BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60300 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 17.12
Theta: -17.94
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 88.1 | -140.60 | 19.07 | 155.5 | 12.5 | 85 | |||
| 19 Dec | 58728.26 | 228.7 | -256.65 | 17.51 | 247 | -15.5 | 72.5 | |||
| 18 Dec | 59417.63 | 485.35 | -307.65 | 18.06 | 308 | -29.5 | 88 | |||
| 17 Dec | 60175.98 | 793 | -444.05 | 16.50 | 181.5 | 85.5 | 117.5 | |||
| 16 Dec | 60986.65 | 1237.05 | 56.70 | 14.43 | 8 | -5 | 32 | |||
| 13 Dec | 60997.39 | 1180.35 | 115.05 | 10.78 | 176.5 | -0.5 | 37 | |||
| 12 Dec | 60506.79 | 1065.3 | -131.50 | 14.77 | 3 | 0 | 37.5 | |||
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| 11 Dec | 60767.63 | 1196.8 | -63.20 | 13.51 | 6 | 3 | 37.5 | |||
| 10 Dec | 60959.27 | 1260 | -40.00 | 11.50 | 8 | 4 | 34.5 | |||
| 9 Dec | 60827.31 | 1300 | -234.10 | 13.63 | 3 | -1.5 | 30.5 | |||
| 6 Dec | 60995.64 | 1534.1 | 52.00 | 14.29 | 17 | 1 | 32 | |||
| 5 Dec | 60941.98 | 1482.1 | 276.20 | 13.54 | 166 | -8 | 31 | |||
| 4 Dec | 60530.95 | 1205.9 | 271.40 | 13.04 | 527.5 | 11.5 | 39 | |||
| 3 Dec | 59986.58 | 934.5 | 248.80 | 13.34 | 151.5 | -2.5 | 27.5 | |||
| 2 Dec | 59287.61 | 685.7 | -10.00 | 14.22 | 206.5 | 6 | 30 | |||
| 29 Nov | 59298.07 | 695.7 | -29.15 | 13.30 | 29 | 1 | 24 | |||
| 28 Nov | 59092.56 | 724.85 | -100.20 | 14.67 | 217 | 10.5 | 23 | |||
| 27 Nov | 59573.72 | 825.05 | 1.90 | 12.77 | 27.5 | 3.5 | 12.5 | |||
| 26 Nov | 59432.06 | 823.15 | 268.15 | 13.37 | 29 | 8.5 | 9 | |||
| 25 Nov | 59504.71 | 555 | 8.95 | 0.5 | 0.5 | 0.5 | ||||
For Bank Index - strike price 60300 expiring on 30DEC2024
Delta for 60300 CE is 0.10
Historical price for 60300 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 88.1, which was -140.60 lower than the previous day. The implied volatity was 19.07, the open interest changed by 25 which increased total open position to 170
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 228.7, which was -256.65 lower than the previous day. The implied volatity was 17.51, the open interest changed by -31 which decreased total open position to 145
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 485.35, which was -307.65 lower than the previous day. The implied volatity was 18.06, the open interest changed by -59 which decreased total open position to 176
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 793, which was -444.05 lower than the previous day. The implied volatity was 16.50, the open interest changed by 171 which increased total open position to 235
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1237.05, which was 56.70 higher than the previous day. The implied volatity was 14.43, the open interest changed by -10 which decreased total open position to 64
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1180.35, which was 115.05 higher than the previous day. The implied volatity was 10.78, the open interest changed by -1 which decreased total open position to 74
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1065.3, which was -131.50 lower than the previous day. The implied volatity was 14.77, the open interest changed by 0 which decreased total open position to 75
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1196.8, which was -63.20 lower than the previous day. The implied volatity was 13.51, the open interest changed by 6 which increased total open position to 75
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1260, which was -40.00 lower than the previous day. The implied volatity was 11.50, the open interest changed by 8 which increased total open position to 69
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1300, which was -234.10 lower than the previous day. The implied volatity was 13.63, the open interest changed by -3 which decreased total open position to 61
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1534.1, which was 52.00 higher than the previous day. The implied volatity was 14.29, the open interest changed by 2 which increased total open position to 64
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1482.1, which was 276.20 higher than the previous day. The implied volatity was 13.54, the open interest changed by -16 which decreased total open position to 62
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1205.9, which was 271.40 higher than the previous day. The implied volatity was 13.04, the open interest changed by 23 which increased total open position to 78
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 934.5, which was 248.80 higher than the previous day. The implied volatity was 13.34, the open interest changed by -5 which decreased total open position to 55
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 685.7, which was -10.00 lower than the previous day. The implied volatity was 14.22, the open interest changed by 12 which increased total open position to 60
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 695.7, which was -29.15 lower than the previous day. The implied volatity was 13.30, the open interest changed by 2 which increased total open position to 48
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 724.85, which was -100.20 lower than the previous day. The implied volatity was 14.67, the open interest changed by 21 which increased total open position to 46
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 825.05, which was 1.90 higher than the previous day. The implied volatity was 12.77, the open interest changed by 7 which increased total open position to 25
