volatity was 18.47, the open interest changed by -3 which decreased total open position to 61
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1921.3, which was -20.80 lower than the previous day. The implied volatity was 8.07, the open interest changed by -1 which decreased total open position to 64
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1942.1, which was 35.95 higher than the previous day. The implied volatity was -, the open interest changed by -31 which decreased total open position to 65
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1906.15, 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 1906.15, which was -9.90 lower than the previous day. The implied volatity was 12.47, the open interest changed by -2 which decreased total open position to 96
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1916.05, which was -358.95 lower than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 98
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2275, which was 338.45 higher than the previous day. The implied volatity was 19.16, the open interest changed by 0 which decreased total open position to 96
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1936.55, which was 29.30 higher than the previous day. The implied volatity was -, the open interest changed by 3 which increased total open position to 96
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1907.25, 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 93
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1907.25, which was 360.10 higher than the previous day. The implied volatity was 13.12, the open interest changed by 8 which increased total open position to 93
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1547.15, which was 365.20 higher than the previous day. The implied volatity was 13.54, the open interest changed by -82 which decreased total open position to 85
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1181.95, which was -14.10 lower than the previous day. The implied volatity was 14.49, the open interest changed by 103 which increased total open position to 167
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1196.05, which was -29.55 lower than the previous day. The implied volatity was 13.48, the open interest changed by 24 which increased total open position to 64
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1225.6, which was -154.40 lower than the previous day. The implied volatity was 15.28, the open interest changed by 34 which increased total open position to 40
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1380, which was 1380.00 higher than the previous day. The implied volatity was 12.97, the open interest changed by 6 which increased total open position to 6
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 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 59300 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 25.22
Theta: -6.25
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1530.85 | 641.95 | 15.55 | 28 | -20.5 | 52 |
| 19 Dec | 58728.26 | 888.9 | 331.80 | 16.52 | 27.5 | -7.5 | 72.5 |
| 18 Dec | 59417.63 | 557.1 | 230.75 | 16.38 | 690 | -16.5 | 80 |
| 17 Dec | 60175.98 | 326.35 | 129.20 | 16.65 | 80.5 | 6 | 96.5 |
| 16 Dec | 60986.65 | 197.15 | -10.30 | 17.56 | 125.5 | 12 | 90.5 |
| 13 Dec | 60997.39 | 207.45 | -78.55 | 16.56 | 112 | 11.5 | 78.5 |
| 12 Dec | 60506.79 | 286 | -6.70 | 15.65 | 21 | -0.5 | 67 |
| 11 Dec | 60767.63 | 292.7 | -20.40 | 16.90 | 35.5 | -11 | 67.5 |
| 10 Dec | 60959.27 | 313.1 | -62.80 | 18.03 | 26 | 4.5 | 78.5 |
| 9 Dec | 60827.31 | 375.9 | 17.85 | 18.46 | 19 | 1.5 | 74 |
| 6 Dec | 60995.64 | 358.05 | -37.55 | 17.94 | 60.5 | -1 | 72.5 |
| 5 Dec | 60941.98 | 395.6 | -105.15 | 18.20 | 53.5 | 4.5 | 73.5 |
| 4 Dec | 60530.95 | 500.75 | -157.70 | 17.96 | 64.5 | -3.5 | 69 |
| 3 Dec | 59986.58 | 658.45 | -220.20 | 17.57 | 146 | -32 | 72.5 |
| 2 Dec | 59287.61 | 878.65 | 8.60 | 16.62 | 875.5 | 58 | 104.5 |
| 29 Nov | 59298.07 | 870.05 | -56.35 | 16.05 | 329.5 | 7.5 | 46.5 |
| 28 Nov | 59092.56 | 926.4 | 196.40 | 15.43 | 340.5 | -12.5 | 39 |
| 27 Nov | 59573.72 | 730 | -121.95 | 15.31 | 255 | 17.5 | 51.5 |
| 26 Nov | 59432.06 | 851.95 | -148.05 | 16.14 | 177.5 | 22.5 | 34 |
| 25 Nov | 59504.71 | 1000 | 1000.00 | 18.49 | 163.5 | 11.5 | 11.5 |
| 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 |
| 15 Oct | 58933.11 | 0 | 0.00 | - | 0 | 0 | 0 |
| 14 Oct | 58866.43 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59300 expiring on 30DEC2024
Delta for 59300 PE is -0.82
Historical price for 59300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1530.85, which was 641.95 higher than the previous day. The implied volatity was 15.55, the open interest changed by -41 which decreased total open position to 104
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 888.9, which was 331.80 higher than the previous day. The implied volatity was 16.52, the open interest changed by -15 which decreased total open position to 145
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 557.1, which was 230.75 higher than the previous day. The implied volatity was 16.38, the open interest changed by -33 which decreased total open position to 160
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 326.35, which was 129.20 higher than the previous day. The implied volatity was 16.65, the open interest changed by 12 which increased total open position to 193
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 197.15, which was -10.30 lower than the previous day. The implied volatity was 17.56, the open interest changed by 24 which increased total open position to 181
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 207.45, which was -78.55 lower than the previous day. The implied volatity was 16.56, the open interest changed by 23 which increased total open position to 157
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 286, which was -6.70 lower than the previous day. The implied volatity was 15.65, the open interest changed by -1 which decreased total open position to 134
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 292.7, which was -20.40 lower than the previous day. The implied volatity was 16.90, the open interest changed by -22 which decreased total open position to 135
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 313.1, which was -62.80 lower than the previous day. The implied volatity was 18.03, the open interest changed by 9 which increased total open position to 157
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 375.9, which was 17.85 higher than the previous day. The implied volatity was 18.46, the open interest changed by 3 which increased total open position to 148
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 358.05, which was -37.55 lower than the previous day. The implied volatity was 17.94, the open interest changed by -2 which decreased total open position to 145
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 395.6, which was -105.15 lower than the previous day. The implied volatity was 18.20, the open interest changed by 9 which increased total open position to 147
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 500.75, which was -157.70 lower than the previous day. The implied volatity was 17.96, the open interest changed by -7 which decreased total open position to 138
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 658.45, which was -220.20 lower than the previous day. The implied volatity was 17.57, the open interest changed by -64 which decreased total open position to 145
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 878.65, which was 8.60 higher than the previous day. The implied volatity was 16.62, the open interest changed by 116 which increased total open position to 209
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 870.05, which was -56.35 lower than the previous day. The implied volatity was 16.05, the open interest changed by 15 which increased total open position to 93
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 926.4, which was 196.40 higher than the previous day. The implied volatity was 15.43, the open interest changed by -25 which decreased total open position to 78
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 730, which was -121.95 lower than the previous day. The implied volatity was 15.31, the open interest changed by 35 which increased total open position to 103
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 851.95, which was -148.05 lower than the previous day. The implied volatity was 16.14, the open interest changed by 45 which increased total open position to 68
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1000, which was 1000.00 higher than the previous day. The implied volatity was 18.49, the open interest changed by 23 which increased total open position to 23
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 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
