BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.19
Vega: 25.82
Theta: -26.49
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 178 | -273.50 | 18.23 | 876.5 | 93.5 | 359.5 | |||
| 19 Dec | 58728.26 | 451.5 | -362.55 | 17.34 | 778.5 | 26.5 | 266 | |||
| 18 Dec | 59417.63 | 814.05 | -485.95 | 17.62 | 643.5 | 113 | 239.5 | |||
| 17 Dec | 60175.98 | 1300 | -399.20 | 17.28 | 15.5 | 2.5 | 126.5 | |||
| 16 Dec | 60986.65 | 1699.2 | -87.50 | - | 4 | -2 | 124 | |||
| 13 Dec | 60997.39 | 1786.7 | 36.85 | 7.49 | 97 | -35.5 | 126 | |||
| 12 Dec | 60506.79 | 1749.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1749.85 | -153.00 | 12.73 | 155.5 | -74 | 161.5 | |||
| 10 Dec | 60959.27 | 1902.85 | 34.85 | 11.77 | 24 | -18 | 235.5 | |||
| 9 Dec | 60827.31 | 1868 | -274.05 | 13.23 | 23 | -22 | 253.5 | |||
| 6 Dec | 60995.64 | 2142.05 | -77.95 | 14.70 | 8.5 | 0 | 275.5 | |||
| 5 Dec | 60941.98 | 2220 | 458.25 | 16.70 | 17 | -2 | 275.5 | |||
| 4 Dec | 60530.95 | 1761.75 | 374.60 | 13.25 | 133.5 | -5 | 277.5 | |||
| 3 Dec | 59986.58 | 1387.15 | 291.00 | 13.09 | 969.5 | 48 | 282.5 | |||
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| 2 Dec | 59287.61 | 1096.15 | 3.90 | 14.84 | 932.5 | 53 | 234.5 | |||
| 29 Nov | 59298.07 | 1092.25 | -34.40 | 13.58 | 352.5 | -78 | 181.5 | |||
| 28 Nov | 59092.56 | 1126.65 | -143.45 | 15.34 | 785.5 | 191 | 259.5 | |||
| 27 Nov | 59573.72 | 1270.1 | 21.75 | 13.14 | 373.5 | -20.5 | 68.5 | |||
| 26 Nov | 59432.06 | 1248.35 | 18.35 | 13.71 | 499 | 64.5 | 89 | |||
| 25 Nov | 59504.71 | 1230 | 1230.00 | 12.52 | 216.5 | 24.5 | 24.5 | |||
| 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 | 0 | 0 | ||||
For Bank Index - strike price 59500 expiring on 30DEC2024
Delta for 59500 CE is 0.19
Historical price for 59500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 178, which was -273.50 lower than the previous day. The implied volatity was 18.23, the open interest changed by 187 which increased total open position to 719
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 451.5, which was -362.55 lower than the previous day. The implied volatity was 17.34, the open interest changed by 53 which increased total open position to 532
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 814.05, which was -485.95 lower than the previous day. The implied volatity was 17.62, the open interest changed by 226 which increased total open position to 479
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1300, which was -399.20 lower than the previous day. The implied volatity was 17.28, the open interest changed by 5 which increased total open position to 253
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1699.2, which was -87.50 lower than the previous day. The implied volatity was -, the open interest changed by -4 which decreased total open position to 248
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1786.7, which was 36.85 higher than the previous day. The implied volatity was 7.49, the open interest changed by -71 which decreased total open position to 252
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1749.85, 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 1749.85, which was -153.00 lower than the previous day. The implied volatity was 12.73, the open interest changed by -148 which decreased total open position to 323
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1902.85, which was 34.85 higher than the previous day. The implied volatity was 11.77, the open interest changed by -36 which decreased total open position to 471
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1868, which was -274.05 lower than the previous day. The implied volatity was 13.23, the open interest changed by -44 which decreased total open position to 507
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2142.05, which was -77.95 lower than the previous day. The implied volatity was 14.70, the open interest changed by 0 which decreased total open position to 551
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 2220, which was 458.25 higher than the previous day. The implied volatity was 16.70, the open interest changed by -4 which decreased total open position to 551
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1761.75, which was 374.60 higher than the previous day. The implied volatity was 13.25, the open interest changed by -10 which decreased total open position to 555
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1387.15, which was 291.00 higher than the previous day. The implied volatity was 13.09, the open interest changed by 96 which increased total open position to 565
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1096.15, which was 3.90 higher than the previous day. The implied volatity was 14.84, the open interest changed by 106 which increased total open position to 469
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1092.25, which was -34.40 lower than the previous day. The implied volatity was 13.58, the open interest changed by -156 which decreased total open position to 363
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1126.65, which was -143.45 lower than the previous day. The implied volatity was 15.34, the open interest changed by 382 which increased total open position to 519
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1270.1, which was 21.75 higher than the previous day. The implied volatity was 13.14, the open interest changed by -41 which decreased total open position to 137
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1248.35, which was 18.35 higher than the previous day. The implied volatity was 13.71, the open interest changed by 129 which increased total open position to 178
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1230, which was 1230.00 higher than the previous day. The implied volatity was 12.52, the open interest changed by 49 which increased total open position to 49
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 59500 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.82
