BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60400 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 15.86
Theta: -16.52
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 77.45 | -131.90 | 18.99 | 156 | 17 | 164 | |||
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| 19 Dec | 58728.26 | 209.35 | -222.95 | 17.55 | 201 | 71.5 | 147 | |||
| 18 Dec | 59417.63 | 432.3 | -280.15 | 17.59 | 152 | 12.5 | 75.5 | |||
| 17 Dec | 60175.98 | 712.45 | -437.55 | 15.83 | 113.5 | 20 | 63 | |||
| 16 Dec | 60986.65 | 1150 | 33.25 | 14.00 | 8.5 | -3.5 | 43 | |||
| 13 Dec | 60997.39 | 1116.75 | 97.45 | 11.02 | 285 | 10 | 46.5 | |||
| 12 Dec | 60506.79 | 1019.3 | -140.70 | 15.00 | 6 | -1 | 36.5 | |||
| 11 Dec | 60767.63 | 1160 | -126.85 | 14.04 | 1.5 | 0 | 37.5 | |||
| 10 Dec | 60959.27 | 1286.85 | 36.85 | 13.47 | 4.5 | 0.5 | 37.5 | |||
| 9 Dec | 60827.31 | 1250 | -201.95 | 13.91 | 8.5 | 1.5 | 37 | |||
| 6 Dec | 60995.64 | 1451.95 | 34.80 | 14.02 | 17.5 | 0.5 | 35.5 | |||
| 5 Dec | 60941.98 | 1417.15 | 272.40 | 13.58 | 169.5 | -6.5 | 35 | |||
| 4 Dec | 60530.95 | 1144.75 | 262.60 | 13.02 | 533 | 18.5 | 41.5 | |||
| 3 Dec | 59986.58 | 882.15 | 237.55 | 13.31 | 162.5 | -2.5 | 23 | |||
| 2 Dec | 59287.61 | 644.6 | -26.25 | 14.18 | 156 | 10 | 25.5 | |||
| 29 Nov | 59298.07 | 670.85 | -14.85 | 13.53 | 21 | -0.5 | 15.5 | |||
| 28 Nov | 59092.56 | 685.7 | -86.75 | 14.65 | 153 | 0.5 | 16 | |||
| 27 Nov | 59573.72 | 772.45 | -1.85 | 12.66 | 43 | 11.5 | 15.5 | |||
| 26 Nov | 59432.06 | 774.3 | 278.80 | 13.29 | 8 | 3.5 | 4 | |||
| 25 Nov | 59504.71 | 495.5 | 8.72 | 0.5 | 0.5 | 0.5 | ||||
For Bank Index - strike price 60400 expiring on 30DEC2024
Delta for 60400 CE is 0.09
Historical price for 60400 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 77.45, which was -131.90 lower than the previous day. The implied volatity was 18.99, the open interest changed by 34 which increased total open position to 328
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 209.35, which was -222.95 lower than the previous day. The implied volatity was 17.55, the open interest changed by 143 which increased total open position to 294
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 432.3, which was -280.15 lower than the previous day. The implied volatity was 17.59, the open interest changed by 25 which increased total open position to 151
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 712.45, which was -437.55 lower than the previous day. The implied volatity was 15.83, the open interest changed by 40 which increased total open position to 126
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1150, which was 33.25 higher than the previous day. The implied volatity was 14.00, the open interest changed by -7 which decreased total open position to 86
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1116.75, which was 97.45 higher than the previous day. The implied volatity was 11.02, the open interest changed by 20 which increased total open position to 93
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 1019.3, which was -140.70 lower than the previous day. The implied volatity was 15.00, the open interest changed by -2 which decreased total open position to 73
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1160, which was -126.85 lower than the previous day. The implied volatity was 14.04, the open interest changed by 0 which decreased total open position to 75
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1286.85, which was 36.85 higher than the previous day. The implied volatity was 13.47, the open interest changed by 1 which increased total open position to 75
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1250, which was -201.95 lower than the previous day. The implied volatity was 13.91, the open interest changed by 3 which increased total open position to 74
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1451.95, which was 34.80 higher than the previous day. The implied volatity was 14.02, the open interest changed by 1 which increased total open position to 71
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1417.15, which was 272.40 higher than the previous day. The implied volatity was 13.58, the open interest changed by -13 which decreased total open position to 70
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1144.75, which was 262.60 higher than the previous day. The implied volatity was 13.02, the open interest changed by 37 which increased total open position to 83
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 882.15, which was 237.55 higher than the previous day. The implied volatity was 13.31, the open interest changed by -5 which decreased total open position to 46
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 644.6, which was -26.25 lower than the previous day. The implied volatity was 14.18, the open interest changed by 20 which increased total open position to 51
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 670.85, which was -14.85 lower than the previous day. The implied volatity was 13.53, the open interest changed by -1 which decreased total open position to 31
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 685.7, which was -86.75 lower than the previous day. The implied volatity was 14.65, the open interest changed by 1 which increased total open position to 32
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 772.45, which was -1.85 lower than the previous day. The implied volatity was 12.66, the open interest changed by 23 which increased total open position to 31
