BANKEX
Bank Index
Historical option data for BANKEX
20 Dec 2024 04:12 PM IST
| BANKEX 30DEC2024 60600 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.08
Vega: 14.69
Theta: -15.74
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 20 Dec | 57752.00 | 70.8 | -109.55 | 19.64 | 175 | 73.5 | 133 | |||
| 19 Dec | 58728.26 | 180.35 | -196.35 | 17.86 | 80.5 | -31.5 | 59.5 | |||
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| 18 Dec | 59417.63 | 376.7 | -278.80 | 17.79 | 104.5 | 9 | 91 | |||
| 17 Dec | 60175.98 | 655.5 | -408.85 | 16.64 | 327 | 28 | 82 | |||
| 16 Dec | 60986.65 | 1064.35 | 75.10 | 15.04 | 58 | 6.5 | 54 | |||
| 13 Dec | 60997.39 | 989.25 | 106.90 | 11.27 | 260.5 | -25 | 47.5 | |||
| 12 Dec | 60506.79 | 882.35 | -124.80 | 14.50 | 280 | 40 | 72.5 | |||
| 11 Dec | 60767.63 | 1007.15 | -127.55 | 13.46 | 34.5 | -1 | 32.5 | |||
| 10 Dec | 60959.27 | 1134.7 | -153.95 | 13.05 | 50.5 | -7.5 | 33.5 | |||
| 9 Dec | 60827.31 | 1288.65 | 0.00 | 0.00 | 0 | 0 | 41 | |||
| 6 Dec | 60995.64 | 1288.65 | 28.65 | 13.44 | 136.5 | 21 | 41 | |||
| 5 Dec | 60941.98 | 1260 | 225.25 | 13.10 | 300.5 | -9 | 20 | |||
| 4 Dec | 60530.95 | 1034.75 | 255.10 | 13.10 | 280.5 | 10.5 | 29 | |||
| 3 Dec | 59986.58 | 779.65 | 204.35 | 13.20 | 88 | 3.5 | 18.5 | |||
| 2 Dec | 59287.61 | 575.3 | -17.95 | 14.24 | 50.5 | 6.5 | 15 | |||
| 29 Nov | 59298.07 | 593.25 | -30.20 | 13.48 | 13 | -4.5 | 8.5 | |||
| 28 Nov | 59092.56 | 623.45 | -50.30 | 14.78 | 78.5 | 8 | 13 | |||
| 27 Nov | 59573.72 | 673.75 | -25.70 | 12.46 | 27 | 2.5 | 5 | |||
| 26 Nov | 59432.06 | 699.45 | 699.45 | 13.37 | 4.5 | 2.5 | 2.5 | |||
| 25 Nov | 59504.71 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Bank Index - strike price 60600 expiring on 30DEC2024
Delta for 60600 CE is 0.08
Historical price for 60600 CE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 70.8, which was -109.55 lower than the previous day. The implied volatity was 19.64, the open interest changed by 147 which increased total open position to 266
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 180.35, which was -196.35 lower than the previous day. The implied volatity was 17.86, the open interest changed by -63 which decreased total open position to 119
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 376.7, which was -278.80 lower than the previous day. The implied volatity was 17.79, the open interest changed by 18 which increased total open position to 182
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 655.5, which was -408.85 lower than the previous day. The implied volatity was 16.64, the open interest changed by 56 which increased total open position to 164
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 1064.35, which was 75.10 higher than the previous day. The implied volatity was 15.04, the open interest changed by 13 which increased total open position to 108
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 989.25, which was 106.90 higher than the previous day. The implied volatity was 11.27, the open interest changed by -50 which decreased total open position to 95
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 882.35, which was -124.80 lower than the previous day. The implied volatity was 14.50, the open interest changed by 80 which increased total open position to 145
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 1007.15, which was -127.55 lower than the previous day. The implied volatity was 13.46, the open interest changed by -2 which decreased total open position to 65
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 1134.7, which was -153.95 lower than the previous day. The implied volatity was 13.05, the open interest changed by -15 which decreased total open position to 67
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 1288.65, 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 82
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 1288.65, which was 28.65 higher than the previous day. The implied volatity was 13.44, the open interest changed by 42 which increased total open position to 82
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 1260, which was 225.25 higher than the previous day. The implied volatity was 13.10, the open interest changed by -18 which decreased total open position to 40
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 1034.75, which was 255.10 higher than the previous day. The implied volatity was 13.10, the open interest changed by 21 which increased total open position to 58
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 779.65, which was 204.35 higher than the previous day. The implied volatity was 13.20, the open interest changed by 7 which increased total open position to 37
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 575.3, which was -17.95 lower than the previous day. The implied volatity was 14.24, the open interest changed by 13 which increased total open position to 30
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 593.25, which was -30.20 lower than the previous day. The implied volatity was 13.48, the open interest changed by -9 which decreased total open position to 17
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 623.45, which was -50.30 lower than the previous day. The implied volatity was 14.78, the open interest changed by 16 which increased total open position to 26
On 27 Nov BANKEX was trading at 59573.72. The strike last trading price was 673.75, which was -25.70 lower than the previous day. The implied volatity was 12.46, the open interest changed by 5 which increased total open position to 10
