BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.19
Vega: 26.18
Theta: -25.83
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 175.2 | -314.35 | 17.42 | 270.5 | 12 | 66 | |||
| 19 Dec | 58728.26 | 489.55 | -382.45 | 17.36 | 232 | -16 | 54 | |||
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| 18 Dec | 59417.63 | 872 | -517.55 | 17.74 | 223.5 | 24.5 | 70 | |||
| 17 Dec | 60175.98 | 1389.55 | -439.05 | 17.83 | 4.5 | 1 | 45.5 | |||
| 16 Dec | 60986.65 | 1828.6 | 0.00 | 0.00 | 0 | 0 | 44.5 | |||
| 13 Dec | 60997.39 | 1828.6 | -322.60 | - | 23.5 | -9 | 44.5 | |||
| 12 Dec | 60506.79 | 2151.2 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 2151.2 | 0.00 | 0.00 | 0 | 0 | 53.5 | |||
| 10 Dec | 60959.27 | 2151.2 | 0.00 | 0.00 | 0 | 0 | 53.5 | |||
| 9 Dec | 60827.31 | 2151.2 | 0.00 | 0.00 | 0 | 0 | 53.5 | |||
| 6 Dec | 60995.64 | 2151.2 | 2.45 | 12.93 | 2.5 | 0 | 53.5 | |||
| 5 Dec | 60941.98 | 2148.75 | 303.90 | 13.40 | 3 | 0 | 53.5 | |||
| 4 Dec | 60530.95 | 1844.85 | 366.70 | 13.41 | 12.5 | 3 | 53.5 | |||
| 3 Dec | 59986.58 | 1478.15 | 357.40 | 13.51 | 108 | -10 | 50.5 | |||
| 2 Dec | 59287.61 | 1120.75 | -47.25 | 14.40 | 742.5 | 13 | 60.5 | |||
| 29 Nov | 59298.07 | 1168 | -3.40 | 13.89 | 147 | 9 | 47.5 | |||
| 28 Nov | 59092.56 | 1171.4 | -143.55 | 15.25 | 112.5 | 22 | 38.5 | |||
| 27 Nov | 59573.72 | 1314.95 | 39.95 | 12.92 | 253.5 | 13 | 16.5 | |||
| 26 Nov | 59432.06 | 1275 | 684.00 | 13.27 | 6.5 | 3.5 | 3.5 | |||
| 25 Nov | 59504.71 | 591 | 591.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Nov | 59184.10 | 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 | |||
| 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 | 0 | 0 | ||||
For Bank Index - strike price 59400 expiring on 30DEC2024
Delta for 59400 CE is 0.19
Historical price for 59400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 175.2, which was -314.35 lower than the previous day. The implied volatity was 17.42, the open interest changed by 24 which increased total open position to 132
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 489.55, which was -382.45 lower than the previous day. The implied volatity was 17.36, the open interest changed by -32 which decreased total open position to 108
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 872, which was -517.55 lower than the previous day. The implied volatity was 17.74, the open interest changed by 49 which increased total open position to 140
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1389.55, which was -439.05 lower than the previous day. The implied volatity was 17.83, the open interest changed by 2 which increased total open position to 91
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1828.6, 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 89
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1828.6, which was -322.60 lower than the previous day. The implied volatity was -, the open interest changed by -18 which decreased total open position to 89
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 2151.2, 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 2151.2, 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 107
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2151.2, 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 107
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2151.2, 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 107
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2151.2, which was 2.45 higher than the previous day. The implied volatity was 12.93, the open interest changed by 0 which decreased total open position to 107
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2148.75, which was 303.90 higher than the previous day. The implied volatity was 13.40, the open interest changed by 0 which decreased total open position to 107
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1844.85, which was 366.70 higher than the previous day. The implied volatity was 13.41, the open interest changed by 6 which increased total open position to 107
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1478.15, which was 357.40 higher than the previous day. The implied volatity was 13.51, the open interest changed by -20 which decreased total open position to 101
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1120.75, which was -47.25 lower than the previous day. The implied volatity was 14.40, the open interest changed by 26 which increased total open position to 121
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1168, which was -3.40 lower than the previous day. The implied volatity was 13.89, the open interest changed by 18 which increased total open position to 95
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1171.4, which was -143.55 lower than the previous day. The implied volatity was 15.25, the open interest changed by 44 which increased total open position to 77
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1314.95, which was 39.95 higher than the previous day. The implied volatity was 12.92, the open interest changed by 26 which increased total open position to 33
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1275, which was 684.00 higher than the previous day. The implied volatity was 13.27, the open interest changed by 7 which increased total open position to 7
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 591, which was 591.00 higher 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 59400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1340 | 395.00 | - | 5.5 | -2 | 57.5 |
| 19 Dec | 58728.26 | 945 | 356.65 | 16.40 | 44.5 | -30 | 59.5 |
