BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.12
Vega: 19.48
Theta: -19.71
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 105 | -177.85 | 18.25 | 1,850 | 67.5 | 449 | |||
| 19 Dec | 58728.26 | 282.85 | -299.10 | 16.98 | 2,392 | 45.5 | 381.5 | |||
| 18 Dec | 59417.63 | 581.95 | -406.00 | 17.61 | 1,001 | 79.5 | 336 | |||
| 17 Dec | 60175.98 | 987.95 | -467.70 | 17.23 | 396 | 110.5 | 256.5 | |||
| 16 Dec | 60986.65 | 1455.65 | 61.00 | 14.46 | 7.5 | -0.5 | 146 | |||
| 13 Dec | 60997.39 | 1394.65 | 121.25 | 10.18 | 494 | 17.5 | 146.5 | |||
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| 12 Dec | 60506.79 | 1273.4 | -144.60 | 15.22 | 24.5 | 2 | 129 | |||
| 11 Dec | 60767.63 | 1418 | -133.05 | 13.86 | 173.5 | -29 | 127 | |||
| 10 Dec | 60959.27 | 1551.05 | -64.45 | 13.05 | 13.5 | -0.5 | 156 | |||
| 9 Dec | 60827.31 | 1615.5 | -95.75 | 15.84 | 21.5 | -6 | 156.5 | |||
| 6 Dec | 60995.64 | 1711.25 | 24.40 | 13.63 | 17.5 | 3 | 162.5 | |||
| 5 Dec | 60941.98 | 1686.85 | 258.70 | 13.43 | 800.5 | -89.5 | 159.5 | |||
| 4 Dec | 60530.95 | 1428.15 | 321.95 | 13.56 | 1,046 | -11.5 | 249 | |||
| 3 Dec | 59986.58 | 1106.2 | 291.55 | 13.50 | 1,773 | 164 | 260.5 | |||
| 2 Dec | 59287.61 | 814.65 | -10.35 | 14.26 | 633 | -10.5 | 96.5 | |||
| 29 Nov | 59298.07 | 825 | -47.80 | 13.31 | 205.5 | -31.5 | 107 | |||
| 28 Nov | 59092.56 | 872.8 | -105.10 | 15.05 | 611 | 77.5 | 138.5 | |||
| 27 Nov | 59573.72 | 977.9 | 8.50 | 12.89 | 176 | 17.5 | 61 | |||
| 26 Nov | 59432.06 | 969.4 | 39.40 | 13.48 | 95 | 15 | 43.5 | |||
| 25 Nov | 59504.71 | 930 | 930.00 | 12.13 | 426 | 28.5 | 28.5 | |||
| 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 60000 expiring on 30DEC2024
Delta for 60000 CE is 0.12
Historical price for 60000 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 105, which was -177.85 lower than the previous day. The implied volatity was 18.25, the open interest changed by 135 which increased total open position to 898
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 282.85, which was -299.10 lower than the previous day. The implied volatity was 16.98, the open interest changed by 91 which increased total open position to 763
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 581.95, which was -406.00 lower than the previous day. The implied volatity was 17.61, the open interest changed by 159 which increased total open position to 672
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 987.95, which was -467.70 lower than the previous day. The implied volatity was 17.23, the open interest changed by 221 which increased total open position to 513
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1455.65, which was 61.00 higher than the previous day. The implied volatity was 14.46, the open interest changed by -1 which decreased total open position to 292
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1394.65, which was 121.25 higher than the previous day. The implied volatity was 10.18, the open interest changed by 35 which increased total open position to 293
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1273.4, which was -144.60 lower than the previous day. The implied volatity was 15.22, the open interest changed by 4 which increased total open position to 258
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1418, which was -133.05 lower than the previous day. The implied volatity was 13.86, the open interest changed by -58 which decreased total open position to 254
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1551.05, which was -64.45 lower than the previous day. The implied volatity was 13.05, the open interest changed by -1 which decreased total open position to 312
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1615.5, which was -95.75 lower than the previous day. The implied volatity was 15.84, the open interest changed by -12 which decreased total open position to 313
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1711.25, which was 24.40 higher than the previous day. The implied volatity was 13.63, the open interest changed by 6 which increased total open position to 325
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1686.85, which was 258.70 higher than the previous day. The implied volatity was 13.43, the open interest changed by -179 which decreased total open position to 319
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1428.15, which was 321.95 higher than the previous day. The implied volatity was 13.56, the open interest changed by -23 which decreased total open position to 498
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1106.2, which was 291.55 higher than the previous day. The implied volatity was 13.50, the open interest changed by 328 which increased total open position to 521
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 814.65, which was -10.35 lower than the previous day. The implied volatity was 14.26, the open interest changed by -21 which decreased total open position to 193
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 825, which was -47.80 lower than the previous day. The implied volatity was 13.31, the open interest changed by -63 which decreased total open position to 214
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 872.8, which was -105.10 lower than the previous day. The implied volatity was 15.05, the open interest changed by 155 which increased total open position to 277
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 977.9, which was 8.50 higher than the previous day. The implied volatity was 12.89, the open interest changed by 35 which increased total open position to 122
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 969.4, which was 39.40 higher than the previous day. The implied volatity was 13.48, the open interest changed by 30 which increased total open position to 87
