BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59800 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.14
Vega: 21.35
Theta: -21.18
Gamma: 0.00
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 120.4 | -217.50 | 17.78 | 337 | -10.5 | 81 | |||
| 19 Dec | 58728.26 | 337.9 | -329.90 | 16.95 | 220.5 | 33.5 | 91.5 | |||
| 18 Dec | 59417.63 | 667.8 | -882.75 | 17.60 | 240 | 21 | 58 | |||
| 17 Dec | 60175.98 | 1550.55 | 0.00 | 0.00 | 0 | 0 | 37 | |||
| 16 Dec | 60986.65 | 1550.55 | 49.10 | 12.58 | 3 | -3 | 37 | |||
| 13 Dec | 60997.39 | 1501.45 | -149.65 | 7.41 | 87 | -1 | 40 | |||
| 12 Dec | 60506.79 | 1651.1 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1651.1 | 0.00 | 0.00 | 0 | 0 | 41 | |||
| 10 Dec | 60959.27 | 1651.1 | 0.00 | 0.00 | 0 | 0 | 41 | |||
| 9 Dec | 60827.31 | 1651.1 | 13.00 | 13.60 | 3 | -1 | 41 | |||
| 6 Dec | 60995.64 | 1638.1 | -189.70 | 7.72 | 1.5 | -1.5 | 42 | |||
| 5 Dec | 60941.98 | 1827.8 | 296.15 | 13.27 | 10.5 | -0.5 | 43.5 | |||
| 4 Dec | 60530.95 | 1531.65 | 305.75 | 12.99 | 23 | -2.5 | 44 | |||
| 3 Dec | 59986.58 | 1225.9 | 316.00 | 13.54 | 601.5 | -12 | 46.5 | |||
|
|
||||||||||
| 2 Dec | 59287.61 | 909.9 | -5.10 | 14.30 | 579 | 23.5 | 58.5 | |||
| 29 Nov | 59298.07 | 915 | -50.40 | 13.25 | 84.5 | -3 | 35 | |||
| 28 Nov | 59092.56 | 965.4 | -136.05 | 15.10 | 267 | 16.5 | 38 | |||
| 27 Nov | 59573.72 | 1101.45 | 60.80 | 13.15 | 130.5 | 9.5 | 21.5 | |||
| 26 Nov | 59432.06 | 1040.65 | 127.20 | 13.07 | 51.5 | 10.5 | 12 | |||
| 25 Nov | 59504.71 | 913.45 | 913.45 | 10.47 | 155 | 1.5 | 1.5 | |||
| 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 59800 expiring on 30DEC2024
Delta for 59800 CE is 0.14
Historical price for 59800 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 120.4, which was -217.50 lower than the previous day. The implied volatity was 17.78, the open interest changed by -21 which decreased total open position to 162
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 337.9, which was -329.90 lower than the previous day. The implied volatity was 16.95, the open interest changed by 67 which increased total open position to 183
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 667.8, which was -882.75 lower than the previous day. The implied volatity was 17.60, the open interest changed by 42 which increased total open position to 116
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1550.55, 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 74
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1550.55, which was 49.10 higher than the previous day. The implied volatity was 12.58, the open interest changed by -6 which decreased total open position to 74
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1501.45, which was -149.65 lower than the previous day. The implied volatity was 7.41, the open interest changed by -2 which decreased total open position to 80
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1651.1, 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 1651.1, 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 82
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1651.1, 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 82
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1651.1, which was 13.00 higher than the previous day. The implied volatity was 13.60, the open interest changed by -2 which decreased total open position to 82
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1638.1, which was -189.70 lower than the previous day. The implied volatity was 7.72, the open interest changed by -3 which decreased total open position to 84
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1827.8, which was 296.15 higher than the previous day. The implied volatity was 13.27, the open interest changed by -1 which decreased total open position to 87
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1531.65, which was 305.75 higher than the previous day. The implied volatity was 12.99, the open interest changed by -5 which decreased total open position to 88
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1225.9, which was 316.00 higher than the previous day. The implied volatity was 13.54, the open interest changed by -24 which decreased total open position to 93
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 909.9, which was -5.10 lower than the previous day. The implied volatity was 14.30, the open interest changed by 47 which increased total open position to 117
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 915, which was -50.40 lower than the previous day. The implied volatity was 13.25, the open interest changed by -6 which decreased total open position to 70
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 965.4, which was -136.05 lower than the previous day. The implied volatity was 15.10, the open interest changed by 33 which increased total open position to 76
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1101.45, which was 60.80 higher than the previous day. The implied volatity was 13.15, the open interest changed by 19 which increased total open position to 43
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1040.65, which was 127.20 higher than the previous day. The implied volatity was 13.07, the open interest changed by 21 which increased total open position to 24
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 913.45, which was 913.45 higher than the previous day. The implied volatity was 10.47, the open interest changed by 3 which increased total open position to 3
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 59800 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1418 | 146.85 | - | 1.5 | 0 | 84 |
