BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59700 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.16
Vega: 23.06
Theta: -23.32
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 141.3 | -237.20 | 18.08 | 350 | 22 | 67 | |||
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| 19 Dec | 58728.26 | 378.5 | -344.70 | 17.22 | 155.5 | 0.5 | 45 | |||
| 18 Dec | 59417.63 | 723.2 | -818.60 | 17.81 | 155 | 24 | 44.5 | |||
| 17 Dec | 60175.98 | 1541.8 | 0.00 | 0.00 | 0 | 0 | 20.5 | |||
| 16 Dec | 60986.65 | 1541.8 | 0.00 | 0.00 | 0 | 0 | 20.5 | |||
| 13 Dec | 60997.39 | 1541.8 | -182.00 | - | 64 | -2.5 | 20.5 | |||
| 12 Dec | 60506.79 | 1723.8 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1723.8 | 0.00 | 0.00 | 0 | 0 | 23 | |||
| 10 Dec | 60959.27 | 1723.8 | 0.00 | 0.00 | 0 | 0 | 23 | |||
| 9 Dec | 60827.31 | 1723.8 | -191.80 | 13.53 | 2 | 0 | 23 | |||
| 6 Dec | 60995.64 | 1915.6 | 18.80 | 13.11 | 4 | -1 | 23 | |||
| 5 Dec | 60941.98 | 1896.8 | 274.25 | 13.10 | 4 | -4 | 24 | |||
| 4 Dec | 60530.95 | 1622.55 | 359.55 | 13.37 | 65 | -20.5 | 28 | |||
| 3 Dec | 59986.58 | 1263 | 303.15 | 13.15 | 458 | -0.5 | 48.5 | |||
| 2 Dec | 59287.61 | 959.85 | -12.15 | 14.32 | 319.5 | 7.5 | 49 | |||
| 29 Nov | 59298.07 | 972 | -53.85 | 13.35 | 116 | 2 | 41.5 | |||
| 28 Nov | 59092.56 | 1025.85 | -122.65 | 15.30 | 292 | 10 | 39.5 | |||
| 27 Nov | 59573.72 | 1148.5 | 56.45 | 13.04 | 145 | 3 | 29.5 | |||
| 26 Nov | 59432.06 | 1092.05 | -15.80 | 13.06 | 244 | 26 | 26.5 | |||
| 25 Nov | 59504.71 | 1107.85 | 1107.85 | 12.40 | 66 | 0.5 | 0.5 | |||
| 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 | |||
| 18 Oct | 59331.76 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59700 expiring on 30DEC2024
Delta for 59700 CE is 0.16
Historical price for 59700 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 141.3, which was -237.20 lower than the previous day. The implied volatity was 18.08, the open interest changed by 44 which increased total open position to 134
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 378.5, which was -344.70 lower than the previous day. The implied volatity was 17.22, the open interest changed by 1 which increased total open position to 90
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 723.2, which was -818.60 lower than the previous day. The implied volatity was 17.81, the open interest changed by 48 which increased total open position to 89
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1541.8, 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 41
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1541.8, 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 41
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1541.8, which was -182.00 lower than the previous day. The implied volatity was -, the open interest changed by -5 which decreased total open position to 41
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1723.8, 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 1723.8, 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 46
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1723.8, 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 46
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1723.8, which was -191.80 lower than the previous day. The implied volatity was 13.53, the open interest changed by 0 which decreased total open position to 46
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1915.6, which was 18.80 higher than the previous day. The implied volatity was 13.11, the open interest changed by -2 which decreased total open position to 46
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1896.8, which was 274.25 higher than the previous day. The implied volatity was 13.10, the open interest changed by -8 which decreased total open position to 48
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1622.55, which was 359.55 higher than the previous day. The implied volatity was 13.37, the open interest changed by -41 which decreased total open position to 56
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1263, which was 303.15 higher than the previous day. The implied volatity was 13.15, the open interest changed by -1 which decreased total open position to 97
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 959.85, which was -12.15 lower than the previous day. The implied volatity was 14.32, the open interest changed by 15 which increased total open position to 98
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 972, which was -53.85 lower than the previous day. The implied volatity was 13.35, the open interest changed by 4 which increased total open position to 83
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1025.85, which was -122.65 lower than the previous day. The implied volatity was 15.30, the open interest changed by 20 which increased total open position to 79
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1148.5, which was 56.45 higher than the previous day. The implied volatity was 13.04, the open interest changed by 6 which increased total open position to 59
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1092.05, which was -15.80 lower than the previous day. The implied volatity was 13.06, the open interest changed by 52 which increased total open position to 53
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1107.85, which was 1107.85 higher than the previous day. The implied volatity was 12.40, the open interest changed by 1 which increased total open position to 1
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 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 59700 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1530.6 | 386.85 | - | 1 | 1 | 76.5 |
