BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60200 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 16.90
Theta: -16.93
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 82.15 | -170.80 | 18.16 | 312.5 | 66 | 142.5 | |||
| 19 Dec | 58728.26 | 252.95 | -258.50 | 17.57 | 170 | -27.5 | 76.5 | |||
| 18 Dec | 59417.63 | 511.45 | -343.80 | 17.80 | 235 | 14.5 | 104 | |||
| 17 Dec | 60175.98 | 855.25 | -451.50 | 16.73 | 194 | 45 | 89.5 | |||
| 16 Dec | 60986.65 | 1306.75 | 57.60 | 14.41 | 5.5 | -2.5 | 44.5 | |||
| 13 Dec | 60997.39 | 1249.15 | -39.45 | 10.59 | 146.5 | -1.5 | 47 | |||
| 12 Dec | 60506.79 | 1288.6 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 11 Dec | 60767.63 | 1288.6 | -110.05 | 14.02 | 1.5 | 0 | 48.5 | |||
| 10 Dec | 60959.27 | 1398.65 | 18.65 | 12.92 | 4.5 | 3 | 48.5 | |||
| 9 Dec | 60827.31 | 1380 | -187.25 | 13.88 | 1.5 | 0 | 45.5 | |||
| 6 Dec | 60995.64 | 1567.25 | 9.15 | 13.63 | 15 | 0.5 | 45.5 | |||
| 5 Dec | 60941.98 | 1558.1 | 279.95 | 13.68 | 60.5 | -5.5 | 45 | |||
| 4 Dec | 60530.95 | 1278.15 | 308.85 | 13.20 | 425 | 6.5 | 50.5 | |||
| 3 Dec | 59986.58 | 969.3 | 238.15 | 13.07 | 394 | -14.5 | 44 | |||
| 2 Dec | 59287.61 | 731.15 | 2.40 | 14.30 | 267 | 33.5 | 58.5 | |||
| 29 Nov | 59298.07 | 728.75 | -56.70 | 13.18 | 29 | 3 | 25 | |||
| 28 Nov | 59092.56 | 785.45 | -90.00 | 14.98 | 266.5 | 6 | 22 | |||
| 27 Nov | 59573.72 | 875.45 | 20.05 | 12.83 | 74 | 6 | 16 | |||
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| 26 Nov | 59432.06 | 855.4 | 855.40 | 13.20 | 28.5 | 10 | 10 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 60200 expiring on 30DEC2024
Delta for 60200 CE is 0.10
Historical price for 60200 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 82.15, which was -170.80 lower than the previous day. The implied volatity was 18.16, the open interest changed by 132 which increased total open position to 285
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 252.95, which was -258.50 lower than the previous day. The implied volatity was 17.57, the open interest changed by -55 which decreased total open position to 153
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 511.45, which was -343.80 lower than the previous day. The implied volatity was 17.80, the open interest changed by 29 which increased total open position to 208
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 855.25, which was -451.50 lower than the previous day. The implied volatity was 16.73, the open interest changed by 90 which increased total open position to 179
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1306.75, which was 57.60 higher than the previous day. The implied volatity was 14.41, the open interest changed by -5 which decreased total open position to 89
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1249.15, which was -39.45 lower than the previous day. The implied volatity was 10.59, the open interest changed by -3 which decreased total open position to 94
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1288.6, 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 0
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1288.6, which was -110.05 lower than the previous day. The implied volatity was 14.02, the open interest changed by 0 which decreased total open position to 97
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1398.65, which was 18.65 higher than the previous day. The implied volatity was 12.92, the open interest changed by 6 which increased total open position to 97
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1380, which was -187.25 lower than the previous day. The implied volatity was 13.88, the open interest changed by 0 which decreased total open position to 91
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1567.25, which was 9.15 higher than the previous day. The implied volatity was 13.63, the open interest changed by 1 which increased total open position to 91
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1558.1, which was 279.95 higher than the previous day. The implied volatity was 13.68, the open interest changed by -11 which decreased total open position to 90
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1278.15, which was 308.85 higher than the previous day. The implied volatity was 13.20, the open interest changed by 13 which increased total open position to 101
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 969.3, which was 238.15 higher than the previous day. The implied volatity was 13.07, the open interest changed by -29 which decreased total open position to 88
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 731.15, which was 2.40 higher than the previous day. The implied volatity was 14.30, the open interest changed by 67 which increased total open position to 117
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 728.75, which was -56.70 lower than the previous day. The implied volatity was 13.18, the open interest changed by 6 which increased total open position to 50
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 785.45, which was -90.00 lower than the previous day. The implied volatity was 14.98, the open interest changed by 12 which increased total open position to 44
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 875.45, which was 20.05 higher than the previous day. The implied volatity was 12.83, the open interest changed by 12 which increased total open position to 32
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 855.4, which was 855.40 higher than the previous day. The implied volatity was 13.20, the open interest changed by 20 which increased total open position to 20