| 19 Dec | 58728.26 | 1271.15 | 470.75 | 18.10 | 11 | -1 | 84 |
| 18 Dec | 59417.63 | 800.4 | 324.35 | 16.34 | 220 | -7 | 85 |
| 17 Dec | 60175.98 | 476.05 | 184.90 | 16.26 | 157.5 | 28 | 92 |
| 16 Dec | 60986.65 | 291.15 | -8.55 | 17.19 | 132.5 | 10.5 | 64 |
| 13 Dec | 60997.39 | 299.7 | -110.45 | 16.18 | 162 | 7 | 53.5 |
| 12 Dec | 60506.79 | 410.15 | 15.00 | 15.33 | 46.5 | -3.5 | 46.5 |
| 11 Dec | 60767.63 | 395.15 | -37.95 | 16.31 | 27.5 | 0 | 50 |
| 10 Dec | 60959.27 | 433.1 | -55.65 | 17.90 | 13 | 0 | 50 |
| 9 Dec | 60827.31 | 488.75 | 38.15 | 17.94 | 18.5 | 3 | 50 |
| 6 Dec | 60995.64 | 450.6 | -71.25 | 17.23 | 77.5 | -8.5 | 47 |
| 5 Dec | 60941.98 | 521.85 | -118.95 | 18.03 | 90 | -3.5 | 55.5 |
| 4 Dec | 60530.95 | 640.8 | -167.75 | 17.63 | 125.5 | 1 | 59 |
| 3 Dec | 59986.58 | 808.55 | -302.40 | 16.89 | 518 | 31.5 | 58 |
| 2 Dec | 59287.61 | 1110.95 | -39.65 | 16.53 | 168 | 8.5 | 26.5 |
| 29 Nov | 59298.07 | 1150.6 | -5.05 | 16.72 | 30.5 | 1.5 | 18 |
| 28 Nov | 59092.56 | 1155.65 | 246.15 | 15.17 | 179 | 0.5 | 16.5 |
| 27 Nov | 59573.72 | 909.5 | -142.70 | 14.85 | 86.5 | 3 | 16 |
| 26 Nov | 59432.06 | 1052.2 | -247.80 | 15.82 | 34.5 | 12 | 13 |
| 25 Nov | 59504.71 | 1300 | 1300.00 | 19.55 | 1 | 1 | 1 |
| 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 59800 expiring on 30DEC2024
Delta for 59800 PE is -
Historical price for 59800 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1418, which was 146.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 168
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1271.15, which was 470.75 higher than the previous day. The implied volatity was 18.10, the open interest changed by -2 which decreased total open position to 168
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 800.4, which was 324.35 higher than the previous day. The implied volatity was 16.34, the open interest changed by -14 which decreased total open position to 170
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 476.05, which was 184.90 higher than the previous day. The implied volatity was 16.26, the open interest changed by 56 which increased total open position to 184
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 291.15, which was -8.55 lower than the previous day. The implied volatity was 17.19, the open interest changed by 21 which increased total open position to 128
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 299.7, which was -110.45 lower than the previous day. The implied volatity was 16.18, the open interest changed by 14 which increased total open position to 107
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 410.15, which was 15.00 higher than the previous day. The implied volatity was 15.33, the open interest changed by -7 which decreased total open position to 93
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 395.15, which was -37.95 lower than the previous day. The implied volatity was 16.31, the open interest changed by 0 which decreased total open position to 100
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 433.1, which was -55.65 lower than the previous day. The implied volatity was 17.90, the open interest changed by 0 which decreased total open position to 100
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 488.75, which was 38.15 higher than the previous day. The implied volatity was 17.94, the open interest changed by 6 which increased total open position to 100
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 450.6, which was -71.25 lower than the previous day. The implied volatity was 17.23, the open interest changed by -17 which decreased total open position to 94
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 521.85, which was -118.95 lower than the previous day. The implied volatity was 18.03, the open interest changed by -7 which decreased total open position to 111
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 640.8, which was -167.75 lower than the previous day. The implied volatity was 17.63, the open interest changed by 2 which increased total open position to 118
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 808.55, which was -302.40 lower than the previous day. The implied volatity was 16.89, the open interest changed by 63 which increased total open position to 116
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1110.95, which was -39.65 lower than the previous day. The implied volatity was 16.53, the open interest changed by 17 which increased total open position to 53
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1150.6, which was -5.05 lower than the previous day. The implied volatity was 16.72, the open interest changed by 3 which increased total open position to 36
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1155.65, which was 246.15 higher than the previous day. The implied volatity was 15.17, the open interest changed by 1 which increased total open position to 33
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 909.5, which was -142.70 lower than the previous day. The implied volatity was 14.85, the open interest changed by 6 which increased total open position to 32
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1052.2, which was -247.80 lower than the previous day. The implied volatity was 15.82, the open interest changed by 24 which increased total open position to 26
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 1300, which was 1300.00 higher than the previous day. The implied volatity was 19.55, the open interest changed by 2 which increased total open position to 2
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