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 823.15, which was 268.15 higher than the previous day. The implied volatity was 13.37, the open interest changed by 17 which increased total open position to 18
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 555, which was lower than the previous day. The implied volatity was 8.95, the open interest changed by 1 which increased total open position to 1
| BANKEX 30DEC2024 60300 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 | 1828.1 | 261.95 | - | 1 | -1 | 30 |
| 19 Dec | 58728.26 | 1566.15 | 424.20 | 15.72 | 15 | -15 | 31 |
| 18 Dec | 59417.63 | 1141.95 | 441.40 | 17.37 | 115.5 | -16.5 | 46 |
| 17 Dec | 60175.98 | 700.55 | 283.35 | 16.46 | 299.5 | 1.5 | 62.5 |
| 16 Dec | 60986.65 | 417.2 | -20.80 | 16.77 | 103 | 5 | 61 |
| 13 Dec | 60997.39 | 438 | -136.15 | 16.08 | 155 | -5.5 | 56 |
| 12 Dec | 60506.79 | 574.15 | 14.65 | 15.00 | 75.5 | 4 | 61.5 |
| 11 Dec | 60767.63 | 559.5 | -21.25 | 16.31 | 194.5 | 16 | 57.5 |
| 10 Dec | 60959.27 | 580.75 | -77.25 | 17.68 | 85.5 | 0.5 | 41.5 |
| 9 Dec | 60827.31 | 658 | 53.65 | 17.94 | 43.5 | -7.5 | 41 |
| 6 Dec | 60995.64 | 604.35 | -62.55 | 17.17 | 104.5 | 6 | 48.5 |
| 5 Dec | 60941.98 | 666.9 | -123.50 | 17.69 | 292 | 3.5 | 42.5 |
| 4 Dec | 60530.95 | 790.4 | -257.25 | 16.98 | 319.5 | 19.5 | 39 |
| 3 Dec | 59986.58 | 1047.65 | -315.35 | 17.10 | 36 | -0.5 | 19.5 |
| 2 Dec | 59287.61 | 1363 | -29.90 | 16.18 | 10 | 7.5 | 20 |
| 29 Nov | 59298.07 | 1392.9 | -33.05 | 16.32 | 9 | 1.5 | 12.5 |
| 28 Nov | 59092.56 | 1425.95 | 273.75 | 14.96 | 29.5 | 3.5 | 11 |
| 27 Nov | 59573.72 | 1152.2 | 1152.20 | 14.78 | 13.5 | 7.5 | 7.5 |
| 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 60300 expiring on 30DEC2024
Delta for 60300 PE is -
Historical price for 60300 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1828.1, which was 261.95 higher than the previous day. The implied volatity was -, the open interest changed by -2 which decreased total open position to 60
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1566.15, which was 424.20 higher than the previous day. The implied volatity was 15.72, the open interest changed by -30 which decreased total open position to 62
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1141.95, which was 441.40 higher than the previous day. The implied volatity was 17.37, the open interest changed by -33 which decreased total open position to 92
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 700.55, which was 283.35 higher than the previous day. The implied volatity was 16.46, the open interest changed by 3 which increased total open position to 125
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 417.2, which was -20.80 lower than the previous day. The implied volatity was 16.77, the open interest changed by 10 which increased total open position to 122
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 438, which was -136.15 lower than the previous day. The implied volatity was 16.08, the open interest changed by -11 which decreased total open position to 112
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 574.15, which was 14.65 higher than the previous day. The implied volatity was 15.00, the open interest changed by 8 which increased total open position to 123
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 559.5, which was -21.25 lower than the previous day. The implied volatity was 16.31, the open interest changed by 32 which increased total open position to 115
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 580.75, which was -77.25 lower than the previous day. The implied volatity was 17.68, the open interest changed by 1 which increased total open position to 83
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 658, which was 53.65 higher than the previous day. The implied volatity was 17.94, the open interest changed by -15 which decreased total open position to 82
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 604.35, which was -62.55 lower than the previous day. The implied volatity was 17.17, the open interest changed by 12 which increased total open position to 97
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 666.9, which was -123.50 lower than the previous day. The implied volatity was 17.69, the open interest changed by 7 which increased total open position to 85
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 790.4, which was -257.25 lower than the previous day. The implied volatity was 16.98, the open interest changed by 39 which increased total open position to 78
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1047.65, which was -315.35 lower than the previous day. The implied volatity was 17.10, the open interest changed by -1 which decreased total open position to 39
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1363, which was -29.90 lower than the previous day. The implied volatity was 16.18, the open interest changed by 15 which increased total open position to 40
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1392.9, which was -33.05 lower than the previous day. The implied volatity was 16.32, the open interest changed by 3 which increased total open position to 25
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1425.95, which was 273.75 higher than the previous day. The implied volatity was 14.96, the open interest changed by 7 which increased total open position to 22
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1152.2, which was 1152.20 higher than the previous day. The implied volatity was 14.78, the open interest changed by 15 which increased total open position to 15
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