Vega: 25.29
Theta: -9.07
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1751.7 | 733.45 | 17.77 | 62.5 | -32.5 | 208.5 |
| 19 Dec | 58728.26 | 1018.25 | 385.45 | 16.67 | 154 | -18.5 | 241 |
| 18 Dec | 59417.63 | 632.8 | 249.35 | 16.02 | 712.5 | 14.5 | 259.5 |
| 17 Dec | 60175.98 | 383.45 | 149.20 | 16.56 | 213.5 | 13 | 245 |
| 16 Dec | 60986.65 | 234.25 | -5.85 | 17.51 | 280 | 65 | 232 |
| 13 Dec | 60997.39 | 240.1 | -89.15 | 16.38 | 339.5 | 14.5 | 167 |
| 12 Dec | 60506.79 | 329.25 | -0.15 | 15.48 | 56 | -10.5 | 152.5 |
| 11 Dec | 60767.63 | 329.4 | -26.95 | 16.64 | 202.5 | -79.5 | 163 |
| 10 Dec | 60959.27 | 356.35 | -62.75 | 17.95 | 83 | -19 | 242.5 |
| 9 Dec | 60827.31 | 419.1 | 36.80 | 18.28 | 134.5 | -23 | 261.5 |
| 6 Dec | 60995.64 | 382.3 | -54.40 | 17.44 | 152 | -47.5 | 284.5 |
| 5 Dec | 60941.98 | 436.7 | -109.45 | 18.01 | 308.5 | -12 | 332 |
| 4 Dec | 60530.95 | 546.15 | -155.85 | 17.70 | 212.5 | 21.5 | 344 |
| 3 Dec | 59986.58 | 702 | -241.90 | 17.09 | 1,268 | 140 | 322.5 |
| 2 Dec | 59287.61 | 943.9 | 1.40 | 16.23 | 975.5 | 18 | 182.5 |
| 29 Nov | 59298.07 | 942.5 | -55.30 | 15.80 | 287 | -74.5 | 164.5 |
| 28 Nov | 59092.56 | 997.8 | 206.25 | 15.10 | 785.5 | 173.5 | 239 |
| 27 Nov | 59573.72 | 791.55 | -130.10 | 15.03 | 385 | 8 | 65.5 |
| 26 Nov | 59432.06 | 921.65 | -61.20 | 15.92 | 619 | 37.5 | 57.5 |
| 25 Nov | 59504.71 | 982.85 | 982.85 | 17.07 | 179.5 | 20 | 20 |
| 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 | 0 | 0 | |
For Bank Index - strike price 59500 expiring on 30DEC2024
Delta for 59500 PE is -0.82
Historical price for 59500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1751.7, which was 733.45 higher than the previous day. The implied volatity was 17.77, the open interest changed by -65 which decreased total open position to 417
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1018.25, which was 385.45 higher than the previous day. The implied volatity was 16.67, the open interest changed by -37 which decreased total open position to 482
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 632.8, which was 249.35 higher than the previous day. The implied volatity was 16.02, the open interest changed by 29 which increased total open position to 519
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 383.45, which was 149.20 higher than the previous day. The implied volatity was 16.56, the open interest changed by 26 which increased total open position to 490
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 234.25, which was -5.85 lower than the previous day. The implied volatity was 17.51, the open interest changed by 130 which increased total open position to 464
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 240.1, which was -89.15 lower than the previous day. The implied volatity was 16.38, the open interest changed by 29 which increased total open position to 334
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 329.25, which was -0.15 lower than the previous day. The implied volatity was 15.48, the open interest changed by -21 which decreased total open position to 305
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 329.4, which was -26.95 lower than the previous day. The implied volatity was 16.64, the open interest changed by -159 which decreased total open position to 326
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 356.35, which was -62.75 lower than the previous day. The implied volatity was 17.95, the open interest changed by -38 which decreased total open position to 485
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 419.1, which was 36.80 higher than the previous day. The implied volatity was 18.28, the open interest changed by -46 which decreased total open position to 523
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 382.3, which was -54.40 lower than the previous day. The implied volatity was 17.44, the open interest changed by -95 which decreased total open position to 569
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 436.7, which was -109.45 lower than the previous day. The implied volatity was 18.01, the open interest changed by -24 which decreased total open position to 664
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 546.15, which was -155.85 lower than the previous day. The implied volatity was 17.70, the open interest changed by 43 which increased total open position to 688
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 702, which was -241.90 lower than the previous day. The implied volatity was 17.09, the open interest changed by 280 which increased total open position to 645
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 943.9, which was 1.40 higher than the previous day. The implied volatity was 16.23, the open interest changed by 36 which increased total open position to 365
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 942.5, which was -55.30 lower than the previous day. The implied volatity was 15.80, the open interest changed by -149 which decreased total open position to 329
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 997.8, which was 206.25 higher than the previous day. The implied volatity was 15.10, the open interest changed by 347 which increased total open position to 478
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 791.55, which was -130.10 lower than the previous day. The implied volatity was 15.03, the open interest changed by 16 which increased total open position to 131
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 921.65, which was -61.20 lower than the previous day. The implied volatity was 15.92, the open interest changed by 75 which increased total open position to 115
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 982.85, which was 982.85 higher than the previous day. The implied volatity was 17.07, the open interest changed by 40 which increased total open position to 40
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
