BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 59900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.13
Vega: 20.20
Theta: -20.09
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 109.65 | -214.65 | 17.88 | 240 | 5 | 79.5 | |||
| 19 Dec | 58728.26 | 324.3 | -300.75 | 17.39 | 163.5 | 6 | 74.5 | |||
| 18 Dec | 59417.63 | 625.05 | -430.45 | 17.63 | 398 | 18 | 68.5 | |||
| 17 Dec | 60175.98 | 1055.5 | -396.30 | 17.45 | 6.5 | 2 | 50.5 | |||
| 16 Dec | 60986.65 | 1451.8 | 0.00 | 0.00 | 0 | 0 | 48.5 | |||
| 13 Dec | 60997.39 | 1451.8 | -49.95 | 9.26 | 108 | -7 | 48.5 | |||
| 12 Dec | 60506.79 | 1501.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1501.75 | -68.25 | 14.13 | 15.5 | -7.5 | 55.5 | |||
| 10 Dec | 60959.27 | 1570 | 0.00 | 0.00 | 0 | 0 | 63 | |||
| 9 Dec | 60827.31 | 1570 | -314.45 | 13.44 | 1 | 0 | 63 | |||
| 6 Dec | 60995.64 | 1884.45 | 120.65 | 15.63 | 5.5 | -5 | 63 | |||
| 5 Dec | 60941.98 | 1763.8 | 276.10 | 13.50 | 234 | -2 | 68 | |||
| 4 Dec | 60530.95 | 1487.7 | 328.00 | 13.44 | 170.5 | 11 | 70 | |||
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| 3 Dec | 59986.58 | 1159.7 | 299.50 | 13.43 | 668.5 | -32.5 | 59 | |||
| 2 Dec | 59287.61 | 860.2 | -37.85 | 14.26 | 525.5 | 68 | 91.5 | |||
| 29 Nov | 59298.07 | 898.05 | -26.95 | 13.70 | 38.5 | -6 | 23.5 | |||
| 28 Nov | 59092.56 | 925 | -103.00 | 15.17 | 184.5 | 4 | 29.5 | |||
| 27 Nov | 59573.72 | 1028 | 43.25 | 12.87 | 60 | 7.5 | 25.5 | |||
| 26 Nov | 59432.06 | 984.75 | -2.35 | 13.01 | 68.5 | 16 | 18 | |||
| 25 Nov | 59504.71 | 987.1 | 987.10 | 12.21 | 109.5 | 2 | 2 | |||
| 6 Nov | 59653.07 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 29 Oct | 59669.13 | 0 | - | 0 | 0 | 0 | ||||
For Bank Index - strike price 59900 expiring on 30DEC2024
Delta for 59900 CE is 0.13
Historical price for 59900 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 109.65, which was -214.65 lower than the previous day. The implied volatity was 17.88, the open interest changed by 10 which increased total open position to 159
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 324.3, which was -300.75 lower than the previous day. The implied volatity was 17.39, the open interest changed by 12 which increased total open position to 149
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 625.05, which was -430.45 lower than the previous day. The implied volatity was 17.63, the open interest changed by 36 which increased total open position to 137
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 1055.5, which was -396.30 lower than the previous day. The implied volatity was 17.45, the open interest changed by 4 which increased total open position to 101
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1451.8, 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 97
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1451.8, which was -49.95 lower than the previous day. The implied volatity was 9.26, the open interest changed by -14 which decreased total open position to 97
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1501.75, 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 1501.75, which was -68.25 lower than the previous day. The implied volatity was 14.13, the open interest changed by -15 which decreased total open position to 111
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1570, 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 126
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1570, which was -314.45 lower than the previous day. The implied volatity was 13.44, the open interest changed by 0 which decreased total open position to 126
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1884.45, which was 120.65 higher than the previous day. The implied volatity was 15.63, the open interest changed by -10 which decreased total open position to 126
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1763.8, which was 276.10 higher than the previous day. The implied volatity was 13.50, the open interest changed by -4 which decreased total open position to 136
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1487.7, which was 328.00 higher than the previous day. The implied volatity was 13.44, the open interest changed by 22 which increased total open position to 140
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1159.7, which was 299.50 higher than the previous day. The implied volatity was 13.43, the open interest changed by -65 which decreased total open position to 118
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 860.2, which was -37.85 lower than the previous day. The implied volatity was 14.26, the open interest changed by 136 which increased total open position to 183
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 898.05, which was -26.95 lower than the previous day. The implied volatity was 13.70, the open interest changed by -12 which decreased total open position to 47
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 925, which was -103.00 lower than the previous day. The implied volatity was 15.17, the open interest changed by 8 which increased total open position to 59
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1028, which was 43.25 higher than the previous day. The implied volatity was 12.87, the open interest changed by 15 which increased total open position to 51
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 984.75, which was -2.35 lower than the previous day. The implied volatity was 13.01, the open interest changed by 32 which increased total open position to 36
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 987.1, which was 987.10 higher than the previous day. The implied volatity was 12.21, the open interest changed by 4 which increased total open position to 4