On 26 Nov BANKEX was trading at 59432.06. The strike last trading price was 699.45, which was 699.45 higher than the previous day. The implied volatity was 13.37, the open interest changed by 5 which increased total open position to 5
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 60600 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -
Vega: -
Theta: -
Gamma: -
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 20 Dec | 57752.00 | 2341.15 | 484.45 | - | 1.5 | -1.5 | 44.5 |
| 19 Dec | 58728.26 | 1856.7 | 508.20 | 17.37 | 20 | -7.5 | 46 |
| 18 Dec | 59417.63 | 1348.5 | 500.30 | 17.48 | 33 | -4.5 | 53.5 |
| 17 Dec | 60175.98 | 848.2 | 306.35 | 16.29 | 343.5 | -9 | 58 |
| 16 Dec | 60986.65 | 541.85 | 8.10 | 17.17 | 151 | 4 | 67 |
| 13 Dec | 60997.39 | 533.75 | -150.40 | 15.89 | 98.5 | -9.5 | 63 |
| 12 Dec | 60506.79 | 684.15 | 12.70 | 14.62 | 333.5 | 9 | 72.5 |
| 11 Dec | 60767.63 | 671.45 | -10.30 | 16.19 | 351 | 17.5 | 63.5 |
| 10 Dec | 60959.27 | 681.75 | -94.50 | 17.47 | 251.5 | -43.5 | 46 |
| 9 Dec | 60827.31 | 776.25 | 74.20 | 17.93 | 99 | 20 | 89.5 |
| 6 Dec | 60995.64 | 702.05 | -67.45 | 16.96 | 293.5 | 48.5 | 69.5 |
| 5 Dec | 60941.98 | 769.5 | -137.60 | 17.50 | 188.5 | -0.5 | 21 |
| 4 Dec | 60530.95 | 907.1 | -291.20 | 16.78 | 138 | 18.5 | 21.5 |
| 3 Dec | 59986.58 | 1198.3 | -428.35 | 17.08 | 9 | 0 | 3 |
| 2 Dec | 59287.61 | 1626.65 | 0.00 | 0.00 | 0 | 0 | 3 |
| 29 Nov | 59298.07 | 1626.65 | 0.00 | 0.00 | 0 | 0 | 3 |
| 28 Nov | 59092.56 | 1626.65 | 1626.65 | 15.16 | 4.5 | 3 | 3 |
| 27 Nov | 59573.72 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 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 60600 expiring on 30DEC2024
Delta for 60600 PE is -
Historical price for 60600 PE is as follows
On 20 Dec BANKEX was trading at 57752.00. The strike last trading price was 2341.15, which was 484.45 higher than the previous day. The implied volatity was -, the open interest changed by -3 which decreased total open position to 89
On 19 Dec BANKEX was trading at 58728.26. The strike last trading price was 1856.7, which was 508.20 higher than the previous day. The implied volatity was 17.37, the open interest changed by -15 which decreased total open position to 92
On 18 Dec BANKEX was trading at 59417.63. The strike last trading price was 1348.5, which was 500.30 higher than the previous day. The implied volatity was 17.48, the open interest changed by -9 which decreased total open position to 107
On 17 Dec BANKEX was trading at 60175.98. The strike last trading price was 848.2, which was 306.35 higher than the previous day. The implied volatity was 16.29, the open interest changed by -18 which decreased total open position to 116
On 16 Dec BANKEX was trading at 60986.65. The strike last trading price was 541.85, which was 8.10 higher than the previous day. The implied volatity was 17.17, the open interest changed by 8 which increased total open position to 134
On 13 Dec BANKEX was trading at 60997.39. The strike last trading price was 533.75, which was -150.40 lower than the previous day. The implied volatity was 15.89, the open interest changed by -19 which decreased total open position to 126
On 12 Dec BANKEX was trading at 60506.79. The strike last trading price was 684.15, which was 12.70 higher than the previous day. The implied volatity was 14.62, the open interest changed by 18 which increased total open position to 145
On 11 Dec BANKEX was trading at 60767.63. The strike last trading price was 671.45, which was -10.30 lower than the previous day. The implied volatity was 16.19, the open interest changed by 35 which increased total open position to 127
On 10 Dec BANKEX was trading at 60959.27. The strike last trading price was 681.75, which was -94.50 lower than the previous day. The implied volatity was 17.47, the open interest changed by -87 which decreased total open position to 92
On 9 Dec BANKEX was trading at 60827.31. The strike last trading price was 776.25, which was 74.20 higher than the previous day. The implied volatity was 17.93, the open interest changed by 40 which increased total open position to 179
On 6 Dec BANKEX was trading at 60995.64. The strike last trading price was 702.05, which was -67.45 lower than the previous day. The implied volatity was 16.96, the open interest changed by 97 which increased total open position to 139
On 5 Dec BANKEX was trading at 60941.98. The strike last trading price was 769.5, which was -137.60 lower than the previous day. The implied volatity was 17.50, the open interest changed by -1 which decreased total open position to 42
On 4 Dec BANKEX was trading at 60530.95. The strike last trading price was 907.1, which was -291.20 lower than the previous day. The implied volatity was 16.78, the open interest changed by 37 which increased total open position to 43
On 3 Dec BANKEX was trading at 59986.58. The strike last trading price was 1198.3, which was -428.35 lower than the previous day. The implied volatity was 17.08, the open interest changed by 0 which decreased total open position to 6
On 2 Dec BANKEX was trading at 59287.61. The strike last trading price was 1626.65, 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 6
On 29 Nov BANKEX was trading at 59298.07. The strike last trading price was 1626.65, 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 6
On 28 Nov BANKEX was trading at 59092.56. The strike last trading price was 1626.65, which was 1626.65 higher than the previous day. The implied volatity was 15.16, the open interest changed by 6 which increased total open position to 6
On 27 Nov BANKEX was trading at 59573.72. 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 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