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 930, which was 930.00 higher than the previous day. The implied volatity was 12.13, the open interest changed by 57 which increased total open position to 57
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 60000 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1810 | 444.45 | - | 3.5 | -3 | 183.5 |
| 19 Dec | 58728.26 | 1365.55 | 440.80 | 16.72 | 92 | -18 | 186.5 |
| 18 Dec | 59417.63 | 924.75 | 359.80 | 16.60 | 327 | 30 | 204.5 |
| 17 Dec | 60175.98 | 564.95 | 230.75 | 16.47 | 823 | 42.5 | 174.5 |
| 16 Dec | 60986.65 | 334.2 | -7.80 | 16.95 | 482.5 | 23.5 | 132 |
| 13 Dec | 60997.39 | 342 | -125.00 | 15.95 | 642 | -55.5 | 108.5 |
| 12 Dec | 60506.79 | 467 | -4.95 | 15.12 | 105 | -0.5 | 164 |
| 11 Dec | 60767.63 | 471.95 | -17.85 | 16.63 | 357 | -28.5 | 164.5 |
| 10 Dec | 60959.27 | 489.8 | -72.40 | 17.85 | 143 | 15.5 | 193 |
| 9 Dec | 60827.31 | 562.2 | 59.75 | 18.13 | 172.5 | 7.5 | 177.5 |
| 6 Dec | 60995.64 | 502.45 | -54.95 | 17.10 | 189 | -3 | 170 |
| 5 Dec | 60941.98 | 557.4 | -143.00 | 17.55 | 1,145.5 | -57.5 | 173 |
| 4 Dec | 60530.95 | 700.4 | -189.60 | 17.43 | 1,222 | 14 | 230.5 |
| 3 Dec | 59986.58 | 890 | -324.80 | 16.82 | 1,515 | 166 | 216.5 |
| 2 Dec | 59287.61 | 1214.8 | 24.40 | 16.50 | 49.5 | -10 | 50.5 |
| 29 Nov | 59298.07 | 1190.4 | -67.35 | 15.79 | 49 | -16.5 | 60.5 |
| 28 Nov | 59092.56 | 1257.75 | 242.80 | 15.06 | 330 | 53 | 77 |
| 27 Nov | 59573.72 | 1014.95 | -177.20 | 15.00 | 20.5 | 3 | 24 |
| 26 Nov | 59432.06 | 1192.15 | 1192.15 | 16.39 | 58.5 | 21 | 21 |
| 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 60000 expiring on 30DEC2024
Delta for 60000 PE is -
Historical price for 60000 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1810, which was 444.45 higher than the previous day. The implied volatity was -, the open interest changed by -6 which decreased total open position to 367
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1365.55, which was 440.80 higher than the previous day. The implied volatity was 16.72, the open interest changed by -36 which decreased total open position to 373
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 924.75, which was 359.80 higher than the previous day. The implied volatity was 16.60, the open interest changed by 60 which increased total open position to 409
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 564.95, which was 230.75 higher than the previous day. The implied volatity was 16.47, the open interest changed by 85 which increased total open position to 349
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 334.2, which was -7.80 lower than the previous day. The implied volatity was 16.95, the open interest changed by 47 which increased total open position to 264
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 342, which was -125.00 lower than the previous day. The implied volatity was 15.95, the open interest changed by -111 which decreased total open position to 217
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 467, which was -4.95 lower than the previous day. The implied volatity was 15.12, the open interest changed by -1 which decreased total open position to 328
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 471.95, which was -17.85 lower than the previous day. The implied volatity was 16.63, the open interest changed by -57 which decreased total open position to 329
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 489.8, which was -72.40 lower than the previous day. The implied volatity was 17.85, the open interest changed by 31 which increased total open position to 386
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 562.2, which was 59.75 higher than the previous day. The implied volatity was 18.13, the open interest changed by 15 which increased total open position to 355
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 502.45, which was -54.95 lower than the previous day. The implied volatity was 17.10, the open interest changed by -6 which decreased total open position to 340
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 557.4, which was -143.00 lower than the previous day. The implied volatity was 17.55, the open interest changed by -115 which decreased total open position to 346
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 700.4, which was -189.60 lower than the previous day. The implied volatity was 17.43, the open interest changed by 28 which increased total open position to 461
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 890, which was -324.80 lower than the previous day. The implied volatity was 16.82, the open interest changed by 332 which increased total open position to 433
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1214.8, which was 24.40 higher than the previous day. The implied volatity was 16.50, the open interest changed by -20 which decreased total open position to 101
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1190.4, which was -67.35 lower than the previous day. The implied volatity was 15.79, the open interest changed by -33 which decreased total open position to 121
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1257.75, which was 242.80 higher than the previous day. The implied volatity was 15.06, the open interest changed by 106 which increased total open position to 154
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1014.95, which was -177.20 lower than the previous day. The implied volatity was 15.00, the open interest changed by 6 which increased total open position to 48
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 1192.15, which was 1192.15 higher than the previous day. The implied volatity was 16.39, the open interest changed by 42 which increased total open position to 42
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