| 18 Dec | 59417.63 | 588.35 | 233.40 | 16.07 | 763 | 1.5 | 89.5 |
| 17 Dec | 60175.98 | 354.95 | 141.80 | 16.63 | 96.5 | 15 | 88 |
| 16 Dec | 60986.65 | 213.15 | -9.00 | 17.47 | 192.5 | 14.5 | 73 |
| 13 Dec | 60997.39 | 222.15 | -84.95 | 16.44 | 103.5 | 8 | 58.5 |
| 12 Dec | 60506.79 | 307.1 | 6.20 | 15.57 | 16.5 | 1 | 50.5 |
| 11 Dec | 60767.63 | 300.9 | -35.35 | 16.54 | 29 | -8 | 49.5 |
| 10 Dec | 60959.27 | 336.25 | -55.30 | 18.04 | 17.5 | -0.5 | 57.5 |
| 9 Dec | 60827.31 | 391.55 | 12.15 | 18.25 | 44.5 | -1.5 | 58 |
| 6 Dec | 60995.64 | 379.4 | -50.45 | 17.89 | 51.5 | -1 | 59.5 |
| 5 Dec | 60941.98 | 429.85 | -101.80 | 18.39 | 124 | -3 | 60.5 |
| 4 Dec | 60530.95 | 531.65 | -160.30 | 17.99 | 49 | 3 | 63.5 |
| 3 Dec | 59986.58 | 691.95 | -214.05 | 17.53 | 92 | -6 | 60.5 |
| 2 Dec | 59287.61 | 906 | -12.25 | 16.35 | 587.5 | 48 | 66.5 |
| 29 Nov | 59298.07 | 918.25 | -35.70 | 16.11 | 165 | -4 | 18.5 |
| 28 Nov | 59092.56 | 953.95 | 198.05 | 15.16 | 212 | -16 | 22.5 |
| 27 Nov | 59573.72 | 755.9 | -135.00 | 15.11 | 418.5 | 20.5 | 38.5 |
| 26 Nov | 59432.06 | 890.9 | -1446.05 | 16.10 | 103.5 | 18 | 18 |
| 25 Nov | 59504.71 | 2336.95 | 2336.95 | 0.00 | 0 | 0 | 0 |
| 11 Nov | 59184.10 | 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 |
| 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 | 0 | 0 | |
For Bank Index - strike price 59400 expiring on 30DEC2024
Delta for 59400 PE is -
Historical price for 59400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1340, which was 395.00 higher than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 115
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 945, which was 356.65 higher than the previous day. The implied volatity was 16.40, the open interest changed by -60 which decreased total open position to 119
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 588.35, which was 233.40 higher than the previous day. The implied volatity was 16.07, the open interest changed by 3 which increased total open position to 179
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 354.95, which was 141.80 higher than the previous day. The implied volatity was 16.63, the open interest changed by 30 which increased total open position to 176
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 213.15, which was -9.00 lower than the previous day. The implied volatity was 17.47, the open interest changed by 29 which increased total open position to 146
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 222.15, which was -84.95 lower than the previous day. The implied volatity was 16.44, the open interest changed by 16 which increased total open position to 117
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 307.1, which was 6.20 higher than the previous day. The implied volatity was 15.57, the open interest changed by 2 which increased total open position to 101
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 300.9, which was -35.35 lower than the previous day. The implied volatity was 16.54, the open interest changed by -16 which decreased total open position to 99
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 336.25, which was -55.30 lower than the previous day. The implied volatity was 18.04, the open interest changed by -1 which decreased total open position to 115
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 391.55, which was 12.15 higher than the previous day. The implied volatity was 18.25, the open interest changed by -3 which decreased total open position to 116
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 379.4, which was -50.45 lower than the previous day. The implied volatity was 17.89, the open interest changed by -2 which decreased total open position to 119
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 429.85, which was -101.80 lower than the previous day. The implied volatity was 18.39, the open interest changed by -6 which decreased total open position to 121
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 531.65, which was -160.30 lower than the previous day. The implied volatity was 17.99, the open interest changed by 6 which increased total open position to 127
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 691.95, which was -214.05 lower than the previous day. The implied volatity was 17.53, the open interest changed by -12 which decreased total open position to 121
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 906, which was -12.25 lower than the previous day. The implied volatity was 16.35, the open interest changed by 96 which increased total open position to 133
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 918.25, which was -35.70 lower than the previous day. The implied volatity was 16.11, the open interest changed by -8 which decreased total open position to 37
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 953.95, which was 198.05 higher than the previous day. The implied volatity was 15.16, the open interest changed by -32 which decreased total open position to 45
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 755.9, which was -135.00 lower than the previous day. The implied volatity was 15.11, the open interest changed by 41 which increased total open position to 77
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 890.9, which was -1446.05 lower than the previous day. The implied volatity was 16.10, the open interest changed by 36 which increased total open position to 36
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 2336.95, which was 2336.95 higher 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 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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