| 19 Dec | 58728.26 | 1143.75 | 410.95 | 16.49 | 28 | -2 | 75.5 |
| 18 Dec | 59417.63 | 732.8 | 282.20 | 16.02 | 513.5 | 35.5 | 77.5 |
| 17 Dec | 60175.98 | 450.6 | 178.30 | 16.53 | 66.5 | -0.5 | 42 |
| 16 Dec | 60986.65 | 272.3 | -0.40 | 17.34 | 66 | 8.5 | 42.5 |
| 13 Dec | 60997.39 | 272.7 | -104.35 | 16.09 | 83 | 0.5 | 34 |
| 12 Dec | 60506.79 | 377.05 | -0.95 | 15.28 | 19.5 | -2 | 33.5 |
| 11 Dec | 60767.63 | 378 | -19.00 | 16.55 | 16.5 | 0 | 35.5 |
| 10 Dec | 60959.27 | 397 | -79.15 | 17.72 | 24 | 1.5 | 35.5 |
| 9 Dec | 60827.31 | 476.15 | 36.70 | 18.29 | 30.5 | -4 | 34 |
| 6 Dec | 60995.64 | 439.45 | -38.00 | 17.55 | 98 | -10 | 38 |
| 5 Dec | 60941.98 | 477.45 | -106.20 | 17.74 | 156.5 | -9.5 | 48 |
| 4 Dec | 60530.95 | 583.65 | -190.20 | 17.23 | 149.5 | -20.5 | 57.5 |
| 3 Dec | 59986.58 | 773.85 | -264.65 | 16.99 | 413.5 | 51 | 78 |
| 2 Dec | 59287.61 | 1038.5 | -14.95 | 16.19 | 153 | 1.5 | 27 |
| 29 Nov | 59298.07 | 1053.45 | -47.40 | 16.03 | 43 | 2.5 | 25.5 |
| 28 Nov | 59092.56 | 1100.85 | 213.60 | 15.14 | 304 | -1 | 23 |
| 27 Nov | 59573.72 | 887.25 | -122.05 | 15.17 | 162.5 | 10.5 | 24 |
| 26 Nov | 59432.06 | 1009.3 | -1914.65 | 15.88 | 71 | 13.5 | 13.5 |
| 25 Nov | 59504.71 | 2923.95 | 2923.95 | 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 |
| 18 Oct | 59331.76 | 0 | - | 0 | 0 | 0 | |
For Bank Index - strike price 59700 expiring on 30DEC2024
Delta for 59700 PE is -
Historical price for 59700 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1530.6, which was 386.85 higher than the previous day. The implied volatity was -, the open interest changed by 2 which increased total open position to 153
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1143.75, which was 410.95 higher than the previous day. The implied volatity was 16.49, the open interest changed by -4 which decreased total open position to 151
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 732.8, which was 282.20 higher than the previous day. The implied volatity was 16.02, the open interest changed by 71 which increased total open position to 155
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 450.6, which was 178.30 higher than the previous day. The implied volatity was 16.53, the open interest changed by -1 which decreased total open position to 84
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 272.3, which was -0.40 lower than the previous day. The implied volatity was 17.34, the open interest changed by 17 which increased total open position to 85
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 272.7, which was -104.35 lower than the previous day. The implied volatity was 16.09, the open interest changed by 1 which increased total open position to 68
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 377.05, which was -0.95 lower than the previous day. The implied volatity was 15.28, the open interest changed by -4 which decreased total open position to 67
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 378, which was -19.00 lower than the previous day. The implied volatity was 16.55, the open interest changed by 0 which decreased total open position to 71
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 397, which was -79.15 lower than the previous day. The implied volatity was 17.72, the open interest changed by 3 which increased total open position to 71
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 476.15, which was 36.70 higher than the previous day. The implied volatity was 18.29, the open interest changed by -8 which decreased total open position to 68
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 439.45, which was -38.00 lower than the previous day. The implied volatity was 17.55, the open interest changed by -20 which decreased total open position to 76
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 477.45, which was -106.20 lower than the previous day. The implied volatity was 17.74, the open interest changed by -19 which decreased total open position to 96
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 583.65, which was -190.20 lower than the previous day. The implied volatity was 17.23, the open interest changed by -41 which decreased total open position to 115
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 773.85, which was -264.65 lower than the previous day. The implied volatity was 16.99, the open interest changed by 102 which increased total open position to 156
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1038.5, which was -14.95 lower than the previous day. The implied volatity was 16.19, the open interest changed by 3 which increased total open position to 54
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1053.45, which was -47.40 lower than the previous day. The implied volatity was 16.03, the open interest changed by 5 which increased total open position to 51
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1100.85, which was 213.60 higher than the previous day. The implied volatity was 15.14, the open interest changed by -2 which decreased total open position to 46
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 887.25, which was -122.05 lower than the previous day. The implied volatity was 15.17, the open interest changed by 21 which increased total open position to 48
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1009.3, which was -1914.65 lower than the previous day. The implied volatity was 15.88, the open interest changed by 27 which increased total open position to 27
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 2923.95, which was 2923.95 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 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 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
