BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.09
Vega: 16.04
Theta: -17.39
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 82.35 | -114.10 | 19.85 | 713.5 | -18.5 | 197 | |||
| 19 Dec | 58728.26 | 196.45 | -226.55 | 17.78 | 308.5 | -29 | 215.5 | |||
| 18 Dec | 59417.63 | 423 | -279.35 | 18.19 | 436.5 | 74.5 | 244.5 | |||
| 17 Dec | 60175.98 | 702.35 | -371.15 | 16.67 | 319 | 14.5 | 170 | |||
| 16 Dec | 60986.65 | 1073.5 | 46.95 | 13.78 | 30.5 | -1.5 | 155.5 | |||
| 13 Dec | 60997.39 | 1026.55 | 89.70 | 10.59 | 365.5 | -15 | 157 | |||
| 12 Dec | 60506.79 | 936.85 | -141.30 | 14.50 | 273 | 28.5 | 172 | |||
| 11 Dec | 60767.63 | 1078.15 | -149.30 | 13.66 | 118 | -10.5 | 143.5 | |||
| 10 Dec | 60959.27 | 1227.45 | 10.05 | 13.60 | 103 | -33 | 154 | |||
| 9 Dec | 60827.31 | 1217.4 | -170.00 | 14.47 | 65 | -44 | 187 | |||
| 6 Dec | 60995.64 | 1387.4 | 33.95 | 14.04 | 155 | 4 | 231 | |||
| 5 Dec | 60941.98 | 1353.45 | 232.85 | 13.60 | 1,290 | 133.5 | 227 | |||
| 4 Dec | 60530.95 | 1120.6 | 281.85 | 13.57 | 1,176 | 46 | 93.5 | |||
| 3 Dec | 59986.58 | 838.75 | 218.80 | 13.39 | 207.5 | 12.5 | 47.5 | |||
| 2 Dec | 59287.61 | 619.95 | -2.70 | 14.39 | 137 | 14 | 35 | |||
| 29 Nov | 59298.07 | 622.65 | -32.70 | 13.37 | 49 | -1.5 | 21 | |||
| 28 Nov | 59092.56 | 655.35 | -61.10 | 14.74 | 166.5 | 0.5 | 22.5 | |||
| 27 Nov | 59573.72 | 716.45 | -21.50 | 12.48 | 48 | 5.5 | 22 | |||
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| 26 Nov | 59432.06 | 737.95 | 14.55 | 13.36 | 54.5 | -3 | 16.5 | |||
| 25 Nov | 59504.71 | 723.4 | 12.44 | 66.5 | 19.5 | 19.5 | ||||
For Bank Index - strike price 60500 expiring on 30DEC2024
Delta for 60500 CE is 0.09
Historical price for 60500 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 82.35, which was -114.10 lower than the previous day. The implied volatity was 19.85, the open interest changed by -37 which decreased total open position to 394
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 196.45, which was -226.55 lower than the previous day. The implied volatity was 17.78, the open interest changed by -58 which decreased total open position to 431
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 423, which was -279.35 lower than the previous day. The implied volatity was 18.19, the open interest changed by 149 which increased total open position to 489
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 702.35, which was -371.15 lower than the previous day. The implied volatity was 16.67, the open interest changed by 29 which increased total open position to 340
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1073.5, which was 46.95 higher than the previous day. The implied volatity was 13.78, the open interest changed by -3 which decreased total open position to 311
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 1026.55, which was 89.70 higher than the previous day. The implied volatity was 10.59, the open interest changed by -30 which decreased total open position to 314
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 936.85, which was -141.30 lower than the previous day. The implied volatity was 14.50, the open interest changed by 57 which increased total open position to 344
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1078.15, which was -149.30 lower than the previous day. The implied volatity was 13.66, the open interest changed by -21 which decreased total open position to 287
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1227.45, which was 10.05 higher than the previous day. The implied volatity was 13.60, the open interest changed by -66 which decreased total open position to 308
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1217.4, which was -170.00 lower than the previous day. The implied volatity was 14.47, the open interest changed by -88 which decreased total open position to 374
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1387.4, which was 33.95 higher than the previous day. The implied volatity was 14.04, the open interest changed by 8 which increased total open position to 462
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1353.45, which was 232.85 higher than the previous day. The implied volatity was 13.60, the open interest changed by 267 which increased total open position to 454
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1120.6, which was 281.85 higher than the previous day. The implied volatity was 13.57, the open interest changed by 92 which increased total open position to 187
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 838.75, which was 218.80 higher than the previous day. The implied volatity was 13.39, the open interest changed by 25 which increased total open position to 95
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 619.95, which was -2.70 lower than the previous day. The implied volatity was 14.39, the open interest changed by 28 which increased total open position to 70
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 622.65, which was -32.70 lower than the previous day. The implied volatity was 13.37, the open interest changed by -3 which decreased total open position to 42
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 655.35, which was -61.10 lower than the previous day. The implied volatity was 14.74, the open interest changed by 1 which increased total open position to 45
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 716.45, which was -21.50 lower than the previous day. The implied volatity was 12.48, the open interest changed by 11 which increased total open position to 44