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 774.3, which was 278.80 higher than the previous day. The implied volatity was 13.29, the open interest changed by 7 which increased total open position to 8
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 495.5, which was lower than the previous day. The implied volatity was 8.72, the open interest changed by 1 which increased total open position to 1
| BANKEX 30DEC2024 60400 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 1712 | 0.00 | 0.00 | 0 | 0 | 45.5 |
| 19 Dec | 58728.26 | 1712 | 560.45 | 17.98 | 16 | -16 | 45.5 |
| 18 Dec | 59417.63 | 1151.55 | 405.80 | 15.95 | 43.5 | 3 | 61.5 |
| 17 Dec | 60175.98 | 745.75 | 293.15 | 16.36 | 217.5 | 2.5 | 58.5 |
| 16 Dec | 60986.65 | 452.6 | -10.20 | 16.81 | 126 | 11.5 | 56 |
| 13 Dec | 60997.39 | 462.8 | -155.80 | 15.90 | 121.5 | -7.5 | 44.5 |
| 12 Dec | 60506.79 | 618.6 | 27.45 | 15.06 | 86 | -6.5 | 52 |
| 11 Dec | 60767.63 | 591.15 | 0.60 | 16.20 | 109 | 7.5 | 58.5 |
| 10 Dec | 60959.27 | 590.55 | -106.95 | 17.19 | 88 | 8 | 51 |
| 9 Dec | 60827.31 | 697.5 | 77.10 | 17.97 | 38.5 | 3 | 43 |
| 6 Dec | 60995.64 | 620.4 | -61.50 | 16.84 | 135 | -7 | 40 |
| 5 Dec | 60941.98 | 681.9 | -168.40 | 17.32 | 251 | 5 | 47 |
| 4 Dec | 60530.95 | 850.3 | -243.30 | 17.27 | 367 | 18 | 42 |
| 3 Dec | 59986.58 | 1093.6 | -270.40 | 17.05 | 17.5 | 0.5 | 24 |
| 2 Dec | 59287.61 | 1364 | -103.50 | 15.26 | 7 | 7 | 23.5 |
| 29 Nov | 59298.07 | 1467.5 | 0.00 | 0.00 | 0 | 0 | 16.5 |
| 28 Nov | 59092.56 | 1467.5 | 245.90 | 14.67 | 41.5 | 9 | 16.5 |
| 27 Nov | 59573.72 | 1221.6 | 1221.60 | 15.00 | 10.5 | 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 60400 expiring on 30DEC2024
Delta for 60400 PE is 0.00
Historical price for 60400 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 1712, 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 91
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1712, which was 560.45 higher than the previous day. The implied volatity was 17.98, the open interest changed by -32 which decreased total open position to 91
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1151.55, which was 405.80 higher than the previous day. The implied volatity was 15.95, the open interest changed by 6 which increased total open position to 123
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 745.75, which was 293.15 higher than the previous day. The implied volatity was 16.36, the open interest changed by 5 which increased total open position to 117
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 452.6, which was -10.20 lower than the previous day. The implied volatity was 16.81, the open interest changed by 23 which increased total open position to 112
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 462.8, which was -155.80 lower than the previous day. The implied volatity was 15.90, the open interest changed by -15 which decreased total open position to 89
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 618.6, which was 27.45 higher than the previous day. The implied volatity was 15.06, the open interest changed by -13 which decreased total open position to 104
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 591.15, which was 0.60 higher than the previous day. The implied volatity was 16.20, the open interest changed by 15 which increased total open position to 117
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 590.55, which was -106.95 lower than the previous day. The implied volatity was 17.19, the open interest changed by 16 which increased total open position to 102
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 697.5, which was 77.10 higher than the previous day. The implied volatity was 17.97, the open interest changed by 6 which increased total open position to 86
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 620.4, which was -61.50 lower than the previous day. The implied volatity was 16.84, the open interest changed by -14 which decreased total open position to 80
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 681.9, which was -168.40 lower than the previous day. The implied volatity was 17.32, the open interest changed by 10 which increased total open position to 94
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 850.3, which was -243.30 lower than the previous day. The implied volatity was 17.27, the open interest changed by 36 which increased total open position to 84
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1093.6, which was -270.40 lower than the previous day. The implied volatity was 17.05, the open interest changed by 1 which increased total open position to 48
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1364, which was -103.50 lower than the previous day. The implied volatity was 15.26, the open interest changed by 14 which increased total open position to 47
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1467.5, 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 33
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1467.5, which was 245.90 higher than the previous day. The implied volatity was 14.67, the open interest changed by 18 which increased total open position to 33
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1221.6, which was 1221.60 higher than the previous day. The implied volatity was 15.00, 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