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| BANKEX 30DEC2024 60200 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2027.75 | 471.75 | - | 3.5 | -3.5 | 49.5 |
| 19 Dec | 58728.26 | 1556 | 484.00 | 17.95 | 14.5 | -14 | 53 |
| 18 Dec | 59417.63 | 1072 | 417.95 | 17.21 | 163.5 | -57.5 | 67 |
| 17 Dec | 60175.98 | 654.05 | 257.65 | 16.48 | 289.5 | 41 | 124.5 |
| 16 Dec | 60986.65 | 396.4 | -0.35 | 17.03 | 116 | -3.5 | 83.5 |
| 13 Dec | 60997.39 | 396.75 | -134.10 | 15.87 | 190 | 24 | 87 |
| 12 Dec | 60506.79 | 530.85 | 4.95 | 14.93 | 85.5 | 20.5 | 63 |
| 11 Dec | 60767.63 | 525.9 | -17.45 | 16.36 | 58.5 | 5.5 | 42.5 |
| 10 Dec | 60959.27 | 543.35 | -73.70 | 17.62 | 54.5 | -5.5 | 37 |
| 9 Dec | 60827.31 | 617.05 | 43.85 | 17.86 | 49 | 2 | 42.5 |
| 6 Dec | 60995.64 | 573.2 | -50.50 | 17.22 | 75 | -11 | 40.5 |
| 5 Dec | 60941.98 | 623.7 | -133.90 | 17.55 | 125 | 8 | 51.5 |
| 4 Dec | 60530.95 | 757.6 | -253.10 | 17.10 | 291 | 16 | 43.5 |
| 3 Dec | 59986.58 | 1010.7 | -311.30 | 17.28 | 84 | 6.5 | 27.5 |
| 2 Dec | 59287.61 | 1322 | 48.40 | 16.44 | 6 | 2.5 | 21 |
| 29 Nov | 59298.07 | 1273.6 | -90.80 | 15.41 | 12.5 | 4 | 18.5 |
| 28 Nov | 59092.56 | 1364.4 | 267.05 | 14.94 | 39.5 | 0 | 14.5 |
| 27 Nov | 59573.72 | 1097.35 | 1097.35 | 14.75 | 18.5 | 14.5 | 14.5 |
| 26 Nov | 59432.06 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | |
For Bank Index - strike price 60200 expiring on 30DEC2024
Delta for 60200 PE is -
Historical price for 60200 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2027.75, which was 471.75 higher than the previous day. The implied volatity was -, the open interest changed by -7 which decreased total open position to 99
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1556, which was 484.00 higher than the previous day. The implied volatity was 17.95, the open interest changed by -28 which decreased total open position to 106
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1072, which was 417.95 higher than the previous day. The implied volatity was 17.21, the open interest changed by -115 which decreased total open position to 134
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 654.05, which was 257.65 higher than the previous day. The implied volatity was 16.48, the open interest changed by 82 which increased total open position to 249
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 396.4, which was -0.35 lower than the previous day. The implied volatity was 17.03, the open interest changed by -7 which decreased total open position to 167
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 396.75, which was -134.10 lower than the previous day. The implied volatity was 15.87, the open interest changed by 48 which increased total open position to 174
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 530.85, which was 4.95 higher than the previous day. The implied volatity was 14.93, the open interest changed by 41 which increased total open position to 126
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 525.9, which was -17.45 lower than the previous day. The implied volatity was 16.36, the open interest changed by 11 which increased total open position to 85
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 543.35, which was -73.70 lower than the previous day. The implied volatity was 17.62, the open interest changed by -11 which decreased total open position to 74
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 617.05, which was 43.85 higher than the previous day. The implied volatity was 17.86, the open interest changed by 4 which increased total open position to 85
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 573.2, which was -50.50 lower than the previous day. The implied volatity was 17.22, the open interest changed by -22 which decreased total open position to 81
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 623.7, which was -133.90 lower than the previous day. The implied volatity was 17.55, the open interest changed by 16 which increased total open position to 103
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 757.6, which was -253.10 lower than the previous day. The implied volatity was 17.10, the open interest changed by 32 which increased total open position to 87
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1010.7, which was -311.30 lower than the previous day. The implied volatity was 17.28, the open interest changed by 13 which increased total open position to 55
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1322, which was 48.40 higher than the previous day. The implied volatity was 16.44, the open interest changed by 5 which increased total open position to 42
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1273.6, which was -90.80 lower than the previous day. The implied volatity was 15.41, the open interest changed by 8 which increased total open position to 37
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1364.4, which was 267.05 higher than the previous day. The implied volatity was 14.94, the open interest changed by 0 which decreased total open position to 29
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1097.35, which was 1097.35 higher than the previous day. The implied volatity was 14.75, the open interest changed by 29 which increased total open position to 29
On 26 Nov BANKEX was trading at 59432.06. 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 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