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 737.95, which was 14.55 higher than the previous day. The implied volatity was 13.36, the open interest changed by -6 which decreased total open position to 33
On 25 Nov BANKEX was trading at 59504.71. The strike last trading price was 723.4, which was lower than the previous day. The implied volatity was 12.44, the open interest changed by 39 which increased total open position to 39
| BANKEX 30DEC2024 60500 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 | 2062.3 | 305.45 | - | 3.5 | -1.5 | 105.5 |
| 19 Dec | 58728.26 | 1756.85 | 469.95 | 16.72 | 36.5 | -7.5 | 107 |
| 18 Dec | 59417.63 | 1286.9 | 491.65 | 17.67 | 50 | -13 | 114.5 |
| 17 Dec | 60175.98 | 795.25 | 296.30 | 16.31 | 384 | -38 | 127.5 |
| 16 Dec | 60986.65 | 498.95 | -3.00 | 17.06 | 285.5 | 36.5 | 165.5 |
| 13 Dec | 60997.39 | 501.95 | -144.00 | 15.99 | 185 | -28.5 | 129 |
| 12 Dec | 60506.79 | 645.95 | 19.60 | 14.76 | 405.5 | 15 | 157.5 |
| 11 Dec | 60767.63 | 626.35 | -8.70 | 16.12 | 646 | -16.5 | 142.5 |
| 10 Dec | 60959.27 | 635.05 | -111.20 | 17.33 | 282.5 | -59.5 | 159 |
| 9 Dec | 60827.31 | 746.25 | 77.45 | 18.13 | 238.5 | -42 | 218.5 |
| 6 Dec | 60995.64 | 668.8 | -45.90 | 17.04 | 285.5 | -1 | 260.5 |
| 5 Dec | 60941.98 | 714.7 | -149.10 | 17.24 | 1,269 | 186 | 261.5 |
| 4 Dec | 60530.95 | 863.8 | -282.35 | 16.80 | 625 | 54.5 | 75.5 |
| 3 Dec | 59986.58 | 1146.15 | -501.40 | 17.08 | 24 | 2.5 | 21 |
| 2 Dec | 59287.61 | 1647.55 | 0.00 | 0.00 | 0 | 0 | 18.5 |
| 29 Nov | 59298.07 | 1647.55 | 103.90 | 18.36 | 3 | 0 | 18.5 |
| 28 Nov | 59092.56 | 1543.65 | 241.15 | 14.87 | 24.5 | 18 | 18.5 |
| 27 Nov | 59573.72 | 1302.5 | 1302.50 | 15.36 | 0.5 | 0.5 | 0.5 |
| 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 60500 expiring on 30DEC2024
Delta for 60500 PE is -
Historical price for 60500 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2062.3, which was 305.45 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 211
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1756.85, which was 469.95 higher than the previous day. The implied volatity was 16.72, the open interest changed by -15 which decreased total open position to 214
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1286.9, which was 491.65 higher than the previous day. The implied volatity was 17.67, the open interest changed by -26 which decreased total open position to 229
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 795.25, which was 296.30 higher than the previous day. The implied volatity was 16.31, the open interest changed by -76 which decreased total open position to 255
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 498.95, which was -3.00 lower than the previous day. The implied volatity was 17.06, the open interest changed by 73 which increased total open position to 331
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 501.95, which was -144.00 lower than the previous day. The implied volatity was 15.99, the open interest changed by -57 which decreased total open position to 258
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 645.95, which was 19.60 higher than the previous day. The implied volatity was 14.76, the open interest changed by 30 which increased total open position to 315
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 626.35, which was -8.70 lower than the previous day. The implied volatity was 16.12, the open interest changed by -33 which decreased total open position to 285
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 635.05, which was -111.20 lower than the previous day. The implied volatity was 17.33, the open interest changed by -119 which decreased total open position to 318
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 746.25, which was 77.45 higher than the previous day. The implied volatity was 18.13, the open interest changed by -84 which decreased total open position to 437
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 668.8, which was -45.90 lower than the previous day. The implied volatity was 17.04, the open interest changed by -2 which decreased total open position to 521
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 714.7, which was -149.10 lower than the previous day. The implied volatity was 17.24, the open interest changed by 372 which increased total open position to 523
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 863.8, which was -282.35 lower than the previous day. The implied volatity was 16.80, the open interest changed by 109 which increased total open position to 151
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1146.15, which was -501.40 lower than the previous day. The implied volatity was 17.08, the open interest changed by 5 which increased total open position to 42
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1647.55, 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 37
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1647.55, which was 103.90 higher than the previous day. The implied volatity was 18.36, the open interest changed by 0 which decreased total open position to 37
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1543.65, which was 241.15 higher than the previous day. The implied volatity was 14.87, the open interest changed by 36 which increased total open position to 37
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 1302.5, which was 1302.50 higher than the previous day. The implied volatity was 15.36, the open interest changed by 1 which increased total open position to 1
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
