BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.17
Vega: 24.06
Theta: -24.11
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 151.35 | -265.55 | 17.84 | 306.5 | 2.5 | 81.5 | |||
| 19 Dec | 58728.26 | 416.9 | -350.35 | 17.36 | 263.5 | -19 | 79 | |||
| 18 Dec | 59417.63 | 767.25 | -491.45 | 17.70 | 534.5 | 67.5 | 98 | |||
| 17 Dec | 60175.98 | 1258.7 | -477.80 | 17.87 | 4 | 1 | 30.5 | |||
| 16 Dec | 60986.65 | 1736.5 | 0.00 | 0.00 | 0 | 0 | 29.5 | |||
| 13 Dec | 60997.39 | 1736.5 | -217.35 | 10.09 | 49 | 1 | 29.5 | |||
| 12 Dec | 60506.79 | 1953.85 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1953.85 | -76.75 | 19.31 | 1 | 0 | 28.5 | |||
| 10 Dec | 60959.27 | 2030.6 | 0.00 | 0.00 | 0 | 0 | 28.5 | |||
| 9 Dec | 60827.31 | 2030.6 | -30.65 | 18.59 | 1.5 | -1 | 28.5 | |||
| 6 Dec | 60995.64 | 2061.25 | 353.35 | 14.64 | 3.5 | -3.5 | 29.5 | |||
| 5 Dec | 60941.98 | 1707.9 | 0.00 | 0.00 | 0 | 0 | 33 | |||
| 4 Dec | 60530.95 | 1707.9 | 360.40 | 13.62 | 44.5 | -17.5 | 33 | |||
|
|
||||||||||
| 3 Dec | 59986.58 | 1347.5 | 304.25 | 13.51 | 314 | 1 | 50.5 | |||
| 2 Dec | 59287.61 | 1043.25 | -13.40 | 14.83 | 426 | 28 | 49.5 | |||
| 29 Nov | 59298.07 | 1056.65 | -13.35 | 13.84 | 139.5 | -6.5 | 21.5 | |||
| 28 Nov | 59092.56 | 1070 | -144.00 | 15.24 | 195.5 | -13.5 | 28 | |||
| 27 Nov | 59573.72 | 1214 | 27.70 | 13.17 | 117.5 | 11.5 | 41.5 | |||
| 26 Nov | 59432.06 | 1186.3 | 6.30 | 13.62 | 311.5 | 28.5 | 30 | |||
| 25 Nov | 59504.71 | 1180 | 1180.00 | 12.62 | 134.5 | 1.5 | 1.5 | |||
| 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 | |||
| 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 59600 expiring on 30DEC2024
Delta for 59600 CE is 0.17
Historical price for 59600 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 151.35, which was -265.55 lower than the previous day. The implied volatity was 17.84, the open interest changed by 5 which increased total open position to 163
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 416.9, which was -350.35 lower than the previous day. The implied volatity was 17.36, the open interest changed by -38 which decreased total open position to 158
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 767.25, which was -491.45 lower than the previous day. The implied volatity was 17.70, the open interest changed by 135 which increased total open position to 196
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1258.7, which was -477.80 lower than the previous day. The implied volatity was 17.87, the open interest changed by 2 which increased total open position to 61
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1736.5, 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 59
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1736.5, which was -217.35 lower than the previous day. The implied volatity was 10.09, the open interest changed by 2 which increased total open position to 59
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1953.85, 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 1953.85, which was -76.75 lower than the previous day. The implied volatity was 19.31, the open interest changed by 0 which decreased total open position to 57
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 2030.6, 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 57
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 2030.6, which was -30.65 lower than the previous day. The implied volatity was 18.59, the open interest changed by -2 which decreased total open position to 57
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 2061.25, which was 353.35 higher than the previous day. The implied volatity was 14.64, the open interest changed by -7 which decreased total open position to 59
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1707.9, 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 66
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1707.9, which was 360.40 higher than the previous day. The implied volatity was 13.62, the open interest changed by -35 which decreased total open position to 66
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1347.5, which was 304.25 higher than the previous day. The implied volatity was 13.51, the open interest changed by 2 which increased total open position to 101
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1043.25, which was -13.40 lower than the previous day. The implied volatity was 14.83, the open interest changed by 56 which increased total open position to 99
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1056.65, which was -13.35 lower than the previous day. The implied volatity was 13.84, the open interest changed by -13 which decreased total open position to 43
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1070, which was -144.00 lower than the previous day. The implied volatity was 15.24, the open interest changed by -27 which decreased total open position to 56
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1214, which was 27.70 higher than the previous day. The implied volatity was 13.17, the open interest changed by 23 which increased total open position to 83
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1186.3, which was 6.30 higher than the previous day. The implied volatity was 13.62, the open interest changed by 57 which increased total open position to 60
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1180, which was 1180.00 higher than the previous day. The implied volatity was 12.62, the open interest changed by 3 which increased total open position to 3
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 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 59600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.81
Vega: 25.61
Theta: -11.15
Gamma: 0.00