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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKEX 30DEC2024 59900 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1761.15 | 495.85 | - | 0.5 | 0 | 74 |
| 19 Dec | 58728.26 | 1265.3 | 404.45 | 15.93 | 28 | -0.5 | 74 |
| 18 Dec | 59417.63 | 860.85 | 340.75 | 16.46 | 257.5 | -10.5 | 74.5 |
| 17 Dec | 60175.98 | 520.1 | 199.20 | 16.38 | 149.5 | 41 | 85 |
| 16 Dec | 60986.65 | 320.9 | -3.90 | 17.30 | 93 | 6 | 44 |
| 13 Dec | 60997.39 | 324.8 | -113.90 | 16.17 | 177 | -8.5 | 38 |
| 12 Dec | 60506.79 | 438.7 | -8.60 | 15.25 | 43.5 | -4 | 46.5 |
| 11 Dec | 60767.63 | 447.3 | -8.35 | 16.78 | 53.5 | -11.5 | 50.5 |
| 10 Dec | 60959.27 | 455.65 | -63.00 | 17.77 | 25.5 | -1.5 | 62 |
| 9 Dec | 60827.31 | 518.65 | 26.95 | 17.92 | 34.5 | -1.5 | 63.5 |
| 6 Dec | 60995.64 | 491.7 | -38.80 | 17.46 | 91.5 | -7.5 | 65 |
| 5 Dec | 60941.98 | 530.5 | -139.40 | 17.63 | 297.5 | 0.5 | 72.5 |
| 4 Dec | 60530.95 | 669.9 | -181.90 | 17.53 | 233 | 29.5 | 72 |
| 3 Dec | 59986.58 | 851.8 | -298.25 | 16.91 | 610.5 | 25 | 42.5 |
| 2 Dec | 59287.61 | 1150.05 | 21.60 | 16.33 | 97 | 4.5 | 17.5 |
| 29 Nov | 59298.07 | 1128.45 | -68.70 | 15.66 | 22.5 | -2 | 13 |
| 28 Nov | 59092.56 | 1197.15 | 244.45 | 14.99 | 202.5 | 7 | 15 |
| 27 Nov | 59573.72 | 952.7 | -178.70 | 14.80 | 22 | 0.5 | 8 |
| 26 Nov | 59432.06 | 1131.4 | 1131.40 | 16.25 | 9.5 | 7.5 | 7.5 |
| 25 Nov | 59504.71 | 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 | 0 | 0 | |
For Bank Index - strike price 59900 expiring on 30DEC2024
Delta for 59900 PE is -
Historical price for 59900 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1761.15, which was 495.85 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 148
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1265.3, which was 404.45 higher than the previous day. The implied volatity was 15.93, the open interest changed by -1 which decreased total open position to 148
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 860.85, which was 340.75 higher than the previous day. The implied volatity was 16.46, the open interest changed by -21 which decreased total open position to 149
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 520.1, which was 199.20 higher than the previous day. The implied volatity was 16.38, the open interest changed by 82 which increased total open position to 170
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 320.9, which was -3.90 lower than the previous day. The implied volatity was 17.30, the open interest changed by 12 which increased total open position to 88
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 324.8, which was -113.90 lower than the previous day. The implied volatity was 16.17, the open interest changed by -17 which decreased total open position to 76
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 438.7, which was -8.60 lower than the previous day. The implied volatity was 15.25, the open interest changed by -8 which decreased total open position to 93
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 447.3, which was -8.35 lower than the previous day. The implied volatity was 16.78, the open interest changed by -23 which decreased total open position to 101
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 455.65, which was -63.00 lower than the previous day. The implied volatity was 17.77, the open interest changed by -3 which decreased total open position to 124
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 518.65, which was 26.95 higher than the previous day. The implied volatity was 17.92, the open interest changed by -3 which decreased total open position to 127
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 491.7, which was -38.80 lower than the previous day. The implied volatity was 17.46, the open interest changed by -15 which decreased total open position to 130
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 530.5, which was -139.40 lower than the previous day. The implied volatity was 17.63, the open interest changed by 1 which increased total open position to 145
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 669.9, which was -181.90 lower than the previous day. The implied volatity was 17.53, the open interest changed by 59 which increased total open position to 144
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 851.8, which was -298.25 lower than the previous day. The implied volatity was 16.91, the open interest changed by 50 which increased total open position to 85
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1150.05, which was 21.60 higher than the previous day. The implied volatity was 16.33, the open interest changed by 9 which increased total open position to 35
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1128.45, which was -68.70 lower than the previous day. The implied volatity was 15.66, the open interest changed by -4 which decreased total open position to 26
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1197.15, which was 244.45 higher than the previous day. The implied volatity was 14.99, the open interest changed by 14 which increased total open position to 30
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 952.7, which was -178.70 lower than the previous day. The implied volatity was 14.80, the open interest changed by 1 which increased total open position to 16
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1131.4, which was 1131.40 higher than the previous day. The implied volatity was 16.25, the open interest changed by 15 which increased total open position to 15
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 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 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