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1868.85 | 825.90 | 19.15 | 18 | -15 | 96.5 |
| 19 Dec | 58728.26 | 1042.95 | 357.00 | 15.59 | 33.5 | -13 | 111.5 |
| 18 Dec | 59417.63 | 685.95 | 272.10 | 16.12 | 1,107 | 50 | 124.5 |
| 17 Dec | 60175.98 | 413.85 | 164.55 | 16.49 | 76 | 32 | 74.5 |
| 16 Dec | 60986.65 | 249.3 | -9.90 | 17.33 | 83 | 0.5 | 42.5 |
| 13 Dec | 60997.39 | 259.2 | -94.75 | 16.33 | 143.5 | 5 | 42 |
| 12 Dec | 60506.79 | 353.95 | 5.50 | 15.41 | 35 | 1 | 37 |
| 11 Dec | 60767.63 | 348.45 | -28.40 | 16.49 | 20 | -6.5 | 36 |
| 10 Dec | 60959.27 | 376.85 | -56.80 | 17.85 | 23.5 | -5 | 42.5 |
| 9 Dec | 60827.31 | 433.65 | 28.95 | 18.01 | 39 | 7.5 | 47.5 |
| 6 Dec | 60995.64 | 404.7 | -69.60 | 17.39 | 80.5 | -4.5 | 40 |
| 5 Dec | 60941.98 | 474.3 | -108.55 | 18.21 | 90 | -16 | 44.5 |
| 4 Dec | 60530.95 | 582.85 | -154.55 | 17.79 | 99.5 | -14 | 60.5 |
| 3 Dec | 59986.58 | 737.4 | -254.10 | 17.04 | 261 | 38 | 74.5 |
| 2 Dec | 59287.61 | 991.5 | 19.00 | 16.23 | 272.5 | 11.5 | 36.5 |
| 29 Nov | 59298.07 | 972.5 | -69.90 | 15.56 | 58.5 | -3 | 25 |
| 28 Nov | 59092.56 | 1042.4 | 215.00 | 15.03 | 145.5 | 7.5 | 28 |
| 27 Nov | 59573.72 | 827.4 | -174.45 | 14.94 | 167.5 | 11 | 20.5 |
| 26 Nov | 59432.06 | 1001.85 | 1001.85 | 16.42 | 33.5 | 9.5 | 9.5 |
| 25 Nov | 59504.71 | 0 | 0.00 | 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 |
| 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 59600 expiring on 30DEC2024
Delta for 59600 PE is -0.81
Historical price for 59600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1868.85, which was 825.90 higher than the previous day. The implied volatity was 19.15, the open interest changed by -30 which decreased total open position to 193
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1042.95, which was 357.00 higher than the previous day. The implied volatity was 15.59, the open interest changed by -26 which decreased total open position to 223
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 685.95, which was 272.10 higher than the previous day. The implied volatity was 16.12, the open interest changed by 100 which increased total open position to 249
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 413.85, which was 164.55 higher than the previous day. The implied volatity was 16.49, the open interest changed by 64 which increased total open position to 149
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 249.3, which was -9.90 lower than the previous day. The implied volatity was 17.33, the open interest changed by 1 which increased total open position to 85
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 259.2, which was -94.75 lower than the previous day. The implied volatity was 16.33, the open interest changed by 10 which increased total open position to 84
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 353.95, which was 5.50 higher than the previous day. The implied volatity was 15.41, the open interest changed by 2 which increased total open position to 74
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 348.45, which was -28.40 lower than the previous day. The implied volatity was 16.49, the open interest changed by -13 which decreased total open position to 72
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 376.85, which was -56.80 lower than the previous day. The implied volatity was 17.85, the open interest changed by -10 which decreased total open position to 85
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 433.65, which was 28.95 higher than the previous day. The implied volatity was 18.01, the open interest changed by 15 which increased total open position to 95
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 404.7, which was -69.60 lower than the previous day. The implied volatity was 17.39, the open interest changed by -9 which decreased total open position to 80
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 474.3, which was -108.55 lower than the previous day. The implied volatity was 18.21, the open interest changed by -32 which decreased total open position to 89
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 582.85, which was -154.55 lower than the previous day. The implied volatity was 17.79, the open interest changed by -28 which decreased total open position to 121
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 737.4, which was -254.10 lower than the previous day. The implied volatity was 17.04, the open interest changed by 76 which increased total open position to 149
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 991.5, which was 19.00 higher than the previous day. The implied volatity was 16.23, the open interest changed by 23 which increased total open position to 73
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 972.5, which was -69.90 lower than the previous day. The implied volatity was 15.56, the open interest changed by -6 which decreased total open position to 50
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1042.4, which was 215.00 higher than the previous day. The implied volatity was 15.03, the open interest changed by 15 which increased total open position to 56
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 827.4, which was -174.45 lower than the previous day. The implied volatity was 14.94, the open interest changed by 22 which increased total open position to 41
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1001.85, which was 1001.85 higher than the previous day. The implied volatity was 16.42, the open interest changed by 19 which increased total open position to 19
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 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 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
